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Bayesian Estimation of a DSGE Model with Asset Prices · Study

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PreprintBayesian Estimation of a DSGE Model with Asset Prices

Martin Kliem2013

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Preprintgreen2013

Bayesian Estimation of a DSGE Model with Asset Prices

Martin Kliem · Harald Uhlig

12 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 2005The Cyclical Behavior of Equilibrium Unemployment and Vacancies 2006Rare Disasters and Asset Markets in the Twentieth Century*1988Production, growth and business cycles 1990Asset Prices under Habit Formation and Catching up with the Joneses 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations12

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.2796932

openalex_workW16370234

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