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Perron-Frobenius theory, recovery theorem, stochastic discount factor, martingale decomposition, stochastic stability
Perron-Frobenius theory, recovery theorem, stochastic discount factor, martingale distribution, stochastic stability
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shock elasticity, pricing, perturbation methods, Markov process, Model Evaluation and Selection, Asset Pricing, Trading volume, Bond Interest Rates, Financial Markets and the Macroeconomy
growth-rate risk, pricing, dynamics, elasticities, Markov process
survival, recursive preferences, heterogeneous beliefs, variational utility, risk sharing, speculation, consumption-saving decision
survival, recursive preferences, heterogeneous beliefs, optimal allocations, Microeconomics, General Financial Markets, General Equilibrium and Disequilibrium: Financial Markets, Asset Pricing, Trading volume, Bond Interest Rates
heterogeneous beliefs, survival, recursive preferences, variational utility
shock elasticities, impulse response functions, risk pricing, Markov dynamics
asset pricing, impulse response functions, shock elasticities, financing frictions, martingales
robustness, ambiguity shocks, survey data, business cycle fluctuations, labor market dynamics
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