General equilibrium theory

Results: 1491



#Item
61Dynamic stochastic general equilibrium / Macroeconomic model / Econometrics / Mathematical economics / Time series / Economic model / General equilibrium theory / Statistics / Jacques Drèze / Macroeconomics / Economics / Information

UNIVERSITY OF STELLENBOSCH Department of Economics ADVANCED ECONOMETRICS 872: TIME SERIES ECONOMETRICS

Add to Reading List

Source URL: www.ekon.sun.ac.za

Language: English - Date: 2013-07-25 05:29:02
62Economics / Stochastic processes / Interest rates / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Economic model / General equilibrium theory / Vasicek model / Statistics / Macroeconomics / Mathematical finance

Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer

Add to Reading List

Source URL: www.oposch.com

Language: English - Date: 2014-10-08 05:31:27
63Statistical theory / Markov models / Information theory / Markov chain / Entropy / Kullback–Leibler divergence / Expectation–maximization algorithm / Statistics / Markov processes / Probability and statistics

Preliminary and Incomplete Risk and Robustness in General Equilibrium Evan W. Anderson Lars Peter Hansen and

Add to Reading List

Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:55
64Precautionary savings / General equilibrium theory / JEL classification codes / Arrow security / Bond / Economic model / Insurance / Knowledge / Microeconomics / Economics / Mathematical finance / Incomplete markets

Speculation And Wealth When Investors Have Diverse Beliefs And Financial Markets Are Incomplete Timothy Cogley∗, Thomas J. Sargent†, Viktor Tsyrennikov‡ July 28, 2012

Add to Reading List

Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:01
65Microeconomics / Economic theories / Welfare economics / Utility / General equilibrium theory / Competitive equilibrium / Pareto efficiency / Demand / Preference / Economics / Consumer theory / Game theory

I. The Classical Dichotomy Neil Wallace November 12, 2008 1

Add to Reading List

Source URL: econ.la.psu.edu

Language: English - Date: 2014-03-12 16:05:08
66Academia / Financial economics / Incomplete markets / General equilibrium theory / Gérard Debreu / Complete market / David Cass / Arrow–Debreu model / Risk / Economics / Mathematical finance / Fellows of the Econometric Society

ts, Information and Uncertainty as Chichilnisky -idge University Press, 1999 CHAPTER 7

Add to Reading List

Source URL: chichilnisky.com

Language: English - Date: 2013-05-16 17:50:16
67Systems theory / Control theory / Equations / Dynamic programming / Optimal control / Macroeconomic model / Bellman equation / Dynamic stochastic general equilibrium / Stochastic / Mathematical optimization / Macroeconomics / Operations research

Dynamic optimization: Continuous-time DSGE Olaf Posch () Summer course 2010 Course objective. This course provides a toolbox for solving continuous-time dynamic optimization problems in (stochastic) econ

Add to Reading List

Source URL: www.oposch.com

Language: English - Date: 2010-10-15 09:17:12
68Economics / Financial markets / Investment / Financial risk / Capital asset pricing model / Mutual fund separation theorem / Alpha / Market portfolio / General equilibrium theory / Financial economics / Mathematical finance / Finance

Prices And Portfolio Choices In Financial Markets: Econometric Evidence. Peter Bossaerts‡ , Charles Plott§ , William Zame¶ This version: MarchFirst version: September 2001)

Add to Reading List

Source URL: www.econ.ucla.edu

Language: English - Date: 2002-04-12 07:16:00
69Elasticity / Microeconomics / Price elasticity of demand / Income elasticity of demand / Tax / Fish / Meat / Computable general equilibrium / Consumer theory / Economics / Demand

Demand Analysis for Canned Fish in Spain Authors: González Galán, M.D.; García del Hoyo, J.J. and Jiménez Toribio, R. (MEMPES, University of Huelva, Spain)

Add to Reading List

Source URL: www.eafe-fish.org

Language: English - Date: 2011-03-15 22:31:03
70Economic bubbles / New classical macroeconomics / United States housing bubble / Dynamic stochastic general equilibrium / Real business cycle theory / Real estate bubble / Macroeconomic model / Stock market bubble / Inflation / Macroeconomics / Economics / Business cycle

A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles∗ Jianjun Miao†, Pengfei Wang‡, and Zhiwei Xu§ May 13, 2015 Abstract

Add to Reading List

Source URL: www.qeconomics.org

Language: English - Date: 2015-07-10 14:34:52
UPDATE