Showing 1 - 10 of 2,381
Persistent link: https://www.econbiz.de/10014323548
Persistent link: https://www.econbiz.de/10003984770
Persistent link: https://www.econbiz.de/10009688988
Persistent link: https://www.econbiz.de/10003131179
Persistent link: https://www.econbiz.de/10003401869
Persistent link: https://www.econbiz.de/10001774767
We estimate a structural vector autoregressive (SVAR) model of the French economy. The econometric method originates in Blanchard and Perotti [Quarterly Journal of Economics, 2002] but owes also extensively to the fiscal theory of the price level (FTPL) that investigates the interactions between...
Persistent link: https://www.econbiz.de/10013108585
Persistent link: https://www.econbiz.de/10012014703
We estimate a structural vector autoregressive (SVAR) model of the French economy. The econometric method originates in Blanchard and Perotti [Quarterly Journal of Economics, 2002] but owes also extensively to the fiscal theory of the price level (FTPL) that investigates the interactions between...
Persistent link: https://www.econbiz.de/10014061828
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...
Persistent link: https://www.econbiz.de/10014018353