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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Inflation"
~subject:"Shock"
~subject:"Stochastic process"
~type:"article"
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Inflation
Shock
Stochastic process
Theorie
29
Theory
29
Markov chain
12
Markov-Kette
12
Monetary policy
11
Estimation
10
Geldpolitik
10
Regime switching
10
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10
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9
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9
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7
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7
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6
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6
Optionspreistheorie
6
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5
Dynamisches Gleichgewicht
5
Regime-switching
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Schock
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Finanzpolitik
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3
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13
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13
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Kapetanios, George
2
Tzavalis, Elias
2
Altansukh, Gantungalag
1
Becker, Ralf
1
Bo, Lijun
1
Bratsiotis, George
1
Choi, Chi-young
1
Cui, Zhenyu
1
Dai, Wei
1
Dendramis, Yiannis
1
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1
Ge, Shuyi
1
He, Xin-Jiang
1
Insley, Margaret
1
Karamé, Frédéric
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kirkby, J. Lars
1
Nguyen, Duy
1
Niu, Shilei
1
O'Sullivan, Róisín
1
Osborn, Denise R.
1
Serletis, Apostolos
1
Tang, Dan
1
Vetzal, Kenneth R.
1
Wang, Yongjin
1
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IMF Working Papers
IMF working papers
Journal of economic dynamics & control
Applied economics
22
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18
International journal of theoretical and applied finance
15
Journal of international money and finance
14
Economics letters
11
Energy economics
10
Journal of macroeconomics
10
Journal of money, credit and banking : JMCB
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
International review of economics & finance : IREF
9
Applied economics letters
8
Insurance / Mathematics & economics
8
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Open economies review
8
Journal of international economics
7
Macroeconomic dynamics
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematics of operations research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European economic review : EER
5
Macroeconomics and finance in emerging market economies
5
The review of economics and statistics
5
Annals of finance
4
Asia-Pacific financial markets
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CBN journal of applied statistics
4
Computational economics
4
Contemporary economic policy : a journal of Western Economic Association International
4
European journal of operational research : EJOR
4
Finance research letters
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International economic journal
4
International journal of financial engineering
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Journal of applied econometrics
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Journal of econometrics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Asia Pacific economy
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ECONIS (ZBW)
13
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1
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10
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13
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Asymmetries and Markov-switching structural VAR
Karamé, Frédéric
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011526861
Saved in:
9
Pricing external barrier options in a
regime
-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
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