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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899970

Wage norms in Europe - a curse or blessing? : the European labour markets (Focus)

Andersen, Torben M. - In: CESifo forum : a bi-monthly journal on European … 5 (2004) 1, pp. 31-33

Persistent link: https://www.econbiz.de/10002034790

An adequate macroeconomic policy mix in EMU?

Andersen, Torben M. - In: Structural challenges for Europe, (pp. 413-426). 2003

Persistent link: https://www.econbiz.de/10002037728

International transmission of transitory and persistent monetary shocks under imperfect information

Andersen, Torben M. (contributor); … - 2004 - [Elektronische Ressource]

We analyze the transmission of monetary shocks in a new openeconomy macroeconomics model with one-period nominal contracts and imperfect information. Shocks may have transitory and persistent components, which only through accumulation of information over time becomes known. Responses to shocks...

Persistent link: https://www.econbiz.de/10002047905