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Modeling expectations in agent-based models : an application to central bank's communication and monetary policy
Salle, Isabelle L. - In: Economic modelling 46 (2015), pp. 130-141
Persistent link: https://www.econbiz.de/10011436570
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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
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Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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Ambiguity and risk in the oil market
Ayoub, Mahmoud; Qadan, Mahmoud - In: Economic modelling 132 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014547975
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie; Zeng, Qing; Ma, Feng; Shi, Benshan - In: Economic modelling 78 (2019), pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
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Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
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Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni - In: Economic modelling 52 (2016), pp. 186-205
Persistent link: https://www.econbiz.de/10011645621