By Eric Amar, R. Gay, T. V. Nguyen

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Pt 1 1 pt 1/ C ˘ t nc ac 1 c;t ut 1 1 t; where ˘ t 1 D Pt 11 Pt 1 is the diagonal matrix that collects the fundamental to price ratios of the N assets. -Z. He Fig. 2 The fluctuations of prices in the deterministic model. Here ˛ D 0:15; nf D 0:3; D 1:5, whereas ı D 0:865 (left panel) and ı D 0:840 (right panel). Lines with low, middle and upper initial values represent asset 1, 2, and 3, respectively by agents’ expectations which are then affected by the market equilibrium. pt ; ut ; Vt / obtained by setting the demand (or fundamental) shock and the dividend yield noise to zero.

On the one hand, new houses are constructed in every period, where the amount of new houses is positively related to the current housing price. On the other hand, a certain (constant) fraction of the existing stock of houses enters the housing market. Of course, the stock of houses evolves over time with respect to new housing construction and the depreciation of the existing stock of houses. Using a mixture of analytical and numerical tools, we derive the following results. In the absence of speculation, the price of houses and the stock of houses are driven by a two-dimensional map.

Security market efficiency in an Arrow-Debreu economy. American Economic Review, 65, 812–824. Sargent, T. (1993). Bounded rationality in macroeconomics. Oxford: Clarendon. Sharpe, W. (2007). Investors and markets, portfolio choice, asset prices, and investment advice. Princeton: Princeton University Press. Shefrin, H. (2005). A behavioral approach to asset pricing. London: Academic. Weil, P. (1989). The equity premium puzzle and the risk-free rate puzzle. Journal of Monetary Economics, 24, 401–421.

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