Properties of equilibrium asset prices under alternative learning schemes
Article Abstract:
The calculation of equilibrium asset prices using Bayesian updating and Lattice models in alternative learning economic scenarios is discussed.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
Asset & Risk Management, Asset Accounting, Evaluation, Bayesian statistical decision theory, Bayesian analysis, Economic conditions, Assets (Accounting)
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
Comparing solution methods for dynamic equilibrium economies
Article Abstract:
Using stochastic neoclassical growth model the linear and nonlinear solution methods for dynamic equilibrium economies are compared.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
Analysis, Equilibrium (Economics), Econometric models, Economic systems
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United States, Usage
Similar abstracts:
- Abstracts: Transaction costs and predictability: some utility cost calculations
- Abstracts: Competition in European aviation: pricing policy and market structure. An empirical evaluation of the determinants of research joint venture formation
- Abstracts: Observable restrictions of general equilibrium models with financial markets. Softening competition through forward trading
- Abstracts: Intra-national labor market adjustment in the candidate countries. Labor market distortions and China's WTO accession package: an applied general equilibrium assessment
- Abstracts: Maximum likelihood estimation of the nonlinear rational expectations asset pricing model. Consumption asset pricing with stable shocks-exploring a solution and its implication for mean equity returns
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.