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Balasubrahmanian, Ravikumar - 1989

Persistent link: https://www.econbiz.de/10000825839

Aktienkurse und dynamische Makroökonomik : Aktienkursentwicklungen in makroökonomischen Modellen geschlossener sowie offener Volkswirtschaften ; eine dynamische kapitalmarkttheoret...

Nelles, Michael - 1994

Persistent link: https://www.econbiz.de/10000891165

The equity price channel in a New-Keynesian DSGE model with financial frictions and banking

Hollander, Hylton; Liu, Guangling - In: Economic modelling 52 (2016), pp. 375-389

Persistent link: https://www.econbiz.de/10011642791

The pruned state-space system for non-linear DSGE models : theory and empirical applications

Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2016

Persistent link: https://www.econbiz.de/10011661488

Stock prices and monetary policy shocks : a general equilibrium approach

Challe, Edouard; Giannitsarou, Chryssi - In: Journal of economic dynamics & control 40 (2014), pp. 46-66

Persistent link: https://www.econbiz.de/10010424449

Are asset price data informative about news shocks? : a DSGE perspective

Iskrev, Nikolay - 2018

Standard economic intuition suggests that asset prices are more sensitive to news than other economic aggregates. This has led many researchers to conclude that asset price data would be very useful for the estimation of business cycle models containing news shocks. This paper shows how to...