• Media type: E-Book
  • Title: Parameter Learning in General Equilibrium : The Asset Pricing Implications
  • Contributor: Collin-Dufresne, Pierre [Author]; Johannes, Michael S. [Other]; Lochstoer, Lars A. [Other]
  • Published: [S.l.]: SSRN, [2013]
  • Published in: NBER Working Paper ; No. w19705
  • Extent: 1 Online-Ressource (70 p)
  • Language: English
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2013 erstellt
  • Description: Parameter learning strongly amplifies the impact of macro shocks on marginal utility when the representative agent has a preference for early resolution of uncertainty. This occurs as rational belief updating generates subjective long-run consumption risks. We consider general equilibrium models with unknown parameters governing either long-run economic growth, the variance of shocks, rare events, or model selection. Overall, parameter learning generates long-lasting, quantitatively significant additional macro risks that help explain standard asset pricing puzzles
  • Access State: Open Access