John B Donaldson
Biographic Data
| ID | 4012247 |
|---|---|
| NAME | John B Donaldson |
| GIVEN NAMES | John B |
| FAMILY NAME | Donaldson |
| SIGNATURE | DONALDSON J B |
| AFFILIATIONS | Columbia University |
| VERIFIED | No |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 3 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1990 |
| LATEST PUBLICATION YEAR | 1999 |
| H-INDEX | 1 |
Non‐falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
We discuss the extent to which the expectation of a rare event which happens not to materialise over the sample period, but which is not rationally excludable from the set of possibilities – the peso problem –, can affect the behaviour of rational agents and the characteristics of market equilibrium. To that end we describe quantitatively the macroeconomic and financial properties of a standard equilibrium business cycle model modified to allow f…
Frontiers of Business Cycle Research
List of IllustrationsList of TablesPrefaceContributors1Economic Growth and Business Cycles12Recursive Methods for Computing Equilibria of Business Cycle Models393Computing Equilibria of Nonoptimal Economies654Models with Heterogeneous Agents985Business Cycles and Aggregate Labor Market Fluctuations1266Household Production in Real Business Cycle Theory1577Money and the Business Cycle1758Non-Walrasian Economies2179Dynamic General Equilibrium Models…
Non-Walrasian Economies
Efficiency wages and the business cycle puzzle
Efficiency wages and the business cycle puzzle
Frontiers of Business Cycle Research
List of IllustrationsList of TablesPrefaceContributors1Economic Growth and Business Cycles12Recursive Methods for Computing Equilibria of Business Cycle Models393Computing Equilibria of Nonoptimal Economies654Models with Heterogeneous Agents985Business Cycles and Aggregate Labor Market Fluctuations1266Household Production in Real Business Cycle Theory1577Money and the Business Cycle1758Non-Walrasian Economies2179Dynamic General Equilibrium Models…
Non-Walrasian Economies
Non‐falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
We discuss the extent to which the expectation of a rare event which happens not to materialise over the sample period, but which is not rationally excludable from the set of possibilities – the peso problem –, can affect the behaviour of rational agents and the characteristics of market equilibrium. To that end we describe quantitatively the macroeconomic and financial properties of a standard equilibrium business cycle model modified to allow f…
Economic theories and models (3 works) · Economics (3 works) · Monetary Policy and Economic Impact (3 works) · Business cycle (2 works) · Economic Theory and Policy (2 works) · General equilibrium theory (2 works) · Macroeconomics (2 works) · Business cycles (1 works) · Business model (1 works) · Capital asset pricing model (1 works)