Asset Prices in Affine Real Business Cycle Models /

Asset Prices in Affine Real Business Cycle Models /

We develop a tractable way to solve for equilibrium quantities and asset prices in a class of real business cycle models featuring Epstein-Zin preferences and affine dynamics for productivity growth and volatility. The method relies on log-linearization and exploits the log-normality of all the quan...

書誌詳細
第一著者:	Shamloo, Maral
その他の著者:	Malkhozov, Aytek
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2010.
シリーズ:	IMF Working Papers; Working Paper ; No. 2010/249
オンライン･アクセス:	Full text available on IMF

類似資料

Asset Prices, Monetary Policy, and the Business Cycle /
著者:: Schinasi, Garry
出版事項: (1994)

Price Setting in a Model with Production Chains : Evidence from Sectoral Data /
著者:: Shamloo, Maral
出版事項: (2010)

The Affinity of the Eye

Unintended Affinities
著者:: Kozuchowski

Dark Affinities, Dark Imaginaries
著者:: Natoli

Asset Pricing in the International Economy /
著者:: Barrionuevo, Jose
出版事項: (1993)

Financial Markets and Asset Pricing
著者:: #N/A
出版事項: (2003)

The Review of Asset Pricing Studies

Financial Markets and Asset Pricing
著者:: Constantinides G.M., Harris M. and Stulz R.M
出版事項: (2003)

Asset Price Bubbles : A Selective Survey /
著者:: Scherbina, Anna
出版事項: (2013)

Price Controls and Electoral Cycles /
著者:: Asilis, Carlos
出版事項: (1993)

Commodity Price Cycles : The Perils of Mismanaging the Boom /
著者:: Sosa, Sebastian
出版事項: (2011)

Real Exchange Rate Fluctuations and the Business Cycle : Evidence From Japan /
著者:: Prasad, Eswar
出版事項: (1996)

TXU & Essent Case Studies: Affinity Partnerships with Retailers

Default, Credit Growth, and Asset Prices /
著者:: Goodhart, C.
出版事項: (2006)

Nonlinearity and Endogeneity in Macro-Asset Pricing /
著者:: Kramer, Charles
出版事項: (1995)

International Debt and the Price of Domestic Assets /
著者:: Garcia-Saltos, Roberto
出版事項: (2000)

Japanese Banks and the Asset Price "Bubble" /
著者:: Fries, Steven
出版事項: (1993)

Learning, Monetary Policy and Asset Prices /
著者:: Airaudo, Marco
出版事項: (2015)

Discretionary Trading and Asset Price Volatility /
著者:: Aziz, Jahangir
出版事項: (1995)

Asset Prices and Time-Varying Risk.
出版事項: (1988)

Media Sentiment and International Asset Prices /
著者:: Fraiberger, Samuel
出版事項: (2018)

A Behavioral Approach to Asset Pricing
著者:: Hersh Shefrin
出版事項: (2008)

A Behavioral Approach to Asset Pricing
著者:: Hersh Shefrin
出版事項: (2008)

Global Liquidity and Asset Prices : Measurement, Implications, and Spillovers /
著者:: Baks, Klaas
出版事項: (1999)

Asset Price Inflation in the 1980's : A Flow of Funds Perspective /
著者:: Schinasi, Garry
出版事項: (1993)

Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals /
著者:: Giorgianni, Lorenzo
出版事項: (1999)

Optimal Monetary Policy with Overlapping Generations of Policymakers /
著者:: Shamloo, Maral
出版事項: (2010)

Inflation Dynamics in FYR Macedonia /
著者:: Shamloo, Maral
出版事項: (2011)

Monetary Policy and Asset Prices : Does "Benign Neglect" Make Sense? /
著者:: Jeanne, Olivier
出版事項: (2002)

Review on cyclic group and affine cryptosystem and its application on cryptography
著者:: Tasnim, Samiha
出版事項: (2018)

Real Exchange Rates and Commodity Prices in Neoclassical Model.
出版事項: (1988)

Concordance in Business Cycles /
著者:: McDermott, C.
出版事項: (2000)

Caribbean Business Cycles /
著者:: Cashin, Paul
出版事項: (2004)

Hysteresis and Business Cycles /
著者:: Cerra, Valerie
出版事項: (2020)

Can Global Liquidity Forecast Asset Prices? /
著者:: Darius, Reginald
出版事項: (2010)

Unconventional Monetary Policy and Asset Price Risk /
著者:: Roache, Shaun
出版事項: (2013)

Institutional Investors and Asset Pricing in Emerging Markets /
著者:: Buckberg, Elaine
出版事項: (1996)

Optimal Macroprudential Policy and Asset Price Bubbles /
著者:: Biljanovska, Nina
出版事項: (2019)

Do Asset Price Drops Foreshadow Recessions? /
著者:: Bluedorn, John
出版事項: (2013)