Estimating a Demand System for US Debt

Jakub Kastl and Ali Hortacsu

No 141, 2016 Meeting Papers from Society for Economic Dynamics

Abstract: We estimate a model of a demand system for US Debt instruments. This allows us to evaluate demand elasticities and substitution patterns for securities of different maturities and of different types.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed016:141

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