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  • Search: subject:"Simulated Method of Moments"
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Year of publication
Subject
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simulated method of moments 53 Method of moments 42 Momentenmethode 42 Simulation 31 Theorie 31 Theory 29 Simulated method of moments 23 Simulated Method of Moments 15 asset pricing 14 CAPM 13 New-Keynesian Model 11 Estimation 10 Risikoprämie 10 Risk premium 10 Schätzung 10 Bounded Rationality 9 Animal Spirits 7 Risiko 7 Risk 7 long-run risk 7 Equity premium puzzle 6 Equity-Premium-Puzzle 6 Life cycle 6 indirect inference 6 rare disaster risk 6 Capital income 5 Estimation theory 5 Kapitaleinkommen 5 Multi-sector models 5 Schock 5 Schätztheorie 5 Shock 5 equity premium 5 Anlageverhalten 4 Behavioural finance 4 Disaster 4 Erwartungsbildung 4 Euro Area 4 Expectation formation 4 Forecast Heuristics 4
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Online availability
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Free 73 Undetermined 19
Type of publication
All
Book / Working Paper 73 Article 22 Other 1
Type of publication (narrower categories)
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Working Paper 38 Graue Literatur 25 Non-commercial literature 25 Arbeitspapier 22 Article in journal 17 Aufsatz in Zeitschrift 17 Konferenzschrift 2 Thesis 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 67 Undetermined 29
Author
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Grammig, Joachim 13 Jang, Tae-Seok 12 Sacht, Stephen 12 Schaub, Eva-Maria 7 Sönksen, Jantje 7 Ruge-Murcia, Francisco 5 Gálvez, Julio 4 Assa, Hirbod 3 Bouakez, Hafedh 3 Cardia, Emanuela 3 Dabbous, Amal 3 Kukacka, Jiri 3 Paz Pardo, Gonzalo 3 RUGE-MURCIA, Francisco J. 3 Ried, Stefan 3 BOUAKEZ, Hafedh 2 Bai, Hang 2 CARDIA, Emanuela 2 Chor, Davin 2 Cozzi, Guido 2 Dobrescu, Loretti I. 2 Ghysels, Eric 2 Giri, Rahul 2 Girsberger, Esther Mirjam 2 Gospodinov, Nikolay 2 Guay, Alain 2 Hintermaier, Thomas 2 Kaji, Tetsuya 2 Koeniger, Winfried 2 Kotlikoff, Laurence J. 2 Li, Erica X. N. 2 Manner, Hans 2 Manresa, Elena 2 Mantovan, Noemi 2 Michaelides, Alexander 2 Motta, Alberto 2 Ng, Serena 2 Nilsen, Øivind Anti 2 Pouliot, Guillaume 2 Sauer, Robert M. 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Département de Sciences Économiques, Université de Montréal 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 School of Economics, University of Adelaide 2 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Boston College 1 East Asian Bureau of Economic Research (EABER) 1 Eberhard Karls Universität Tübingen 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Federal Reserve Bank of Atlanta 1 HAL 1 London School of Economics (LSE) 1 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 1 School of Economics, Singapore Management University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Cahiers de recherche 5 CFS Working Paper Series 4 Economics Working Paper 4 Economics working paper 3 MPRA Paper 3 CFR Working Papers 2 CFS working paper series 2 CIRANO Working Papers 2 Discussion paper series / IZA 2 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 European Economic Review 2 European economic review : EER 2 IZA Discussion Papers 2 Journal of economic behavior & organization : JEBO 2 Journal of economic dynamics & control 2 School of Economics Working Papers 2 Working paper / Centre for Financial Research 2 Annals of financial economics 1 Boston College Working Papers in Economics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo working papers 1 CFR Working Paper 1 Cahier / Départment de Sciences Économiques, Université de Montréal 1 Cahiers de la Maison des Sciences Economiques 1 Cahiers de recherche CREFE / CREFE Working Papers 1 Cowles Foundation Discussion Papers 1 Discussion paper / NHH, Department of Economics 1 Documentos de trabajo / Banco de España 1 ECB Working Paper 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic modelling 1 Ensaios econômicos 1 Finance and economics discussion series 1 Fisher College of Business Working Paper 1 Fisher College of Business working paper series 1 IES Working Paper 1 IES working paper 1 Iranian journal of economic studies : IJES 1
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Source
