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Solving Ramsey problems with nonlinear projection methods

Gapen, Michael T. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-36

Persistent link: https://www.econbiz.de/10003283221

Back to the future : the nature of regulatory capital requirements

Chami, Ralph; Cosimano, Thomas F.; Kopp, E.; Rochon, C. - In: Journal of banking regulation 19 (2018) 4, pp. 327-336

Persistent link: https://www.econbiz.de/10012011464

The market and individual pricing kernels under no arbitrage asset pricing models

Cosimano, Thomas F.; Ma, Jun - In: New methods in fixed income modeling : fixed income modeling, (pp. 263-297). 2018

Persistent link: https://www.econbiz.de/10012011666

The value of nature to our health and economic well-being : a framework with application to elephants and whales

Chami, Ralph; Cosimano, Thomas F.; Fullenkamp, Connel; … - In: Economic Challenges for Europe After the Pandemic : …, (pp. 117-162). 2022

Persistent link: https://www.econbiz.de/10013440650

Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note

Baier, Scott; Carlstrom, Charles T.; Chami, Ralph; … - In: Review of Economic Dynamics 6 (2003) 4, pp. 987-990

(Copyright: Elsevier)

Persistent link: https://www.econbiz.de/10005085596

Solving Ramsey Problems with Nonlinear Projection Methods

Gapen, Michael; Cosimano, Thomas - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 2, pp. 1263-1263

This paper applies nonlinear projection methods to solve Ramsey problems in a stochastic monetary economy. The presence of nonlinear distortions in the Ramsey problem requires the use of a solution procedure which captures these effects. The nonlinear projection method, even with low-order...

Persistent link: https://www.econbiz.de/10004966145

Continuous time one-dimensional asset-pricing models with analytic price–dividend functions

Chen, Yu; Cosimano, Thomas; Himonas, Alex - In: Economic Theory 42 (2010) 3, pp. 461-503

Persistent link: https://www.econbiz.de/10008497291

Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks

Chen, Yu; Cosimano, Thomas; Himonas, Alex - In: Annals of Finance 4 (2008) 3, pp. 305-344

Persistent link: https://www.econbiz.de/10005542183

Solving Ramsey Problems with Nonlinear Projection Methods

Gapen, Michael; Cosimano, Thomas - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 2, pp. 1263-1263

Persistent link: https://www.econbiz.de/10005579857

"Did the Basel Accord Cause a Credit Slowdown in Latin America?"

Barajas, Adolfo; Chami, Ralph; Cosimano, Thomas - In: ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN … (2004)

Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether the adoption of the Basel Accord by Latin American and Caribbean countries was responsible for the serious slowdowns in credit growth experienced by these countries. We find...

Persistent link: https://www.econbiz.de/10009021294