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1Report
المؤلفون: Yang, Yucheng, Han, Jiequn, E, Weinan
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2Report
مصطلحات موضوعية: ddc:330, C46, C63, E32, Numerical Methods, Distributions, Heterogeneous Agent Models, Linearization
Relation: Series: ECONtribute Discussion Paper; No. 311; gbv-ppn:1891925474; https://hdl.handle.net/10419/298807
الاتاحة: https://hdl.handle.net/10419/298807
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3Academic Journal
المؤلفون: Liu, Laura, Plagborg-Møller, Mikkel
مصطلحات موضوعية: ddc:330, C11, C32, E1, Bayesian inference, data combination, heterogeneous agent models
Relation: gbv-ppn:1852173939; Journal: Quantitative Economics; Volume: 14; Year: 2023; Issue: 1; Pages: 1-35; https://hdl.handle.net/10419/296324
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4Academic Journal
المؤلفون: Della Posta, Pompeo
المساهمون: Della Posta, Pompeo
مصطلحات موضوعية: Interest rate target zones, Public debt sustainability, Speculative attacks, Euro area crisis, Heterogeneous agent models
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000981803100001; volume:86; firstpage:440; lastpage:450; numberofpages:11; journal:INTERNATIONAL REVIEW OF ECONOMICS & FINANCE; https://hdl.handle.net/11568/1253170; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85151533743; https://www.sciencedirect.com/science/article/pii/S105905602300093X
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5Academic Journal
المؤلفون: Le Grand, François, Ragot, Xavier
المساهمون: EMLyon Business School (EM), Eidgenössische Technische Hochschule - Swiss Federal Institute of Technology Zürich (ETH Zürich), Département d'économie (Sciences Po) (ECON), Sciences Po (Sciences Po)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS), Observatoire français des conjonctures économiques (Sciences Po) (OFCE), Sciences Po (Sciences Po), European Project: 612796,MACFINROBODS
المصدر: ISSN: 0020-6598.
مصطلحات موضوعية: Incomplete Markets, Optimal Policies, Heterogeneous Agent Models, JEL: D - Microeconomics/D.D3 - Distribution/D.D3.D31 - Personal Income, Wealth, and Their Distributions, JEL: D - Microeconomics/D.D9 - Intertemporal Choice/D.D9.D91 - Intertemporal Household Choice • Life Cycle Models and Saving, JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy/E.E2.E21 - Consumption • Saving • Wealth, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
Relation: info:eu-repo/grantAgreement//612796/EU/Integrated Macro-Financial Modeling for Robust Policy Design/MACFINROBODS; hal-03501381; https://sciencespo.hal.science/hal-03501381; https://sciencespo.hal.science/hal-03501381/document; https://sciencespo.hal.science/hal-03501381/file/2021-Managing%20Inequality%20over%20Business%20Cycles_LeGrand_Ragot.pdf
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6Academic Journal
المؤلفون: KWON, KYOOHO
المصدر: KDI Journal of Economic Policy, Vol 41, Iss 2, Pp 1-39 (2019)
مصطلحات موضوعية: Heterogeneous Agent Models, Population Aging, National Pension System, Pension Reform, Social Sciences, Industries. Land use. Labor, HD28-9999, Economic theory. Demography, HB1-3840
وصف الملف: electronic resource
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7Report
المؤلفون: Druedahl, Jeppe, Jensen, Emil Bjerre, Leth-Petersen, Søren
مصطلحات موضوعية: ddc:330, D12, D14, D91, E21, E44, E52, G21, Consumption, anticipation effects, intertemporal MPC, persistent shocks, mortgages, monetary policy, heterogeneous agent models
Relation: Series: CEBI Working Paper Series; No. 13/22; gbv-ppn:1816332127; http://hdl.handle.net/10419/268916; RePEc:kud:kucebi:2213
الاتاحة: http://hdl.handle.net/10419/268916
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8Academic Journal
المؤلفون: Stork, Philip A., Vidojevic, Milan, Zwinkels, Remco C.J.
