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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.

Author: Timmermann, Allan, Guidolin, Massimo
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)

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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.

Author: Rubio-Ramirez, Juan F., Aruoba, S. Boragan, Fernandez-Villaverde, Jesus
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

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Subjects list: United States, Usage
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