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The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
상세정보
- 자료유형
- 기사
- ISSN
- 19457707
- 서명/저자
- The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks Glenn D Rudebusch, Eric T Swanson
- 발행사항
- USA : american economic association, 2012.
- 형태사항
- pp. 105p ~ 143p
- 주기사항
- Includes Bibliography(참고문헌수록)
- 기타저자
- Eric T Swanson
- 원문정보
- url
- 모체레코드
- 모체정보확인
- Control Number
- kjul:60248655
MARC
008191226s2012 as aa eng■022 ▼a19457707
■1001 ▼aGlenn D Rudebusch,
■24510▼aThe Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks▼dGlenn D Rudebusch, ▼eEric T Swanson
■260 ▼aUSA▼bamerican economic association▼c2012.
■300 ▼app. 105p ~ 143p
■500 ▼a Includes Bibliography(참고문헌수록)
■7001 ▼aEric T Swanson
■773 ▼tAmerican Economic journal Macroeconomic▼g2012년 1월 (4권 1호)▼d2012, 01
■856 ▼uhttps://www.aeaweb.org/journals/mac
■SIS ▼aS059057▼b60157822▼h8▼s2▼fP
