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of certain data moments; the modelís simulated performance for other moments is then compared to the data for these as an … Inference, FII, chooses a set of moments as the auxiliary model and computes the Wald statistic for the joint distribution of … these moments according to the structural DSGE model; it tests the model according to the probability of obtaining the data …
Persistent link: https://www.econbiz.de/10014480592
DSGE models based on New Keynesian principles, which have been extended to allow for banking, the zero lower bound on interest rates (ZLB), and varying price duration, can account well for recent macroeconomic behavior across a variety of economies. These models Önd that active Öscal policy...
Persistent link: https://www.econbiz.de/10014480698
We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and … of successive approximation to derive the Neumann series of the recursive moments. We then compute the first two moments …
Persistent link: https://www.econbiz.de/10010421264
, moments, variance, coefficients of variation, skewness and kurtosis are obtained. The moments of other weighted distributions …
Persistent link: https://www.econbiz.de/10010281950
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with different variable combinations and descriptive models (Vector Auto Regressions, Impulse Response Functions or Moments …
Persistent link: https://www.econbiz.de/10012429960
analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons … for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected … in connection to survival function is used to obtain these moments and expected values. In addition the characteristic …
Persistent link: https://www.econbiz.de/10012600224
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