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Asset Pricing and Productivity Growth: The Role of Consumption Scenarios

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  • Volker Böhm
  • Tomoo Kikuchi
  • George Vachadze

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  • Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008. "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 163-181, September.
    • Handle: RePEc:kap:compec:v:32:y:2008:i:1:p:163-181
    DOI: 10.1007/s10614-008-9137-3
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    Citations

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    Cited by:

    1. Grassetti, Francesca & Mammana, Cristiana & Michetti, Elisabetta, 2022. "Nonlinear dynamics in real economy and financial markets: The role of dividend policies in fluctuations," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    2. Grassetti, Francesca & Mammana, Cristiana & Michetti, Elisabetta, 2019. "On the interaction between real economy and financial markets," MPRA Paper 91975, University Library of Munich, Germany.
    3. Eungsik Kim & Stephen E. Spear, 2021. "Determinate perfect foresight forecasting in overlapping generations models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 505-531, March.
    4. Pierre Gosselin & Aileen Lotz, 2023. "A Statistical Field Perspective on Capital Allocation and Accumulation," Papers 2312.16173, arXiv.org.
    5. Pierre Gosselin & Aileen Lotz, 2023. "A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics," Papers 2401.06142, arXiv.org.

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    More about this item

    Keywords

    Asset pricing; Computational and simulation techniques; Economic growth; Equity premium; Portfolio choice; C15; C63; G11; G12; E21; E44; F43;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies

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