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On the measurement of economic tail risk

Kou, Steven; Peng, Xianhua - In: Operations research 64 (2016) 5, pp. 1056-1072

Persistent link: https://www.econbiz.de/10011594638

Pitfalls and merits of cointegration-based mortality models

Jarner, Søren F.; Jallbjørn, Snorre - In: Insurance / Mathematics & economics 90 (2020), pp. 80-93

Persistent link: https://www.econbiz.de/10012169501

Parameter misspecification and robust monetary policy rules

Walsh, Carl E. - 2005

In this paper, I evaluate the performance deterioration that occurs when the central bank employs an optimal targeting rule that is based on incorrect parameter values. I focus on two parameters — the degree of inflation inertia and the degree of price stickiness. I explicitly account for the...

Persistent link: https://www.econbiz.de/10011604523

A Robust Approach to Risk Aversion

Bommier, Antoine; Le Grand, François - 2013

Sargent (1995) in their robustness analysis is the only one that fulfills these properties. The paper therefore suggests a …

Persistent link: https://www.econbiz.de/10011753236

Robustness and convergence in the Lee-Carter model with cohort effects

Hunt, Andrew; Villegas, Andrés M. - In: Insurance / Mathematics & economics 64 (2015), pp. 186-202

Persistent link: https://www.econbiz.de/10011398002

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

Persistent link: https://www.econbiz.de/10011281431

Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

A comparison of spatial error models through Monte Carlo experiments

Kato, Takafumi - In: Economic modelling 30 (2013), pp. 743-753

Persistent link: https://www.econbiz.de/10009708804

A robust approach to risk aversion

Bommier, Antoine; Le Grand, François - 2013

Sargent (1995) in their robustness analysis is the only one that fulfills these properties. The paper therefore suggests a …

Persistent link: https://www.econbiz.de/10009721838

Modelling robustness for manufacturing processes : a critical review

Mondal, S. C.; Ray, P. K.; Maiti, J. - In: International journal of production research 52 (2014) 2, pp. 521-538

Persistent link: https://www.econbiz.de/10010249786