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Why can sectoral shocks lead to sizable macroeconomic fluctuations? : assessing alternative theories by means of stochastic simulation with a general equilibrium model

Roson, Roberto; Sartori, Martina - 2014

Persistent link: https://www.econbiz.de/10011628968

Firms' heterogeneity, endogenous entry, and exit decisions

Totzek, Alexander - 2009

As GDP is highly correlated with both entering and exiting firms, we develop a totally microfounded DSGE model with endogenous firms entry as well as exit decisions. We show that the simplifying assumption of a constant firms' death rate made by the recent literature on DSGE modelling can lead...

Persistent link: https://www.econbiz.de/10003914203

On the macroeconomic implications of firm dynamics, banking, and reputation

Totzek, Alexander - 2011

Since the publication of Keynes' "General Theory of Employment, Interest, and Money" in 1936 many new ideas and … combine elements of the Real Business Cycle literature such as rational expectations, microfoundations, and the concept of the …

Persistent link: https://www.econbiz.de/10008907265

Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR

Maglione, Federico - 2015

Persistent link: https://www.econbiz.de/10011632222

Stochastic tail index model for high frequency financial data with Bayesian analysis

Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487

Persistent link: https://www.econbiz.de/10012110325

Microfoundations for diffusion price processes

Pakkanen, Mikko S. - In: Mathematics and financial economics 3 (2010) 2, pp. 89-114

Persistent link: https://www.econbiz.de/10003983168

Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles

Gomes, Fábio A.; Melo, Lívia C. M.; Soave, Gian Paulo - In: Applied economics 56 (2024) 14, pp. 1705-1722

Persistent link: https://www.econbiz.de/10014473203

Financial intermediation and aggregate fluctuations : a quantitative analysis

Cooper, Russell W.; Ejarque, João - In: Macroeconomic dynamics 4 (2000) 4, pp. 423-447

Persistent link: https://www.econbiz.de/10001548615

Input-output linkages and the propagation of domestic productivity shocks : assessing alternative theories with stochastic simulation

Roson, Roberto; Sartori, Martina - In: Economic systems research : journal of the … 28 (2016) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10011525115

Estimation of geometric Brownian motion model with a t-distribution-based particle filter

Nkemnole, Bridget; Abass, Olaide - In: Journal of economic and financial sciences : JEF 12 (2019) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10012018946