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  • Search: subject:"Volatility bound"
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Year of publication
Subject
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Asymmetric information 1 Rent rigidity 1 Unemployment fluctuations 1 Volatility bound 1 Wage bargaining 1 Wage rigidity 1 asset pricing 1 model evaluation 1 spectrum 1 volatility bound 1
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Online availability
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Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
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Bruegemann, Bjoern 1 Christopher Otrok, B. Ravikumar, Charles H. Whiteman 1 Moscarini, Giuseppe 1
Institution
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Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 2001 1 Review of Economic Dynamics 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Rent Rigidity, Asymmetric Information, and Volatility Bounds in Labor
Bruegemann, Bjoern; Moscarini, Giuseppe - In: Review of Economic Dynamics 13 (2010) 3, pp. 575-596
Two thirds of US unemployment volatility is due to fluctuations in workers' job finding rate. In search and matching models, aggregate productivity shocks generate such fluctuations: through firms recruiting effort, they affect the rate at which workers and firms come into contact....
Persistent link: https://www.econbiz.de/10008504401
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Spectral Implications of Security Market Data for Models of Dynamic Economies
Christopher Otrok, B. Ravikumar, Charles H. Whiteman - Society for Computational Economics - SCE - 2001
Hansen and Jagannathan (1991) proposed a volatility bound for evaluating asset-pricing models that is a restriction on … also require the bounding IMRS to satisfy additional restrictions that resemble Euler equations. Our volatility bound not …
Persistent link: https://www.econbiz.de/10005537761
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