Mehra and Prescott (1985) equity premium puzzle

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
IRJ
Posts: 48
Joined: Wed Jan 10, 2007 1:15 am

Mehra and Prescott (1985) equity premium puzzle

Unread post by IRJ »

Would any RATS user have the codes to replicate Mehra and Prescott (1985) "The equity premium: a puzzle", Journal of Monetary Economics 15, 145-161.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Mehra and Prescott (1985) equity premium puzzle

Unread post by TomDoan »

Do you have a specific question about that? It's basically just algebra.
Post Reply