Global Sunspots and Asset Prices in a Monetary Economy
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- Farmer, Roger, 2015. "Global Sunspots and Asset Prices in a Monetary Economy," CEPR Discussion Papers 10402, C.E.P.R. Discussion Papers.
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Cited by:
- Zhigang Feng & Matthew Hoelle, 2017. "Indeterminacy in stochastic overlapping generations models: real effects in the long run," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 559-585, February.
- Roger E. A. Farmer, 2018.
"Pricing Assets in a Perpetual Youth Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
- Hamed Ghiaie, 2018. "Shadow Bank run, Housing and Credit Market: The Story of a Recession," THEMA Working Papers 2018-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hommes, Cars & Vroegop, Joris, 2019. "Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 314-333.
- Ghiaie Hamed, 2020. "Shadow Bank Run, Housing and Credit Market: The Story of a Recession," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-30, June.
- Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021. "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, vol. 95(C), pages 385-393.
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More about this item
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-01-26 (Dynamic General Equilibrium)
- NEP-MAC-2015-01-26 (Macroeconomics)
- NEP-UPT-2015-01-26 (Utility Models and Prospect Theory)
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