Changes in the output Euler equation and asset markets participation

DOI10.1016/J.JEDC.2012.03.018MaRDI QIDQ311014zbMATH OpenOpenAlexFDO

Authors Florin O. Bilbiie, Roland Straub

Publication date 28 September 2016

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://hal-paris1.archives-ouvertes.fr/hal-00680647/file/BS_OutputEuler_JEDCFinal.pdf

zbMATH Keywords

aggregate demandEuler equation for outputIS curvelimited asset markets participationrule-of-thumb consumers

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; risk measures (91G70) Stochastic models in economics (91B70)

Recommendations

• Asset Markets and Equilibrium Processes
• Euler equations and money market interest rates: the role of monetary policy and risk premium shocks
• Dynamic equilibrium and volatility in financial asset markets
• Market-triggered changes in capital structure: equilibrium price dynamics
• Stock market participation and endogenous boom-bust dynamics
• Equilibrium asset returns in financial markets
• Equilibrium relations in a capital asset market: A mean absolute deviation approach
• Equilibrium asset pricing and the cross section of expected returns

Cites work

• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Tests for Parameter Instability and Structural Change With Unknown Change Point

Cited in

(1)

• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic

This page was built for publication: Changes in the output Euler equation and asset markets participation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q311014)