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An equilibrium asset pricing model with labor market search
Kuehn, Lars-Alexander; Petrosky-Nadeau, Nicolas; Zhang, Lu - 2012
"Search frictions in the labor market help explain the equity premium in the financial market. We embed the Diamond-Mortensen-Pissarides search framework into a dynamic stochastic general equilibrium model with recursive preferences. The model produces a sizeable equity premium of 4.54% per...
Persistent link: https://www.econbiz.de/10009507047
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Neutral technology shocks and employment dynamics : results based on an RBC identification scheme
Mumtaz, Haroon; Zanetti, Francesco - 2012
Persistent link: https://www.econbiz.de/10009559818
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Business cycles and labor market reallocation
Tasci, Murat - 2006
Persistent link: https://www.econbiz.de/10009247842
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An equilibrium asset pricing model with labor market search
Kuehn, Lars-Alexander; Petrosky-Nadeau, Nicolas; Zhang, Lu - 2012
Persistent link: https://www.econbiz.de/10009490115
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Optimal unemployment insurance in an equilibrium business-cycle model
Mitman, Kurt; Rabinovich, Stanislav - In: Journal of monetary economics 71 (2015), pp. 99-118
Persistent link: https://www.econbiz.de/10011381616
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Inflation dynamics and labor market specifications : a Bayesian dynamic stochastic general equilibrium approach for Japan's economy
Ichiue, Hibiki; Kurozumi, Takushi; Sunakawa, Takeki - In: Economic inquiry : journal of the Western Economic … 51 (2013) 1, pp. 273-287
Persistent link: https://www.econbiz.de/10009753953
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Deregulation shock in product market and unemployment
Bertinelli, Luisito; Cardi, Olivier; Sen, Partha - In: Journal of economic dynamics & control 37 (2013) 4, pp. 711-734
Persistent link: https://www.econbiz.de/10009726186
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Deregulation shock in product market and unemployment
Bertinelle, Luisito; Cardi, Olivier; Sen, Partha - 2012
Persistent link: https://www.econbiz.de/10009697079
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Search frictions, real wage rigidities and the optimal design of unemployment insurance
Albertini, Julien; Fairise, Xavier - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1796-1813
Persistent link: https://www.econbiz.de/10009786072
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Investigating differences between the Czech and Slovak labour market using a small DSGE model with search and matching frictions
Němec, Daniel - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10010340465