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Optimal policy under model uncertainty : a structural-bayesian estimation approach
Kriwoluzky, Alexander (contributor);  … - 2007
incorporates this risk. -- Optimal monetary policy ; model uncertainty ; Bayesian model estimation …
Persistent link: https://www.econbiz.de/10003634006
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Censored Fractional Response Model : Estimating Heterogeneous Relative Risk Aversion of European Households
Xiong, Qizhou - 2017
This paper estimates relative risk aversion using the observed share of risky assets and characteristics of households …-censoring, I estimate relative risk aversion and participation cost using a working sample with both participants and non … show that the representative relative risk aversion is 30% to 70% higher than previously empirical evidence. The median …
Persistent link: https://www.econbiz.de/10012955892
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GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian - 2006
Persistent link: https://www.econbiz.de/10003402366
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Implications of microeconomic price data for macroeconomic models
Maćkowiak, Bartosz; Smets, Frank - In: Understanding inflation and the implications for …, (pp. 291-332). 2009
Persistent link: https://www.econbiz.de/10003963798
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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Alternative linear and non-linear detrending techniques : a comparative analysis based on euro-zone data
Pedersen, Torben Mark - In: Monographs of official statistics : papers and …, (pp. 51-85). 2004
Persistent link: https://www.econbiz.de/10003398174
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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Impact of EMS membership on its nominal exchange rate volatility : an approach with univariate and multivariate GARCH models
Hong, Kabsoo - In: Seoul journal of economics 5 (1992) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001133560
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746