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~subject:"Dynamisches Gleichgewicht"
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Dynamisches Gleichgewicht
Perturbation method
13
perturbation method
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Perturbation Method
8
Stochastic process
7
Stochastischer Prozess
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7
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Homotopy perturbation method
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Allgemeines Gleichgewicht
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CAPM
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Continuous-Time DSGE Models
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DSGE models
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DSGE small open economy model
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Heston model
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Learning
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Oil price volatility
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Optimal Experimentation
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Option trading
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Optionsgeschäft
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Projection Method
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Second Order Approximation
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Solving Dynamic General Equilibrium Models
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Stochastic volatility
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commodities
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futures price
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habit model
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options on futures
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perpetual American put options
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second order approximation
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term structure of interest rates
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Andreasen, Martin Møller
1
Chen, Congcong
1
Chen, Haitong
1
Dixon, Peter B.
1
Hamano, Masashige
1
Hu, Chenpei
1
Katayama, Munechika
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Liu, Yaoxin
1
Parra-Alvarez, Juan Carlos
1
Rimmer, Maureen R.
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Xu, Longbin
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Zabczyk, Pawel
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Economic research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Epidemics and macroeconomic dynamics
Hamano, Masashige
;
Katayama, Munechika
-
2021
-
First draft: July 21, 2021
Persistent link: https://www.econbiz.de/10013447973
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2
Developing a DSGE consumption function for a CGE model
Dixon, Peter B.
;
Rimmer, Maureen R.
-
2020
Persistent link: https://www.econbiz.de/10012429239
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3
The level effect and volatility effect of uncertainty shocks in China
Zhang, Shangfeng
;
Liu, Yaoxin
;
Chen, Haitong
;
Zhu, Chun
; …
- In:
Economic research
34
(
2021
)
1,1
,
pp. 172-193
Persistent link: https://www.econbiz.de/10013341482
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4
A comparison of numerical methods for the solution of continuous-time DSGE models
Parra-Alvarez, Juan Carlos
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1555-1583
Persistent link: https://www.econbiz.de/10011916989
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5
Efficient bond price approximations in nonlinear equilibrium-based term structure models
Andreasen, Martin Møller
;
Zabczyk, Pawel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011311205
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