{"author_url":"https://blog.hatena.ne.jp/himaginary/","height":"190","blog_url":"https://himaginary.hatenablog.com/","provider_url":"https://hatena.blog","title":"\u30de\u30af\u30ed\u91d1\u878d\u671f\u9593\u69cb\u9020\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u30b9\u30d1\u30cb\u30f3\u30b0\u30d1\u30ba\u30eb\u3092\u89e3\u6c7a\u3059\u308b","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20150216%2FSpanning_Puzzle\" title=\"\u30de\u30af\u30ed\u91d1\u878d\u671f\u9593\u69cb\u9020\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u30b9\u30d1\u30cb\u30f3\u30b0\u30d1\u30ba\u30eb\u3092\u89e3\u6c7a\u3059\u308b - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","image_url":null,"categories":["\u7d4c\u6e08"],"published":"2015-02-16 00:00:00","width":"100%","blog_title":"himaginary\u2019s diary","provider_name":"Hatena Blog","author_name":"himaginary","description":"\u3068\u3044\u3046\u8ad6\u6587\u3092SF\u9023\u9280\u306eMichael D. Bauer\u3068Glenn D. Rudebusch\u304c\u66f8\u3044\u3066\u3044\u308b\uff08\u539f\u984c\u306f\u300cResolving the Spanning Puzzle In Macro-Finance Term Structure Models\u300d\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 Previous macro-finance term structure models (MTSMs) imply that macroeconomic state variables are spanned by (i.e., perfectly correlated with) model-implied bond \u2026","type":"rich","url":"https://himaginary.hatenablog.com/entry/20150216/Spanning_Puzzle","version":"1.0"}