Pages that link to "Item:Q4628443"

The following pages link to Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach (Q4628443):

Displaying 20 items.

• Learning, confidence, and option prices (Q494363) (← links)
• A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
• Dynamic programming with state-dependent discounting (Q1995327) (← links)
• Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
• Bayesian estimation of long-run risk models using sequential Monte Carlo (Q2116359) (← links)
• Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
• The income fluctuation problem and the evolution of wealth (Q2173086) (← links)
• Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
• Short-run risk, business cycle, and the value premium (Q2246740) (← links)
• Dynamic programming with value convexity (Q2665320) (← links)
• Valuation risk revalued (Q6067180) (← links)
• Monetary policy and long‐term interest rates (Q6088817) (← links)
• Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
• Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
• Detecting identification failure in moment condition models (Q6193010) (← links)
• Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
• A New Approach to Identifying the Real Effects of Uncertainty Shocks (Q6626313) (← links)
• Implications of Return Predictability for Consumption Dynamics and Asset Pricing (Q6626329) (← links)
• Term Structures of Inflation Expectations and Real Interest Rates (Q6626330) (← links)
• Interest rate dynamics and commodity prices (Q6664574) (← links)