Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Winant, Pablo"'
Publikováno v:
In Journal of Monetary Economics September 2021 122:76-101
Publikováno v:
In Journal of Monetary Economics June 2020 112:1-21
Publikováno v:
IMF Economic Review, 2018 Jan 01. 66(2), 333-374.
Externí odkaz:
https://www.jstor.org/stable/48740942
Publikováno v:
The American Economic Review, 2015 Mar 01. 105(3), 1217-1245.
Externí odkaz:
https://www.jstor.org/stable/43495415
Publikováno v:
The American Economic Review, 2011 May 01. 101(3), 398-401.
Externí odkaz:
https://www.jstor.org/stable/29783777
Autor:
Masolo, Riccardo M., Winant, Pablo E.
Publikováno v:
In Economics Letters July 2019 180:54-57
Publikováno v:
CEPR Discussion Papers; Sep2019, Issue 13975-14032, p1-41, 41p
We propose a simple quantitative method to linearize around the risky steady state of a small open economy. Unlike when the deterministic steady state is used, the net foreign asset position is well defined. We allow for both stochastic income and st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::79a9f1e6063135e7e63070c40d0c9299
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=8751
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=8751
Publikováno v:
Dependence in Probability and Statistics
Patrice Bertail, Paul Doukhan, Philippe Soulier. Dependence in Probability and Statistics, Springer, pp.26, 2006, Lecture Notes in Statistics
Patrice Bertail, Paul Doukhan, Philippe Soulier. Dependence in Probability and Statistics, Springer, pp.26, 2006, Lecture Notes in Statistics
We introduce a vector version of the ARCH($\infty$) equation yielding a simple approach to various models like bilinear or GARCH models. To this aim we provide an explicit chaotic expansion of a solution for this LARCH equation, and show the uniquene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::46cc476e82a21fa36e2a850ac99c097b
https://hal.archives-ouvertes.fr/hal-00141714/document
https://hal.archives-ouvertes.fr/hal-00141714/document