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Are the dynamic linkages between the macroeconomy and asset prices time-varying?

Guidolin, Massimo; Ono, Sadayuki - Federal Reserve Bank of St. Louis - 2005

real money growth). Heteroskedasticity may be accounted for by making the covariance matrix a function of the regime. We …

Persistent link: https://www.econbiz.de/10005707740

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset … the longer their investment horizon, while the optimal allocation to stocks declines as a function of the investment … returns from the dividend yield give rise to a non-monotonic relationship between the investment horizon and the demand for …

Persistent link: https://www.econbiz.de/10002917579

Diamonds are forever, wars are not : is conflict bad for private firms?

Guidolin, Massimo; La Ferrara, Eliana - 2005 - Rev

"This paper studies the relationship between civil war and private investment in a poor, resource abundant country …

Persistent link: https://www.econbiz.de/10002917581

Did the great inflation occur despite policymaker commitment to a taylor rule?

Bullard, James Brian (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001979875

Escapist policy rules

Bullard, James Brian (contributor); Cho, In-Koo (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001969602

Escapist policy rules

Bullard, James; Cho, In-Koo - Federal Reserve Bank of St. Louis - 2003

We study a simple, microfounded macroeconomic system in which the monetary authority employs a Taylor-type policy rule. We analyze situations in which the self-confirming equilibrium is unique and learnable according to Bullard and Mitra (2002). We explore the prospects for the use of ‘large...

Persistent link: https://www.econbiz.de/10005490880