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

See all articles by Indrajit Mitra

Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta

Yu Xu

University of Delaware

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

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

Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta ( email )

1000 Peachtree Street N.E.
Atlanta, GA 30309-4470
United States

Yu Xu (Contact Author)

University of Delaware ( email )

Alfred Lerner College of Business and Economics
Newark, DE 19716
United States

HOME PAGE: http://https://www.yuxufinance.net/

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
13
Abstract Views
158
PlumX Metrics