Janice H. Levin Bldg., Room 121
94 Rockafeller Road
Piscataway, NJ 08854-8054
United States
Aarhus University
Fuglesangs Alle 4
DK-8210 Aarhus C
Denmark
Rutgers Business School
CREATES
term structure of interest rates, fractional integration, affine models
Term structure of interest rates, fractional integration, affine models
Predictive regression, persistent predictor, fractional integration, regression unbalancedness, IV estimation
Fiscal Multiplier, Varying MPC, Income Imbalance, Tax and Spend Policy