Search Results - subject:"time consistent"

Did you mean: subject:"time consistency" (2,474 results)

Welfare implications of non-unitary time discounting

Ohdoi, Ryoji; Futagami, Koichi - In: Theory and decision : an international journal for … 90 (2021) 1, pp. 85-115

Persistent link: https://www.econbiz.de/10012433404

Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization

Staden, Pieter M. van; Dang, Duy Minh; Forsyth, Peter - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-49

Persistent link: https://www.econbiz.de/10012662021

Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process

Shen, Yang; Zou, Bin - In: Insurance / Mathematics & economics 97 (2021), pp. 68-80

Persistent link: https://www.econbiz.de/10012491963

A quantitative theory of time-consistent unemployment insurance

Pei, Yun; Xie, Zoe - In: Journal of monetary economics 117 (2021), pp. 848-870

Persistent link: https://www.econbiz.de/10012603264

Time-consistent and market-consistent actuarial valuation of the participating pension contract

Salahnejhad Ghalehjooghi, Ahmad; Pelsser, Antoon André Jean - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 266-294

Persistent link: https://www.econbiz.de/10012515734

Can we Identify the Fed's Preferences?

Chatelain, Jean-Bernard; Ralf, Kirsten - 2017

Durbin (1970) pre-tests of Ramsey optimal policy versus time-consistent policy rejects time-consistent policy and … policy than with time-consistent policy although the number of structural parameters, including central bank preferences, is … missing) and hence under-identified for time-consistent policy (three identifying equations missing). …

Persistent link: https://www.econbiz.de/10011719797

Banking panics and output dynamics

Sanches, Daniel - 2017

Persistent link: https://www.econbiz.de/10011689402

Can we identify the Fed's preferences?

Chatelain, Jean-Bernard; Ralf, Kirsten - 2017 - [Updated version]

Persistent link: https://www.econbiz.de/10011721067

Can we identify the fed's preferences?

Chatelain, Jean-Bernard; Ralf, Kirsten - 2017

A pre-test of Ramsey optimal policy versus time-consistent policy rejects time-consistent policy and (optimal) simple … auto-correlated cost-push shock. The number of reduced form parameters is larger with Ramsey optimal policy than with time-consistent …-identified for time-consistent policy (three identifying equations missing). Estimating a structural VAR for Ramsey optimal policy …

Persistent link: https://www.econbiz.de/10011597921

Countercyclical versus Procyclical Taylor Principles

Chatelain, Jean-Bernard - 2016

Assuming inflation is a forward variable in Taylor (1999) model, this paper finds opposite policy rule recommandations with counter-cyclical policy rule parameters (Taylor principle: inflation rule larger than one and bounded upwards) in the case of optimal policy under commitment versus...

Persistent link: https://www.econbiz.de/10011444004