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Rational expectations / Agent / Heterogeneity / Economic model / Financial economics / Futures contract / Homogeneity and heterogeneity / Macroeconomics / Economics / Macroeconomic model


Heterogeneous Beliefs and Tests of Present Value Models∗ Kenneth Kasa† Todd B. Walker‡ Charles H. Whiteman§
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Document Date: 2013-11-03 22:00:26

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L. / /

Country

United States / /

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Facility

Penn State University / Indiana University / Simon Fraser University / Smeal College of Business / /

IndustryTerm

real estate / by-product / prior applications / analytical solution / closed-form solutions / average beliefs operator / analytical solutions / empirical applications / closed-form solution / finance / lag operator / tractable numerical solution / /

Organization

Smeal College of Business / Department of Economics / National Science Foundation / UC Berkeley / Atlanta Fed / Federal Reserve Board / NYU / Indiana University / Penn State University / Simon Fraser University / VPI / /

Person

Imran Rasul / Kenneth Kasa / Charles H. Whiteman / Kenneth Kasa† Todd / Shin / Morris / Todd B. Walker / Tom Sargent / Allen / Seiler / Pierre-Olivier Weill / Martin Evans / Bernhardt / Raviv / Ron Michener / Bart Taub / Tim Cogley / /

Position

linear discounted present value model / and permits closed-form solutions / Simple Asset Pricing Model / trader / single trader / /

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