Calibration as Testing, Type I Error in the Equity Premium Puzzle
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- Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C., 1993.
"The equity premium and the risk-free rate : Matching the moments,"
Journal of Monetary Economics,
Elsevier, vol. 31(1), pages 21-45, February.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Clark, 1991. "The Equity Premium and the Risk Free Rate: Matching the Moments," NBER Working Papers 3752, National Bureau of Economic Research, Inc.
- S.G. Cecchetti & P. Lam & N.C. Mark, 2010. "The equity premium and the risk-free rate: matching the moments," Levine's Working Paper Archive 1396, David K. Levine.
- Ambler, Steve, 1991. "Les modèles du cycle économique face à la corrélation productivité-emploi," L'Actualité Economique, Société Canadienne de Science Economique, vol. 67(4), pages 532-548, décembre.
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Keywordscalibration; equity premium; simulation; type I error.;
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