Asset pricing and productivity growth: The role of consumption scenarios

DOI10.1007/S10614-008-9137-3MaRDI QIDQ943967zbMATH OpenOpenAlexFDO

Authors Volker Böhm, Tomoo Kikuchi, George Vachadze

Publication date 12 September 2008

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-008-9137-3

zbMATH Keywords

Asset pricingComputational and simulation techniquesEconomic growthEquity premiumPortfolio choice

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

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• Learning in economic systems with expectations feedback
• Life-Cycle Economies and Aggregate Fluctuations
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• PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
• Solutions to linear rational expectations models: a compact exposition
• Time to Build and Aggregate Fluctuations

Cited in

(8)

• The equity premium in Brock's asset pricing model
• Mapping prices into productivity in multisector growth models
• Determinate perfect foresight forecasting in overlapping generations models
• Asset price-GDP cross feedback. The role of dividend policies in a dynamic setting
• Nonlinear dynamics in real economy and financial markets: the role of dividend policies in fluctuations
• A dynamical model for real economy and finance
• Asset pricing with free entry and exit of firms
• Asset Valuation and Production Efficiency in an Overlapping-Generations Model with Production Shocks

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