Similar Search Results - EconBiz

Real business-cycle realizations

Smith, Gregor W. - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 243-280

Persistent link: https://www.econbiz.de/10001242075

Real business cycle realizations

Smith, Gregor W.; Zin, Stanley E. - 1997

Much recent business cycle research focuses on moments of macroeconomic aggregates. We construct examples of real business cycle sample paths for output, consumption, and employment for the U.S. economy. Annual sample paths are generated from an initial condition in 1925, measured technology and...

Persistent link: https://www.econbiz.de/10009676162

Prices as Factors: Approximate Aggregation with Incomplete Markets

Telmer, Chris I; Zin, Stanley E. - 2000

kernel that depends on returns, as in the CAPM or the APT, can accurately price assets. In this sense, theory based on …

Persistent link: https://www.econbiz.de/10009441191

Reverse engineering the yield curve

Backus, David - 1994

Persistent link: https://www.econbiz.de/10000886121

Long-memory inflation uncertainty : evidence from the term structure of interest rates

Backus, David; Zin, Stanley E. - 1993

Persistent link: https://www.econbiz.de/10000857487

'First order' risk aversion and the equity premium puzzle

Epstein, Larry G.; Zin, Stanley E. - 1989

Persistent link: https://www.econbiz.de/10000785554

Long-memory inflation uncertainty : evidence from the term structure of interest rates

Backus, David - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 681-700

Persistent link: https://www.econbiz.de/10001331336

Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework

Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 937-969

Persistent link: https://www.econbiz.de/10001070938

Substitution, risk aversion, and the temporal behavior of consumption and asset returns : an empirical analysis

Epstein, Larry G. - In: Journal of political economy 99 (1991) 2, pp. 263-286

Persistent link: https://www.econbiz.de/10001105913

Arbitrage opportunities in arbitrage-free models of bond pricing

Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26

Persistent link: https://www.econbiz.de/10001231059

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