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This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10010319682
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10010849962
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10009751689
The article presents an exchange of letters between Jakob Marschak and Trygve Haavelmo in May-July 1943. Marschak had from the beginning of 1943 become the research director of Cowles Commission at the University of Chicago. Trygve Haavelmo, who at the time worked for the Norwegian Shipping and...
Persistent link: https://www.econbiz.de/10008511663
, relating them to Frisch’s later works and, more important, to subsequent developments in economics and econometrics. …
Persistent link: https://www.econbiz.de/10008511666
Persistent link: https://www.econbiz.de/10001991290
Persistent link: https://www.econbiz.de/10002153306
(Econometric Society) with members committed to a serious interest in econometrics. The paper gives a brief account of the … how the editor and a small core group of econometrician attempted to promote econometrics via Econometrica. The paper is …
Persistent link: https://www.econbiz.de/10012973462
The Econometric Society was founded at an "organization meeting" in December 1930. The invitations had been issued by Irving Fisher, Ragnar Frisch and, Charles F. Roos. In June the same year they had sent a form letter to a list of 31 scholars to solicit advice about establishing an...
Persistent link: https://www.econbiz.de/10010438911
This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10011402465