Similar Search Results

On shadow-prices of banks in real-time gross settlement systems

Penaloza, Rodrigo Andrés de Souza (contributor) - 2003

Persistent link: https://www.econbiz.de/10001774028

Estimating an optimal macroeconomic uncertainty index for Australia

Kaya, Havvanur Feyza; Tawadros, George B. - In: Applied economics 54 (2022) 38, pp. 4374-4383

Persistent link: https://www.econbiz.de/10013410971

Will the Fed ever learn?

Kasa, Kenneth - In: Journal of macroeconomics 21 (1999) 2, pp. 279-292

Persistent link: https://www.econbiz.de/10001369045

Value function approximation in the presence of uncertainty and inequality constraints : an application to the demand for credit cards

Hartley, Peter Reginald - In: Journal of economic dynamics & control 20 (1996) 1, pp. 63-92

Persistent link: https://www.econbiz.de/10001190614

Optimal payment time and replenishment decisions for retailer's inventory system under trade credit and carbon emission constraints

Jabbarzadeh, Armin; Aliabadi, Leyla; Yazdanparast, Reza - In: Operational research : an international journal 21 (2021) 1, pp. 589-620

Persistent link: https://www.econbiz.de/10012489706

Improving the efficiency of payments systems using quantum computing

McMahon, Christopher; McGillivray, Donald; Desai, Ajit; … - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 7325-7341

High-value payment systems (HVPSs) are typically liquidity intensive because payments are settled on a gross basis … liquidity efficiency of these systems without significantly increasing payment delays. Finding the optimal payment order among … provides quantifiable liquidity savings when applied to the Canadian HVPS using a 30-day sample of transaction data. By …

Persistent link: https://www.econbiz.de/10015143876

Optimal Quantitative Easing

Harrison, Richard - 2017

I study optimal monetary policy in a simple New Keynesian model with portfolio adjustment costs. Purchases of long-term debt by the central bank (quantitative easing; ‘QE') alter the average portfolio return and hence influence aggregate demand and inflation. The central bank chooses the...

Persistent link: https://www.econbiz.de/10012946995

Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined Coefficients

Wang, Pengfei - 2006

This paper proposes a solution method to solve linear difference models with lagged expectations. Variables with lagged expectations expand the model's state space greatly when N is large; and getting the system into a canonical form solvable by the traditional methods involves substantial manual...

Persistent link: https://www.econbiz.de/10012734732

Shallow Lake Economics Run Deep : Nonlinear Aspects of an Economic-Ecological Interest Conflict

Wagener, Florian Oskar Ottokar - 2013

Outcomes of the shallow lake interest conflict are presented in a number of different contexts: quasi-static and dynamic social planning, and quasi-static one-shot and repeated non-cooperative play. As the underlying dynamics are non-convex, the analysis uses geometrical-numerical methods: the...

Persistent link: https://www.econbiz.de/10014046620

Necessary and Sufficient Conditions for Solving Cooperative Differential Games

Engwerda, Jacob Christiaan - 2007

In this note we present as well necessary as sufficient conditions for existence of a Pareto optimum for general non-convex differential games. The obtained results are used to analyze the non-convex regular indefinite linear quadratic differential game. For the scalar case an algorithm is...

Persistent link: https://www.econbiz.de/10014049858