NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

Jules van Binsbergen, Jesús Fernández-Villaverde, Ralph S.J. Koijen, Juan F. Rubio-Ramírez

NBER Working Paper No. 15890
Issued in April 2010

---- Acknowledgements -----

First version: June 2007. We thank George Constantinides, Xavier Gabaix, Lars Hansen, Hanno Lustig, Monika Piazzesi, Stephanie Schmitt-Grohé, Martin Schneider, Martín Uribe, Stijn Van Nieuwerburgh, and seminar participants at the University of Chicago, Yale, Stanford, the SED, the University of Pennsylvania, and the SITE conference for comments. Beyond the usual disclaimer, we must note that any views expressed herein are those of the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System. Finally, we also thank the NSF for financial support. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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