An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia

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@article{ecd11ea5e51441aaac1a735b43b33eda,

title = "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia",

author = "Andreasen, {Martin M{\o}ller}",

year = "2012",

doi = "10.1016/j.euroecorev.2012.09.006",

language = "English",

volume = "56",

pages = "1656–1674",

journal = "European Economic Review",

issn = "0014-2921",

publisher = "Elsevier BV",

number = "8",

}

TY - JOUR

T1 - An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia

AU - Andreasen, Martin Møller

PY - 2012

Y1 - 2012

U2 - 10.1016/j.euroecorev.2012.09.006

DO - 10.1016/j.euroecorev.2012.09.006

M3 - Journal article

SN - 0014-2921

VL - 56

SP - 1656

EP - 1674

JO - European Economic Review

JF - European Economic Review

IS - 8

ER -