Examining macroeconomic models through the lens of asset pricing
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- Borovička, Jaroslav & Hansen, Lars Peter, 2014. "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, vol. 183(1), pages 67-90.
References listed on IDEAS
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More about this item
Keywords
Asset pricing; Macroeconomics; Markov processes;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-01-03 (Central Banking)
- NEP-DGE-2012-01-03 (Dynamic General Equilibrium)
- NEP-MAC-2012-01-03 (Macroeconomics)
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