An Essay in Financial Macroeconomics

Abstract
This thesis takes a fixed-point method of construction for idiosyncratic risk in the US financial market, S&P-500 in particular, for a financial macroeconomic general equilibrium result with the help of a very basic yet innovative DSGE modeling. Instead of a linear and complete financial market equilibrium in isolation this approach allows for a nonlinear general equilibrium in an explicit financial market bent. The fixed-point, alongside another, measure of idiosyncratic risk used for the very first time through this thesis for a combined financial macroeconomic equilibrium is found to be especially very useful for empirically modeling inflation as compared to the output gap.
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