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Risky taxes, budget balance preserving spreads and precautionary savings
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000920367
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Essays on stochastic fiscal policy, public debt and private consumption
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000909039
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Dynamic tax smoothing with financial instruments
Paalzow, Anders - 1996
Persistent link: https://www.econbiz.de/10000956022
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Real effects of budget deficits : theory and evidence
Becker, Torbjörn; Paalzow, Anders - 1997
Persistent link: https://www.econbiz.de/10000959522
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Does sovereign risk differ for domestic and foreign investors? : historical evidence from Scandinavian bond markets
Waldenström, Daniel (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005
This paper shows that geographical investor heterogeneity strongly influences sovereign risk. While standard sovereign debt models mainly attribute the absence of sovereign defaults to foreign creditor retaliation, a new theoretical literature argues that domestic creditors also affect borrowing...
Persistent link: https://www.econbiz.de/10002577962
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Testing constancy of the error covariance matrix in vector models
Eklund, Bruno (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. January 18, 2006
-varying whereas the correlation remain constant over time. Under the parameterized alternative hypothesis the variance may change …
Persistent link: https://www.econbiz.de/10001924637
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Public debt management and the term structure of interest rates
Paalzow, Anders - 1996
Persistent link: https://www.econbiz.de/10000956014
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An extended constant conditional correlation GARCH model and its fourth-moment-structure
He, Changli (contributor); Teräsvirta, Timo (contributor) - 2002 - [Elektronische Ressource]
The constant conditional correlation GARCH model is probably the most frequently applied multivariate GARCH model. In … first and the second-order constant conditional correlation GARCH model. The usefulness of the theoretical results of the … correlation GARCH model. -- Autoregressive conditional heteroskedasticity ; moment structure of GARCH ; multivariate conditional …
Persistent link: https://www.econbiz.de/10001693116
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What if the fed had been an inflation nutter?
Söderlind, Paul (contributor) - 2001 - [Elektronische Ressource]
A structural rational expectations model of U.S. monetary policy is used to make a counterfactual experiment of a strongly inflation averse Federal Reserve Bank. Results for U.S. interest rates, output, and inflation over 1965-1999 are discussed. -- Optimal monetary policy ; rational...
Persistent link: https://www.econbiz.de/10001600069
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Expertise in credit granting : studies on judgment and decision-making behavior
Andersson, Patric - 2001
Persistent link: https://www.econbiz.de/10001582789