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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Second Order Approximation"
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Second-order approximation
4
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Aufsatz in Zeitschrift
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Gupta, Rangan
1
Horst, Ulrich
1
Ivashchenko, Sergey
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Kreher, Dörte
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Explaining equity home bias using hedging motives against real exchange rate and wage risks
Kim, Kyounghun
;
Kim, Sŏng-hyŏn
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012672282
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2
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
3
Second order approximations for limit order books
Horst, Ulrich
;
Kreher, Dörte
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 827-877
Persistent link: https://www.econbiz.de/10011946565
Saved in:
4
Slovak economy in a period of recession : nonlinear DSGE model with time-varying parameters
Tvrz, Stanislav
;
Vašíček, Osvald
- In:
Ekonomický časopis : časopis pre ekonomickú …
63
(
2015
)
1
,
pp. 34-50
Persistent link: https://www.econbiz.de/10011341462
Saved in:
5
Tractable latent state filtering for non-linear DSGE models using a
second-order
approximation
and pruning
Kollmann, Robert
- In:
Computational economics
45
(
2015
)
2
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
Saved in:
6
Welfare costs of shifting trend inflation
Nakata, Taisuke
- In:
Journal of macroeconomics
41
(
2014
),
pp. 66-78
Persistent link: https://www.econbiz.de/10010514770
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