Model misspecification, the equilibrium natural interest rate, and the equity premium.: An article from: Journal of Money, Credit & Banking

This digital document is an article from Journal of Money, Credit & Banking, published by Ohio State University Press on October 1, 2009. The length of the article is 12280 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.

From the author: Keywords: natural rate of interest, equity premium puzzle, risk-free rate puzzle, robust control, model misspecification.

Citation Details
Title: Model misspecification, the equilibrium natural interest rate, and the equity premium.
Author: Oreste Tristani
Publication:Journal of Money, Credit & Banking (Magazine/Journal)
Date: October 1, 2009
Publisher: Ohio State University Press
Volume: 41 Issue: 7 Page: 1453(27)

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