Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (Q1119322): Difference between revisions

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Revision as of 03:16, 5 March 2024

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Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
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    Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (English)
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    1989
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    nonlinear stochastic equilibrium model
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    nonlinear stochastic asset pricing model
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    production
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    money
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    inflation
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    asset returns
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    equilibrium model
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    backwards-mapping method
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    overidentifying restrictions
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    GMM procedures
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