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  • Search: subject:"exponential power distributions"
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Year of publication
Subject
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Laplace Distributions 14 Fat Tails 12 Normality 12 Time Series 12 Exponential-Power Distributions 10 DSGE Models 8 Growth-Rate Distributions 8 RBC Models 7 Output Dynamics 6 Output Growth-Rate Distributions 6 Exponential- Power Distributions 4 asymmetry 3 conditional heteroskedasticity 3 exponential power distributions 3 heavy tails 3 value at risk 3 Finite mixtures 2 Statistische Verteilung 2 Zeitreihenanalyse 2 fat tails 2 normality 2 time series 2 DSGE model 1 DSGE-Modell 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Einkommensverteilung 1 Income distribution 1 OECD-Staaten 1 Probability theory 1 RBC Model 1 Real business cycle model 1 Real-Business-Cycle-Theorie 1 Statistical distribution 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Wahrscheinlichkeitsrechnung 1 Wirtschaftswachstum 1 finite mixtures 1
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Online availability
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Free 17
Type of publication
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Book / Working Paper 17
Type of publication (narrower categories)
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Working Paper 3 Graue Literatur 1 Non-commercial literature 1
Language
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English 11 Undetermined 6
Author
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Roventini, Andrea 14 Fagiolo, Giorgio 13 Ascari, Guido 8 Napoletano, Mauro 6 Bouaddi, Mohammed 2 Rombouts, Jeroen V.K. 2 BOUADDI, Mohammed 1 Krafft, Jackie 1 ROMBOUTS, Jeroen V.K. 1
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Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 3 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Department of Economics, Sciences économiques 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1 Sciences économiques, Sciences Po 1
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Published in...
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Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 3 Cahiers de recherche 2 LEM Papers Series 2 LEM Working Paper Series 2 Quaderni di Dipartimento 2 CORE Discussion Papers 1 Documents de Travail de l'OFCE 1 EconomiX Working Papers 1 Quaderni del Dipartimento 1 Sciences Po Economics Discussion Papers 1 Sciences Po publications 1
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Source
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RePEc 13 EconStor 3 ECONIS (ZBW) 1
Showing 1 - 10 of 17
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Fat-tail distributions and business-cycle models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally distributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) densities, with Laplace fat tails. In this...
Persistent link: https://www.econbiz.de/10010328373
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Fat-Tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally dis- tributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) den- sities, with Laplace fat tails. In...
Persistent link: https://www.econbiz.de/10010335247
Saved in:
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Fat-Tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - Dipartimento di Scienze Economiche, Facoltà di Economia - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally distributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) densities, with Laplace fat tails. In this...
Persistent link: https://www.econbiz.de/10010857816
Saved in:
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Fat-Tail Distributions and Business-Cycle Models
Roventini, Andrea; Ascari, Guido; Fagiolo, Giorgio - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally distributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) densities, with Laplace fat tails. In this...
Persistent link: https://www.econbiz.de/10010534902
Saved in:
Cover Image
Fat-tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - Centre de recherche en Économie (OFCE), Sciences … - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally dis- tributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) den- sities, with Laplace fat tails. In...
Persistent link: https://www.econbiz.de/10009645851
Saved in:
Cover Image
Fat-Tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - Dipartimento di Scienze Economiche e Aziendali, … - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally dis- tributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) den- sities, with Laplace fat tails. In...
Persistent link: https://www.econbiz.de/10009651014
Saved in:
Cover Image
Fat-Tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - Laboratory of Economics and Management (LEM), Scuola … - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally distributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) densities, with Laplace fat tails. In this...
Persistent link: https://www.econbiz.de/10009415500
Saved in:
Cover Image
Fat-Tail Distributions and Business-Cycle Models
Ascari, Guido; Fagiolo, Giorgio; Roventini, Andrea - 2012
Recent empirical findings suggest that macroeconomic variables are seldom normally dis- tributed. For example, the distributions of aggregate output growth-rate time series of many OECD countries are well approximated by symmetric exponential-power (EP) den- sities, with Laplace fat tails. In...
Persistent link: https://www.econbiz.de/10010343828
Saved in:
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Mixed exponential power asymmetric conditional heteroskedasticity
BOUADDI, Mohammed; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007
proceses. Results on NASDAQ index returns are similar. Keywords: finite mixtures, exponential power distributions … mixture of conditional exponential power distributions where each component exhibits asymmetric conditional heteroskedasticity … financial time series precisely and parsimoniously, this paper presents a finite mixture of conditional exponential power …
Persistent link: https://www.econbiz.de/10005008550
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Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
Bouaddi, Mohammed; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
finite mixture of conditional exponential power distributions where each component exhibits asymmetric conditional …
Persistent link: https://www.econbiz.de/10005015279
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