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A joint model for the term structure of interest rates and the macroeconomy (...
We present and estimate a continuous time term structure model that incorporates observable macroeconomic variables and latent variables with a clear macroeconomic... -
The policy preferences of the US Federal Reserve (replication data)
In this paper we model and explain US macroeconomic outcomes subject to the discipline that monetary policy is set optimally. Exploiting the restrictions that come from optimal...
