Supplement to "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach"

The Online Appendix contains supplementary material and consists of the following sections:
A. Data Sources
B. The Measurement Error Model for Consumption
C. Solving the Long-Run Risks Model
D. State-Space Representations of the Empirical Models
E. Posterior Inference
F. Supplementary Figures and Tables

Supplemental Authors: 
Schorfheide, Frank - University of Pennsylvania
Song, Dongho - Boston College
Yaron, Amir -
Online Appendix

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