Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121735751> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3121735751 endingPage "41.000" @default.
- W3121735751 startingPage "1.000" @default.
- W3121735751 abstract "The basic inability of standard theoretical models to generate a sufficiently large and variable nominal bond risk premium has been termed the bond premium puzzle. We show that the term premium on long-term bonds in the canonical dynamic stochastic general equilibrium (DSGE) model used in macroeconomics is too small and stable relative to the data. We find that introducing long-memory habits in consumption as well as labor market frictions can help fit the term premium, but only by seriously distorting the DSGE model's ability to fit other macroeconomic variables, such as the real wage; therefore, the bond premium puzzle remains." @default.
- W3121735751 created "2021-02-01" @default.
- W3121735751 creator A5010054337 @default.
- W3121735751 creator A5031223075 @default.
- W3121735751 date "2008-07-01" @default.
- W3121735751 modified "2023-10-03" @default.
- W3121735751 title "Examining the Bond Premium Puzzle with a DSGE Model" @default.
- W3121735751 doi "https://doi.org/10.24148/wp2007-25" @default.
- W3121735751 hasPublicationYear "2008" @default.
- W3121735751 type Work @default.
- W3121735751 sameAs 3121735751 @default.
- W3121735751 citedByCount "92" @default.
- W3121735751 countsByYear W31217357512012 @default.
- W3121735751 countsByYear W31217357512013 @default.
- W3121735751 countsByYear W31217357512014 @default.
- W3121735751 countsByYear W31217357512015 @default.
- W3121735751 countsByYear W31217357512016 @default.
- W3121735751 countsByYear W31217357512017 @default.
- W3121735751 countsByYear W31217357512018 @default.
- W3121735751 countsByYear W31217357512019 @default.
- W3121735751 countsByYear W31217357512020 @default.
- W3121735751 crossrefType "journal-article" @default.
- W3121735751 hasAuthorship W3121735751A5010054337 @default.
- W3121735751 hasAuthorship W3121735751A5031223075 @default.
- W3121735751 hasBestOaLocation W31217357511 @default.
- W3121735751 hasConcept C10138342 @default.
- W3121735751 hasConcept C103382277 @default.
- W3121735751 hasConcept C121332964 @default.
- W3121735751 hasConcept C126285488 @default.
- W3121735751 hasConcept C134306372 @default.
- W3121735751 hasConcept C139719470 @default.
- W3121735751 hasConcept C144024400 @default.
- W3121735751 hasConcept C149782125 @default.
- W3121735751 hasConcept C151541453 @default.
- W3121735751 hasConcept C162324750 @default.
- W3121735751 hasConcept C165556158 @default.
- W3121735751 hasConcept C182365436 @default.
- W3121735751 hasConcept C197142791 @default.
- W3121735751 hasConcept C2777388388 @default.
- W3121735751 hasConcept C30772137 @default.
- W3121735751 hasConcept C33923547 @default.
- W3121735751 hasConcept C34447519 @default.
- W3121735751 hasConcept C36289849 @default.
- W3121735751 hasConcept C489367 @default.
- W3121735751 hasConcept C556758197 @default.
- W3121735751 hasConcept C61797465 @default.
- W3121735751 hasConcept C62520636 @default.
- W3121735751 hasConcept C69738904 @default.
- W3121735751 hasConceptScore W3121735751C10138342 @default.
- W3121735751 hasConceptScore W3121735751C103382277 @default.
- W3121735751 hasConceptScore W3121735751C121332964 @default.
- W3121735751 hasConceptScore W3121735751C126285488 @default.
- W3121735751 hasConceptScore W3121735751C134306372 @default.
- W3121735751 hasConceptScore W3121735751C139719470 @default.
- W3121735751 hasConceptScore W3121735751C144024400 @default.
- W3121735751 hasConceptScore W3121735751C149782125 @default.
- W3121735751 hasConceptScore W3121735751C151541453 @default.
- W3121735751 hasConceptScore W3121735751C162324750 @default.
- W3121735751 hasConceptScore W3121735751C165556158 @default.
- W3121735751 hasConceptScore W3121735751C182365436 @default.
- W3121735751 hasConceptScore W3121735751C197142791 @default.
- W3121735751 hasConceptScore W3121735751C2777388388 @default.
- W3121735751 hasConceptScore W3121735751C30772137 @default.
- W3121735751 hasConceptScore W3121735751C33923547 @default.
- W3121735751 hasConceptScore W3121735751C34447519 @default.
- W3121735751 hasConceptScore W3121735751C36289849 @default.
- W3121735751 hasConceptScore W3121735751C489367 @default.
- W3121735751 hasConceptScore W3121735751C556758197 @default.
- W3121735751 hasConceptScore W3121735751C61797465 @default.
- W3121735751 hasConceptScore W3121735751C62520636 @default.
- W3121735751 hasConceptScore W3121735751C69738904 @default.
- W3121735751 hasLocation W31217357511 @default.
- W3121735751 hasLocation W31217357512 @default.
- W3121735751 hasOpenAccess W3121735751 @default.
- W3121735751 hasPrimaryLocation W31217357511 @default.
- W3121735751 hasRelatedWork W2078846369 @default.
- W3121735751 hasRelatedWork W2110276485 @default.
- W3121735751 hasRelatedWork W2149586267 @default.
- W3121735751 hasRelatedWork W2185931559 @default.
- W3121735751 hasRelatedWork W2199704192 @default.
- W3121735751 hasRelatedWork W2240903289 @default.
- W3121735751 hasRelatedWork W3121735751 @default.
- W3121735751 hasRelatedWork W3122126962 @default.
- W3121735751 hasRelatedWork W3122339407 @default.
- W3121735751 hasRelatedWork W3148154471 @default.
- W3121735751 isParatext "false" @default.
- W3121735751 isRetracted "false" @default.
- W3121735751 magId "3121735751" @default.
- W3121735751 workType "article" @default.