Solving DSGE portfolio choice models with dispersed private information
Cédric Tille; Eric van Wincoop
| Year of publication: |
2014
|
|---|---|
| Authors: | Tille, Cédric ; Van Wincoop, Eric |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 40.2014, p. 1-24
|
| Subject: | Local approximation method | Dispersed information | Private information | Noisy rational expectations model | Dynamic general equilibrium model | Dynamisches Gleichgewicht | Dynamic equilibrium | Asymmetrische Information | Asymmetric information | Theorie | Theory | Rationale Erwartung | Rational expectations | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium | Informationsökonomik | Economics of information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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