Rentabilité d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique

Kevin Beaubrun-Diant and Julien Matheron

No 2006-16, EconomiX Working Papers from University of Paris Nanterre, EconomiX

Abstract: This review presents the main tools and results of the research between finance and macroeconomics. The ambition of this literature is to provide a joint analysis of the business cycle and financial asset returns. This paper adopts this perspective and suggests a critical analysis of the mechanisms of modelling a DSGE model, so that this one is compatible with the assets returns stylized facts without sacrificing for business cycle facts.

JEL-codes: E10 E20 G12 (search for similar items in EconPapers)
Pages: 51 pages
Date: 2006
New Economics Papers: this item is included in nep-dge and nep-mac
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http://economix.fr/pdf/dt/2006/WP_EcoX_2006-16.pdf (application/pdf)

Related works:
Journal Article: Rentabilités d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique (2008)
Journal Article: Rentabilités d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique (2008)
Working Paper: Rentabilité d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:drm:wpaper:2006-16

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