Search Results for time-varying risk premium

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This paper proposes a new method of estimating the Taylor rule with a time-varying implicit...

This paper estimates Taylor-type interest rates for the United States allowing for both time and...

The paper discusses a model in which growth is a negative function of fiscal burden. Moreover,...

Until recently, China has been the leading contributor to global economic growth and—since the...

We propose using a Bayesian time-varying coefficient model estimated with Markov chain-Monte...

This paper sheds light on the attractiveness of U.S. assets by studying dollar risk premiums,...