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Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data

Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, … - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 1

In this paper we construct a model of stock market, interest rate and output interaction which is a generalization of the well known 1981 model of Blanchard. We allow for imperfect substitutability between stocks and bonds in the asset market and for lagged portfolio adjustment. The reaction of...

Persistent link: https://www.econbiz.de/10014620773

Keynesian macrodynamics and the Phillips curve : an estimated model for the US economy

Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi - In: Quantitative and empirical analysis of nonlinear …, (pp. 229-284). 2006

Persistent link: https://www.econbiz.de/10003324045

A high-dimensional model of real-financial market interaction : the cascade of stable matrices approach

Chiarella, Carl; Flaschel, Peter; Franke, Reiner; … - In: Quantitative and empirical analysis of nonlinear …, (pp. 359-384). 2006

Persistent link: https://www.econbiz.de/10003324057

Keynesian macrodynamics and the Phillips curve. : An estimated baseline macromodel for the US economy

Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi - 2006

Persistent link: https://www.econbiz.de/10003304136

Business fluctations and long-phased cycles in high order macrosystems

Chiarella, Carl; Flaschel, Peter; Semmler, Willi; Zhu, … - In: Business fluctuations and cycles, (pp. 203-264). 2008

Persistent link: https://www.econbiz.de/10003854131

Intertermporal investment strategies under inflation risk

Chiarella, Carl; Hsiao, Chih-ying; Semmler, Willi - 2007

Persistent link: https://www.econbiz.de/10003437573

Financial markets and the macroeconomy : a Keynesian perspective

Chiarella, Carl; Flaschel, Peter; Franke, Reiner; … - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003377508

Business fluctuations and long-phased cycles in high order macrosystems

Chiarella, Carl; Hung, Hing; Flaschel, Peter; Semmler, Willi - 2009

Persistent link: https://www.econbiz.de/10003684341

Intertemporal asset allocation when the underlying factors are unobservable

Chiarella, Carl; Hsiao, Chih-ying; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 383-418

Persistent link: https://www.econbiz.de/10003493821

Keynes, the dynamic stochastic general equilibrium model, and the business cycle

Chiarella, Carl; Flaschel, Peter; Semmler, Willi - In: Keynes and modern economics, (pp. 85-116). 2013

Persistent link: https://www.econbiz.de/10009578690

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