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Systematic monetary policy and the forward premium puzzle
Tambakis, Demosthenes Nicholas; Tarashev, Nikola A. - 2012
Persistent link: https://www.econbiz.de/10009697337
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Modelling and calibration errors in measures of portfolio credit risk
Tarashev, Nikola A.; Zhu, Haibin - 2007
This paper develops an empirical procedure for analyzing the impact of model misspecification and calibration errors on measures of portfolio credit risk. When applied to large simulated portfolios with realistic characteristics, this procedure reveals that violations of key assumptions of the...
Persistent link: https://www.econbiz.de/10003512271
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Understanding East Asian real exchange rate trends
Devereux, Michael B. - 1998
Persistent link: https://www.econbiz.de/10000997771
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Wealth effects of public debt in open economies
Jäger, Albert; Keuschnigg, Christian - 1990
Persistent link: https://www.econbiz.de/10000821494
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Debt neutrality, finite horizons, and private savings behavior
Jäger, Albert - 1990
Persistent link: https://www.econbiz.de/10000821496
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An alternative test for Ricardian equivalence
Jäger, Albert - 1987
Persistent link: https://www.econbiz.de/10000806731
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The dynamics of labor migration : when workers differ in their skills and information is asymmetric
Stark, Oded - 1994
Persistent link: https://www.econbiz.de/10000887995
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Nonmarket transfers and altruism
Stark, Oded - 1993
Persistent link: https://www.econbiz.de/10000887999
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How altruism can prevail in an evolutionary environment
Bergstrom, Theodore C. - 1993
Persistent link: https://www.econbiz.de/10000888002
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Forecast combinations in a DSGE-VAR lab
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - 2014
size and on the prediction horizon. In a corresponding application to real-world data, simple averaging performs best. Uni …
Persistent link: https://www.econbiz.de/10010459181