Search Results - subject:"time consistent" - EconBiz

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A quantitative theory of time-consistent unemployment insurance

Pei, Yun; Xie, Zoe - 2016

-off between insurance and job search incentives, the classic time-inconsistency problem arises. This paper endogenizes a time-consistent …

Persistent link: https://www.econbiz.de/10011776821

Countercyclical versus procyclical Taylor principles

Chatelain, Jean-Bernard; Ralf, Kirsten - 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/10011451810

A quantitative theory of time-consistent unemployment insurance

Pei, Yun; Xie, Zoe - 2016

-off between insurance and job search incentives, the classic time-inconsistency problem arises. This paper endogenizes a time-consistent …

Persistent link: https://www.econbiz.de/10011558181

Time-consistent fiscal policy in a debt crisis

Balke, Neele L.; Ravn, Morten O. - 2016

Persistent link: https://www.econbiz.de/10012171889

Time consistent pension funding in a defined benefit pension plan with non-constant discounting

Josa-Fombellida, Ricardo; Navas, Jorge - In: Insurance / Mathematics & economics 94 (2020), pp. 142-153

Persistent link: https://www.econbiz.de/10012419190

Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

Escudero, Laureano F.; Garín, María Araceli; Monge, … - In: European journal of operational research : EJOR 285 (2020) 3, pp. 988-1001

Persistent link: https://www.econbiz.de/10012239827

Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility

Guan, Guohui; Wang, Xiaojun - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 677-699

Persistent link: https://www.econbiz.de/10012313721

Present bias and the inefficiency of the centralized economy : the role of the elasticity of intertemporal substitution

Cabo García, Francisco José; Martín Herrán, Guiomar; … - In: Economic modelling 93 (2020), pp. 702-716

Persistent link: https://www.econbiz.de/10012430343

A time consistent derivative strategy

Mudzimbabwe, Walter - In: International journal of financial engineering 7 (2020) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10012602691

Corporate social responsibility (CSR) and the environment : does CSR increase emissions?

Fukuda, Katsufumi; Ōuchida, Yasunori - In: Energy economics 92 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012519643

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