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Applications of agent-based models and nonlinear econometrics in finance

Demary, Markus - 2010

. The second part deals with the econometric estimation of speculative dynamics. I find empirical evidence for similar …

Persistent link: https://www.econbiz.de/10008664302

Vector autoregressive analysis and monetary policy : three essays

Holtemöller, Oliver - 2002

Persistent link: https://www.econbiz.de/10001641418

Handbook of computable general equilibrium modeling ; Vol. 1B

Dixon, Peter B. (contributor) - 2013

Persistent link: https://www.econbiz.de/10009696085

Handbook of computable general equilibrium modeling ; Vol. 1A

Dixon, Peter B. (contributor) - 2013

Persistent link: https://www.econbiz.de/10009696144

Zeitvariable Asset-Pricing-Modelle für den deutschen Aktienmarkt : empirische Untersuchung der Bedeutung makroökonomischer Einflussfaktoren

Opfer, Heiko - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002465981

Time variation in macro-financial linkages

Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013

We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...