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Solutions-driven specification of DSGE models
Blasques, Francisco - 2013
Persistent link: https://www.econbiz.de/10010191405
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Transformed perturbation solutions for dynamic stochastic general equilibrium models
Blasques, Francisco; Nientker, Marc - 2019
This paper introduces a new solution method for Dynamic Stochastic General Equilibrium (DSGE) models that produces non explosive paths. The proposed solution method is as fast as standard perturbation methods and can be easily implemented in existing software packages like Dynare as it is...
Persistent link: https://www.econbiz.de/10011979524
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Penalized indirect inference
Blasques, Francisco; Duplinskiy, Artem - 2015
economic theory. Bayesian methods have become increasingly popular as a tool for conducting inference on structural models …
Persistent link: https://www.econbiz.de/10010464781
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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1994
Persistent link: https://www.econbiz.de/10000560199
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The incidence of overdissipation in rent-seeking contests
Baye, Michael R.; Kovenock, Daniel J.; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000960565
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Dynamic efficiency of product market competition : Cournot versus Bertrand
Hinloopen, Jeroen; Vandekerckhove, Jan - 2007
Persistent link: https://www.econbiz.de/10003645028
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From overt to tacit collusion : experimental evidence on the adverse effects of corporate leniency programs
Hinloopen, Jeroen; Soetevent, Adriaan R. - 2008
Persistent link: https://www.econbiz.de/10003739000
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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003787143
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Comparative advantage, the rank-size rule, and Zipf's Law
Hinloopen, Jeroen; Marrewijk, Charles van - 2006
Persistent link: https://www.econbiz.de/10003408258
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Investor protection and entry
Perotti, Enrico C.; Volpin, Paolo - 2007
Persistent link: https://www.econbiz.de/10003408840