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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Review of derivatives research"
~subject:"Dynamisches Gleichgewicht"
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Dynamisches Gleichgewicht
Stochastic process
224
Stochastischer Prozess
224
Theorie
110
Theory
110
Volatility
79
Volatilität
79
Option pricing theory
78
Optionspreistheorie
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31
Portfolio-Management
31
Stochastic volatility
27
Derivat
25
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25
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24
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21
Dynamic equilibrium
18
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18
Dynamische Optimierung
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14
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Markov-Kette
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Hedging
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Risikoprämie
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Risk
12
Risk premium
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Yield curve
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Zinsstruktur
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Börsenkurs
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Risiko
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Adolfson, Malin
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Bretscher, Lorenzo
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Canova, Fabio
1
Canzoneri, Matthew B.
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1
Faia, Ester
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Gershun, Natalia
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1
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Kurozumi, Takushi
1
Lan, Hong
1
Laséen, Stefan
1
Levintal, Oren
1
Lindé, Jesper
1
Lott, Sherwin
1
Maußner, Alfred
1
Meyer-Gohde, Alexander
1
Parra-Alvarez, Juan Carlos
1
Paulsen, Kenneth Sæterhagen
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Piscitelli, Laura
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Posch, Olaf
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Trimborn, Timo
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Journal of economic dynamics & control
Macroeconomic dynamics
Review of derivatives research
Review of economic dynamics
11
Quantitative economics : QE ; journal of the Econometric Society
10
Computational economics
6
Journal of money, credit and banking : JMCB
6
Working paper
6
CESifo working papers
5
Economic modelling
5
Economics letters
5
Journal of econometrics
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Review / Federal Reserve Bank of St. Louis
5
SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
5
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NBER working paper series
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4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Bank of England Working Paper
3
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Econometric reviews
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FRB of Philadelphia Working Paper
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Kiel working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Documentos de trabajo / Fundación de Estudios de Economía Aplicada
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Eastern economic journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic inquiry : journal of the Western Economic Association International
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Economic quarterly
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Economic research
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1
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
2
Implementing stochastic volatility in DSGE models : a comment
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 935-950
Persistent link: https://www.econbiz.de/10012241039
Saved in:
3
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
4
A comparison of numerical methods for the solution of continuous-time DSGE models
Parra-Alvarez, Juan Carlos
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1555-1583
Persistent link: https://www.econbiz.de/10011916989
Saved in:
5
Debt regimes and the effectiveness of monetary policy
De Luigi, Clara
;
Huber, Florian
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 218-238
Persistent link: https://www.econbiz.de/10011974509
Saved in:
6
Fifth-order perturbation solution to DSGE models
Levintal, Oren
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011817620
Saved in:
7
On the numerical accuracy of first-order approximate solutions to DSGE models
Heiberger, Christopher
;
Klarl, Torben
;
Maußner, Alfred
- In:
Macroeconomic dynamics
21
(
2017
)
7
,
pp. 1811-1826
Persistent link: https://www.econbiz.de/10011805958
Saved in:
8
Solvability of perturbation solutions in DSGE models
Lan, Hong
;
Meyer-Gohde, Alexander
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 366-388
Persistent link: https://www.econbiz.de/10010474413
Saved in:
9
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2602-2622
Persistent link: https://www.econbiz.de/10010348114
Saved in:
10
Oligopolistic competition and optimal monetary policy
Faia, Ester
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1760-1774
Persistent link: https://www.econbiz.de/10009701935
Saved in:
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