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Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances

, and . Journal of Economic Dynamics and Control, 26 (9-10): 1417--1429 (August 2002)

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Optimal control and system theory in dynamic economic analysis : Masanao Aoki, (North-Holland, Amsterdam,1976) xiv+400 pp.. Journal of Econometrics, 6 (1): 143--144 (July 1977)The lagrange method of optimization with applications to portfolio and investment decisions. Journal of Economic Dynamics and Control, 20 (1-3): 1--18 (00 1996)Handbook of Econometrics. Volume 2, chapter Chapter 21 Random and changing coefficient models, page 1213--1245. Elsevier, (1984)Multiperiod competition with switching costs solution by Lagrange multipliers. Journal of Economic Dynamics and Control, 19 (1-2): 51--57 (00 1995)Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances, and . Journal of Economic Dynamics and Control, 26 (9-10): 1417--1429 (August 2002)Optimum control of stochastic differential equation systems. Journal of Economic Dynamics and Control, 1 (2): 143--175 (May 1979)How the basic RBC model fails to explain US time series, and . Journal of Monetary Economics, 41 (2): 301--318 (April 1998)Optimal planning for economic stabilization: The application of control theory to stabilization policy : R.S. Pindyck (North-Holland, Amsterdam, 1973) xii+167 pp.. Journal of Econometrics, 2 (2): 197--198 (July 1974)Chow's method of optimal control: A numerical solution, and . Journal of Economic Dynamics and Control, 21 (4-5): 739--752 (May 1997)On two methods for solving and estimating linear simultaneous equations under rational expectations, and . Journal of Economic Dynamics and Control, 9 (1): 63--75 (September 1985)