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type_genre:"Collection of articles written by one author"
type_genre:"Hochschulschrift"
~accessRights:"restricted"
~person:"McAleer, Michael"
~person:"Schmitt-Grohé, Stephanie"
~subject:"Capital market returns"
~subject:"Innovation"
~subject:"Korrelation"
~subject:"Leverage effects"
~subject:"Mathematische Optimierung"
~subject:"Mexico"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Capital market returns
Innovation
Korrelation
Leverage effects
Mathematische Optimierung
Mexico
Risiko
Strategisches Management
Theorie
Theory
57
Geldpolitik
15
Monetary policy
14
Lohnrigidität
13
Wage rigidity
13
Volatilität
12
Schock
11
Shock
11
Volatility
11
Arbeitslosigkeit
8
Business cycle
8
Exchange rate policy
8
Konjunktur
8
Unemployment
8
Wechselkurspolitik
8
Kleine offene Volkswirtschaft
7
Small open economy
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Liquidity preference
6
Liquiditätspräferenz
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Preisrigidität
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Price stickiness
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Capital controls
5
Emerging economies
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Estimation
5
Finanzpolitik
5
Fiscal policy
5
Inflation targeting
5
Inflationssteuerung
5
Interest rate policy
5
Kapitalverkehrskontrolle
5
Offene Volkswirtschaft
5
Open economy
5
Schwellenländer
5
Schätzung
5
Taylor rule
5
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Book / Working Paper
39
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Collection of articles written by one author
Hochschulschrift
Arbeitspapier
Aufsatz in Zeitschrift
Graue Literatur
Non-commercial literature
39
Working Paper
39
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18
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English
57
Author
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McAleer, Michael
Schmitt-Grohé, Stephanie
Zenou, Yves
99
Gersbach, Hans
77
Tsionas, Efthymios G.
65
Acemoglu, Daron
63
Gupta, Rangan
58
Cheng, T. C. E.
55
Verdier, Thierry
51
Wang, Leonard F. S.
51
Acharya, Viral V.
46
Inderst, Roman
46
Dolgui, Alexandre
45
Laporte, Gilbert
44
Marcellino, Massimiliano
44
Uribe, Martín
44
Farhi, Emmanuel
42
Schmitz, Patrick W.
42
Yang, Jinqiang
42
Gendreau, Michel
41
Pestieau, Pierre
41
Corsetti, Giancarlo
40
Cremer, Helmuth
40
Thisse, Jacques-François
40
Redding, Stephen
38
Vanhoucke, Mario
38
Desaulniers, Guy
37
Devereux, Michael B.
36
Saint-Paul, Gilles
36
Stiglitz, Joseph E.
36
Helpman, Elhanan
35
Ploeg, Frederick van der
35
Coelho, Leandro C.
34
Fabozzi, Frank J.
34
Afonso, Oscar
33
Bertsimas, Dimitris
33
Farmer, Roger E. A.
33
Kumbhakar, Subal
33
Razin, Asaf
33
Benigno, Pierpaolo
32
Chu, Chengbin
32
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Discussion paper / Centre for Economic Policy Research
27
Working paper / National Bureau of Economic Research, Inc.
12
Journal of econometrics
3
Econometric reviews
2
Econometrics : open access journal
2
American economic journal : a journal of the American Economic Association
1
Applied economics letters
1
Economics letters
1
Finance research letters
1
International journal of economic theory
1
Journal of economic dynamics & control
1
Journal of international economics
1
NBER reporter online
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1
The North American journal of economics and finance : a journal of financial economics studies
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The review of economic studies : RES
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ECONIS (ZBW)
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
Journal of international economics
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013399912
Saved in:
3
Multiple equilibria in open economies with collateral constraints
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
The review of economic studies : RES
88
(
2021
)
2
,
pp. 969-1001
Persistent link: https://www.econbiz.de/10012504691
Saved in:
4
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
5
The Twin Ds : optimal default and devaluation
Na, Seunghoon
;
Schmitt-Grohé, Stephanie
;
Uribe, Martín
; …
- In:
The American economic review
108
(
2018
)
7
,
pp. 1773-1819
Persistent link: https://www.econbiz.de/10011891476
Saved in:
6
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
7
Learning to live in a liquidity trap
Arifovic, Jasmina
;
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
Journal of economic dynamics & control
89
(
2018
),
pp. 120-136
Persistent link: https://www.econbiz.de/10011973969
Saved in:
8
Liquidity traps and jobless recoveries
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
American economic journal : a journal of the American …
9
(
2017
)
1
,
pp. 165-204
Persistent link: https://www.econbiz.de/10011613884
Saved in:
9
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
10
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
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