U.K., Japan, France and Germany with respect to the United States is conducted. The resulting conclusion is that real …

Monetary Policy in Switzerland Comparison of Inflation and Price-Level Targeting Bayesian Estimation of a Small Open DSGE Model …

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …

information embedded in unexpected, but public observable text data in shock and nonshock information. The monitor is trained …

: Static Portfolio Theory: CAPM and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with … theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models, and dynamic portfolio …

Shock Propagation Mechanisms and Business Cycle Convergence -- 6 Summary and Policy Implications -- 7 Appendix -- References …This book offers the reader a state-of-the-art overview on theory and empirics of business cycle synchronisation …