Discussion Paper
Robustness of Long-Maturity Term Premium Estimates
Abstract: This Note explains the differences between two of the models used to produce estimates of US Treasury term premiums which are produced by staff in the Federal Reserve System.
https://doi.org/10.17016/2380-7172.1927
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2017-04-03
Number: 2017-04-03