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New methods for macro-financial model comparison and policy analysis
Wieland, Volker; Afanasyeva, Elena; Ngougning, Meguy Kuete - 2016
The global financial crisis and the ensuing criticism of macroeconomics have inspired researchers to explore new modeling approaches. There are many new models that deliver improved estimates of the transmission of macroeconomic policies and aim to better integrate the financial sector in...
Persistent link: https://www.econbiz.de/10011527276
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Crisis in an open economy portfolio balance approach
Guha, Srabani - 2001
Persistent link: https://www.econbiz.de/10001612786
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Nut, gebruik en beperkingen van value-at-risk voor risicomanagement
Lucas, André - In: Economisch en sociaal tijdschrift : een driemaandelijke … 53 (1999) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001449693
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
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Financial markets and the real economy
Cochrane, John H. - 2005
Persistent link: https://www.econbiz.de/10003285703
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Incomplete insurance market and its policy implications within European Monetary Union
Jääskelä, Jarkko - 1997
Persistent link: https://www.econbiz.de/10000963841
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Geldtheorie, Geldpolitik und Finanzmärkte
Hagen, Jürgen von; Hayo, Bernd; Fender, Ingo - In: Neue Entwicklungen in der Wirtschaftswissenschaft : mit …, (pp. 1-42). 2002
Persistent link: https://www.econbiz.de/10001652539
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Monetary theory, monetary policy, and financial markets
Hagen, Jürgen von; Hayo, Bernd; Fender, Ingo - In: Frontiers in economics : with 29 tables, (pp. 1-36). 2002
Persistent link: https://www.econbiz.de/10001672292
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Interactions in DSGE models : the Boltzmann-Gibbs machine and social networks approach
Chang, Chia-Lin; Chen, Shu-Heng - 2011
While DSGE models have been widely used by central banks for policy analysis, they seem to have been ineffective in calibrating the models for anticipating financial crises. To bring DSGE models closer to real situations, some of researchers have revised the traditional DSGE models. One of the...
Persistent link: https://www.econbiz.de/10009231268
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Zentralbank-Kommunikation und Finanzstabilität : eine Bestandsaufnahme
Knütter, Rolf; Mohr, Benjamin - 2008
Persistent link: https://www.econbiz.de/10003795480