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On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium

Qin, Cheng-zhong; Yang, Xintong - In: Economic theory : official journal of the Society for … 69 (2020) 4, pp. 1127-1146

Persistent link: https://www.econbiz.de/10012240735

Rational expectations equilibria : existence and representation

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Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...

Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35

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Is market timing good for shareholders?

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Chapter 22. The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation

Schmidt, Sebastian; Wieland, Volker - In: Handbook of computable general equilibrium modeling : …, (pp. 1439-1512). 2013

This chapter aims to provide a hands-on approach to New Keynesian models and their uses for macroeconomic policy analysis. It starts by reviewing the origins of the New Keynesian approach, the key model ingredients and representative models. Building blocks of current-generation dynamic...

Persistent link: https://www.econbiz.de/10014025269