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Solving Stochastic Equilibrium Models with the Extended Path Method
Capital asset pricing Rational expectations Solution algorithm
2015/8/4
The purpose of this paper is to investigate the
feasibility of using the extended path method - described
in Fair and Taylor [ 23 - to solve capital asset pricing.
This method is now being used rat...
Email addresses: piazzesi@uchicago.edu, martin.schneider@nyu.edu. We thank Pierpaolo Benigno
and John Campbell for helpful discussions. We also thank Andy Atkeson, David Backus, Frederico
Belo, John...
上海财经大学宏观经济学课件Chapter8 An Equilibrium Business-Cycle Model
上海财经大学宏观经济学 课件 Chapter8 An Equilibrium Business-Cycle Model
2010/6/28
上海财经大学宏观经济学课件Chapter8 An Equilibrium Business-Cycle Model。