Robustness of Long-Maturity Term Premium Estimates

Canlin Li, Andrew Meldrum and Marius Rodriguez ()

No 2017-04-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This Note explains the differences between two of the models used to produce estimates of US Treasury term premiums which are produced by staff in the Federal Reserve System.

Date: 2017-04-03
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2017-04-03

DOI: 10.17016/2380-7172.1927

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