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Mehra and Prescott (1985) equity premium puzzle

Posted: Wed Jan 15, 2014 7:42 am
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.

Re: Mehra and Prescott (1985) equity premium puzzle

Posted: Wed Jan 15, 2014 12:19 pm
by TomDoan
Do you have a specific question about that? It's basically just algebra.