Government debt, learning and the term structure

DOI10.1016/J.JEDC.2015.02.006MaRDI QIDQ1657598zbMATH OpenOpenAlexFDO

Authors Arunima Sinha

Publication date 13 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2015.02.006

zbMATH Keywords

adaptive learningRicardian equivalenceterm structure

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cites work

• Adaptive learning in practice
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• Asset Prices in an Exchange Economy
• No-arbitrage macroeconomic determinants of the yield curve
• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations

Cited in

(5)

• Stock prices and the risk-free rate: an internal rationality approach
• Long-term government debt and household portfolio composition
• GOVERNMENT DEBT AND BANKING FRAGILITY: THE SPREADING OF STRATEGIC UNCERTAINTY
• Government Debt Management: The Long and the Short of It
• The behavior of US public debt: A nonlinear perspective

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