A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE

DOI10.1017/S1365100506050139zbMATH Open1151.91495OpenAlexW1995708823MaRDI QIDQ5483957FDOQ5483957

Authors: F. Collard, Patrick Fève, Imen Ghattassi 

Publication date: 24 August 2006

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

Full work available at URL: https://doi.org/10.1017/s1365100506050139

Recommendations

• Solving asset pricing models with Gaussian shocks
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zbMATH Keywords

asset pricinghabit persistenceprice--dividend ratio

Mathematics Subject Classification ID

Cites Work

• Asset Prices in an Exchange Economy
• Solving asset pricing models with Gaussian shocks
• Exact solution of asset pricing models with arbitrary shock distributions

Cited In (5)

• Predictability and habit persistence
• Exact solution of asset pricing models with arbitrary shock distributions
• Analytic solving of asset pricing models: the by force of habit case
• Solving asset pricing models with stochastic volatility
• Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks

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