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Search: subject:"parameter uncertainty"
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parameter uncertainty
105
Parameter uncertainty
84
Theorie
72
Theory
66
Risiko
65
Risk
62
Portfolio-Management
27
Portfolio selection
26
Decision under uncertainty
22
Entscheidung unter Unsicherheit
22
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22
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22
Prognoseverfahren
22
Schätztheorie
22
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19
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19
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18
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18
Optimal monetary policy
13
Capital income
12
Kapitaleinkommen
12
Robust statistics
12
Robustes Verfahren
12
monetary policy
10
Parameter Uncertainty
9
interest rate smoothing
9
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8
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8
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8
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8
Bayesian learning
7
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7
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7
Markov-Kette
7
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7
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7
inflation targeting
7
natural unemployment rate
7
optimal learning
7
optimal monetary policy
7
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95
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92
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2
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Article
121
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89
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83
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34
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17
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142
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65
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2
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Bodnar, Taras
12
Söderström, Ulf
9
Fugazza, Carolina
7
Guidolin, Massimo
7
Nicodano, Giovanna
7
Wieland, Volker
7
Sampson, Michael J.
5
Schmid, Wolfgang
5
Traficante, Guido
5
Bontemps, Christian
4
Bursian, Dirk
4
Fehrle, Daniel
4
Heiberger, Christopher
4
Huber, Johannes
4
Ni, Shawn
4
Parolya, Nestor
4
Ratti, Ronald A.
4
Roth, Markus
4
Tokpavi, Sessi
4
Vaucher, Benoit
4
Górajski, Mariusz
3
Ma, Yizhong
3
Maillet, Bertrand
3
Ouyang, Linhan
3
Rigamonti, Andrea
3
Ruiz, Esther
3
Sirichand, Kavita
3
Tu, Yiliu
3
Weissensteiner, Alex
3
Bacchetta, Philippe
2
Bams, Dennis
2
Banerjee, Anindya
2
Blanchard, Gildas
2
Bodnar, Olha
2
Brekke, Kjell Arne
2
Børing, Pål
2
Gerke, Rafael
2
Giesen, Sebastian
2
Hall, Stephen
2
Ilbas, Pelin
2
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C.E.P.R. Discussion Papers
4
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
3
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Center for Financial Studies
2
Department of Economics, Leicester University
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Institut für Weltwirtschaft (IfW)
2
Reserve Bank of Australia
2
Sveriges Riksbank
2
Agricultural and Applied Economics Association - AAEA
1
Banca d'Italia
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics, European University Institute
1
Department of Economics, University of Oregon
1
EconWPA
1
Econometric Society
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Institute for Transportation Studies (ITS), University of California-Berkeley
1
Institutionen för Nationalekonomi, Umeå Universitet
1
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
1
Norges Bank
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
Rimini Centre for Economic Analysis (RCEA)
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Statistisk Sentralbyrå, Government of Norway
1
Suomen Pankki
1
Toulouse School of Economics (TSE)
1
University of Toronto, Department of Economics
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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CEPR Discussion Papers
4
European journal of operational research : EJOR
4
Journal of forecasting
4
Management Science
4
CeRP Working Papers
3
Insurance / Mathematics & economics
3
Journal of empirical finance
3
Omega : the international journal of management science
3
Scandinavian actuarial journal
3
Statistics and Econometrics Working Papers
3
Working Paper
3
Annals of economics and finance
2
Applied economics
2
BGPE Discussion Paper
2
CFS Working Paper Series
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion Papers in Economics
2
Discussion paper
2
Economics Bulletin
2
Energy economics
2
European Journal of Operational Research
2
Finance research letters
2
International journal of production research
2
Journal of banking & finance
2
Journal of economic theory
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative Finance
2
Quantitative finance
2
RBA Research Discussion Papers
2
Risks
2
Risks : open access journal
2
SAFE Working Paper
2
SSE/EFI Working Paper Series in Economics and Finance
2
Studies in Economics and Finance
2
Sveriges Riksbank Working Paper Series
2
Sveriges Riksbank working paper series
2
Temi di discussione / Banca d'Italia
2
The B.E. journal of macroeconomics
2
The journal of asset management
2
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Source
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ECONIS (ZBW)
100
RePEc
86
EconStor
20
Other ZBW resources
4
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11
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11
Optimal robust monetary policy with parameters and output gap uncertainty
Grasso, Adriana
;
Traficante, Guido
-
2021
Persistent link: https://www.econbiz.de/10012584683
Saved in:
12
Robust hedging of terminal wealth under interest rate risk and inflation risk
Balter, Anne
;
Coumans, Lieske
;
Jong, Frank de
-
2021
-
This version: November 9, 2021
Persistent link: https://www.econbiz.de/10012664512
Saved in:
13
Robustly optimal monetary policy in a behavioral environment
Bounader, Lahcen
;
Traficante, Guido
- In:
The B.E. journal of macroeconomics
23
(
2023
)
1
,
pp. 521-550
Persistent link: https://www.econbiz.de/10013556574
Saved in:
14
Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy
Górajski, Mariusz
;
Kuchta, Zbigniew
; …
- In:
Economic modelling
122
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014388635
Saved in:
15
Optimal policy with dispersed information and uncertain monetary transmission
Femminis, Gianluca
;
Piccirilli, Giulio
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014455464
Saved in:
16
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
17
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
18
Strategic behavior in queues with arrival rate uncertainty
Hassin, Rafael
;
Haviv, Moshe
;
OZ, Binyamin
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 217-224
Persistent link: https://www.econbiz.de/10014290446
Saved in:
19
Coordination and non-coordination risks of monetary and macroprudential authorities : a robust welfare analysis
Górajski, Mariusz
;
Kuchta, Zbigniew
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014484080
Saved in:
20
Learning about new eras
Sampson, Michael J.
- In:
Annals of economics and finance
24
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014423573
Saved in:
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