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ECONIS (ZBW) 42 RePEc 35 EconStor 16 BASE 3
Showing 61 - 70 of 96
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Skewness risk and bond prices
Ruge-Murcia, Francisco - 2012
Persistent link: https://www.econbiz.de/10009710192
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Skewness risk and bond prices
Ruge-Murcia, Francisco - In: Journal of applied econometrics 32 (2017) 2, pp. 379-400
Persistent link: https://www.econbiz.de/10011690214
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Persistent vs. permanent income shocks in the Buffer-stock model
Druedahl, Jeppe; Jørgensen, Thomas H. - In: The B.E. journal of macroeconomics 17 (2017) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011719106
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Estimating preference parameters from stock returns using simulated method of moments
Biswas, Anindya Kumar; Mandal, Biwwajit - In: Annals of financial economics 11 (2016) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011504190
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Essays on macroeconomic theory as a guide to economic policy
Ried, Stefan - 2009
Die vorliegende Dissertation zu makroökonomischen Themen beinhaltet einen einleitenden Literaturüberblick, drei eigenständige und voneinander unabhängige Kapitel sowie einen technischen Anhang. In Kapitel zwei wird ein Zwei-Länder Modell einer Währungsunion betrachtet, in dem die...
Persistent link: https://www.econbiz.de/10009467184
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Putting up a good fight: The Galí-Monacelli model versus "The six major puzzles in international macroeconomics"
Ried, Stefan - 2009
conditions for the model, I estimate the five most effective parameters using simulated method of moments (SMM) to fit the moment …
Persistent link: https://www.econbiz.de/10010270669
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Sectoral Price Rigidity and Aggregate Dynamics
Bouakez, Hafedh; Cardia, Emanuela; Ruge-Murcia, Francisco J. - Centre Interuniversitaire sur le Risque, les Politiques … - 2009
In this paper, we study the macroeconomic implications of sectoral heterogeneity and, in particular, heterogeneity in price setting, through the lens of a highly disaggregated multi-sector model. The model incorporates several realistic features and is estimated using a mix of aggregate and...
Persistent link: https://www.econbiz.de/10005015251
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Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics”
Ried, Stefan - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
conditions for the model, I estimate the five most effective parameters using simulated method of moments (SMM) to fit the moment …, NewKeynesianopeneconomymodel, trade costs, simulated method of moments (SMM) ∗Address: Institute of Economic Policy I, School of Business and …- ing data for Canada as “a prototype small open economy". The third and last procedure is simulated method of moments (SMM …
Persistent link: https://www.econbiz.de/10005652769
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Sectoral Price Rigidity and Aggregate Dynamics
BOUAKEZ, Hafedh; CARDIA, Emanuela; RUGE-MURCIA, Francisco J. - Centre Interuniversitaire de Recherche en Économie … - 2009
In this paper, we study the macroeconomic implications of sectoral heterogeneity and, in particular, heterogeneity in price setting, through the lens of a highly disaggregated multi-sector model. The model incorporates several realistic features and is estimated using a mix of aggregate and...
Persistent link: https://www.econbiz.de/10008617076
Saved in:
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Sectoral Price Rigidity and Aggregate Dynamics
BOUAKEZ, Hafedh; CARDIA, Emanuela; RUGE-MURCIA, Francisco J. - Département de Sciences Économiques, Université de … - 2009
In this paper, we study the macroeconomic implications of sectoral heterogeneity and, in particular, heterogeneity in price setting, through the lens of a highly disaggregated multi-sector model. The model incorporates several realistic features and is estimated using a mix of aggregate and...
Persistent link: https://www.econbiz.de/10008679132
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