David Vestin
Biographic Data
| ID | 5731357 |
|---|---|
| NAME | David Vestin |
| GIVEN NAMES | David |
| FAMILY NAME | Vestin |
| SIGNATURE | VESTIN D |
| AFFILIATIONS | European Central Bank |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2008 |
| LATEST PUBLICATION YEAR | 2008 |
| H-INDEX | 1 |
The Yield Curve and Macroeconomic Dynamics
We show that microfounded DSGE models with nominal rigidities can be successful in replicating features of bond yield data, including sizeable term premia and volatile long-term yields, which have previously been considered puzzling in general equilibrium frameworks. At the same time, sample moments of consumption growth and inflation can be fit relatively well. The improved model performance does not arise directly from the presence of nominal r…
The Yield Curve and Macroeconomic Dynamics
We show that microfounded DSGE models with nominal rigidities can be successful in replicating features of bond yield data, including sizeable term premia and volatile long-term yields, which have previously been considered puzzling in general equilibrium frameworks. At the same time, sample moments of consumption growth and inflation can be fit relatively well. The improved model performance does not arise directly from the presence of nominal r…
The Yield Curve and Macroeconomic Dynamics
We show that microfounded DSGE models with nominal rigidities can be successful in replicating features of bond yield data, including sizeable term premia and volatile long-term yields, which have previously been considered puzzling in general equilibrium frameworks. At the same time, sample moments of consumption growth and inflation can be fit relatively well. The improved model performance does not arise directly from the presence of nominal r…
Archaeology (1 works) · Dynamics (music (1 works) · Economic Growth and Productivity (1 works) · Economic history (1 works) · Economics (1 works) · Fiscal Policies and Political Economy (1 works) · History (1 works) · History (1 works) · Human settlement (1 works) · Monetary Policy and Economic Impact (1 works)