Properties of equilibrium asset prices under alternative learning schemes
Article Abstract:
The calculation of equilibrium asset prices using Bayesian updating and Lattice models in alternative learning economic scenarios is discussed.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
Comparing solution methods for dynamic equilibrium economies
Article Abstract:
Using stochastic neoclassical growth model the linear and nonlinear solution methods for dynamic equilibrium economies are compared.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Transaction costs and predictability: some utility cost calculations
- Abstracts: Competition in European aviation: pricing policy and market structure. An empirical evaluation of the determinants of research joint venture formation
- Abstracts: Observable restrictions of general equilibrium models with financial markets. Softening competition through forward trading
- Abstracts: Intra-national labor market adjustment in the candidate countries. Labor market distortions and China's WTO accession package: an applied general equilibrium assessment
- Abstracts: Maximum likelihood estimation of the nonlinear rational expectations asset pricing model. Consumption asset pricing with stable shocks-exploring a solution and its implication for mean equity returns