Macro‐financial volatility under dispersed information

DOI10.3982/TE3872zbMath1475.91378OpenAlexW3126064521MaRDI QIDQ5164456

Eric R. Young, Jianjun Miao, Jieran Wu

Publication date: 11 November 2021

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

Full work available at URL: https://doi.org/10.3982/te3872

zbMATH Keywords

business cyclesasset pricingincomplete marketsfrequency domain analysishigher-order beliefsdispersed information

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Analytic policy function iteration ⋮ Rational inattention in the frequency domain

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