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  • Search: subject:"Recursive"
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Year of publication
Subject
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Mehrgleichungsmodell 500 Multiple equation model 499 Theorie 484 Theory 463 Schätztheorie 202 Estimation theory 196 Estimation 127 Schätzung 127 recursive utility 120 Recursive utility 93 Risk 84 CAPM 83 Risiko 82 Nutzen 77 Utility 77 Nutzenfunktion 69 Stochastischer Prozess 68 Utility function 68 Stochastic process 67 Prognoseverfahren 66 Risk aversion 65 Präferenztheorie 64 Theory of preferences 64 Intertemporal choice 63 Intertemporale Entscheidung 63 Risikoaversion 63 Portfolio-Management 62 Portfolio selection 61 Recursive preferences 61 Volatility 60 Volatilität 60 Forecasting model 57 recursive preferences 57 Risk premium 54 Risikoprämie 53 Regression analysis 51 Regressionsanalyse 51 Zeitreihenanalyse 51 Börsenkurs 50 Mathematische Optimierung 49
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Online availability
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Free 901 Undetermined 602 CC license 31
Type of publication
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Article 980 Book / Working Paper 960 Other 5
Type of publication (narrower categories)
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Article in journal 650 Aufsatz in Zeitschrift 650 Working Paper 419 Arbeitspapier 304 Graue Literatur 304 Non-commercial literature 304 Article 29 Aufsatz im Buch 27 Book section 27 Hochschulschrift 13 Thesis 13 Conference paper 11 Konferenzbeitrag 11 research-article 10 Lehrbuch 8 Textbook 8 Bibliografie enthalten 4 Bibliography included 4 Konferenzschrift 4 Rezension 4 Collection of articles of several authors 3 Sammelwerk 3 Collection of articles written by one author 2 Conference Paper 2 Forschungsbericht 2 Sammlung 2 Aufsatzsammlung 1 Book Part 1 Handbook 1 Handbuch 1 Mikroform 1 review-article 1
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Language
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English 1,406 Undetermined 510 German 9 French 9 Spanish 7 Portuguese 3 Estonian 1 Russian 1
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Author
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Meinerding, Christoph 21 Zeileis, Achim 21 Aase, Knut K. 19 Branger, Nicole 18 Kraft, Holger 17 Schlag, Christian 16 Pesaran, M. Hashem 15 Marimon, Ramon 14 Berry, Steven 13 Corradi, Valentina 13 Miao, Jianjun 13 Phillips, Peter C. B. 13 Swanson, Norman R. 13 Castelnuovo, Efrem 12 Kóczy, László Á. 12 Sargent, Thomas J. 12 Caggiano, Giovanni 11 Dillenberger, David 11 Hairault, Jean-Olivier 11 Konermann, Patrick 11 Langot, François 11 Ménard, Sébastien 11 Sopraseuth, Thepthida 11 Sul, Donggyu 10 Bommier, Antoine 9 Haile, Philip A. 9 Kollmann, Robert 9 Pellegrino, Giovanni 9 Swanson, Norman 9 Traeger, Christian 9 Yu, Jun 9 Bacchiocchi, Emanuele 8 Fabbri, Giorgio 8 Frejinger, Emma 8 Hansen, Lars Peter 8 Mark, Nelson C. 8 Potrafke, Niklas 8 Schubert, Katheline 8 Traeger, Christian P. 8 Waggoner, Daniel F. 8
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 32 C.E.P.R. Discussion Papers 15 HAL 13 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 10 CESifo 9 Department of Agricultural and Resource Economics, University of California-Berkeley 9 Department of Economics, University of Pennsylvania 9 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 Agricultural and Applied Economics Association - AAEA 8 Department of Economics, Boston University 8 Department of Economics, Rutgers University-New Brunswick 7 Institute for the Study of Labor (IZA) 7 Society for Computational Economics - SCE 7 Department of Economics and Business, Universitat Pompeu Fabra 6 EconWPA 6 Faculty of Economics, University of Cambridge 6 National Bureau of Economic Research 6 Center for Financial Studies 5 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 5 School of Economics, Singapore Management University 5 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 4 Duke University, Department of Economics 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 4 Society for Economic Dynamics - SED 4 Banque de France 3 Barcelona Graduate School of Economics (Barcelona GSE) 3 Department of Economics, Boston College 3 Department of Economics, European University Institute 3 Department of Economics, University of Oregon 3 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 3 Finance Discipline Group, Business School 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 3 Laboratoire d'Économie de Dijon (LEDI), Université de Bourgogne 3 University of Rochester - Center for Economic Research (RCER) 3 Økonomisk Institut, Københavns Universitet 3 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2
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Published in...
