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Testing heterogeneous-agent models: an alternative aggregation approach

Published:2007-03 Issue:2 Volume:54 Page:369-412
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Balduzzi Pierluigi,Yao Tong

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Consumption growth, the interest rate and aggregation;Attanasio;Review of Economic Studies,1993

2. Asset holding and consumption volatility;Attanasio;Journal of Political Economy,2002

3. Risk premia and variance bounds;Balduzzi;Journal of Finance,1997

4. Asset pricing with heterogeneous consumers and limited participation;Brav,1999

5. Asset pricing with heterogeneous consumers and limited participation;Brav;Journal of Political Economy,2002

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