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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Inflation"
~subject:"Stochastic process"
~type:"article"
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Inflation
Stochastic process
Theorie
29
Theory
29
Markov chain
12
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12
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11
Estimation
10
Geldpolitik
10
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10
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10
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9
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9
Stochastischer Prozess
7
Time series analysis
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6
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Option pricing theory
6
Optionspreistheorie
6
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6
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5
Dynamisches Gleichgewicht
5
Regime-switching
5
Schock
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Shock
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Finanzpolitik
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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
Forsyth, Peter A.
1
He, Xin-Jiang
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Insley, Margaret
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Kim, Bara
1
Kim, Jeongsim
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Kim, Jerim
1
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1
Nguyen, Duy
1
Niu, Shilei
1
O'Sullivan, Róisín
1
Osborn, Denise R.
1
Serletis, Apostolos
1
Tang, Dan
1
Tzavalis, Elias
1
Vetzal, Kenneth R.
1
Wang, Yongjin
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IMF Working Papers
IMF working papers
Journal of economic dynamics & control
International journal of theoretical and applied finance
15
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13
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Applied economics letters
8
Economics letters
8
Insurance / Mathematics & economics
8
Journal of macroeconomics
8
International journal of forecasting
7
Journal of international money and finance
7
Journal of money, credit and banking : JMCB
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematics of operations research
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
International journal of finance & economics : IJFE
5
Open economies review
5
Annals of finance
4
Asia-Pacific financial markets
4
CBN journal of applied statistics
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European journal of operational research : EJOR
4
Finance research letters
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International journal of financial engineering
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Journal of applied econometrics
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Journal of econometrics
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Macroeconomics and finance in emerging market economies
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Contemporary economic policy : a journal of Western Economic Association International
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International economic journal
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
10
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1
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10
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10
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date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
10
Heterogeneous response of disaggregate inflation to monetary policy
regime
change : the role of price stickiness
Choi, Chi-young
;
O'Sullivan, Róisín
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1814-1832
Persistent link: https://www.econbiz.de/10009786070
Saved in:
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