Stochastic models - PDFSEARCH.IO - Document Search Engine

Stochastic models
Results: 1168

#	Item
941	Eigenvalue filtering in VAR models with application to the Czech business cycle Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-11-23 06:45:41 Econometrics Time series analysis New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Inflation Economic model Business cycle Statistics Economics Macroeconomics
942	Potential output in DSGE models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-06-06 09:44:07 Economic theories New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Monetary policy New neoclassical synthesis Inflation General equilibrium theory Phillips curve Macroeconomics Economics New classical macroeconomics
943	A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Options Markov models Stochastic processes Markov chain Continuous-time Markov process Volatility smile Local volatility Stochastic volatility Matrix Statistics Mathematical finance Markov processes
944	Monetary policy analysis with potentially misspecified models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-04-27 03:44:59 New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Lucas critique Economic model General equilibrium theory Loss function Macroeconomics Economics New Keynesian economics
945	Back to square one: identification issues in DSGE models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-01-31 08:38:29 Identifiability Dynamic stochastic general equilibrium Confidence interval Bayes estimator Parameter identification problem Fisher information Estimation theory Statistics Maximum likelihood
946	Forecasting with DSGE models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-05-05 07:26:11 Statistical forecasting Time series analysis Econometrics New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Forecasting Regression analysis Statistics Macroeconomics Economics
947	Bayesian prior elicitation in DSGE models: macro- vs micro-priors Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-01-12 09:25:43 Economics Dynamic stochastic general equilibrium Prior probability Bayesian inference Macroeconomic model Bayes estimator Parameter Statistics Bayesian statistics Macroeconomics
948	Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-04-23 05:19:18 Statistical theory Statistical forecasting Dynamic stochastic general equilibrium Macroeconomic model Maximum likelihood Bayesian inference Likelihood function Bayes factor Forecasting Statistics Bayesian statistics Estimation theory
949	Understanding inflation persistence: a comparison of different models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-09-01 10:57:23 Economic model Dynamic stochastic general equilibrium Macroeconomic policy Macroeconomic model Monetary policy Central bank Phillips curve Euro Macroeconomics Economics New classical macroeconomics
950	A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Finance Stochastic processes Markov models Technical analysis Volatility Stochastic volatility Local volatility Markov chain Mathematical finance Statistics Financial economics

UPDATE