المصدر: Stork , P A , Vidojevic , M & Zwinkels , R C J 2021 , ' Behavioral heterogeneity in return expectations across equity style portfolios ' , International Review of Finance , vol. 21 , no. 4 , pp. 1225-1250 . https://doi.org/10.1111/irfi.12323
مصطلحات موضوعية: asset pricing, behavioral finance, heterogeneous agent models, style investing, /dk/atira/pure/sustainabledevelopmentgoals/partnerships, name=SDG 17 - Partnerships for the Goals
الاتاحة: https://research.vu.nl/en/publications/3959d621-3ffd-4d3f-b971-e0d425734292
https://doi.org/10.1111/irfi.12323
https://hdl.handle.net/1871.1/3959d621-3ffd-4d3f-b971-e0d425734292
http://www.scopus.com/inward/record.url?scp=85088441014&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85088441014&partnerID=8YFLogxK -
9Academic Journal
المؤلفون: Bayer, Christian, Luetticke, Ralph
مصطلحات موضوعية: ddc:330, C63, E32, Numerical methods, heterogeneous agent models, linearization, in-complete markets
Relation: gbv-ppn:1741048605; Journal: Quantitative Economics; Volume: 11; Year: 2020; Issue: 4; Pages: 1253-1288; New Haven, CT: The Econometric Society; http://hdl.handle.net/10419/253577
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10Academic Journal
المؤلفون: Frijns, Bart, Zwinkels, Remco
المصدر: Frijns , B & Zwinkels , R 2020 , ' Absence of Speculation in the European Sovereign Debt Markets ' , Journal of Economic Behavior and Organization , vol. 169 , pp. 245-265 . https://doi.org/10.1016/j.jebo.2019.11.017
مصطلحات موضوعية: Credit default swap, Credit risk, heterogeneous agent models, sovereign bonds, /dk/atira/pure/sustainabledevelopmentgoals/partnerships, name=SDG 17 - Partnerships for the Goals
وصف الملف: application/pdf
الاتاحة: https://research.vu.nl/en/publications/fc26a6f2-4eb9-4e0d-b008-0a49ffcc0cef
https://doi.org/10.1016/j.jebo.2019.11.017
https://hdl.handle.net/1871.1/fc26a6f2-4eb9-4e0d-b008-0a49ffcc0cef
https://research.vu.nl/ws/files/121365594/Absence_of_speculation_in_the_European_sovereign_debt_markets.pdf
http://www.scopus.com/inward/record.url?scp=85076219894&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85076219894&partnerID=8YFLogxK -
11Report
المؤلفون: Parra-Alvarez, Juan Carlos, Posch, Olaf, Wang, Mu-Chun
المصدر: Parra-Alvarez , J C , Posch , O & Wang , M-C 2020 ' Estimation of heterogeneous agent models: A likelihood approach ' CREATES Research Paper , no. 2020-05 , Institut for Økonomi, Aarhus Universitet , Aarhus .
مصطلحات موضوعية: Heterogeneous agent models, Continuous-time, Fokker-Planck equations, Kullback-Leibler divergence, Maximum likelihood
وصف الملف: application/pdf
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12Report
المؤلفون: Le Grand, François, Ragot, Xavier
المساهمون: EMLyon Business School (EM), Observatoire français des conjonctures économiques (Sciences Po) (OFCE), Sciences Po (Sciences Po), Département d'économie (Sciences Po) (ECON), Sciences Po (Sciences Po)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://sciencespo.hal.science/hal-03476095 ; 2020.
مصطلحات موضوعية: Incomplete markets, Optimal policies, Heterogeneous agent models, JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy/E.E2.E21 - Consumption • Saving • Wealth, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, JEL: D - Microeconomics/D.D9 - Intertemporal Choice/D.D9.D91 - Intertemporal Household Choice • Life Cycle Models and Saving, JEL: D - Microeconomics/D.D3 - Distribution/D.D3.D31 - Personal Income, Wealth, and Their Distributions, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
Relation: info:eu-repo/semantics/altIdentifier/hdl/2441/4lhe3u3c38ojohjlcbfaupcjr; hal-03476095; https://sciencespo.hal.science/hal-03476095; https://sciencespo.hal.science/hal-03476095/document; https://sciencespo.hal.science/hal-03476095/file/2020-ragot-and-le-grand-managing-inequality-over-business-cycles.pdf; SCIENCESPO: 2441/4lhe3u3c38ojohjlcbfaupcjr
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13Academic Journal
المؤلفون: Frijns, Bart, Zwinkels, Remco C.J.
