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The Federal Reserve and the Financial Crisis
Bernanke, Ben S. - Princeton University Press
In 2012, Ben Bernanke, chairman of the U.S. Federal Reserve, gave a series of lectures about the Federal Reserve and the 2008 financial crisis, as part of a course at George Washington University on the role of the Federal Reserve in the economy. In this unusual event, Bernanke revealed...
Persistent link: https://www.econbiz.de/10010681113
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Recursive Models of Dynamic Linear Economies
Hansen, Lars Peter; Sargent, Thomas J. - Princeton University Press
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive …
Persistent link: https://www.econbiz.de/10010681133
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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …
Persistent link: https://www.econbiz.de/10011082768