Search Results - subject_exact:"Dynamisches Modell"

Dynamic modelling of heavy-tailed cylindrical time series

Fotso, Chris Toumping; Özer, Yeliz; Palumbo, Dario; … - 2026

A dynamic modelling for heavy-tailed cylindrical time series is developed by combining score-driven models with a generalised Pareto-type cylindrical distribution. The proposed specification extends existing cylindrical models by allowing location, scale, concentration, and crucially, the tail...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612419

Sample bias in decompositions of economic dynamics

Cherniwchan, Jevan; Najjar, Nouri - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614075

A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

The yield curve is widely regarded as a powerful descriptor of the economy and market expectations. A common approach to its statistical representation relies on a small number of factors summarizing the curve, which can then be used to forecast real economic activity. We argue that optimal...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015588201

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A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

Book / Working Paper

Modelling policy change in endogenous growth theory

Kiema, Ilkka - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620703

From debt crises to financial crashes (and back) : a stock-flow consistent model for stock price bubbles

Grasselli, Matheus R.; Nguyen-Huu, Adrien - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643379

Transition dynamics in heterogeneous-agent models and the distributional consequences of taxation

Gutsch, Alexandra; Schult, Christoph - 2026

We study how idiosyncratic income risk shapes the aggregate and distributional effects of labor and capital income taxation in dynamic general equilibrium models. To this end, we compare a heterogeneous-agent (HA) model with uninsurable idiosyncratic labor productivity risk and a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651001

Efficient dynamic mechanism design without a common prior

Bergemann, Dirk; Bojko, Marek - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670983

Climate change and economic dynamics : temperature-dependent shock propagation

Glocker, Christian; Url, Thomas - 2026

The gradual transition between different climate states, as evidenced by the smooth rise in temperatures, motivates conceptualizing climate change as a phenomenon influencing the propagation mechanism of traditional macroeconomic shocks, rather than as an independent shock. We formalize this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060983

Value by design : performance evaluation and learning from wages

Ostrizek, Franz - 2025

We study a dynamic principal-agent setting in which both sides learn about the importance of effort. The quality of the agent's output is not observed directly. Instead, the principal jointly designs an evaluation technology and a wage schedule. More precise performance evaluation reduces...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015203567

Intertemporal bundling

Lu, Jingfeng; Zhao, Wenbo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015578345

Middlemen, inventories and economic dynamics

Gu, Chao; Wang, Lu; Wright, Randall D. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015578356

Inference in dynamic models for panel data using the moving block bootstrap

Higgins, Ayden; Jochmans, Koen - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015271443

Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution

Yang, Yaming - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668697

The macroeconomic dynamics of labor market policies

Hurst, Erik; Kehoe, Patrick J.; Pastorino, Elena; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331081

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The Macroeconomic Dynamics of Labor Market Policies

Hurst, Erik; Kehoe, Patrick J.; Pastorino, Elena; … - 2025

Book / Working Paper

The macroeconomic dynamics of labor market policies

Hurst, Erik; Pastorino, Elena; Winberry, Thomas; Kehoe, … - 2023

Book / Working Paper

Economic dynamics and distributions : differential equations, optimal control and applications

Brito, Paulo - 2026

This textbook introduces readers to the economic dynamics of growth and distribution and presents dynamic mathematical tools essential to understanding various economic phenomena. From ordinary differential equations to partial differential equations and stochastic differential equations, it...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628368

Realized random graphs, with an application to the interbank network

Buccheri, Giuseppe; Mazzarisi, Piero - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015339740

Optimal discriminatory disclosure

Guo, Yingni; Li, Hao; Shi, Xianwen - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015179484

Using dynamic loss weighting to boost improvements in forecast stability

Caljon, Daan; Vercauteren, Jeff; De Vos, Simon; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668092

Stochastic sequential screening

Li, Hao; Shi, Xianwen - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015179485

A dynamic factor model of international tourist arrivals

Payne, James E.; Markel, Blythe; Dragičević, Daniel; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671782

Dynamic clustering methods in panel data

João, Igor Custodio - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015199722

A dynamic economic theory of heterogenous households : complexity of income and wealth distribution

Zhang, Wei-Bin - 2026

Preface and Acknowledgements -- Chapter 1 Economic Development with Heterogeneous Households -- Chapter 2 Growth and Structure with Income and Wealth Distribution -- Chapter 3 Growth and Distribution with Endogenous Leisure Time -- Chapter 4 Income and Wealth Distribution with Endogenous Wealth...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670656

Dynamic perturbation

Mennuni, Alessandro; Rubio-Ramírez, Juan Francisco; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359454

Economic dynamics may be different than it seems : multiplicity of relevant economic cycles

Chudziak, Szymon - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359810

Informing DSGE models through dynamic factor models

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015463310

Dynamic screening with liquidity constraints

Krähmer, Daniel; Strausz, Roland - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015450254

