Professor Christiano Economics 311, Winter 2004 Answers to be Used as an Informal Guide by TAs 1. Multiple Choice: (a) (C) (b) (B)

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• Economics
• Economy
• Keynesian economics
• Market
• Unemployment
• ISLM model
• Keynesian cross
• Economic equilibrium
• Natural rate of unemployment
• Long run and short run
• Labour economics
• ADAS model

A Monetary Analysis of Balance Sheet Policies * [Short form: Balance Sheet Policies] Markus Hörmann and Andreas Schabert Abstract We augment a standard macroeconomic model to analyse the e¤ects and limitations of balan

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• Monetary policy
• Central banks
• Financial markets
• Economic policy
• Inflation
• Open market operation
• Quantitative easing
• Federal Reserve System
• Zero lower bound
• Macroeconomics
• Market liquidity
• Interest rate

Econ 1: Spring 2016: U.C. Berkeley Section Exercise for Aprilwith answers: International Economics Recall our “neutral” interest rate interpretation that the Federal Reserve should raise and lower the short-t

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• Economic indicators
• National accounts
• International trade
• Investment
• Balance of trade
• Economy of the United States
• Measures of national income and output
• ISLM model
• Twin deficits hypothesis

Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York

Source URL: www.rmi.nus.edu.sg

• Mathematical finance
• Options
• Fixed income analysis
• Interest rates
• HeathJarrowMorton framework
• Stochastic volatility
• Volatility
• Interest rate cap and floor
• Compound Poisson process
• Black model
• Short-rate model
• LIBOR market model

DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee

Source URL: www.ewi.tudelft.nl

• Mathematical sciences
• Hull–White model
• Heath–Jarrow–Morton framework
• Normal distribution
• LIBOR market model
• Short-rate model
• Forward measure
• Heston model
• Stochastic volatility
• Mathematical finance
• Statistics
• Financial economics

DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee

Source URL: www.ewi.tudelft.nl

• Finance
• Hull–White model
• LIBOR market model
• Heston model
• Stochastic volatility
• Local volatility
• Short-rate model
• Forward measure
• Cox–Ingersoll–Ross model
• Mathematical finance
• Financial economics
• Statistics

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