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Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-49

Persistent link: https://www.econbiz.de/10012019776

On the estimation of behavioral macroeconomic models via simulated maximum likelihood

Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen - 2018

In this paper, we introduce the simulated maximum likelihood method for identifying behavioral heuristics of heterogeneous agents in the baseline three-equation New Keynesian model. The method is extended to multivariate macroeconomic optimization problems, and the estimation pro-cedure is...

Persistent link: https://www.econbiz.de/10011942452

How reliable is duality theory in empirical work?

Rosas, Francisco; Lance, Sergio H. - In: American journal of agricultural economics 101 (2019) 3, pp. 825-848

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Handling conflicts over the regulation of project's time-cost risks via a simulation-based decision-making support system module

Laslo, Zohar; Laslo-Roth, Roni; Gurevich, Gregory - In: International journal of project organisation & … 11 (2019) 1, pp. 22-40

Persistent link: https://www.econbiz.de/10012035745

Does prudential regulation contribute to effective measurement and management of interest rate risk? : evidence from Italian banks

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Fractional integration and its influence on unit root and co-integration analysis

Marques, Guilherme de Oliveira Lima C. - In: Economia aplicada : EA 20 (2016) 3, pp. 333-350

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Estimación del valor económico transferido al municipio de Montelíbano por parte de la actividad de una empresa de explotación minera ante un escenario de cierre de actividades de...

Corena, Fernando - In: Revista CIFE : lecturas de economía social 19 (2017) 30, pp. 79-100

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A theory of misperception in a stochastic dominance framework and its application to structured financial products

Castellano, Rosella; Cerqueti, Roy - In: IMA journal of management mathematics 29 (2018) 1, pp. 23-37

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Growth-indexed bonds and debt distribution : theoretical benefits and practical limits

Acalin, Julien - 2018

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Fundamentalists heterogeneity and the role of the sentiment indicator

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