Optimal dynamic matching under local compatibility : an application to kidney exchange

Sahin, Omer Faruk; Sili, Duygu; Ünver, M. Utku; … - 2025

In the past two decades, the design and implementation of living donor kidney exchange clearinghouses have been a major success story in market design. Instead of batching and optimizing exchanges over a fixed pool of incompatible patient-donor pairs, the busiest programs now operate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436442

Moment conditions for dynamic panel logit models with fixed effects

Honoré, Bo E.; Weidner, Martin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458955

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Moment conditions for dynamic panel logit models with fixed effects

Honoré, Bo E.; Weidner, Martin - 2022

Book / Working Paper

Moment conditions for dynamic panel logit models with fixed effects

Honoré, Bo E.; Weidner, Martin - 2020

Book / Working Paper

Dynamic ordered panel logit models

Honoré, Bo E.; Muris, Chris; Weidner, Martin - 2025

This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are free of the fixed effects. The moment functions can be computed using four or more periods of data, and the paper...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015460584

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Dynamic ordered panel logit models

Honoré, Bo E.; Muris, Chris; Weidner, Martin - 2021

Book / Working Paper

Endogenous discounting and economic dynamics

Borissov, Kirill; Bosi, Stefano; Thai Ha Huy; Nguyen, … - 2025

We study a discrete-time optimal growth model with endogenous discounting. The discount factor may depend on both consumption and the capital stock, and intertemporal utility is modeled as a discounted sum of instantaneous utilities, with the sum of discount factors equal to one. We show that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015461513

A dynamic model of real-financial markets interaction

Sordi, Serena; Naimzada, Ahmad; Dávila-Fernández, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015440980

Assessing digitalization and the economy : a dynamic recursive CGE modelling approach

Okorie, David Iheke; Adedeji, Adeniran; Ifionu, Chinedu - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015444474

Modeling the dynamics of Indian exports, US tariffs, and competitiveness

Idrisi, M. Javed; Gupta, Ruchi; Maurya, Ramapati; … - 2025

In this study, a nonlinear dynamical system is developed to analyze the dynamics of Indian exports to USA, the US tariff rate on Indian goods, and the competitiveness of India's export sector. The model is formulated as a three-dimensional system of differential equations that incorporates...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612244

From Samuelson's multiplier-accelerator to bifurcations and chaos in economic dynamics

Bischi, Gian Italo - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015594648

Climate policy, economic dynamics and technological change in the low-carbon transition

Leuthard, Matthias - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015595162

Judgment can spur long memory

Zanetti Chini, Emilio - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015556422

Stability of financial inclusion determinants in emerging market economies : a dynamic coefficients approach

Baria, Bhagirath Prakash; Kusumaningrum, Ria; Suryana, … - 2025

This paper addresses a significant gap in the existing literature on financial inclusion - namely, the dynamic instability of the impacts generated by its determinants in four major emerging market economies: Brazil, Russia, India, and China. A time-varying coefficients framework is applied to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015580637

Component-based dynamic factor nowcast model

O'Keeffe, Hannah; Petrova, Katerina - 2025

In this paper, we propose a component-based dynamic factor model for nowcasting GDP growth. We combine ideas from "bottom-up" approaches, which utilize the national income accounting identity through modelling and predicting sub-components of GDP, with a dynamic factor (DF) model, which is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015396074

Testing homogeneity in dynamic discrete games in finite samples

Bugni, Federico A.; Bunting, Jackson; Ura, Takuya - 2025

The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time. We refer to this as the "homogeneity assumption" in dynamic discrete games. This assumption enables empirical...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015533250

Estimating latent-variable panel data models using parameter-expanded sem methods

Wei, Siqi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015534141

Distributional dynamics

Bayer, Christian; Calderon, Luis; Kuhn, Moritz - 2025

We develop a new method for deriving high-frequency synthetic distributions of consumption, income, and wealth. Modern theories of macroeconomic dynamics identify the joint distribution of consumption, income, and wealth as a key determinant of aggregate dynamics. Our novel method allows us to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015185197

An order-invariant score-driven dynamic factor model

Artemova, Mariia - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084241

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An order-invariant score-driven dynamic factor model

Artemova, Mariia - 2023

Book / Working Paper

Leverage and risk-taking in a dynamic model

Berg, Tobias; Heider, Florian - 2024

This paper examines the dynamic relationship between firm leverage and risktaking. We embed the traditional agency problem of asset substitution within a multi-period model, revealing a U-shaped relationship between leverage and risktaking, evident in data from both the U.S. and Europe. Firms...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014584403

Lectures on dynamic macroeconomics : methods and applications

Dave, Chetan; Sorge, Marco M. - 2025

"Modern macroeconomic theory is the study of dynamic general equilibrium economic models. Models are defined broadly and allow for situations where markets do not always clear and where prices do not necessarily adjust instantaneously. This text provides an introduction to the study of such...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015076223

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