Asset prices in affine real business cycle models
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Publication:1994603
DOI10.1016/j.jedc.2014.05.011zbMath1402.91478OpenAlexW3125913908MaRDI QIDQ1994603
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=24337
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Uses Software
Cites Work
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Second-order approximation of dynamic models with time-varying risk
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
- Affine General Equilibrium Models
- Accuracy in Simulations
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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