Search Results - subject:"Variational method"

Związki dynamiczne między konsumpcją, dochodem i aktywami : wnioski dla Polski

Zachłod-Jelec, Magdalena - In: Bank i kredyt 42 (2011) 6, pp. 49-84

Persistent link: https://www.econbiz.de/10009529884

Estimating the Euler equation for output

Fuhrer, Jeffrey C.; Rudebusch, Glenn D. - 2002

Persistent link: https://www.econbiz.de/10001819832

Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence

Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002

The debate on the risks and benefits of the globalisation of international capital markets has focused on the volume and the volatility of the main capital flows ? foreign direct investment (FDI), portfolio investment, and foreign bank lending. Financial transfers in the form of worker...

Persistent link: https://www.econbiz.de/10001712136

Money market rates and implied CCAPM rates : some international evidence

Ahmad, Yamin (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001717874

Estimating the Euler equation for output

Fuhrer, Jeffrey C. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001721248

Estimating euler equations

Attanasio, Orazio P. (contributor); Low, Hamish (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001653806

Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence

Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002

The globalization of international financial markets has renewed interest in the measurement of capital mobility. Consumption-based tests such as the Euler equation test are commonly used. These tests, however, are derived under restrictive assumptions on consumer behavior. In this paper, we ask...

Persistent link: https://www.econbiz.de/10011475881

Variational supersymmetric approach to evaluate Fokker–Planck probability

Borges, G.R.P.; Filho, Elso Drigo; Ricotta, R.M. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 18, pp. 3892-3899

–Planck equation. The treatment is based in an analysis of the Schrödinger equation through the variational method associated to the … obtain the trial functions of the variational method. The hierarchy of effective Hamiltonians permits us to determine the …

Persistent link: https://www.econbiz.de/10011057370

Solving the incomplete markets model with aggregate uncertainty using the KrusellSmith algorithm

Maliar, Lilia; Maliar, Serguei; Valli, Fernando - In: Journal of economic dynamics & control 34 (2010) 1, pp. 42-49

Persistent link: https://www.econbiz.de/10003922089

Heuristics for the stochastic Eulerian tour problem

Mohan, Srimathy; Gendreau, Michel; Rousseau, Jean-Marc - In: European journal of operational research : EJOR 203 (2010) 1, pp. 107-117

Persistent link: https://www.econbiz.de/10003928177