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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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Density forecasting : a survey
Tay, Anthony S. A.; Wallis, Kenneth Frank - In: Journal of forecasting 19 (2000) 4, pp. 235-254
Persistent link: https://www.econbiz.de/10001504601
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-593
Persistent link: https://www.econbiz.de/10001400863
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On the implications of banks' equity claims in borrowing firms : a review
Sirén, Mervi - 1993
Persistent link: https://www.econbiz.de/10000873919
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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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Applications of statistical physics in finance and economics
Lux, Thomas (contributor) - 2007
economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … for scaling in finance derived from models of stochastic interactions of traders. Sec. 3 provides an overview over other … applications of statistical physics methodology in finance and attempts to evaluate the impact they have had so far on financial …
Persistent link: https://www.econbiz.de/10003441215
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High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc (ed.); Pohlmeier, Winfried (contributor);  … - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003498251
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Microscopic models of financial markets
Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006
This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...
Persistent link: https://www.econbiz.de/10003392155
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The real effects of financial markets
Bond, Philip; Edmans, Alex; Goldstein, Itay - 2011
"A large amount of activity in the financial sector occurs in secondary financial markets, where securities are traded among investors without capital flowing to firms. The stock market is the archetypal example, which in most developed economies captures a lot of attention and resources. Is the...
Persistent link: https://www.econbiz.de/10009488458
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Identification and inference using event studies
Gürkaynak, Refet S.; Wright, Jonathan H. - 2013
Persistent link: https://www.econbiz.de/10009734152