Zobrazeno 1 - 10
of 10
pro vyhledávání: '"GREENWALD, DANIEL L."'
Publikováno v:
In Journal of Financial Economics July 2024 157
Autor:
Greenwald, Daniel L.1, Leombroni, Matteo, Lustig, Hanno2, Van Nieuwerburgh, Stijn3 svnieuwe@gsb.columbia.edu
Publikováno v:
Working Papers (Faculty) - Stanford Graduate School of Business. 2021, p1-84. 84p.
Autor:
GREENWALD, DANIEL L. (AUTHOR), LANDVOIGT, TIM (AUTHOR), VAN NIEUWERBURGH, STIJN (AUTHOR) svnieuwe@gsb.columbia.edu
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Apr2021, Vol. 76 Issue 2, p651-706. 56p.
Publikováno v:
Journal of Applied Econometrics, 2014 Nov 01. 29(7), 1031-1052.
Externí odkaz:
https://www.jstor.org/stable/26609008
Autor:
Greenwald, Daniel L., Guren, Adam
Publikováno v:
NBER Working Papers; Oct2021, Issue 29316-29408, Preceding p1-56, 57p
Publikováno v:
NBER Working Papers; 9/7/2020, p1-35, 35p
Publikováno v:
CEPR Discussion Papers; Dec2019, Preceding p1-44, 55p
We estimate a DSGE model where rare large shocks can occur, but replace the commonly used Gaussian assumption with a Student's t-distribution. Results from the Smets and Wouters (2007) model estimated on the usual set of macroeconomic time series ove
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f6ccbc36dbd13b4f32c269250c0bc021
https://hdl.handle.net/10419/93650
https://hdl.handle.net/10419/93650
Publikováno v:
NBER Working Papers; 1/27/2014, preceding p1-54, 74p
Publikováno v:
NBER Working Papers; Jan2014, preceding p1-49, 65p