Examining macroeconomic models through the lens of asset pricing
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Publication:472750
DOI10.1016/j.jeconom.2014.06.010zbMath1312.91068OpenAlexW3123270451MaRDI QIDQ472750
Jaroslav Borovička, Lars Peter Hansen
Publication date: 20 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.chicagofed.org/digital_assets/publications/working_papers/2012/wp2012_01.pdf
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Related Items (2)
Shock elasticities and impulse responses ⋮ Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
Cites Work
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