Computable Models with Heterogeneous Beliefs
Two agents Overlapping Generation Model
Endogenous uncertainty and market volatility
, with M. Motolese, Economic Theory, v17/3 (2001) pp 497-544.
Download the computation routines
here
Two agents Infinite Horizon Financial Model
Determinants of stock market volatility and risk premia
, with M. Motolese and H. Jin, forthcoming Annals of Finance, (2005).
Download the computation routines
here
Two agents Monetary Equilibrium Model
The Role of Expectations in Economic Fluctuations and the Efficacy of Monetary Policy
, with M. Motolese and H. Jin, forthcoming Journal of Economic Dynamics and Control, (2005).
Download the computation routines
here
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