NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models

Michael F. Gallmeyer, Burton Hollifield, Francisco Palomino, Stanley E. Zin

NBER Working Paper No. 13245
Issued in July 2007

---- Acknowledgements -----

This paper was prepared for Frontiers in Monetary Policy Research, 31st Annual Policy Conference, Federal Reserve Bank of St. Louis, October 19-20, 2006. We thank David Backus and Pamela Labadie for valuable comments and suggestions, Bill Gavin for suggesting the topic, and Monika Piazzesi and Chris Telmer for providing us with data. 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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