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For next class...

posted Feb 10, 2012, 10:09 AM by Jim Dolmas
Next time, we'll begin with Campbell & Cochrane---starting into that after 9:00 PM was probably not a good idea!

For that paper, as well as others we'll be talking about, you should make sure you're familiar with properties of the lognormal distribution. Both the Wikipedia and Wolfram entries are pretty good summaries.

Attached are some readings about long-run consumption risk (Bansal & Yaron) and disaster risk (papers by Barro, Gabaix and Gourio). Those will come after we talk about Epstein-Zin preferences.
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Jim Dolmas,
Feb 10, 2012, 10:09 AM
Ċ
Jim Dolmas,
Feb 10, 2012, 10:09 AM
Ċ
Jim Dolmas,
Feb 10, 2012, 10:09 AM
Ċ
Jim Dolmas,
Feb 10, 2012, 10:09 AM
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