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~language:"fra"
~subject:"conditional factor models"
~subject:"prices pass-through"
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conditional factor models
prices pass-through
factor models
3
Data snooping
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Dynamic factor models
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Euro area
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Euro area business cycles
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Facteurs d'actualisation stochastiques
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conditional beta pricing
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correlation
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dynamic factor models
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equilibrium asset pricing
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estimation
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latent variables
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models with latent variables
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modèles d'équilibre d'évaluation des actifs financiers
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modèles à facteurs conditionnels
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modèles à variables latentes
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production prices
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tax credit
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tests for the number of factors
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variables latentes
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volatility clustering
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évaluation des actifs financiers avec bêtas conditionnels
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Garcia, René
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Monin, Rémi
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Renault, Éric
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Suarez Castillo, Milena
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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L' effet du CICE sur les prix : une double analyse sur données sectorielles et individuelles
Monin, Rémi
;
Suarez Castillo, Milena
-
2018
Persistent link: https://www.econbiz.de/10011911488
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2
Latent Variable Models for Stochastic Discount Factors
Garcia, René
;
Renault, Éric
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1999
literature on conditionally heteroskedastic
factor
models
as well as equilibrium-based asset pricing models with an intertemporal …
Persistent link: https://www.econbiz.de/10005101123
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