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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
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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 41 - 50 of 96
Cover Image
Animal spirits and the business cycle: Empirical evidence from moment matching
Jang, Tae-Seok; Sacht, Stephen - Institut für Volkswirtschaftslehre, … - 2014
inflation gap. The model is estimated via the simulated method of moments using Euro Area data from 1975Q1 to 2009Q4. In …
Persistent link: https://www.econbiz.de/10010954820
Saved in:
Cover Image
Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
Grammig, Joachim; Schaub, Eva-Maria - Institut für Finanzmarktforschung, Wirtschafts- und … - 2014
simulated method of moments (SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010957263
Saved in:
Cover Image
Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models
Grammig, Joachim; Schaub, Eva-Maria - Center for Financial Studies - 2014
simulated method of moments (SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010958629
Saved in:
Cover Image
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim; Sönksen, Jantje - 2014
-based asset pricing model (CBM) using a combination of the simulated method of moments and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010412353
Saved in:
Cover Image
Give me strong moments and time : combining GMM and SMM to estimate long-run risk asset pricing models
Grammig, Joachim; Schaub, Eva-Maria - 2014
simulated method of moments (SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010412357
Saved in:
Cover Image
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim; Sönksen, Jantje - 2014
-based asset pricing model (CBM) using a combination of the simulated method of moments and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010388611
Saved in:
Cover Image
Give me strong moments and time : combining GMM and SMM to estimate long-run risk asset pricing
Grammig, Joachim; Schaub, Eva-Maria - 2014
simulated method of moments (SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010390134
Saved in:
Cover Image
Give me strong moments and time : combining GMM and SMM to estimate long-run risk asset pricing models ; conference paper
Grammig, Joachim; Schaub, Eva-Maria - 2014
. Whilst the simulated method of moments (SMM) provides a natural framework to estimate its deep parameters, caveats concern …
Persistent link: https://www.econbiz.de/10010490550
Saved in:
Cover Image
Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach ; conference paper
Grammig, Joachim; Sönksen, Jantje - 2014
pricing model (CBM) using a combination of the simulated method of moments and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010491152
Saved in:
Cover Image
A staggered pricing approach to modeling speculative storage: Implications for commodity price dynamics
Assa, Hirbod; Dabbous, Amal; Gospodinov, Nikolay - 2013
conditional moments of commodity prices. The structural parameters of our model are estimated by the simulated method of moments …
Persistent link: https://www.econbiz.de/10010397676
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