Solving DSGE portfolio choice models with dispersed private information
Year of publication: |
2014
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Authors: | Tille, Cédric ; Van Wincoop, Eric |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 40.2014, p. 1-24
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Subject: | Local approximation method | Dispersed information | Private information | Noisy rational expectations model | Dynamic general equilibrium model | Asymmetrische Information | Asymmetric information | Dynamisches Gleichgewicht | Dynamic equilibrium | Rationale Erwartung | Rational expectations | Theorie | Theory | Portfolio-Management | Portfolio selection |
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