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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

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

Another look at sticky prices and output persistence

Wang, Peng-fei (contributor); Wen, Yi (contributor) - 2005

"Price rigidity is the key mechanism for propagating business cycles in traditional Keynesian theory. Yet the New … in standard New Keynesian models, provided that investment is also subject to a cash-in-advance constraint. In particular …, we show that reasonable price stickiness can generate highly persistent, hump-shaped movements in output, investment and …

Persistent link: https://www.econbiz.de/10002956723

Optimal monetary policy, endogenous sticky prices, and multiplicity of equilibria

Barseghyan, Levon (contributor); … - 2005 - rev.

"We analyze optimal monetary policy in an endogenous sticky price model. Similar models with exogenous sticky prices can deliver multiplicity of equilibria. Multiplicity of equilibria is a necessary condition for expectation traps to explain the variation across time and countries of inflation...

Persistent link: https://www.econbiz.de/10002934314

Sticky-price models and the natural rate hypothesis

Andrés, Javier (contributor); … - 2005

"A major criticism of standard specifications of price adjustment in models for monetary policy analysis is that they violate the natural rate hypothesis by allowing output to differ from potential in steady state. In this paper we estimate a dynamic optimizing business cycle model whose...

Persistent link: https://www.econbiz.de/10002934315

Forecasting output with information from business cycle turning points : a qualitative variable VAR

Dueker, Michael (contributor); … - 2001 - [Elektronische Ressource].

Persistent link: https://www.econbiz.de/10001965117

The use and abuse of "real-time" data in economic forecasting

Koenig, Evan F. (contributor); Dolmas, Sheila (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001965263

Inflation persistence and flexible prices

Dittmar, Robert F. (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001941480