On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
Year of publication: |
2012
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Authors: | Andreasen, Martin Møller |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 15.2012, 3, p. 295-316
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Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schock | Shock | Risikoprämie | Risk premium | Produktivität | Productivity | Neoklassische Synthese | Neoclassical synthesis | Theorie | Theory |
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