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Year of publication
Subject
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Theorie 80 Theory 78 Keynesian economics 30 Keynesianismus 30 Business cycle 26 Konjunktur 26 Monetary growth model 21 Monetäre Wachstumstheorie 21 Konjunkturtheorie 20 Neoclassical synthesis 19 Neoklassische Synthese 19 Business cycle theory 18 Chaos theory 14 Chaostheorie 14 Volatility 14 Volatilität 14 Yield curve 14 Zinsstruktur 14 Macroeconomics 13 Makroökonomik 13 Dynamische Wirtschaftstheorie 12 Economic dynamics 12 Portfolio-Management 11 Nichtlineare Dynamik 10 Stochastic process 10 Stochastischer Prozess 10 Nonlinear dynamics 9 Option pricing theory 9 Optionspreistheorie 9 Phillips curve 9 Phillips-Kurve 9 Portfolio selection 9 Dynamische Makroökonomie 8 Geldpolitik 8 Börsenkurs 7 CAPM 7 Estimation 7 Offene Volkswirtschaft 7 Open economy 7 Schätzung 7
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Online availability
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Free 58 Undetermined 5
Type of publication
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Book / Working Paper 109 Article 13
Type of publication (narrower categories)
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Working Paper 82 Arbeitspapier 81 Graue Literatur 63 Non-commercial literature 63 Aufsatz im Buch 6 Book section 6 Article in journal 5 Aufsatz in Zeitschrift 5 Bibliografie enthalten 2 Bibliography included 2 Forschungsbericht 2 Article 1 Bibliografie 1 Collection of articles of several authors 1 Hochschulschrift 1 Mehrbändiges Werk 1 Multi-volume publication 1 Rezension 1 Sammelwerk 1 Thesis 1
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Language
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English Undetermined 24 German 1
Author
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Chiarella, Carl McAleer, Michael 284 Audretsch, David B. 214 Fritsch, Michael 197 Wagner, Joachim 189 Minford, Patrick 188 Henrekson, Magnus 182 Caporale, Guglielmo Maria 173 Hayo, Bernd 173 Härdle, Wolfgang 135 Stulz, René M. 134 Chang, Chia-Lin 130 Acs, Zoltán J. 127 Frey, Bruno S. 127 Foss, Nicolai J. 119 Arruñada, Benito 115 Sunstein, Cass R. 115 Kamihigashi, Takashi 114 Gupta, Rangan 113 Nijkamp, Peter 111 Dosi, Giovanni 110 Estrin, Saul 105 Flaschel, Peter 105 Görg, Holger 105 Budzinski, Oliver 104 Casson, Mark 101 Galí, Jordi 101 Schjelderup, Guttorm 101 Torgler, Benno 101 Canova, Fabio 100 Boysen, Nils 99 Salvanes, Kjell G. 99 Bebchuk, Lucian A. 97 Smyth, Russell 97 Weber, Enzo 97 Wen, Yi 95 Gil-Alaña, Luis A. 93 Meenagh, David 93 White, Lawrence J. 91 Imai, Katsushi S. 90
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Institution
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Finance Discipline Group, Business School 2 Institut für Weltwirtschaft (IfW) 1 Quantitative Finance Research Centre <Sydney> 1 Springer-Verlag GmbH 1
Published in...
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney 44 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 24 Diskussionsarbeit 8 Research paper / Quantitative Finance Research Group, University of Technology Sydney 3 Routledge frontiers of political economy 3 Journal of economic behavior & organization : JEBO 2 Research Paper Series / Finance Discipline Group, Business School 2 U. of Technology, Sydney Finance and Economics Working Paper 2 [Diskussionsarbeiten der Fakultät für Wirtschaftswissenschaften der Universität Bielefeld 2 Business fluctuations and cycles 1 Discussion paper / Universität Bielefeld, Fakultät für Wirtschaftswissenschaften 1 Dynamic modeling and econometrics in economics and finance 1 Dynamische Wirtschaftstheorie 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics / Discussion papers : the open-access, open-assessment e-journal 1 Economics / Journal articles : the open-access, open-assessment journal 1 Economics Discussion Paper 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Growth and cycle in the Euro-zone 1 Journal of economic surveys 1 Journal of economics 1 Keynes and modern economics 1 Lecture notes in economics and mathematical systems : LNEMS 1 Moderne Makroökonomik : eine kritische Bestandsaufnahme ; [Herbsttagung des Arbeitskreises Politische Ökonomie (die Tagung fand in Neuendettelsau vom 28.- 30. Oktober 1994 statt)] 1 New business and finance research developments 1 Quantitative Finance Research Centre Research Paper Number 1 Quantitative and empirical analysis of nonlinear dynamic macromodels 1 Symposium on nonlinear econometrics and economic theory 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1 UTS Finance and Economics Working Paper 1 UTS School of Finance and Economics Working Paper 1 Working paper series / School of Finance and Economics, Faculty of Business, University of Technology 1
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Source
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ECONIS (ZBW) 116 RePEc 4 EconStor 2
Showing 1 - 10 of 122
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Sustainable asset accumulation and dynamic portfolio decisions
Chiarella, Carl; Semmler, Willi; Hsiao, Chih-ying; … - 2016 - 1st edition 2016
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Persistent link: https://www.econbiz.de/10011403520
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Keynes, the dynamic stochastic general equilibrium model, and the business cycle
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - In: Keynes and modern economics, (pp. 85-116). 2013
Persistent link: https://www.econbiz.de/10009578690
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Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun; Chiarella, Carl; Kang, Boda - Finance Discipline Group, Business School - 2012
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain. We proposes an ongoing updated Dirichlet distribution to estimate the transition probabilities of the...
Persistent link: https://www.econbiz.de/10009493153
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Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-zhong; Huang, Weihong; Zheng, … - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
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Reconstructing Keynesian macroeconomics ; Vol. 1
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - 2012
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Persistent link: https://www.econbiz.de/10009356597
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Reconstructing Keynesian macroeconomics ; Vol. 2
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - 2012
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Persistent link: https://www.econbiz.de/10009685466
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Two Stochastic Volatility Processes - American Option Pricing
Chiarella, Carl; Ziveyi, Jonathan - Finance Discipline Group, Business School - 2011
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type. We derive the associated partial differential equation (PDE) of the option price using hedging...
Persistent link: https://www.econbiz.de/10009357760
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Stock-flow interactions, disequilibrium macroeconomics and the role of economic policy
Asada, Tōichirō; Chiarella, Carl; Flaschel, Peter; … - In: Journal of economic surveys 25 (2011) 3, pp. 569-599
Persistent link: https://www.econbiz.de/10009157979
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Financial assets, debt, and liquidity crises : a Keynesian approach
Charpe, Matthieu; Chiarella, Carl; Flaschel, Peter; … - 2011
interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a … interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a …
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Persistent link: https://www.econbiz.de/10009244486
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Stabilizing an Unstable Economy : On the Choice of Proper Policy Measures
Asada, Toichiro - 2011
In the last months, the world's economies were confronted with the largest economic recession since the Great Depression. The occurrence of a worldwide financial market meltdown as a consequence originally stemming from of the crisis in the US subprime housing sector was only prevented by...
Persistent link: https://www.econbiz.de/10013132079
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