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Skewness risk and bond prices
Ruge-Murcia, Francisco Javier - 2012
Persistent link: https://www.econbiz.de/10009710192
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Skewness risk and bond prices
Ruge-Murcia, Francisco Javier - In: Journal of applied econometrics 32 (2017) 2, pp. 379-400
Persistent link: https://www.econbiz.de/10011690214
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
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Estimating nonlinear DSGE models by the simulated method of moments
Ruge-Murcia, Francisco Javier - 2010 - Rev.
Persistent link: https://www.econbiz.de/10009009335
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - 2002
Persistent link: https://www.econbiz.de/10001738065
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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Generalized method of moments estimation of DSGE models
Ruge-Murcia, Francisco Javier - In: Handbook of research methods and applications in …, (pp. 464-485). 2013
Persistent link: https://www.econbiz.de/10010206743
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Sectoral price rigidity and aggregate dynamics
Bouakez, Hafedh; Cardia, Emanuela; Ruge-Murcia, … - In: European economic review : EER 65 (2014), pp. 1-22
Persistent link: https://www.econbiz.de/10010421798
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Extreme events and optimal monetary policy
Kim, Jinill; Ruge-Murcia, Francisco Javier - 2018
Persistent link: https://www.econbiz.de/10011798445
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Estimating nonlinear DSGE models by the simulated method of moments : with an application to business cycles
Ruge-Murcia, Francisco - In: Journal of economic dynamics & control 36 (2012) 6, pp. 914-938
Persistent link: https://www.econbiz.de/10009573436