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Simulations of the Current Account in a Multicountry Rational Expectations Econometric Model
Current Account Econometric Model
2015/8/4
Simulations of the Current Account in a Multicountry Rational Expectations Econometric Model.
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Macroeconomic Jump Effects Yield Curve
2015/7/23
This paper develops an arbitrage-free time-series model of yields in continuous time
that incorporates central bank policy. Policy-related events, such as FOMC meetings
and releases of macroeconomic...