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Learning from arbitrage

Boisdeffre, Lionel de - In: Economic theory bulletin 4 (2016) 1, pp. 111-119

Persistent link: https://www.econbiz.de/10011582552

Market expectations and option prices : techniques and applications ; with 13 tables

Mandler, Martin - 2003

Persistent link: https://www.econbiz.de/10001746869

The rebuilding macroeconomic theory project : an analytical assessment

Vines, David; Wills, Samuel - In: Oxford review of economic policy 34 (2018) 1/2, pp. 1-42

Persistent link: https://www.econbiz.de/10011952574

Ökonomische Verlustfunktionen und optimale subjektive Prognosefunktionen : eine Mikrofundierung der Erwartungsbildung

Rudolph, Dirk W. - 1995

Persistent link: https://www.econbiz.de/10000984141

Asymmetric attitude towards ambiguity and price stickiness

Dalle Mura, Stefano - 2003

Persistent link: https://www.econbiz.de/10001864771

Rational expectations models with anticipated shocks and optimal policy : a general solution method and a New Keynesian example

Wohltmann, Hans-Werner; Winkler, Roland - 2009

The purpose of this paper is to show how to solve linear dynamic rational expectations models with anticipated shocks by using the generalized Schur decomposition method. Furthermore, we determine the optimal unrestricted and restricted policy responses to anticipated shocks. We demonstrate our...