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Dynamic factor models
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001380657
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Dynamics of endogenous business cycles and exchange rate volatility
Böhm, Volker; Kikuchi, Tomoo - 2002
This paper studies dynamics of endogenous business cycles and exchange rate volatility in a small open economy. Without market imperfections, domestic price and wage adjustments respond sluggishly to disequilibrium situations on real domestic markets while prices on international capital markets...
Persistent link: https://www.econbiz.de/10011538984
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Uncertain volatility models : theory and application
Buff, Robert - 2002
Persistent link: https://www.econbiz.de/10001647305
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Mean field effects and interaction cycles in financial markets
Leombruni, R.; Palistrini, A.; Gallegati, Mauro - In: Heterogenous agents, interactions and economic performance, (pp. 259-275). 2003
Persistent link: https://www.econbiz.de/10001750268
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Nonlinearities and cyclical behavior : the role of chartists and fundamentalists
Reitz, Stefan; Westerhoff, Frank - 2003
Persistent link: https://www.econbiz.de/10001757656
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Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo; Timmermann, Allan - In: The Manchester School 71 (2003) 4, pp. 381-395
Persistent link: https://www.econbiz.de/10001771328
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Dynamics of endogenous business cycles and exchange rate volatility
Böhm, Volker; Kikuchi, Tomoo - 2002
This paper studies dynamics of endogenous business cycles and exchange rate volatility in a small open economy. Without market imperfections, domestic price and wage adjustments respond sluggishly to disequilibrium situations on real domestic markets while prices on international capital markets...
Persistent link: https://www.econbiz.de/10001712370
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - 2001
Persistent link: https://www.econbiz.de/10001609562
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Foreign exchange rate dynamics
Mahajan, Arvind - In: Management in einer Welt der Globalisierung und …, (pp. 463-470). 2002
Persistent link: https://www.econbiz.de/10001667837
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Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich - 1999
Persistent link: https://www.econbiz.de/10001470275