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Effective demand and stochastic rationing

Svensson, Lars E. O. - 1980

Persistent link: https://www.econbiz.de/10000082307

Finite dimensional Markovian realizations for stochastic volatility forward rate models

Björk, Tomas (contributor); Landén, Camilla (contributor); … - 2002 - [Elektronische Ressource], This version: May 6, 2002

we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …

Persistent link: https://www.econbiz.de/10001664233

Anticipated alternative instrument-rate paths in policy simulations

Laséen, Stefan; Svensson, Lars E. O. - 2011

Persistent link: https://www.econbiz.de/10008859132

Anticipated Alternative Instrument-Rate Paths in Policy Simulations

Laseen, Stefan - 2010

This paper specifies a new convenient algorithm to construct policy projections conditional on alternative anticipated policy-rate paths in linearized dynamic stochastic general equilibrium (DSGE) models, such as Ramses, the Riksbank's main DSGE model. Such projections with anticipated...

Persistent link: https://www.econbiz.de/10012757526