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type_genre:"Arbeitspapier"
type_genre:"Series"
~accessRights:"restricted"
~person:"Baumeister, Christiane"
~person:"Tsyvinski, Aleh"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"Risk premium"
~subject:"Schätzung"
~subject:"Shock"
~subject:"Welt"
~subject:"World"
~type_genre:"Forschungsbericht"
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Bayesian inference
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22
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6
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Baumeister, Christiane
Tsyvinski, Aleh
Marcellino, Massimiliano
19
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12
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12
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11
Acemoglu, Daron
9
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7
Engel, Charles
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Farhi, Emmanuel
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Farmer, Roger E. A.
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Fernández-Villaverde, Jesús
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Galí, Jordi
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Hellwig, Christian
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Kelly, Bryan T.
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Vayanos, Dimitri
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6
Adam, Klaus
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Albagli, Elias
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Bacchetta, Philippe
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1
Dispersed information and asset prices
Albagli, Elias
;
Hellwig, Christian
;
Tsyvinski, Aleh
-
2021
Persistent link: https://www.econbiz.de/10012406109
Saved in:
2
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
Saved in:
3
Advances in structural vector autoregressions with imperfect identifying information
Baumeister, Christiane
;
Hamilton, James D.
-
2020
Persistent link: https://www.econbiz.de/10012225608
Saved in:
4
Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Baumeister, Christiane
;
Hamilton, James D.
-
2020
Persistent link: https://www.econbiz.de/10012196352
Saved in:
5
Recursive contracts and endogenously incomplete markets
Golosov, Michail Ju.
;
Tsyvinski, Aleh
;
Werquin, Nicolas
-
2016
Persistent link: https://www.econbiz.de/10011450171
Saved in:
6
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
Saved in:
7
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
8
Dynamic dispersed information and the credit spread puzzle
Albagli, Elias
;
Hellwig, Christian
;
Tsyvinski, Aleh
-
2014
Persistent link: https://www.econbiz.de/10010235333
Saved in:
9
Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane
;
Hamilton, James D.
-
2014
Persistent link: https://www.econbiz.de/10010467592
Saved in:
10
A theory of asset prices based on heterogeneous information
Albagli, Elias
;
Hellwig, Christian
;
Tsyvinski, Aleh
-
2013
Persistent link: https://www.econbiz.de/10009713880
Saved in:
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