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Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer

Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer
Digital文書・図像類
ハラ, チアキInstitute of Economic Research, Kyoto University2019-05-12KIER Discussion Paper1009p.1-48
Available onlineOther Libraries in Japan
  • Subject Heading...ating function term structure of interest rates short-rate processes

Heterogeneous impatience and dynamic inconsistency

Heterogeneous impatience and dynamic inconsistency
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Hitotsubashi University2012-05
Available onlineOther Libraries in Japan
  • Summary, etc....cations to the term structure of interest rates are explored and the special ...
  • Subject Heading...ative consumer term structure of interest rates exponential family

How Does Yield Curve Predict GDP Growth ? A Macro-Finance Approach Revisited

How Does Yield Curve Predict GDP Growth ? A Macro-Finance Approach Revisited
Paper文書・図像類
Koeda, Junko日本経済国際共同センター2011-01Discussion paper series. CIRJE-FCIRJE-F-784
Other Libraries in Japan
  • Subject Heading... E43, E44, E27 Term structure of interest rates GDP growth Unit root Estimati...

Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary IES

Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary IES
Paper文書・図像類
Nakamura, Hisashi, Wataru, Nozawa, Akihiko, Takahashi日本経済国際共同センター2008-11Discussion paper series. CIRJE-FCIRJE-F-603
Other Libraries in Japan
  • Subject Heading...on-unitary EIS Term structure of interest rates Inflation expectation JEL cod...

The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective

The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
Paper文書・図像類
Koeda, Junko, Kato, Ryo日本経済国際共同センター2010-03Discussion paper series. CIRJE-FCIRJE-F-724
Other Libraries in Japan
  • Subject Heading...RCH Estimation Term Structure of Interest Rates Financial markets and the mac...

Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems

Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems
Paper文書・図像類
Kunitomo, Naoto, Takahashi, Akihiko日本経済国際共同センター2003-11Discussion paper series. CIRJE-F2003-CF-245
Other Libraries in Japan
  • Subject Heading...olio Insurance Term Structure of Interest Rates Monte Carlo Method

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