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Beckmann, Klaus; Gattke, Susan; Lechner, Anja-Maria; … - 2016

We review, and extend, one of the classic dynamic models of conflict in economics by Richardson (1919) and Boulding … of conflict. In addition, we explore an incrementalist version of the model as well as a stochastic one and show how this … dynamic conflict. …

Persistent link: https://www.econbiz.de/10011442602

Time series volatility of commodity futures prices

Black, Jane M.; Tonks, Ian - In: The journal of futures markets 20 (2000) 2, pp. 127-144

Persistent link: https://www.econbiz.de/10001447771

Time series of commodity futures prices

Black, Jane M.; Tonks, Ian - 1999

Persistent link: https://www.econbiz.de/10001435084

Estimating asymmetric information equilibrium labor market models from aggregate time series data

Lin, Kenneth Shang-kai - 1987

Persistent link: https://www.econbiz.de/10000726440

Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests

Jokivuolle, Esa; Lanne, Markku - 1995

Persistent link: https://www.econbiz.de/10000926351

The information content of dividends : an application of the Kalman filter

Marseguerra, Giovanni - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 725-751

Persistent link: https://www.econbiz.de/10001234101

Learning and asymmetric business cycles

Chalkley, Martin - In: Review of economic dynamics 1 (1998) 3, pp. 623-645

Persistent link: https://www.econbiz.de/10001245250

Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks

Snell, Andy; Tonks, Ian - 1996

Persistent link: https://www.econbiz.de/10000621793

Incomplete and asymmetric information in asset pricing theory

Back, Kerry E. - In: Stochastic methods in finance : lectures given at the …, (pp. 1-25). 2004

Persistent link: https://www.econbiz.de/10002526402

The Endogenous Kalman Filter

Baxter, Brad; Graham, Liam; Wright, Stephen H. - 2007

We relax the assumption of full information that underlies most dynamic general equilibrium models, and instead assume agents optimally form estimates of the states from an incomplete information set. We derive a version of the Kalman filter that is endogenous to agents' optimising decisions,...

Persistent link: https://www.econbiz.de/10014051392