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Models for S&P500 dynamics : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.; Jacobs, Kris; Mimouni, Karim - 2008
Persistent link: https://www.econbiz.de/10003861277
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Credit spreads and monetary policy
Cúrdia, Vasco; Woodford, Michael - 2009
Persistent link: https://www.econbiz.de/10003879421
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Behavior of the Czech economy: new open economy macroeconomics DSGE model
Vašíček, Osvald (contributor); Musil, Karel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417667
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Learning-by-doing, organizational forgetting, and industry dynamics
Besanko, David; Doraszelski, Ulrich; Kryukov, Yaroslav; … - 2007
Persistent link: https://www.econbiz.de/10003480431
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Learning-by-doing, organizational forgetting and industry dynamics
Besanko, David; Doraszelski, Ulrich; Kryukov, Yaroslav; … - 2007
Persistent link: https://www.econbiz.de/10003443745
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Credit spreads and monetary policy
Cúrdia, Vasco; Woodford, Michael - 2009
Persistent link: https://www.econbiz.de/10003909463
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Global stochastic properties of dynamic models and their linear approximations
Babus, Ana; Vries, Casper G. de - In: Journal of economic dynamics & control 34 (2010) 5, pp. 817-824
Persistent link: https://www.econbiz.de/10003972952
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Credit spreads and monetary policy
Cúrdia, Vasco; Woodford, Michael - 2009
We consider the desirability of modifying a standard Taylor rule for a central bank’s interest rate policy to incorporate either an adjustment for changes in interest rate spreads (as proposed by Taylor [2008] and McCulley and Toloui [2008]) or a response to variations in the aggregate volume...
Persistent link: https://www.econbiz.de/10003947535
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Learning-by-doing, organizational forgetting, and industry dynamics
Besanko, David; Doraszelski, Ulrich; Kryukov, Yaroslav; … - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 453-508
Persistent link: https://www.econbiz.de/10003989281
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Dynamic and stochastic approaches to the environment and economic development
Batabyal, Amitrajeet A. - 2008
Persistent link: https://www.econbiz.de/10003692069