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Wray, L. Randall - 2011

In the aftermath of the global financial collapse that began in 2007, governments around the world have responded with reform. The outlines of Basel III have been announced, although some have already dismissed its reform agenda as being too little (and too late!). Like the proposed reforms in...

Persistent link: https://www.econbiz.de/10010281697

A Critical Assessment of Seven Reports on Financial Reform: A Minskyan Perspective. Part III: G30, OECD, GAO, ICMBS reports

Tymoigne, Eric - 2009

This four-part study is a critical analysis of several reports dealing with the reform of the financial system in the United States. The study uses Minsky’s framework of analysis and focuses on the implications of Ponzi finance for regulatory and supervisory policies. The main conclusion of...

Persistent link: https://www.econbiz.de/10010281721

A Critical Assessment of Seven Reports on Financial Reform: A Minskyan Perspective. Part II: Treasury, CRMPG reports, Financial Stability Forum

Tymoigne, Eric - 2009

Persistent link: https://www.econbiz.de/10010281723

A Critical Assessment of Seven Reports on Financial Reform: A Minskyan Perspective. Part IV: Summary tables

Tymoigne, Eric - 2009

Persistent link: https://www.econbiz.de/10010281728

A Critical Assessment of Seven Reports on Financial Reform: A Minskyan Perspective. Part I: Key concepts and main points

Tymoigne, Eric - 2009

Persistent link: https://www.econbiz.de/10010281732

Lessons we should have learned from the global financial crisis but didn't

Wray, L. Randall - 2011

In this paper, I first quickly recount the causes and consequences of the global financial crisis (GFC). Of course, the triggering event was the unfolding of the subprime crisis; however, I argue that the financial system was already so fragile that just about anything could have caused the...

Persistent link: https://www.econbiz.de/10010286520

Simulation-based valuation of project finance: does model complexity really matter?

Weber, Florian; Schmid, Thomas; Pietz, Matthäus; … - 2010

forecasting techniques, e.g. correlation forecasts based on historical values and on a dynamic conditional correlation (DCC) model … varied. We find that the applied volatility forecasting models have a strong influence on the expected net present value … distribution and on the probability of default. In contrast, correlation forecasting models play a minor role. Time resolution and …

Persistent link: https://www.econbiz.de/10010305715

Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives

Corradi, Valentina; Swanson, Norman R. - 2003

forecasting model for another variable, and hence our use of terminology such as ?out-of-sample Granger causality? (see e …

Persistent link: https://www.econbiz.de/10010263216

Cointegrated VARMA models and forecasting US interest rates

Kascha, Christian; Trenkler, Carsten - 2011

We bring together some recent advances in the literature on vector autoregressive moving-average models creating a relatively simple specification and estimation strategy for the cointegrated case. We show that in the cointegrated case with fixed initial values there exists a so-called final...

Persistent link: https://www.econbiz.de/10010316827

Econometric studies of business cycles in the history of econometrics

Qin, Duo - 2010

This study examines the evolution of econometric research in business cycle analysis during the 1960-90 period. It shows how the research was dominated by an assimilation of the tradition of NBER business cycle analysis by the Haavelmo-Cowles Commission approach, catalysed by time-series...

Persistent link: https://www.econbiz.de/10010280775