Philipp Lentner

Swiss Finance Institute

PhD

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

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Scholarly Papers (1)

1.

The Term Structure of Interest Rates in an Estimated New Keynesian Policy Model

Number of pages: 40 Posted: 03 Jun 2016 Last Revised: 07 Jun 2016
Daniel Buncic and Philipp Lentner
Stockholm University - Stockholm Business School and Swiss Finance Institute
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Abstract:

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Affine term structure and macro-finance modelling, New Keynesian Policy Model, risk price parameter restrictions, JSZ normalisation