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Cites work
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- On the Concavity of the Consumption Function
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- Production technologies in stochastic continuous time models
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- Structural estimation of jump-diffusion processes in macroeconomics
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- WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
Cited in
(15)- Equilibrium implications of interest rate smoothing
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- Equilibrium variance risk premium in a cost-free production economy
- Risk premia and overshooting
- Flexibility, endogenous risk, and the protection premium
- Nonlinear risk
- Asymmetries in risk premia, macroeconomic uncertainty and business cycles
- Risk premiums and macroeconomic dynamics in a heterogeneous agent model
- Credit risk in general equilibrium
- Labor market search, endogenous disasters and the equity premium puzzle
- Why do risk premia vary over time? a theoretical investigation under habit formation
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
- On bivariate risk premia
- De minimis and equity in risk
- Partial equilibrium in risk-based production decisions
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