Parameter learning in production economies
Skúmame, ako učenie parametrov zosilňuje vplyv makroekonomických šokov na ceny a množstvá akcií v štandardnej výrobnej ekonomike, kde má reprezentatívny agent preferencie Epstein-Zin. Investor pozoruje technologické šoky, ktoré nasledujú po procese zmeny režimu, ale nepozná základné parametre modelu...
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