Equilibrium Yield Curves

Monika Piazzesi, Martin Schneider

NBER Working Paper No. 12609
Issued in October 2006

---- Acknowledgements -----

Email addresses: piazzesi@uchicago.edu, martin.schneider@nyu.edu. We thank Pierpaolo Benigno and John Campbell for helpful discussions. We also thank Andy Atkeson, David Backus, Frederico Belo, John Cochrane, Lars Hansen, Anil Kashyap, Patrick Kehoe, Narayana Kocherlakota, Ricardo Mayer, Ellen McGrattan, Lubos Pastor, Chris Sims, Harald Uhlig, Michael Woodford and seminar participants at UCLA, the Minneapolis Fed and the University of Chicago for their comments. The views expressed herein are those of the authors and not necessarily those of the Federal Reserve Bank of Minneapolis or the Federal Reserve System. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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