Evaluating the Euler equation in an open economy framework with time-varying preference rate
Year of publication: |
2020
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Authors: | Neto, Alberto Ronchi ; Candido, Osvaldo |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 10, p. 1181-1187
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Subject: | Consumption CAPM | Euler equation | State Space modeling | EIS | Variationsrechnung | Variational method | CAPM | Zustandsraummodell | State space model | Offene Volkswirtschaft | Open economy | Privater Konsum | Private consumption | Schätzung | Estimation | Konsumtheorie | Consumption theory |
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