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MPRA Paper 32 Journal of econometrics 22 CESifo Working Paper 19 Journal of economic theory 18 CEPR Discussion Papers 15 Journal of economic dynamics & control 15 Applied economics 14 CESifo working papers 14 Economic modelling 14 Journal of mathematical economics 14 Quantitative economics : QE ; journal of the Econometric Society 14 Working Paper 14 Economics letters 13 Annals of the Institute of Statistical Mathematics 12 IZA Discussion Papers 12 Economic Theory 11 Journal of financial economics 11 SAFE working paper 11 CIRANO Working Papers 10 Discussion paper / Tinbergen Institute 10 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 10 Working paper 10 CESifo Working Paper Series 9 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 PIER Working Paper Archive 9 SAFE Working Paper 9 Cowles Foundation discussion paper 8 Economics Letters 8 Post-Print / HAL 8 Review of Economic Dynamics 8 Studies in Nonlinear Dynamics & Econometrics 8 Boston University - Department of Economics - Working Papers Series 7 CEMMAP working papers / Centre for Microdata Methods and Practice 7 Computational Statistics & Data Analysis 7 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 7 Economic Modelling 7 Economic theory : official journal of the Society for the Advancement of Economic Theory 7 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 Energy economics 7 Quantitative Economics 7
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Source
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ECONIS (ZBW) 1,140 RePEc 629 EconStor 147 Other ZBW resources 19 BASE 9 USB Cologne (EcoSocSci) 1
Showing 41 - 50 of 1,945
Cover Image
(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions
Burgard, Jan Pablo; Neuenkirch, Matthias; Umlandt, Dennis - 2023
, generates theory-consistent impulse responses, and is as close as possible to the recursive scheme. …
Persistent link: https://www.econbiz.de/10014290129
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Cover Image
(Almost) recursive identification of monetary policy shocks with economic parameter restrictions
Burgard, Jan Pablo; Neuenkirch, Matthias; Umlandt, Dennis - 2023
, generates theory-consistent impulse responses, and is as close as possible to the recursive scheme. …
Persistent link: https://www.econbiz.de/10014327936
Saved in:
Cover Image
Robust comparative statics for the elasticity of intertemporal substitution
Flynn, Joel P.; Schmidt, Lawrence D. W.; Toda, Alexis Akira - In: Theoretical Economics 18 (2023) 1, pp. 231-265
We study a general class of consumption-savings problems with recursive preferences. We characterize the sign of the …
Persistent link: https://www.econbiz.de/10014536953
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Cover Image
Ellsberg meets Keynes at an urn
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Quantitative Economics 14 (2023) 3, pp. 1133-1162
Keynes (1921) and Ellsberg (1961) have articulated an aversion toward betting on an urn containing balls of two colors of unknown proportion to one with a 50-50 composition. Keynes views this as reflecting different preferences for bets arising from different sources of uncertainty. Ellsberg...
Persistent link: https://www.econbiz.de/10014536998
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Child fostering and health nutritional outcomes of under-five: Evidence from Cameroon
Kountchou, Armand Mboutchouang; Kamga, Cédric Foyet; … - 2023
estimation of a recursive bivariate probit model correcting the endogeneity bias of child fostering shows that fostering improves …
Persistent link: https://www.econbiz.de/10014549341
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Cover Image
(Almost) recursive identification of monetary policy shocks with economic parameter restrictions
Burgard, Jan Pablo; Neuenkirch, Matthias; Umlandt, Dennis - 2023
, generates theory-consistent impulse responses, and is as close as possible to the recursive scheme. …
Persistent link: https://www.econbiz.de/10013494039
Saved in:
Cover Image
Ellsberg meets Keynes at an urn
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 1133-1162
Keynes (1921) and Ellsberg (1961) have articulated an aversion toward betting on an urn containing balls of two colors of unknown proportion to one with a 50-50 composition. Keynes views this as reflecting different preferences for bets arising from different sources of uncertainty. Ellsberg...
Persistent link: https://www.econbiz.de/10014362573
Saved in:
Cover Image
Co-jumps and recursive preferences in portfolio choices
Oliva, Immacolata; Stefani, Ilaria - In: Annals of finance 19 (2023) 3, pp. 291-324
Persistent link: https://www.econbiz.de/10014380566
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Does agricultural cooperative membership influence off-farm work decisions of farm couples?
Zheng, Hongyun; Vatsa, Puneet; Ma, Wanglin; Rahut, Dil … - In: Annals of public and cooperative economics 94 (2023) 3, pp. 831-855
Persistent link: https://www.econbiz.de/10014337039
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Simultaneous equations with censored outcomes and social interactions
Zhou, Sutianjie - 2023
Persistent link: https://www.econbiz.de/10014532155
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