Challenges in macro-finance modeling

Challenges in macro-finance modeling

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Challenges in macro-finance modeling

BIS Working Papers | No 240 | 11 December 2007by Don KimPDF full text (432kb) | 44 pagesAbstract:This paper discusses various challenges in the specification and implementation of "macro-finance" models in which macroeconomic variables and term structure variables are modeled together in a no-arbitrage framework.

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