Examining macroeconomic models through the lens of asset pricing-Reference-Cited by-同舟云学术

Examining macroeconomic models through the lens of asset pricing

Published:2014-11 Issue:1 Volume:183 Page:67-90
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Borovička Jaroslav,Hansen Lars Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference44 articles.

1. Toward a quantitative general equilibrium asset pricing model with intangible capital;Ai;Rev. Financ. Stud.,2012

2. Using asset prices to measure the persistence of the marginal utility of wealth;Alvarez;Econometrica,2005

3. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson;J. Eur. Econom. Assoc.,2003

4. Andreasen, Martin M., Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F., 2010. The Pruned State Space System for Non-Linear DSGE Models: Asset Pricing Applications to GMM and SMM. Unpublished manuscript.

5. Modeling and measuring organization capital;Atkeson;J. Polit. Econom.,2005

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