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Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
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Evaluating misspecification in DSGE models using tests for overidentifying restrictions : conference paper
Reicher, Christopher Phillip - 2013 - This version: February 1, 2013
In this paper I discuss the estimation of the process governing the structural shocks (or wedges) to a DSGE model, arguing that a well-specified model would satisfy certain sets of moment conditions. Based on tests for overidentifying restrictions, I compare three specifications of the Taylor...
Persistent link: https://www.econbiz.de/10010339402
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Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper
Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014
We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...
Persistent link: https://www.econbiz.de/10010491120
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Asset price bubbles : the implications for monetary, regulatory, and international policies
Hunter, William Curt (ed.); Kaufman, George G. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001692173
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The stock market : bubbles, volatility, and chaos ; proceedings of the 13. Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Dwyer, Gerald P. <jun.> (contributor);  … - 1990
Persistent link: https://www.econbiz.de/10000789817
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Boom, bust, and beyond : new perspectives on the 1720 stock market bubble
Condorelli, Stefano (ed.); Menning, Daniel (ed.) - Boom, Bust, and Beyond: New Perspectives on the 1719-20 … - 2019
Persistent link: https://www.econbiz.de/10011984104
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Financial market history : reflections on the past for investors today
Chambers, David (ed.); Dimson, Elroy (ed.) - Financial Market History <Veranstaltung> <2015, Cambridge> - 2016
Persistent link: https://www.econbiz.de/10011750576
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Are there bubbles in the sterling-dollar exchange rate? : new evidence from sequential ADF tests ; conference paper
Bettendorf, Timo; Chen, Wenjuan - 2013
There has been mixed evidence regarding the existence of rational bubbles in the foreign exchange markets. This paper … introduces recently developed sequential unit root tests into the analysis of exchange rates bubbles. We find strong evidence of … interpreted as evidence of rational bubbles, as we show that it might be driven by the relative prices of traded goods. …
Persistent link: https://www.econbiz.de/10010338391
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Monitoring stationarity and cointegration : conference paper
Wagner, Martin; Wied, Dominik - 2014
We propose a monitoring procedure to detect a structural change from stationary to integrated behavior. When the procedure is applied to the errors of a relationship between integrated series it thus monitors a structural change from a cointegrating relationship to a spurious regression. The...
Persistent link: https://www.econbiz.de/10010484411
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Property prices and real estate financing in a turbulent world
Balling, Morten (ed., introduction);  … - Conference on Property Prices and Real Estate Financing …; … - 2013
On 15th November 2012 in Copenhagen, SUERF and Nykredit in association with Danmarks Nationalbank organised a conference on "Property prices and real estate financing in a turbulent world". The papers included in this SUERF Study are based on contributions to the conference.
Persistent link: https://www.econbiz.de/10011711756