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Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"

  • Martin Andreasen

    (Aarhus University)

Online appendix for the Review of Economic Dynamics article

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File URL: https://economicdynamics.org/appendix/11/11-84/SGU_ThirdOrder_version11.pdf
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Paper provided by Review of Economic Dynamics in its series Technical Appendices with number 11-84.

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Date of creation: 2011
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Handle: RePEc:red:append:11-84
Note: The original article was published in the Review of Economic Dynamics
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  25. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
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  27. Benjamin Keen & Yongsheng Wang, 2007. "What is a realistic value for price adjustment costs in New Keynesian models?," Applied Economics Letters, Taylor & Francis Journals, vol. 14(11), pages 789-793.
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  29. Rietz, Thomas A., 1988. "The equity risk premium a solution," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 117-131, July.
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  32. Annette Vissing-Jorgensen, 2002. "Limited Asset Market Participation and the Elasticity of Intertemporal Substitution," NBER Working Papers 8896, National Bureau of Economic Research, Inc.
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