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Economics x General Aggregative Models x Econometric and Statistical Methods and Methodology: General x clear all

Can Rare Events Explain the Equity Premium Puzzle?

Christian Julliard and Anisha Ghosh.

in The Review of Financial Studies

October 2012; p ublished online September 2012 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; General Aggregative Models; Economics. 18334 words.

Probably not. First, allowing the probabilities of the states of the economy to differ from their sample frequencies, the consumption-CAPM is still rejected in both U.S. and international...

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A foxy hedgehog: Wynne Godley and macroeconomic modelling

Lance Taylor.

in Cambridge Journal of Economics

July 2008; p ublished online June 2008 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; General Aggregative Models. 10672 words.

Wynne Godley has made enormous contributions to macroeconomic modelling. They are reviewed here in connection with his recent book with Marc Lavoie, Monetary Economics: An Integrated...

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Gibrat’s Law Redux: think profitability instead of growth

Philipp Mundt, Simone Alfarano and Mishael Milaković.

in Industrial and Corporate Change

August 2016; p ublished online May 2015 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Market Structure, Firm Strategy, and Market Performance; Production and Organizations; General Aggregative Models. 11455 words.

We argue that firm profitability can be conveniently characterized by one and the same diffusion process for all firms, akin to Gibrat’s seminal idea of a common stochastic description for...

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