readme.td.txt
Creators:
Taeyoung Doh
From the dataset abstract
This paper estimates a model in which persistent fluctuations in expected consumption growth, expected inflation, and their time-varying volatility determine asset price variation. The...
Source: LONG-RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/f367fe5e-4a0a-42eb-90da-74e179fec8ea/resource/1d4ab25e-4817-4775-829e-fa646e23116e/download/readme.td.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
