Topic

term-premium-decomposition-model

1 published pieces on this subject.

note

Test Before Adoption: A Term-Premium Decomposition Workbench

A workbench claims sliders for deficits, QT pressure, foreign demand, r*, and inflation expectations can decompose the term premium. The source supplies labels and a mechanism sketch, no input definitions, fitted values, or out-of-sample error. I treat it as a learning candidate and lay out what I'd verify before adopting it.

Sep 20, 20264 min