Asset pricing implications of a New Keynesian model
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Publication:602987
DOI10.1016/j.jedc.2010.05.012zbMath1231.91341OpenAlexW3121286257MaRDI QIDQ602987
Olaf Weeken, Alasdair Scott, Bianca De Paoli
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://repec.org/mmf2006/up.1756.1150456157.pdf
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Related Items (7)
INVESTMENT AND REAL EXCHANGE RATES IN STICKY PRICE MODELS ⋮ Asset pricing implications of a New Keynesian model ⋮ Efficient bond price approximations in non-linear equilibrium-based term structure models ⋮ Stock prices and monetary policy shocks: a general equilibrium approach ⋮ Heterogeneous beliefs, monetary policy, and stock price volatility ⋮ WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION ⋮ Capital flows and the business cycle
Cites Work
- Asset pricing implications of a New Keynesian model
- The term structure of interest rates in real and monetary economies
- Analysing DSGE models with global sensitivity analysis
- Comparing solution methods for dynamic equilibrium economies
- Price-setting behaviour, competition, and markup shocks in the New Keynesian model
- Monopolistic Price Adjustment and Aggregate Output
- The term structure of interest rates over the business cycle
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