Predetermined interest rates in an analytical RBC model

DOI10.1016/j.econlet.2018.08.011zbMath1406.91462OpenAlexW2886778132WikidataQ129408350 ScholiaQ129408350MaRDI QIDQ1629610

Alban Moura, Olivier Pierrard, Patrick Fève

Publication date: 12 December 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/26411/1/wp_tse_954.pdf

zbMATH Keywords

conditional and unconditional welfareover-savingpredetermined interest ratesRBC model

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Unnamed Item
• Predictability and habit persistence
• Solving asset pricing models with Gaussian shocks
• Volatility and welfare
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models

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