搜索结果: 1-15 共查到“宏观经济学 model”相关记录16条 . 查询时间(0.872 秒)
Estimation and Control of a Macroeconomic Model with Rational Expectations
Macroeconomic Model Rational Expectations
2015/8/5
Estimation and Control of a Macroeconomic Model with Rational Expectations.
An Econometric Business Cycle Model with Rational Expectations: Some Estimation Results
Rational Expectations Some Estimation Results
2015/8/5
An Econometric Business Cycle Model with Rational Expectations: Some Estimation Results.
Discussion of “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks” by Glenn Rudebusch & Eric Swanson
DSGE Model Bond Premium
2015/7/23
contribution to monetary DSGE literature
⇒
Epstein Zin utility with high risk aversion (improves asset pricing)
can still match volatility of macro aggregates
same spirit as Tallarini (2000,...
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...
上海财经大学经济学院高级宏观经济学课件ILecture 8 The Neoclassical Growth Model
上海财经大学经济学院 高级宏观经济学 课件I Lecture 8 The Neoclassical Growth Model
2012/7/10
上海财经大学经济学院高级宏观经济学课件ILecture 8 The Neoclassical Growth Model.
上海财经大学经济学院高级宏观经济学课件ILecture 7 The Solow Growth Model (Continued)
上海财经大学经济学高级宏观经济课件Lecture 7 The Solow Growth Model Continued
2012/7/10
上海财经大学经济学院高级宏观经济学课件ILecture 7 The Solow Growth Model (Continued).
上海财经大学经济学院高级宏观经济学课件ILecture 6 The Solow Growth Model
上海财经大学经济学院 高级宏观经济学 课件I Lecture 6 The Solow Growth Model
2012/7/10
上海财经大学经济学院高级宏观经济学课件ILecture 6 The Solow Growth Model.
The structure of Walras's mature model of capital goods markets
capital goods markets market institutions loan market
2011/9/17
This essay examines the capital goods markets in the comprehensive model that Léon Walras constructed during the mature period of his theoretical work. The essay answers fundamental questions about th...
Portfolio Insurance and model uncertainty
Minimum-wealth or income- stream guarantee Model uncertainty Portfolio Insurance Portfolio selection
2011/9/16
Some real-world insurance products contain a minimum-wealth or an income-stream guarantee, both of which have to he met irrespective of capital market conditions. Therefore, sellers of such products a...
The Due Diligence Model: A New Approach to the Problem of Odious Debts
capital market classical proponents judicial-style forum subsequent invalidation
2011/9/13
Odious debts are debts incurred by a government without either popular consent or a legitimate public purpose. There is a debate within academic circles as to whether the successor government to a reg...
上海财经大学宏观经济学课件Chapter15 Money and Business Cycles I: The Price-Misperceptions Model
上海财经大学 宏观经济学 课件 Chapter15 Money and Business Cycles I The Price-Misperceptions Model
2010/6/28
上海财经大学宏观经济学课件Chapter15 Money and Business Cycles I: The Price-Misperceptions Model。
上海财经大学宏观经济学课件Chapter8 An Equilibrium Business-Cycle Model
上海财经大学宏观经济学 课件 Chapter8 An Equilibrium Business-Cycle Model
2010/6/28
上海财经大学宏观经济学课件Chapter8 An Equilibrium Business-Cycle Model。
上海财经大学宏观经济学课件Chapter4 Working with the Solow Growth Model
上海财经大学宏观经济学 课件 Chapter4 Working with the Solow Growth Model
2010/6/28
上海财经大学宏观经济学课件Chapter4 Working with the Solow Growth Model。
A SMALL SCALE MACROECONOMETRIC MODEL FOR THE EURO-12 AREA
long memory structural change fractional cointegration cobreaking time-varying parameter VECM core infl ation monetary policy Euro area.
2014/6/26
In the paper a small scale macroeconometric model for the Euro area is built, relying on cobreaking and fractional cointegration theory. Several linkages relating key macroeconomic variables are found...
A dynamic factor model framework for forecast combination
Combination forecasts principal component regression James-Stein estimation
2014/3/18
A panel of ex-ante forecasts of a single time series is modeled as a dynamic factor model, where the conditional expectation is the single unobserved factor. When applied to out-of-sample forecasting,...