Asset Pricing Implications of a New Keynesian Model: A Note
Year of publication: |
2012
|
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Authors: | Heer, Burkhard ; Klarl, Torben ; Maussner, Alfred |
Institutions: | CESifo |
Subject: | equity premium | New Keynesian Model | nominal rigidities |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4041 |
Classification: | E44 - Financial Markets and the Macroeconomy ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
-
Asset pricing implications of a New Keynesian model: A note
Heer, Burkhard, (2012)
-
The Risk Premium in New Keynesian DSGE Models : The Cost of Inflation Channel
Iania, Leonardo, (2022)
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Asset pricing implications of a New Keynesian model : a note
Heer, Burkhard, (2012)
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Computation of Business Cycle Models: A Comparison of Numerical Methods
Heer, Burkhard, (2004)
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Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation
Heer, Burkhard, (2007)
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A Note on the Computation of the Equity Premium and the Market Value of Firm Equity
Heer, Burkhard, (2010)
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