Notes on Solving for the Risky Steady State

25 Pages Posted: 11 Sep 2012 Last revised: 25 Mar 2013

See all articles by Lavan Mahadeva

Lavan Mahadeva

Oxford Institute for Energy Studies

Date Written: March 22, 2013

Abstract

This note outlines a general formulation of Coeurdacier, Rey and Winant (2011, AER) 's methodology to solve for a risky steady state.

Keywords: stochastic or risky steady state, rational expectations, solution method

JEL Classification: C63, E44

Suggested Citation

Mahadeva, Lavan, Notes on Solving for the Risky Steady State (March 22, 2013). Available at SSRN: https://ssrn.com/abstract=2144117 or http://dx.doi.org/10.2139/ssrn.2144117

Lavan Mahadeva (Contact Author)

Oxford Institute for Energy Studies ( email )

57 Woodstock Road
Oxford, Oxfordshire OX2 6FA
United Kingdom

HOME PAGE: http://https://sites.google.com/site/lavanmahadeva/

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