Decomposing Risk in Dynamic Stochastic General Equilibrium

Hong Lan, Alexander Meyer-Gohde
Mar 1, 2014
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Perturbation DSGE Nonlinear Recursive Preferences Stochastic Volatility Asset Pricing
Alexander Meyer-Gohde
Alexander Meyer-Gohde
Professor of Financial Markets and Macroeconomics

My research interests include macroeconomics, macro-finance, econometrics, and numerical methods