Risk premia in general equilibrium (Q654607): Difference between revisions

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+Rare Disasters and Asset Markets in the Twentieth Century*
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+On the Concavity of the Consumption Function
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+A portfolio approach to endogenous growth: equilibrium and optimal policy
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Solving DSGE models with perturbation methods and a change of variables
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+Estimating Macroeconomic Models: A Likelihood Approach
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+Risk, the financial market, and macroeconomic equilibrium
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+Robust Permanent Income and Pricing
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+Asset Prices in an Exchange Economy
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
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+An Asymptotic Theory of Growth Under Uncertainty
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+Structural estimation of jump-diffusion processes in macroeconomics
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+Solving dynamic general equilibrium models using a second-order approximation to the policy function
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+Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
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+Stochastic growth under Wiener and Poisson uncertainty
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+Macroeconomic Policies, Growth, and Welfare in a Stochastic Economy
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+WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
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+Equilibrium consumption and precautionary savings in a stochastically growing economy
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+The peso problem hypothesis and stock market returns
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+Production technologies in stochastic continuous time models
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