GAUSS code for Mehra-Prescott
Morten Ravn
QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles
Abstract:
This programme computes the unconditional equity premium for the Mehra and Prescott JME (1985) economy. All the notation etc. follows their paper.
Language: GAUSS
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https://dge.repec.org/codes/ravn/mehra.prg program code (application/x-gauss)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:107
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