Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model

DOI10.2307/2297436MaRDI QIDQ3329165zbMATH OpenOpenAlexFDO

Authors John B. Donaldson, Rajnish Mehra

Publication date 1984

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297436

zbMATH Keywords

central planning stochastic growth modeldisturbed production functionMarkov disturbance processrational expectationsrecursive competitive equilibriumrisk premiums

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62) Financial applications of other theories (91G80)

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• A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM
• Recursive competitive equilibrium: a parametric example
• An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
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• scientific article; zbMATH DE number 1493038 (Why is no real title available?)
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• ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY
• On the term structure of interest rates

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