Bayesian Estimation of a Dynamic Stochastic General Equilibrium Model With Asset Prices

Quantitative Economics - United States
doi 10.3982/qe396
Full Text
Abstract

Available in full text

Date
Authors
Publisher

The Econometric Society

Related search

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1998English

A Dynamic Equilibrium Model of Asset Prices and Transaction Volume

Journal of Political Economy
EconomicsEconometrics
1987English

Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium

SSRN Electronic Journal
2002English

Analyzing Data Revisions With a Dynamic Stochastic General Equilibrium Model

SSRN Electronic Journal
2014English

K-Dsge: A Dynamic Stochastic General Equilibrium Model for Saudi Arabia

2020English

Approximate Equilibrium Asset Prices

1998English

An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area

Journal of the European Economic Association
EconomicsEconometricsFinance
2003English

An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area

SSRN Electronic Journal
2002English

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy