Similar Search Results

Bayesian Inference in Spatial Stochastic Volatility Models : An Application to House Price Returns in Chicago

Taspinar, Suleyman - 2019

In this study, we propose a spatial stochastic volatility model in which the latent log-volatility terms follow a spatial autoregressive process. Though there is no spatial correlation in the outcome equation (the mean equation), the spatial autoregressive process defined for the log-volatility...

Persistent link: https://www.econbiz.de/10012900218

Information and Market Power

Bergemann, Dirk; Heumann, Tibor; Morris, Stephen - 2018

Persistent link: https://www.econbiz.de/10012037813

Information, market power and price volatility

Bergemann, Dirk; Heumann, Tibor; Morris, Stephen - 2019

Persistent link: https://www.econbiz.de/10012126821

Information, market power and price volatility

Bergemann, Dirk; Morris, Stephen; Heumann, Tibor - 2020

Persistent link: https://www.econbiz.de/10012252763

Capital flows to emerging markets : liberalization, overshooting, and volatility

Bacchetta, Philippe; Van Wincoop, Eric - 1998

Persistent link: https://www.econbiz.de/10000663125

Expectations, learning and business cycle fluctuations

Eusepi, Stefano (contributor); Preston, Bruce (contributor) - 2008

"This paper develops a theory of expectations-driven business cycles based on learning. Agents have incomplete … series is captured, unlike in standard models. Inherited from real business cycle theory, the benchmark model suffers a …