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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models

Fisher, Mark - 1999

Persistent link: https://www.econbiz.de/10001427379

Forces that shape the yield curve

Fisher, Mark - In: Economic review 86 (2001) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001581205

Special repo rates : an introduction

Fisher, Mark - In: Economic review 87 (2002) 2, pp. 27-43

Persistent link: https://www.econbiz.de/10001697026

Modeling the term structure of interest rates : an introduction

Fisher, Mark - In: Economic review 89 (2004) 3, pp. 41-62

Persistent link: https://www.econbiz.de/10002421525

Happy-hour economics, or how an increase in demand can produce a decrease in price

Fisher, Mark - In: Economic review 90 (2005) 2, pp. 25-34

Persistent link: https://www.econbiz.de/10003033301

Consumption and asset prices with homothetic recursive preferences

Fisher, Mark; Gilles, Christian - 1999

Persistent link: https://www.econbiz.de/10001427381

Fitting the term structure of interest rates with smoothing splines

Fisher, Mark; Nychka, Douglas W.; Zervos, David - 1995

Persistent link: https://www.econbiz.de/10000923674

Around and around : the expectations hypothesis

Fisher, Mark - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 365-383

Persistent link: https://www.econbiz.de/10001235479

Fitting a Distribution to Survey Data for the Half-Life of Deviations from PPP

Fisher, Mark - 2017

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10012970453

Exploring the Monte Carlo Analysis of Supreme Court Voting

Georgakopoulos, Nicholas L.; Fisher, Mark - 2022

Martin and Quinn used item response theory based on the Markov-Chain-Monte-Carlo method to estimate justices’ locations on a one-dimensional scale. Their analysis has been received with interest and doubts by the legal community. This paper explores the Markov Chain Monte Carlo algorithm in...

Persistent link: https://www.econbiz.de/10014236972