Infinite debt rollover in stochastic economies
From MaRDI portal
Publication:6536586
DOI10.3982/ECTA21090zbMATH Open1541.91171MaRDI QIDQ6536586FDOQ6536586
Authors: Narayana R. Kocherlakota 
Publication date: 13 May 2024
Published in: Econometrica (Search for Journal in Brave)
Recommendations
General equilibrium theory (91B50) Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30) Heterogeneous agent models (91B69)
Cites Work
- An equilibrium characterization of the term structure
- The risk-free rate in heterogeneous-agent incomplete-insurance economies
- Discounting the distant future: How much do uncertain rates increase valuations?
- Why the far-distant future should be discounted at its lowest possible rate
- Informational diversity over time and optimality of monetary equilibria
- Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
- Stochastic OLG models, market structure, and optimality
- Long-Term Risk: An Operator Approach
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- The permanent income hypothesis: A theoretical formulation
- Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case
- Nonparametric stochastic discount factor decomposition
- Sovereign debt and incentives to default with uninsurable risks
- PUBLIC DEBT BUBBLES IN HETEROGENEOUS AGENT MODELS WITH TAIL RISK
Cited In (2)
This page was built for publication: Infinite debt rollover in stochastic economies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6536586)
