Similar Search Results

The Taylor curve and the output growth-inflation trade-off : evidence from DCC-GARCH models

Haddou, Samira - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 48-59

Persistent link: https://www.econbiz.de/10010338350

Specification tests for time-varying parameter models with stochastic volatility

Chan, Joshua - 2015

Persistent link: https://www.econbiz.de/10011758150

Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität

Ender, Manuela - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003652604

Model Uncertainty and Monetary Policy

Dennis, Richard - 2008

expectations operator that, relative to rational expectations, assigns greater probability to extreme inflation and consumption … outcomes. Second, the central bank's skepticism about its model causes it to move forcefully to stabilize inflation following …

Persistent link: https://www.econbiz.de/10012726361

Model Uncertainty in Commodity Markets

Cartea, Álvaro - 2015

Agents who acknowledge that their models are incorrectly specified are said to be ambiguity averse, and this affects the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features: seasonal trend, moderate deviations (a diffusive factor), and...

Persistent link: https://www.econbiz.de/10013022682