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Time-Varying Preferences, Risk Premi...

Licata, David.

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Time-Varying Preferences, Risk Premia, and Tobin Constraints.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Time-Varying Preferences, Risk Premia, and Tobin Constraints./
作者:	Licata, David.
面頁冊數:	90 p.
附註:	Source: Dissertation Abstracts International, Volume: 76-05(E), Section: A.
Contained By:	Dissertation Abstracts International76-05A(E).
標題:	Economics, Labor. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3669381
ISBN:	9781321448474

Time-Varying Preferences, Risk Premia, and Tobin Constraints.
Licata, David.

Time-Varying Preferences, Risk Premia, and Tobin Constraints. - 90 p.

Source: Dissertation Abstracts International, Volume: 76-05(E), Section: A.

Thesis (Ph.D.)--University of California, Irvine, 2015.

This item must not be sold to any third party vendors.

The first chapter of my thesis explores monetary policy in a New Keynesian model with Markov-switching risk aversion. The second considers the implications for the macroeconomic and financial properties of an RBC model of the presence of habit formation. The third examines the result of adding the ``Tobin constraint" that shares equal the capital stock to a benchmark RBC mdoel. The underlying theme of these endeavors is rendering macroeconomic models more realistic via the introduction of time-varying preferences, non-linear modelling, and financial frictions.

ISBN: 9781321448474Subjects--Topical Terms:

1019135
Economics, Labor.

Time-Varying Preferences, Risk Premia, and Tobin Constraints.
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520 $a The first chapter of my thesis explores monetary policy in a New Keynesian model with Markov-switching risk aversion. The second considers the implications for the macroeconomic and financial properties of an RBC model of the presence of habit formation. The third examines the result of adding the ``Tobin constraint" that shares equal the capital stock to a benchmark RBC mdoel. The underlying theme of these endeavors is rendering macroeconomic models more realistic via the introduction of time-varying preferences, non-linear modelling, and financial frictions.
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