The xpected time to cross a threshold and its determinants : A simple and flexible framework
Year of publication: |
2021
|
---|---|
Authors: | Zsurkis, Gabriel ; Nicolau, João ; Rodrigues, Paulo M. M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 122.2021, p. 1-17
|
Subject: | Expected time | Markov chains | Nonlinearity | Unemployment gap | Natural rate of unemployment | Fiscal shocks | Monetary shocks | Schock | Shock | Arbeitslosigkeit | Unemployment | Markov-Kette | Markov chain | Natürliche Arbeitslosenquote | Schätzung | Estimation | Finanzpolitik | Fiscal policy | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Geldpolitik | Monetary policy |
-
Dahmene, Meriam, (2021)
-
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas, (2023)
-
Navigating by falling stars : monetary policy with fiscally driven natural rates
Campos, Rodolfo G., (2024)
- More ...
-
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries : A New Approach*
Zsurkis, Gabriel, (2021)
-
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel, (2024)
-
A new regression-based tail index estimator
Nicolau, João, (2019)
- More ...