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Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model

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  • Ho, Kong Weng
  • Hoon, Hian Teck

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  • Ho, Kong Weng & Hoon, Hian Teck, 1995. "Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model," Economic Modelling, Elsevier, vol. 12(1), pages 28-34, January.
    • Handle: RePEc:eee:ecmode:v:12:y:1995:i:1:p:28-34
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    References listed on IDEAS

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    1. Hian Teck Hoon & Edmund S. Phelps, 1993. "The Impact of Fiscal and Productivity Shocks on the Natural Rate of Unemployment in a Two-Country World," International Economic Association Series, in: Helmut Frisch & Andreas Wörgötter (ed.), Open-Economy Macroeconomics, chapter 5, pages 95-118, Palgrave Macmillan.
    2. Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Chapters, in: NBER Macroeconomics Annual 1990, Volume 5, pages 15-74, National Bureau of Economic Research, Inc.
    3. Abel, Andrew B & Blanchard, Olivier J, 1983. "An Intertemporal Model of Saving and Investment," Econometrica, Econometric Society, vol. 51(3), pages 675-692, May.
    4. Menahem E. Yaari, 1965. "Uncertain Lifetime, Life Insurance, and the Theory of the Consumer," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 32(2), pages 137-150.
    5. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-224, January.
    6. Blanchard, Olivier J, 1985. "Debt, Deficits, and Finite Horizons," Journal of Political Economy, University of Chicago Press, vol. 93(2), pages 223-247, April.
    7. Olivier J. Blanchard & Lawrence H. Summers, 1984. "Perspectives on High World Real Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 15(2), pages 273-334.
    8. Hoon, Hian Teck & Phelps, Edmund S, 1992. "Macroeconomic Shocks in a Dynamized Model of the Natural Rate of Unemployment," American Economic Review, American Economic Association, vol. 82(4), pages 889-900, September.
    9. Phelps, Edmund S, 1992. "A Review of Unemployment," Journal of Economic Literature, American Economic Association, vol. 30(3), pages 1476-1490, September.
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    Cited by:

    1. Hans Fehr, "undated". "Welfare Effects of Investment Incentive Policies: A Quantitative Assessment," EPRU Working Paper Series 95-19, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

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