Asset prices in affine real business cycle models
type: Item
instance of: scholarly article
title: Asset prices in affine real business cycle models
zbMATH Open document ID: 1402.91478
author: Aytek Malkhozov
publication date: 2018-11-01T00:00:00Z
full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6970544
zbMATH Keywords: approximation methods
zbMATH Keywords: asset prices
zbMATH Keywords: stochastic volatility
describes a project that uses: Dynare
MaRDI profile type: Publication
OpenAlex ID: W3125913908
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cites work: Solving dynamic general equilibrium models using a second-order approximation to the policy function
DOI: 10.1016/J.JEDC.2014.05.011
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970544