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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano - 2017
Persistent link: https://www.econbiz.de/10011741654
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Time-to-build and strategic investment under uncertainty
Pacheco de Almeida, Goncalo; Zemsky, Peter - 2003
Persistent link: https://www.econbiz.de/10001731299
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Solution and estimation of dynamic discrete choice structural models using euler equations
Aguirregabiria, Victor; Magesan, Arvind - 2016
Persistent link: https://www.econbiz.de/10011502429
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Behavioral macroeocnomics via sparse dynamic programming
Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10011440931
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The welfare gains from macro-insurance against natural disasters
Borensztein, Eduardo; Cavallo, Eduardo A.; Jeanne, Olivier - 2015
Persistent link: https://www.econbiz.de/10011408049
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Monetary policy for an open economy : an alternative framework with optimizing agents and sticky prices
McCallum, Bennett T. - 2001
Persistent link: https://www.econbiz.de/10013423365
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A model of credit risk, optimal policies and asset prices
Başak, Suleyman - 2002
Persistent link: https://www.econbiz.de/10013423997
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Earnings dispersion, risk aversion and education
Belzil, Christian - 2002
Persistent link: https://www.econbiz.de/10013424166
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866