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Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions

Lettau, Martin; Gong, Gang; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 44 (2001) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10001531911

Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market Restrictions

Lettau, Martin - 2008

This paper estimates the parameters of a stochastic growth model with asset market and contrasts the model's moments with moments of the actual data. We solve the model through log-linearization along the line of Campbell (1994) [Journal of Monetary Economics 33(3), 463] and estimate the model...

Persistent link: https://www.econbiz.de/10012774784

Statistical estimation and moment evaluation of a stochastic growth model with asset market

Lettau, Martin - 1997

Persistent link: https://www.econbiz.de/10013385304

Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions

Lettau, Martin; Gong, Gang; Semmler, Willi - In: Journal of Economic Behavior & Organization 44 (2001) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10005145522

Estimating parameters of real business cycle models

Semmler, Willi - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 301-325

Persistent link: https://www.econbiz.de/10001335484

Growth effects of fiscal policy and debt sustainability in the EU

Gong, Gang; Greiner, Alfred; Semmler, Willi - In: Empirica : journal of european economics 28 (2001) 1, pp. 3-19

Persistent link: https://www.econbiz.de/10001602839

A Keynesian macroeconometric framework for the analysis of monetary policy rules

Flaschel, Peter; Gong, Gang; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 46 (2001) 1, pp. 101-136

Persistent link: https://www.econbiz.de/10001606992

Growth effects of fiscal policy and debt sustainability in the EU

Gong, Gang; Greiner, Alfred; Semmler, Willi - 2000

Persistent link: https://www.econbiz.de/10001585875

Estimating an endogenous growth model with public capital and government borrowing

Greiner, Alfred - 1997

Persistent link: https://www.econbiz.de/10000963975

Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model

Chiarella, Carl; Flaschel, Peter; Gong, Gang; Semmler, Willi - 2002

Persistent link: https://www.econbiz.de/10001715476

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