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Bayesian estimation of a DSGE model with asset prices
Kliem, Martin; Uhlig, Harald - 2013
This paper presents a novel Bayesian method for estimating dynamic stochastic general equilibrium (DSGE) models subject to a constrained posterior distribution of the implied Sharpe ratio. We apply our methodology to a DSGE model with habit formation in consumption and leisure, using an estimate...
Persistent link: https://www.econbiz.de/10010192763
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Joint estimation of population density functions and the location of the central business district
Alperovich, Gershon; Deutsch, Joseph - 1993
Persistent link: https://www.econbiz.de/10000883893
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Static versus dynamic measures of aggregate concentration : the case of Fortunes's 500
Deutsch, Joseph; Silber, Jacques - 1993
Persistent link: https://www.econbiz.de/10000883902
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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift
De la Croix, David; Lubrano, Michel - 1994
Persistent link: https://www.econbiz.de/10000893219
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The risk premium and exogenous shifts of risk in the Australian equity market
Brailsford, Timothy J. - 1992 - Preliminary draft
Persistent link: https://www.econbiz.de/10000861012
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Order imbalance, panic behavior and the performance of circuit breakers during the crash of October 1987 : evidence from Israel
Lauterbach, Beni; Ben-Zion, Uri - 1990
Persistent link: https://www.econbiz.de/10000812159
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A unified approach to term structure estimation : a methodology for estimating term structure in a market with frictions
Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000783964
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An exogeneity test for the simultaneous equation Tobit model with an application to labour supply
Smith, Richard - 1983 - Rev
Persistent link: https://www.econbiz.de/10000327207
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401