Pages that link to "Item:Q1128524"

The following pages link to Solving asset pricing models with Gaussian shocks (Q1128524):

Displaying 25 items.

• A quadratic Kalman filter (Q494365) (← links)
• Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
• Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models (Q719017) (← links)
• Solving dynamic general equilibrium models using a second-order approximation to the policy function (Q951493) (← links)
• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
• Predictability and habit persistence (Q959671) (← links)
• Asset pricing with incomplete information and fat tails (Q1042357) (← links)
• Solving asset pricing models with stochastic volatility (Q1624055) (← links)
• Predetermined interest rates in an analytical RBC model (Q1629610) (← links)
• Fifth-order perturbation solution to DSGE models (Q1655505) (← links)
• Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
• Huggett economies with multiple stationary equilibria (Q1655773) (← links)
• House price dynamics: fundamentals and expectations (Q1657468) (← links)
• Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
• Exact solution of asset pricing models with arbitrary shock distributions (Q1853226) (← links)
• On the existence of expected utility with CRRA under STUR (Q1927488) (← links)
• Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
• Computing the risky steady state of DSGE models (Q2446285) (← links)
• Semi-global solutions to DSGE models: perturbation around a deterministic path (Q2691702) (← links)
• A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE (Q5483957) (← links)
• ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE (Q5489152) (← links)
• Accuracy of stochastic perturbation methods: The case of asset pricing models (Q5940866) (← links)
• The extended perturbation method: With applications to the New Keynesian model and the zero lower bound (Q6088781) (← links)
• Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
• Risk sensitive linear approximations (Q6555113) (← links)