Accuracy of stochastic perturbation methods: The case of asset pricing models

Time to Build and Aggregate Fluctuations

Finn E. Kydland, Edward C. Prescott · Econometrica · 1982 · 5.9K citations

Computing, Economics, Financial Economics +5

The equity premium: A puzzle

Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations

Business, Economics, Finance +12

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

The equity risk premium a solution

Thomas A. Rietz · Journal of Monetary Economics · 1988 · 1.4K citations

Business, Economics, Finance +12

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen, Robert Hussey · Econometrica · 1991 · 977 citations · Full text

Business, Economics, Finance +17