Mehra and Prescott (1985) equity premium puzzle

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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.
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TomDoan
Posts: 7826
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.
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