Rational Ignorance In Long-Run Risk Models
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References listed on IDEAS
- Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009. "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers 2009-57, Department of Economics and Business Economics, Aarhus University.
- Taeyoung Doh, 2013.
"Long‐Run Risks In The Term Structure Of Interest Rates: Estimation,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 28(3), pages 478-497, April.
- Taeyoung Doh, 2008. "Long Run Risks in the Term Structure of Interest Rates : Estimation," 2008 Meeting Papers 137, Society for Economic Dynamics.
- Taeyoung Doh, 2008. "Long run risks in the term structure of interest rates: estimation," Research Working Paper RWP 08-11, Federal Reserve Bank of Kansas City.
- TallariniJr., Thomas D., 2000. "Risk-sensitive real business cycles," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 507-532, June.
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More about this item
KeywordsRecursive preferences; Epstein-Zin preferences; Uncertainty aversion; Information processing; Time inconsistency;
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-12-19 (All new papers)
- NEP-DGE-2011-12-19 (Dynamic General Equilibrium)
- NEP-MIC-2011-12-19 (Microeconomics)
- NEP-UPT-2011-12-19 (Utility Models & Prospect Theory)
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