JSTOR Daily

DYNAMIC IDENTIFICATION OF DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS

This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous ...
JSTOR Daily

Recasting the dynamic equilibrium model through a functional lens: the interplay of trait-based community assembly and climate

1. According to the dynamic equilibrium hypothesis (DEH), plant species richness is locally controlled by productivity and disturbance. Given that regional conditions widely affect local environmental ...
Harvard Business School

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

Merton, Robert C. "A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm." Sloan School of Management Working Paper, No.
International Monetary Fund

Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of ...
Nasdaq

Equilibrium Valuation Model: A Regression-Based Fundamental Equity Valuation Model

This article ( original research paper) proposes a systematic regression-based fundamental equity valuation model that can potentially be applied in areas such as quantitative finance and machine ...