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An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Macroeconomic Jump Effects Yield Curve
2015/7/23
This paper develops an arbitrage-free time-series model of yields in continuous time
that incorporates central bank policy. Policy-related events, such as FOMC meetings
and releases of macroeconomic...
Heterogeneity in capital and skills in a neoclassical stochastic growth model
Neoclassical model Heterogeneous agents Aggregation Business cycles
2015/7/21
Heterogeneity in capital and skills in a neoclassical stochastic growth model.
The representative consumer in the neoclassical growth model with idiosyncratic shocks
Neoclassical growth model Heterogeneous agents Aggregation Business cycles Idiosyncratic shocks
2015/7/21
This paper studies a complete-market version of the neoclassical growth model, where agents face idiosyncratic shocks to earnings. We show that if agents possess identical preferences of either the CR...
Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model
Neoclassical growth model heterogeneous agents aggregation business cycle income and wealth distributions inequality
2015/7/21
This paper studies the business cycle dynamics of income and wealth distributions in the context of the neoclassical growth model where agents are heterogeneous in initial wealth and non-acquired skil...
Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
Discounts neoclassical growth model grid euler equations
2015/7/21
Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method.
Indeterminacy in a log–linearized neoclassical growth model with quasi-geometric discounting
The neoclassical growth model discounts nonlinear model logarithm linear function
2015/7/21
This paper studies the properties of solutions to a log–linearized version of the neoclassical growth model with quasi-geometric discounting. We show that after the log–linearization, the model has in...
The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers
neoclassical growth model time inconsistency quasi-geometric discounting hyperbolic discounting idiosyncratic shocks wealth inequality
2015/7/21
This paper investigates how the assumption of quasi-geometric (hyperbolic) discounting affects the distributional implications of the standard one-sector
neoclassical growth model with infinite...
A model of unbalanced sectorial growth with application to transition economies
Growth model Increasing returns to scale Agriculture
2015/7/21
A model of unbalanced sectorial growth with application to transition economies.
EU eastern enlargement and foreign investment: Implications from a neoclassical growth model
Foreign direct investment Capital fl ows EU enlargement Neoclassical growth model Transition economies Three-country model
2015/7/21
EU eastern enlargement and foreign investment: Implications from a neoclassical growth model.
Solving the incomplete markets model with aggregate uncertainty using the Krusell–Smith algorithm
Dynamic stochastic models Heterogeneous agents Aggregate uncertainty Euler-equation methods Simulations Numerical solutions
2015/7/21
This paper studies the properties of the solution to the heterogeneous agents model in Den Haan et al. [2009. Computational suite of models with heterogeneous agents: incomplete markets and aggregate ...
Solving the multi-country real business cycle model using ergodic set methods
Heterogeneous agents Numerical methods Stochastic simulation Parameterized expectations algorithm Projection Perturbation
2015/7/21
Solving the multi-country real business cycle model using ergodic set methods.
Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model
Numerical algorithm dynamic economic model of the grid
2015/7/21
We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution...
ENDOWMENT MANAGEMENT BASED ON A POSITIVE MODEL OF THE UNIVERSITY
Donations tuition reimbursement function intelligence capital fund nature
2015/7/20
I propose a positive model of the university that generates many apparently peculiar features of universities such as endowments and tuition subsidies. The model proposes a specific objective function...
We interpret an ìequality matchingîrelationship as a chips mechanism, and we characterize the optimal chips mechanism in a repeated favor-exchange game. We then compare the optimal chips mechanis...
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model
华中科技大学 投资学 课件 Chapter8 The Capital Asset Pricing Model
2015/5/19
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model。