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Inflation targeting in the United Kingdom : is there evidence for asymmetric preferences?
Rawat, Pranjal; Srinivasan, Naveen - 2020
Persistent link: https://www.econbiz.de/10013471091
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Interest rate pass-through, monetary policy rules and macroeconomic stability
Kwapil, Claudia; Scharler, Johann - 2006
Persistent link: https://www.econbiz.de/10003318701
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A note on nonlinear cointegration, misspecification and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008669363
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Uncertainty aversion, robust control and asset holdings
Vardas, Giannis; Xepapadeas, Anastasios - 2004
Optimal portfolio rules are derived under uncertainty aversion by formulating the portfolio choice problem as a robust control problem. The robust portfolio rule indicates that the total holdings of risky assets as a proportion of the investor's wealth could increase as compared to the holdings...
Persistent link: https://www.econbiz.de/10011602543
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Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008760515
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Real supply shocks and the money growth-inflation relationship
Christensen, Michael - 2001
Persistent link: https://www.econbiz.de/10001613855
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Big fish : oil markets and speculation
Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015
actors. In this paper, we formulate a new theory able to describe "hedging needs" as well as the role of speculators in the … the sample February 2000 November 2014, using WTI and CFTC data. Our theory is well supported by econometric evidence. In …
Persistent link: https://www.econbiz.de/10010532119
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Forecasting exchange rates of major currencies with long maturity forward rates
Darvas, Zsolt M.; Schepp, Zoltán - 2020
panel estimation, recursive and rolling estimation, and alternate data construction methods. The model performs better when …
Persistent link: https://www.econbiz.de/10012302033