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Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
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Optimal Top- n Policy
Hafalir, Isa Emin; Pan, Siqi; Tomoeda, Kentaro - 2022
The efficacy of the widely-adopted “top-n” policy in university integration has been questioned because students strategically relocate to low-achieving high schools. We show that when different SES groups have heterogenous relocation costs, the policy can even segregate minorities from the...
Persistent link: https://www.econbiz.de/10013298853
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An efficient application of the extended path algorithm in Matlab with examples
Binning, Andrew - 2022
times. The extended path algorithm is a commonly used and fairly general method for solving dynamic nonlinear models with … rational expectations. This algorithm can be used for a wide range of cases, including for models with occasionally binding … computational improvements to the algorithm that speed up the calculations via vectorisations of the Jacobian matrix and residual …
Persistent link: https://www.econbiz.de/10013365558
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Strategic interaction among heterogenous price-setters in an estimated DSGE model
Coibion, Olivier; Gorodnichenko, Yuriy - 2008
Persistent link: https://www.econbiz.de/10003757075
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Strategic interaction among heterogeneous price-setters in an estimated DSGE model
Coibion, Olivier; Gorodnichenko, Yuriy - 2010
Persistent link: https://www.econbiz.de/10008842386
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Strategic interaction among heterogeneous price-setters in an estimated DSGE model
Coibion, Olivier; Gorodnichenko, Yuriy - In: The review of economics and statistics 93 (2011) 3, pp. 920-940
Persistent link: https://www.econbiz.de/10009268640
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Optimum pricing policy under stochastic inflation
Sheshinski, Eytan; Weiss, Yoram - 1982
Persistent link: https://www.econbiz.de/10001547197
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Strategic Interaction Among Heterogeneous Price-Setters in an Estimated DSGE Model
Coibion, Olivier - 2010
We consider a DSGE model in which firms follow one of four price-setting regimes: sticky prices, sticky-information, rule-of-thumb, or full-information flexible prices. The parameters of the model, including the fractions of each type of firm, are estimated by matching the moments of the...
Persistent link: https://www.econbiz.de/10012758402
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Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model
Coibion, Olivier - 2008
We consider a DSGE model in which firms follow one of four price-setting regimes: sticky prices, sticky-information, rule-of-thumb, or full-information flexible prices. The parameters of the model, including the fractions of each type of firm, are estimated by matching the moments of the...
Persistent link: https://www.econbiz.de/10012464325
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Strategic Interaction Among Heterogeneous Price-Setters in an Estimated DSGE Model
Coibion, Olivier; Gorodnichenko, Yuriy - 2009
We consider a DSGE model in which firms follow one of four price-setting regimes: sticky prices, sticky-information, rule-of-thumb, or full-information flexible prices. We allow for each type of firm to coexist and interact via their respective price-setting decisions. The parameters of the...
Persistent link: https://www.econbiz.de/10014055259