Predictability and habit persistence
From MaRDI portal
Publication:959671
DOI10.1016/j.jedc.2005.06.016zbMath1162.91371OpenAlexW1998366142MaRDI QIDQ959671
Fabrice Collard, Patrick Fève, Imen Ghattassi
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/1257/1/collard_feve_ghattassi.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Predetermined interest rates in an analytical RBC model ⋮ WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION
Cites Work
- Unnamed Item
- Unnamed Item
- Equilibrium stock return dynamics under alternative rules of learning about hidden states
- Impulse response analysis in nonlinear multivariate models
- Solving asset pricing models with Gaussian shocks
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
- Exact solution of asset pricing models with arbitrary shock distributions
- Asset Prices in an Exchange Economy
- HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
This page was built for publication: Predictability and habit persistence
