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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Dynamic equilibrium"
~subject:"Inflation"
~subject:"Shock"
~subject:"Stochastic process"
~type:"article"
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Dynamic equilibrium
Inflation
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Stochastic process
Theorie
30
Theory
30
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13
Markov-Kette
13
Estimation
11
Geldpolitik
11
Monetary policy
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Schätzung
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Option pricing theory
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Optionspreistheorie
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Regime-switching
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Schock
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19
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Kapetanios, George
2
Shen, Wenyi
2
Tzavalis, Elias
2
Yang, Shu-Chun S.
2
Altansukh, Gantungalag
1
Becker, Ralf
1
Bo, Lijun
1
Bratsiotis, George
1
Brito, Paulo
1
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1
Costa, Luis Filipe Pereira da
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Tan, Fei
1
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IMF Working Papers
IMF working papers
Journal of economic dynamics & control
Applied economics
23
Economic modelling
21
International journal of theoretical and applied finance
15
Journal of international money and finance
15
Journal of macroeconomics
15
Economics letters
11
Applied economics letters
10
Energy economics
10
Journal of money, credit and banking : JMCB
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
International journal of finance & economics : IJFE
9
International review of economics & finance : IREF
9
Insurance / Mathematics & economics
8
International journal of forecasting
8
Macroeconomic dynamics
8
Open economies review
8
Journal of international economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
European economic review : EER
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematics of operations research
6
Computational economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of monetary economics
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Macroeconomics and finance in emerging market economies
5
Quantitative economics : QE ; journal of the Econometric Society
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The review of economics and statistics
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Annals of finance
4
Asia-Pacific financial markets
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CBN journal of applied statistics
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Contemporary economic policy : a journal of Western Economic Association International
4
European journal of operational research : EJOR
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Finance research letters
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International economic journal
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International journal of financial engineering
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ECONIS (ZBW)
19
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1
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10
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19
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date (oldest first)
1
Can passive monetary policy decrease the debt burden?
Mao, Ruoyun
;
Shen, Wenyi
;
Yang, Shu-Chun S.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532404
Saved in:
2
Origins of monetary policy shifts : a new approach to
regime
switching in DSGE models
Chang, Yoosoon
;
Maih, Junior
;
Tan, Fei
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014535138
Saved in:
3
A revisit to sovereign risk contagion in eurozone with mutual exciting
regime
-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
4
The fiscal state-dependent effects of capital income tax cuts
Fotiou, Alexandra
;
Shen, Wenyi
;
Yang, Shu-Chun S.
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503327
Saved in:
5
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
6
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
7
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
8
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
9
An options pricing approach to ramping rate restrictions at hydro power plants
Niu, Shilei
;
Insley, Margaret
- In:
Journal of economic dynamics & control
63
(
2016
),
pp. 25-52
Persistent link: https://www.econbiz.de/10011708181
Saved in:
10
An analytical approximation formula for European option pricing under a new stochastic volatility model with
regime
-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
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