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Title
Assessing robustness of G-ADTSMs.
Abstract
The article focuses on a research that has led to a drastic reduction in the computational time required for estimating Gaussian affine dynamic term structure models (G-ADTSMs). It mentions that the reserach has made easy to estimate several models with different specifications, sample periods and combinations of surveys and restrictions on risk premia. It further presents a chart that shows greater uncertainty about the decomposition for the first half of the sample.