Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (Q1119322)
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scientific article; zbMATH DE number 4098589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship |
scientific article; zbMATH DE number 4098589 |
Statements
Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (English)
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1989
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nonlinear stochastic equilibrium model
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nonlinear stochastic asset pricing model
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production
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money
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inflation
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asset returns
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equilibrium model
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backwards-mapping method
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overidentifying restrictions
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GMM procedures
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