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On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players

Kolokolʹcov, Vassilij N.; Troeva, Marianna; Yang, Wei - In: Dynamic games and applications : DGA 4 (2014) 2, pp. 208-230

Persistent link: https://www.econbiz.de/10010416216

Spatial growth with exogenous saving rates

Xepapadeas, Anastasios; Yannacopoulos, Athanasios N. - In: Journal of mathematical economics 67 (2016), pp. 125-137

Persistent link: https://www.econbiz.de/10011666156

An empirical comparison of transformed diffusion models for VIX and VIX futures

Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Journal of international financial markets, … 46 (2017), pp. 116-127

Persistent link: https://www.econbiz.de/10011745478

Specification analysis in regime-switching continuous-time diffusion models for market volatility

Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10011650223

Hybrid stochastic local unit roots

Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 215 (2020) 1, pp. 257-285

Persistent link: https://www.econbiz.de/10012439454

A multifactor transformed diffusion model with applications to VIX and VIX futures

Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Econometric reviews 39 (2020) 1, pp. 27-53

Persistent link: https://www.econbiz.de/10012181537

21 Equations that Shaped the World Economy : Understanding the Theory Behind the Equations

Michaēlidēs, Panagiōtēs G. - 2024

1. Compound Interest Rate -- 2. The Normal Distribution -- 3. Ordinary Least Squares -- 4. Production Function and TFP -- 5. Profit Rate -- 6. General Equilibrium -- 7. Input Output Analysis -- 8. Break-Even Point -- 9. The Fisher Equation -- 10. Net Present Value -- 11. Income Accounting...

Persistent link: https://www.econbiz.de/10015189966

Monetary policy analysis when planning horizons are finite

Woodford, Michael - 2018

It is common to analyze the effects of alternative monetary policy commitments under the assumption of fully model-consistent expectations. This implicitly assumes unrealistic cognitive abilities on the part of economic decision makers. The relevant question, however, is not whether the...

Persistent link: https://www.econbiz.de/10011864457

Do stock returns hedge inflation at long horizons?

Austin, Adrian; Dutt, Swarna D. - In: Applied economics letters 23 (2016) 13/15, pp. 936-939

Persistent link: https://www.econbiz.de/10011629284

The stock return : inflation puzzle at long horizons

Austin, Adrian; Dutt, Swarna D. - In: Indian journal of economics & business : IJEB 15 (2016) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011532267