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Risk sensitive linear approximations

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.econlet.2013.06.025openalex-extracted

Computing the risky steady state of DSGE models

inferredcites →https://doi.org/10.1016/j.jedc.2015.01.001openalex-extracted

Solving asset pricing models with stochastic volatility

inferredcites →https://doi.org/10.1016/s0165-1889(01)00054-9openalex-extracted

Consumption asset pricing with stable shocks—exploring a solution and its implications for mean equity returns

inferredcites →https://doi.org/10.1016/s0165-1889(02)00017-9openalex-extracted

Exact solution of asset pricing models with arbitrary shock distributions

inferredcites →https://doi.org/10.1016/s0165-1889(03)00043-5openalex-extracted

Solving dynamic general equilibrium models using a second-order approximation to the policy function

inferredcites →https://doi.org/10.1016/s0165-1889(97)00075-4openalex-extracted

Solving asset pricing models with Gaussian shocks

inferredcites →https://doi.org/10.1023/a:1020517101123openalex-extracted

Solving Linear Rational Expectations Models

inferredcites →https://doi.org/10.1257/aer.101.3.398openalex-extracted

The Risky Steady State

inferredcites →https://doi.org/10.2139/ssrn.277709openalex-extracted

Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

inferredcites →https://doi.org/10.2307/1905261openalex-extracted

Dynamic Programming Under Uncertainty with a Quadratic Criterion Function

inferredcites →https://doi.org/10.2307/1910260openalex-extracted

A Note on Certainty Equivalence in Dynamic Planning

inferredcites →https://doi.org/10.2307/1912186openalex-extracted

The Solution of Linear Difference Models under Rational Expectations

inferredcites →https://doi.org/10.2307/1913837openalex-extracted

Asset Prices in an Exchange Economy

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