Econometrica

A Preferred-Habitat Model of the Term Structure of Interest Rates

Vayanos, Dimitri, and Jean-Luc Vila




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Supplement to "A Preferred-Habitat Model of the Term Structure of Interest Rates"

This zip file contains the replication files for the manuscript.

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Supplement to "A Preferred-Habitat Model of the Term Structure of Interest Rates"

This Online Appendix does not include the proof of Theorem 1 and the material in Appendix C. These are included in the Full Appendix, available at http://personal.lse.ac.uk/vayanos/Papers/PHMTSIR ECMAf.pdf

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