NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

A Production-Based Model for the Term Structure

Urban Jermann

NBER Working Paper No. 18774
Issued in February 2013

---- Acknowledgements -----

I gratefully acknowledge comments from Andy Abel, Yasser Boualam, David Chapman, Nick Roussanov, and a referee, as well as from seminar and conference participants at various venues. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.

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