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Equilibrium interest-rate determination under adjustment costs

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Publication:1186059
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DOI10.1016/0165-1889(92)90002-VzbMath0825.90154OpenAlexW2033241339MaRDI QIDQ1186059

Alfonso Novales

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1016/0165-1889(92)90002-v



Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) General equilibrium theory (91B50)


Related Items

Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship ⋮ What do interest rates reveal about the functioning of real business cycle models ?



Cites Work

  • Unnamed Item
  • Unnamed Item
  • Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
  • On stochastic problems: Calculus
  • Simulated Moments Estimation of Markov Models of Asset Prices
  • Stationary Optimal Policies with Discounting in a Stochastic Activity Analysis Model
  • Time to Build and Aggregate Fluctuations
  • An Intertemporal Model of Saving and Investment
  • Adjustment Costs in the Theory of Investment of the Firm
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