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1
On the application and use of DSGE models
Álvarez Lois, Pedro Pablo
;
Harrison, Richard T.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
8
,
pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406
Saved in:
2
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
3
Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of economic dynamics & control
30
(
2006
)
5
,
pp. 741-767
Persistent link: https://www.econbiz.de/10003317075
Saved in:
4
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
5
Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
Saved in:
6
Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.
;
Koskela, Erkki
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
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7
Controlled
stochastic
differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356
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8
Dynamic oligopolistic games under uncertainty : a
stochastic
programming approach
Genc, Talat S.
;
Reynolds, Stanley S.
;
Sen, Suvrajeet
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
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9
Market clearing and price formation
Flåm, Sjur D.
;
Godal, O.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 956-977
Persistent link: https://www.econbiz.de/10003687470
Saved in:
10
Filtering and identification of Heston's
stochastic
volatility model and its market risk
Aihara, ShinIchi
;
Bagchi, Arunabha
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
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