Implications of Security Market Data for Models of Dynamic Economies
收藏NBER1990-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0089
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资源简介：
We show how to use security market data to restrict the admissible region for means and standard deviations of intertemporal marginal rates of substitution (IMRS's) of consumers. Our approach is (i) nonparametric and applies to a rich class of models of dynamic economies; (ii) characterizes the
提供机构：
美国国家经济研究局
创建时间：
1990-05-01
