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Robustness of Long-Maturity Term Premium Estimates

  • Li C
  • Meldrum A
  • Rodriguez M
FEDS Notes (2017) 2017(1927)
DOI: 10.17016/2380-7172.1927
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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.

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APA

Li, C., Meldrum, A., & Rodriguez, M. (2017). Robustness of Long-Maturity Term Premium Estimates. FEDS Notes, 2017(1927). https://doi.org/10.17016/2380-7172.1927

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