Similar Search Results

Narrow search

Nonstationary model solution techniques and the USA algorithm: Some practical experience

Fisher, P. G.; Hughes Hallett, A. J. - In: Journal of Economic Dynamics and Control 16 (1992) 1, pp. 109-116

Persistent link: https://www.econbiz.de/10005107147

Efficient solution techniques for linear and non-linear rational expectations models

Fisher, P. G.; Hallett, A. J. Hughes - In: Journal of Economic Dynamics and Control 12 (1988) 4, pp. 635-657

Persistent link: https://www.econbiz.de/10005160708

Efficient solution techniques for dynamic non-linear rational expectations models

Fisher, P. G.; Holly, S.; Hughes Hallett, A. J. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 139-145

Persistent link: https://www.econbiz.de/10005161007

Asset pricing implications of a New Keynesian model

De Paoli, Bianca; Scott, Alasdair; Weeken, Olaf - In: Journal of Economic Dynamics and Control 34 (2010) 10, pp. 2056-2073

We investigate the behavior of asset prices in a typical New Keynesian macro model. Using a second-order approximation, we examine bond and equity returns, the equity risk premium, and the behavior of the real and nominal term structure. As documented in the literature, our results suggest that...

Persistent link: https://www.econbiz.de/10008864762