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Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility
Meyer, Bernd - 1996
This paper reexamines the Equity Premium Puzzle for the German stock market with control for inflation and taxation. Two methods for relaxing the assumption of aggregate consumption being equal to aggregate dividends are compared: the leverage approach and the usage of a bivariate stochastic...
Persistent link: https://www.econbiz.de/10009681108
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Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580431
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Firm optimism and pessimism
Bachmann, Ruediger; Elstner, Steffen - In: European economic review : EER 79 (2015), pp. 297-325
Persistent link: https://www.econbiz.de/10011523902
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Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
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Time preference and decision rules in a price search experiment
Houser, Daniel; Winter, Joachim - 2001
Persistent link: https://www.econbiz.de/10001593653
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How do behavioral assumptions affect structural inference? : Evidence from a laboratory experiment
Houser, Daniel; Winter, Joachim - 2002
Persistent link: https://www.econbiz.de/10001708494
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Inflationary surprises and real economic activity in Germany : some tests based on "efficient market" expectations
Darrat, Ali F. - In: Kredit und Kapital 18 (1985) 2, pp. 230-239
Persistent link: https://www.econbiz.de/10002050006
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How do behavioral assumptions affect structural inference? : Evidence from a laboratory experiment
Houser, Daniel; Winter, Joachim - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 64-79
Persistent link: https://www.econbiz.de/10001891436