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International asset allocation under regime switching, skew and kurtosis preferences

Guidolin, Massimo (contributor); … - 2005

moments of the wealth distribution such as its skewness and kurtosis. Time-variations in investment opportunities are …

Persistent link: https://www.econbiz.de/10002977388

A nonlinear time series model of El Niño

Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998

Persistent link: https://www.econbiz.de/10000994162

Federal Reserve Bank of St. Louis review

Federal Reserve Bank of St. Louis - St. Louis, Mo. : Research Div. of the Fed. Reserve Bank … - Nachgewiesen 49.1967 -

Persistent link: https://www.econbiz.de/10001378895

Review / Federal Reserve Bank of St. Louis

Federal Reserve Bank of St. Louis - St. Louis, Mo. : [Verlag nicht ermittelbar] - 1.1919 -

Persistent link: https://www.econbiz.de/10000358848

Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics

Neely, Christopher J. (contributor); … - 2001 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001941461

Numerical aspects of Bayesian VAR-modeling

Kadiyala, K. Rao; Karlsson, Sune - 1994

Persistent link: https://www.econbiz.de/10000885969

Financial risk : theory, evidence and implications ; proceedings of the 11th annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Stone, Courtenay C. (contributor) - 1989

Persistent link: https://www.econbiz.de/10000769878

Financial risk: theory, evidence and implications : proceedings of the eleventh Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Stone, Courtenay C. (ed.) - 1989

Persistent link: https://www.econbiz.de/10000139958

Confidence about inflation forecasts : tests of variance rationality

Batchelor, R. A.; Jonung, L. - 1989

Persistent link: https://www.econbiz.de/10000087688

Solution of macromodels with Hansen-Sargent robust policies : summary and some extensions

Giordani, Paolo (contributor); Söderlind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. May 15, 2003

We summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the...

Persistent link: https://www.econbiz.de/10001664234