المصدر: Frijns , B & Zwinkels , R C J 2018 , ' Time-varying arbitrage and dynamic price discovery ' , Journal of Economic Dynamics and Control , vol. 91 , pp. 485-502 . https://doi.org/10.1016/j.jedc.2018.03.014
مصطلحات موضوعية: Heterogeneous agent models, Market microstructure, Price discovery, Time-varying arbitrage
وصف الملف: application/pdf
الاتاحة: https://research.vu.nl/en/publications/058eb20e-4e8f-4674-9788-c03bde3718fe
https://doi.org/10.1016/j.jedc.2018.03.014
https://hdl.handle.net/1871.1/058eb20e-4e8f-4674-9788-c03bde3718fe
https://research.vu.nl/ws/files/120343432/Timevarying_arbitrage_and_dynamic_price_discovery.pdf
http://www.scopus.com/inward/record.url?scp=85046154912&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85046154912&partnerID=8YFLogxK -
14
المؤلفون: Xavier Ragot, François Le Grand
المساهمون: business school, emlyon, emlyon business school, Eidgenössische Technische Hochschule - Swiss Federal Institute of Technology [Zürich] (ETH Zürich), Département d'économie (Sciences Po) (ECON), Sciences Po (Sciences Po)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS), Observatoire français des conjonctures économiques (OFCE), Sciences Po (Sciences Po), European Project: 612796,MACFINROBODS, Observatoire français des conjonctures économiques (Sciences Po) (OFCE), emlyon business school (EM)
المصدر: International Economic Review
International Economic Review, Wiley, In press, ⟨10.1111/iere.12537⟩
International Economic Review, Wiley, 2022, 511-540 p
International Economic Review, In press, 63 (1), pp.511-540. ⟨10.1111/iere.12537⟩مصطلحات موضوعية: Economics and Econometrics, Inequality, media_common.quotation_subject, jel:E21, Incomplete Markets, jel:E44, Space (commercial competition), symbols.namesake, Optimal policies, 0502 economics and business, Business cycle, Econometrics, Economics, Production (economics), 050207 economics, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, 050205 econometrics, media_common, jel:D91, Incomplete markets, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy/E.E2.E21 - Consumption • Saving • Wealth, 05 social sciences, Aggregate (data warehouse), Heterogeneous Agent Models, jel:D31, Optimal Policies, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, JEL: D - Microeconomics/D.D9 - Intertemporal Choice/D.D9.D91 - Intertemporal Household Choice • Life Cycle Models and Saving, JEL: D - Microeconomics/D.D3 - Distribution/D.D3.D31 - Personal Income, Wealth, and Their Distributions, 8. Economic growth, Unemployment, symbols, Heterogeneous agent models, [SHS.GESTION]Humanities and Social Sciences/Business administration, [SHS.GESTION] Humanities and Social Sciences/Business administration, Projection theory, Lagrangian
وصف الملف: application/pdf
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15
المؤلفون: Buffa, Bruno Adolfo
المساهمون: Barrea, Andrés Alberto
المصدر: Repositorio Digital Universitario (UNC)
Universidad Nacional de Córdoba
instacron:UNCمصطلحات موضوعية: Agent-based models, Optimización y control, Modelos de agentes heterogéneos, Modelización matemática, Heterogeneous agent models, Computational models, Modelos computacionales, Mathematical modeling, Optimization and control, Kinetic theory of active particles, Teoría cinética de partículas activas
وصف الملف: application/pdf
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16Academic Journal
المؤلفون: Morelli, Juan M., Ottonello, Pablo, Perez, Diego J.
مصطلحات موضوعية: heterogeneous-agent models, Financial intermediaries, external debt crises, sovereign default, sudden stops, international lending, Economics, Business and Economics
وصف الملف: application/pdf
Relation: Morelli, Juan M.; Ottonello, Pablo; Perez, Diego J. (2022). "Global Banks and Systemic Debt Crises." Econometrica 90(2): 749-798.; https://hdl.handle.net/2027.42/171988; Econometrica; Hennessy, C. A., and T. M. