Narrow search
Showing 1 - 10 of 3,904
Cover Image
Stochastic volatility and DSGE models
Andreasen, Martin M. - 2009
Persistent link: https://www.econbiz.de/10003863170
Cover Image
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei; Li, Junye - In: Journal of international money and finance 41 (2014), pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Cover Image
Stochastic Volatility and DSGE Models
Andreasen, Martin M. - 2011
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE …
Persistent link: https://www.econbiz.de/10013134553
Cover Image
Stochastic volatility and DSGE models
Andreasen, Martin Møller - In: Economics letters 108 (2010) 1, pp. 7-9
Persistent link: https://www.econbiz.de/10008661703
Cover Image
Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
Cover Image
Bayesian estimation of persistent income inequality using the lognormal stochastic volatility model
Nishino, Haruhisa; Kakamu, Kazuhiko; Oga, Takashi - In: Journal of income distribution : an international quarterly 21 (2012) 1, pp. 88-101
Persistent link: https://www.econbiz.de/10009728880
Cover Image
A random walk stochastic volatility model for income inequality
Nishino, Haruhisa; Kakamu, Kazuhiko - In: Japan and the world economy : international journal of … 36 (2015), pp. 21-28
Persistent link: https://www.econbiz.de/10011572887
Cover Image
Supply theory sans profit-maximization
Dasgupta, Indraneel - 2009
We utilize the analytical construct of a stochastic supply function to provide an aggregate representation of a finite collection of standard deterministic supply functions. We introduce a consistency postulate for a stochastic supply function that may be satisfied even if no underlying...
Persistent link: https://www.econbiz.de/10003810898
Cover Image
Effective demands when rationing is stochastic
Martin, Christopher - 1988
Persistent link: https://www.econbiz.de/10000124633
Cover Image
Effective demand and stochastic rationing
Svensson, Lars E. O. - 1980
Persistent link: https://www.econbiz.de/10000082307