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Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher
Relative Shocks Relative Price Variability
2015/8/5
Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher.
中国的货币在长期是中性的吗?——基于Fisher-Seater定义的研究
长期货币中性 VAR模型 中国
2014/1/13
Fisher-Seater对长期货币中性给出了在实证上具有可操作性的定义。基于此定义,本文从货币量冲击的分类、'长期关系'和'长期影响'的区别两方面,更进一步地界定长期货币中性的含义。在此基础上,本文利用1994年以来的季度宏观数据,采用时序回归法和向量自回归法,对中国的长期货币中性是否成立进行检验,实证结果不足以否定长期货币中性。这对用于中国经验的宏观理论模型的构建以及央行货币政策的制定都具有一...
Kester, W. Carl;George Fisher Baker Jr. Professor of Business Administration in Harvard Business School（图）
Kester, W. Carl Professor Business Administration
2011/10/25
W. Carl Kester is the George Fisher Baker Jr. Professor of Business Administration at Harvard Business School. A member of the faculty since 1981, he has served as Deputy Dean for Academic Affairs (20...
FISHER IS INFORMATION FOR DISCRETELY SAMPLED LEVY PROCESSES
Levy process jumps rate of convergence optimal estimation
2014/3/13
The copyright to this Article is held by the Econometric Society. It may be downloaded,printed and reproduced only for educational or research purposes, including use in course packs. No downloading o...
摘要： 本文引入金融参数Delta、Gamma、Theta，将外汇期权近似表达式拓展成Delta-Gamma-Theta模型（简称DGT模型），且运用Cornish-Fisher 方法来调整置信区间，以校正Delta-Gamma-Theta风险对正态分布偏斜的影响，就可近似得到分位数，从而估计出来VaR值与基于Delta正态分布模型、Monte-Carlo模...