Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"

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Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"

Author Info

Claudio Campanale (Universidad de Alicante)
Rui Catro (Universite de Montreal)
Gian Luca Clementi (New York University)

Additional information is available for the following registered author(s):

Gian Luca Clementi

Abstract

Fortran codes to generate all results in the paper. Stata routines for the data work are also included, along with non-copyrighted data.

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Publisher Info
Software component provided by Review of Economic Dynamics in its series Computer Codes with number 07-51.

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Date of creation: 2009
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Handle: RePEc:red:ccodes:07-51

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Article
- Claudio Campanale & Rui Castro & Gian Luca Clementi, . "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Marco Bonomo & René Garcia, 1994. "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers 94s-14, CIRANO. [Downloadable!]
Other versions:
- Garcia, R. & Bonomo, M., 1993. "Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles," Cahiers de recherche 9334, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marco Antonio Bonomo & Rene Garcia, 1993. "Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles," Textos para discussÃ£o 308, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Paul Gomme & B Ravikumar & Peter Rupert, 2007. "The Return to Capital and the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series 08-07, Department of Economics, UC Santa Barbara. [Downloadable!]
Other versions:
- Paul Gomme & B. Ravikumar & Peter Rupert, 2008. "The Return to Capital and the Business Cycle," Working Papers 08002, Concordia University, Department of Economics. [Downloadable!]
- Paul Gomme & B. Ravikumar & Peter Rupert, 2006. "The return to capital and the business cycle," Working Paper 0603, Federal Reserve Bank of Cleveland. [Downloadable!]
- Paul Gomme & B. Ravikumar & Peter Rupert, 2006. "The Return to Capital and the Business Cycle," 2006 Meeting Papers 801, Society for Economic Dynamics.
Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report 434, Federal Reserve Bank of Minneapolis. [Downloadable!]
Other versions:
- Fatih Guvenen, 2009. "A Parsimonious Macroeconomic Model for Asset Pricing," NBER Working Papers 15243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
Other versions:
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Fatih Guvenen, 2009. "A Parsimonious Macroeconomic Model for Asset Pricing," NBER Working Papers 15243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report 434, Federal Reserve Bank of Minneapolis. [Downloadable!]

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This page was last updated on 2009-11-30.

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