New revision of "Interest Rates Under Falling Stars"

Glenn Rudebusch and I finished another round of revisions of our paper “Interest Rates Under Falling Stars” which we just sent back to the American Economics Review. This version includes a lot more details about our novel yield-curve model with a time-varying trend.

We will make the complete data and code available once the paper is published.

You can download the new version of the paper here.

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Michael D. Bauer
Financial Economist

My research areas are financial economics, monetary economics and time series econometrics.

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