SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE

DOI10.1017/S1365100506050164zbMath1151.91478OpenAlexW2001597090MaRDI QIDQ5483953

Kevin E. Beaubrun-Diant

Publication date: 24 August 2006

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100506050164

zbMATH Keywords

spectral analysisequity premium puzzlehabit formationcapital adjustment cost

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62)

Cites Work

• Time to Build and Aggregate Fluctuations
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• Generalized spectral estimation of the consumption-based asset pricing model