Long-run risk and hidden growth persistence

DOI10.1016/J.JEDC.2013.04.005zbMath1402.91383OpenAlexW2238533398MaRDI QIDQ1994292

Michal Pakoš

Publication date: 1 November 2018

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/47217/8/MPRA_paper_47217.pdf

zbMATH Keywords

learningpeso problemlong-run riskendogenous economic uncertaintyforecast error variancehidden persistencetiming premium

Mathematics Subject Classification ID

Utility theory (91B16) Economic growth models (91B62)

Cites Work

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