A Dynamic Equilibrium Model of Asset Prices and Transaction Volume
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Political Economy.
Volume (Year): 95 (1987)
Issue (Month): 1 (February)
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Web page: http://www.journals.uchicago.edu/JPE/
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- Zhang, Harold H., 2000. "Explaining bond returns in heterogeneous agent models: The importance of higher-order moments," Journal of Economic Dynamics and Control, Elsevier, vol. 24(10), pages 1381-1404, September.
- Grey Gordon, 2011.
"Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution,"
PIER Working Paper Archive
11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Grey Gordon, 2011. "Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"," QM&RBC Codes 186, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Steinberger, 2005. "Pension benefit default risk and welfare effects of funding regulation," CSEF Working Papers 147, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Krueger, Dirk & Kubler, Felix, 2004. "Computing equilibrium in OLG models with stochastic production," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1411-1436, April.
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