Asset pricing implications of a New Keynesian model

DOI10.1016/j.jedc.2010.05.012zbMath1231.91341OpenAlexW3121286257MaRDI QIDQ602987

Olaf Weeken, Alasdair Scott, Bianca De Paoli

Publication date: 5 November 2010

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

Full work available at URL: http://repec.org/mmf2006/up.1756.1150456157.pdf

zbMATH Keywords

asset pricesNew Keynesiannominal rigidities

Mathematics Subject Classification ID

Related Items (7)

INVESTMENT AND REAL EXCHANGE RATES IN STICKY PRICE MODELS ⋮ Asset pricing implications of a New Keynesian model ⋮ Efficient bond price approximations in non-linear equilibrium-based term structure models ⋮ Stock prices and monetary policy shocks: a general equilibrium approach ⋮ Heterogeneous beliefs, monetary policy, and stock price volatility ⋮ WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION ⋮ Capital flows and the business cycle

Cites Work

• Asset pricing implications of a New Keynesian model
• The term structure of interest rates in real and monetary economies
• Analysing DSGE models with global sensitivity analysis
• Comparing solution methods for dynamic equilibrium economies
• Price-setting behaviour, competition, and markup shocks in the New Keynesian model
• Monopolistic Price Adjustment and Aggregate Output
• The term structure of interest rates over the business cycle

This page was built for publication: Asset pricing implications of a New Keynesian model