Discounting the distant future : how much does the model selection affect the certainty equivalent rate?

Publication Data

• Title Discounting the distant future : how much does the model selection affect the certainty equivalent rate?
• Author Ben Groom
• Contributor
• Publisher National University of Ireland. Maynooth
• Publication date 2005
• Publication location Maynooth, Co Kildare
• Language English

Topics

• Interest rates :: Forecasting :: Econometric models
• State-space methods

Discounting the distant future : how much does the model selection affect the certainty equivalent rate? by Ben Groom. Published by National University of Ireland. Maynooth in 2005. Publication and catalogue information, links to buy online and reader comments.