Solving asset pricing models with Gaussian shocks

DOI10.1016/S0165-1889(97)00075-4zbMath0902.90017OpenAlexW1995380544MaRDI QIDQ1128524

Craig Burnside

Publication date: 13 August 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00075-4

zbMATH Keywords

asset pricinglinear integral equationendowment economyfirst-order Gaussian autoregression

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (24)

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Cites Work

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• Multivariate estimates of the permanent components of GNP and stock prices
• Projection methods for solving aggregate growth models
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• Asset Prices in an Exchange Economy

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