Indeterminacy in a Forward Looking Regime Switching Model 1

First Page		Document Content
Date: 2008-09-07 20:13:02 Markov models General equilibrium theory Markov chain Economic model Stationary process Statistics Stochastic processes Game theory		Indeterminacy in a Forward Looking Regime Switching Model 1 Add to Reading List Source URL: www.atl-res.com Download Document from Source Website File Size: 350,58 KB Share Document on Facebook

	factor prices in general equilibrium factor prices in general equilibrium 1 Introduction At first glance, the Walrasian general equilibrium model does not offer a theory of factor prices. Factors are goods DocID: 1vrRG - View Document
	University of Vienna Vienna Graduate School of Economics Empirical Macroeconomics: Models and Methods Spring Semester 2013 Thomas A. Lubik DocID: 1rqtQ - View Document
	Limited Capital Market Participation and Human Capital Risk∗ Jonathan B. Berk Stanford University Johan Walden University of California, Berkeley DocID: 1rhFW - View Document
	INVESTIGAÇÃO PHD IN ECONOMICS Prudent expectations equilibrium in economies with uncertain delivery (Published in: Economic Theory, 2009, Vol. 99, pp. 67–92.) João Correia-da-Silva and Carlos Hervés-Beloso DocID: 1rd6w - View Document
	Optimal policy with heterogeneous agents and aggregate shocks: An application to optimal public debt dynamics Xavier Ragot∗ François Le Grand DocID: 1r9M9 - View Document