Authors: Jason N. Harris, Jason Nassios and James A. Giesecke
This working paper describes the process followed to arrive at a suitable specification for the agent- and instrument-specific rate-of-return matrix for the VU-Nat financial computable general equilibrium (FCGE) model of the Australian economy. Several sources were consulted to obtain appropriate rates of return. These sources are documented in detail in this report.
JEL classification: C68, G12, G21, G23
Keywords: Financial CGE model, Rate of return
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