LeatherSagiKnowledgebase

Tag: approximation-error

2 items with this tag.

  • Apr 13, 2026

    Log-linearization errors exceed 70% in persistent long-run risk models

    • asset-pricing
    • approximation-error
    • long-run-risk
    • numerical-methods
  • Apr 13, 2026

    Higher Order Effects in Asset Pricing Models with Long-Run Risks

    • asset-pricing
    • long-run-risk
    • log-linearization
    • approximation-error
    • recursive-utility
    • numerical-methods

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