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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 71 - 80 of 1,945
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The recursive impact in the multivariate probit model : an application on farmers' decisions for opting risk management strategies
Shah, Jamal; Alharthi, Majed - In: Agricultural economics : the journal of the … 56 (2025) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10015372796
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Employee representation and innovation - disentangling the effect of legal and voluntary representation institutions in Germany
Kraft, Kornelius; Lammers, Alexander - 2019
Persistent link: https://www.econbiz.de/10011991969
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The “Double Trap” in China—Multiple Equilibria in Institutions and Income and their Causal Relationship
Glawe, Linda; Wagner, Helmut - In: Open Economies Review 34 (2022) 3, pp. 703-757
causal relationship between poor institutional traps and low-income traps in China by using a recursive bivariate probit …
Persistent link: https://www.econbiz.de/10015199471
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Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War
Caporale, Guglielmo Maria; Infante, Juan; Gil-Alaña, … - 2022
model is estimated, first using the full sample and then recursively. Although the recursive analysis provides clear …
Persistent link: https://www.econbiz.de/10013470330
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Optimal consumption for recursive preferences with local substitution: The case of certainty
Li, Hanwu; Riedel, Frank; Yang, Shuzhen - 2022
We characterize optimal consumption policies in a recursive intertemporal utility framework with local substitution. We …
Persistent link: https://www.econbiz.de/10014304796
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Intertemporal Hedging and Trade in Repeated Games with Recursive Utility
Kochov, Asen; Song, Yangwei - 2022
Recursive preferences have found widespread application in representative-agent asset-pricing models and general …
Persistent link: https://www.econbiz.de/10014467810
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Recursive correlation between voluntary disclosure, cost of capital, information asymmetry, and firm value
Diantimala, Yossi; Syahnur, Sofyan; Islahuddin, Islahuddin - In: Cogent Business & Management 9 (2022) 1, pp. 1-18
firm value in a comprehensively recursive model. We argue that there is unidirectional dependency among the information …. In examining the hypothesis, the recursive path model is utilized. The results show that the negatively direct effect of …
Persistent link: https://www.econbiz.de/10014505398
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Valuation risk revalued
De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - In: Quantitative Economics 13 (2022) 2, pp. 723-759
desirable properties of recursive preferences because the weights in the time-aggregator do not sum to one. When we revise the …
Persistent link: https://www.econbiz.de/10014537031
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Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya; Meinerding, Christoph; Schlag, Christian - 2022
In a parsimonious regime switching model, we find strong evidence that expected consumption growth varies over time. Adding inflation as a second variable, we uncover two states in which expected consumption growth is low, one with high and one with negative expected inflation. Embedded in a...
Persistent link: https://www.econbiz.de/10012802574
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The understanding and meaning of knowledge transfer for research and education
Kanning, Helga; Meyer, Christiane - In: Spatial transformation: Processes, strategies, research …, (pp. 9-26). 2022
knowledge transfer based on recursive exchange processes between science and society, which ideally entail the joint generation …
Persistent link: https://www.econbiz.de/10013165125
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