The return on everything and the business cycle in production economies
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- Christopher Heiberger & Daniel Fehrle, 2020. "The return on everything and the business cycle in production economies," Discussion Paper Series 338, Universitaet Augsburg, Institute for Economics.
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More about this item
Keywords
Equity premium puzzle; housing; rare disasters; production CAPM; real business cycle literature;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2020-06-22 (Dynamic General Equilibrium)
- NEP-MAC-2020-06-22 (Macroeconomics)
- NEP-ORE-2020-06-22 (Operations Research)
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