Risk, the financial market, and macroeconomic equilibrium

DOI10.1016/S0165-1889(06)80002-3zbMath0775.90063MaRDI QIDQ1195772

Earl L. Grinols, Stephen J. Turnovsky

Publication date: 13 January 1993

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

91B62: Economic growth models

93E03: Stochastic systems in control theory (general)

Related Items

Alternative government financing and stochastic endogenous growth., Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness, Optimal military spending, trade and stochastic economic growth, Production technologies in stochastic continuous time models, Risk premia in general equilibrium, Infrastructure, alternative government finance and stochastic endogenous growth, Military spending and stochastic growth, Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice, On the role of government in a stochastically growing open economy, Monetary uncertainty in discrete-time utility-of-money models, Policy implications in an adaptive financial economy

Cites Work

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• Inflation and Asset Prices in an Exchange Economy
• The Duality of a Dynamic Model of Equilibrium and an Optimal Growth Model: The Heterogeneous Capital Goods Case
• An Asymptotic Theory of Growth Under Uncertainty
• Asset Prices in an Exchange Economy
• A Theory of Competitive Equilibrium in Stock Market Economies