Shock elasticities and impulse responses
By Jaroslav Borovicka, Lars Peter Hansen, Jose A. Scheinkman. Mathematics and Financial Economics, 2014
49 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/5cd91a652c90c83b13bd7727ce09b9b95ab6a80d
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In Economics and Econometrics
- Serdar Ozkan
- Jae Song
- Fatih Guvenen
- Fatih Karahan
- Ohad Kadan
- Greg Kaplan
- S. Bonhomme
- S. Chabé-Ferret
In Finance
Citations in the corpus
- What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk? (2015, methodology): “24Exceptions include Browning et al. (2010), Altonji et al.”
- A Bound on Expected Stock Returns (2019, background): “Ross’s result, however, has been criticized by Borovička, Hansen, and Scheinkman (2014), who argue that it restricts the dynamics of the stochastic discount factor in an unrealistic manner, and thereby, the recovered probability distribution differs from the true one.”