Similar Search Results

Time series of commodity futures prices

Black, Jane M.; Tonks, Ian - 1999

Persistent link: https://www.econbiz.de/10001435084

Time series volatility of commodity futures prices

Black, Jane M.; Tonks, Ian - In: The journal of futures markets 20 (2000) 2, pp. 127-144

Persistent link: https://www.econbiz.de/10001447771

The rational inattention filter

Maćkowiak, Bartosz; Matějka, Filip; Wiederholt, Mirko - 2017

Dynamic rational inattention problems used to be difficult to solve. This paper provides simple, analytical results for dynamic rational inattention problems. We start from the benchmark rational inattention problem. An agent tracks a variable of interest that follows a Gaussian process. The...

Persistent link: https://www.econbiz.de/10011636897

Rational Exuberance Booms and Asymmetric Business Cycles

Ambrocio, Gene - 2016

I propose a theory of information production and learning in credit markets in which the incentives to engage in … excessive optimism that fueled booms preceding financial crises and the slow recoveries that followed. In my theory, information …

Persistent link: https://www.econbiz.de/10014131465