Albert Marcet

Results: 27



#Item
11Estimation theory / Statistical inference / Bayesian statistics / Parametric statistics / Regression analysis / Prior probability / Bayesian inference / Frequentist inference / Ordinary least squares / Linear regression / Bayes estimator

Autoregressions in Small Samples, Priors about Observables and Initial Conditions Marek Jaroci´nski European Central Bank Albert Marcet London School of Economics, CEP and CEPR

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Source URL: www.monfispol.eu

Language: English - Date: 2011-04-20 14:05:39
12

Stock Market Volatility and Learning Klaus Adam, Albert Marcet, Juan Pablo Nicolini 1 February 26, 2015

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Source URL: adam.vwl.uni-mannheim.de

Language: English - Date: 2015-03-16 12:40:22
    13Paris School of Economics / Albert Marcet / University of Leuven / Dynamic stochastic general equilibrium

    “Integrated Macro-Financial Modelling for Robust Policy Design” First Annual Dissemination ConferenceJune 2015, Paris PROGRAM

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    Source URL: www.macfinrobods.eu

    Language: English - Date: 2015-06-22 05:20:24
    14Mathematical finance / Valuation / Behavioral finance / Stock market / Fellows of the Econometric Society / Robert J. Shiller / Share price / Economic bubble / Quantitative analyst / Futures contract / Volatility / Investment management

    Stock Price Booms and Expected Capital Gains1 Klaus Adam University of Mannheim & CEPR Albert Marcet Institut d’Anàlisi Econòmica (CSIC), ICREA, UAB, MOVE, Barcelona GSE & CEPR

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    Source URL: adam.vwl.uni-mannheim.de

    Language: English - Date: 2015-03-03 05:59:39
    15Nomenclature of Territorial Units for Statistics / Economy / Catalonia / Albert Marcet / Barcelona Graduate School of Economics / Economic inequality / Community of Madrid / Autonomous University of Barcelona

    Microsoft Word - X REDgProgram

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    Source URL: www.movebarcelona.eu

    Language: English - Date: 2015-10-08 03:01:44
    16State space / Continuous function / Sheaf / Hilbert transform / Discretization / Mathematical analysis / Mathematics / Control theory

    10 Temporal Aggregation of Economic Time Series by Albert MARCET

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:06:56
    17Thomas J. Sargent / Lars Peter Hansen / Education in the United States / Lars Hansen / Rational expectations / Hansen / Albert Marcet / Fellows of the Econometric Society / Economics / Academia

    PDF Document

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:06:52
    18

    Stock Price Booms and Expected Capital Gains? Klaus Adam Albert Marcet Johannes Beutel This version: March 2015

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    Source URL: economics.uchicago.edu

    - Date: 2015-04-21 12:29:40
      19Numismatics / Seigniorage / Taxation / Hidden Markov model / Albert Marcet / Conditional expectation / Stochastic process / Statistics / Markov models / Probability theory

      THE CONQUEST OF SOUTH AMERICAN INFLATION THOMAS SARGENT, NOAH WILLIAMS, AND TAO ZHA Abstract. We infer determinants of Latin American hyperinflations and stabilizations by using the method of maximum likelihood to estima

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      Source URL: www.ssc.wisc.edu

      Language: English - Date: 2008-09-29 16:42:33
      20Probability theory / Statistical models / Markov chain / Albert Marcet / Hidden Markov model / Seigniorage / Phillips curve / Stochastic process / Conditional expectation / Statistics / Markov models / Markov processes

      THE CONQUEST OF SOUTH AMERICAN INFLATION THOMAS SARGENT, NOAH WILLIAMS, AND TAO ZHA Abstract. We infer determinants of Latin American hyperinflations and stabilizations by using the method of maximum likelihood to estima

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      Source URL: www.atl-res.com

      Language: English - Date: 2008-08-01 22:28:36
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