Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing"
8 Pages Posted: 12 Nov 2020 Last revised: 22 Jun 2021
Date Written: June 22, 2021
Abstract
This document provides additional results for Mitra and Xu (2020) and is organized as follows. Section A derives the equilibrium wage rule from our model. Section B provides details for the numerical solution of our model. Section C presents results for alternative model specifications. Section D presents additional empirical results for real bonds.
Suggested Citation: Suggested Citation
Mitra, Indrajit and Xu, Yu, Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing" (June 22, 2021). Available at SSRN: https://ssrn.com/abstract=3698098 or http://dx.doi.org/10.2139/ssrn.3698098
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