Department of Economics and Business
Fuglesangs Allé 4
Aarhus V, 8210
Denmark
Aarhus University - CREATES
Continuous-Time DSGE Models, Linear-Quadratic Approximation, Perturbation Method, Projection Method
heterogeneous agent models, continuous-time, Fokker-Planck equations, identification, maximum likelihood
Rare disasters, Asset pricing errors, C-CAPM
Rare events, disaster risk, recursive preferences, intertemporal elasticity of substitution, projection methods, asset pricing
Certainty equivalence, Perturbation methods, Pricing errors