Code and data files for "Asset Prices and Business Cycles under Market Incompleteness"
AbstractThe enclosed programs replicate the statistics from time series simulations in Tables 3-9, the policy functions in Figures 1-4 and 6-7, and the time series graphs in Figure 5.
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Bibliographic InfoSoftware component provided by Review of Economic Dynamics in its series Computer Codes with number 05-114.
Date of creation: 2008
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Postal: Review of Economic Dynamics Academic Press Editorial Office 525 "B" Street, Suite 1900 San Diego, CA 92101
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Other versions of this item:
- Eva Carceles-Poveda, 2009. "Asset Prices and Business Cycles under Market Incompleteness," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 405-422, July.
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- 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
- L20 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - General
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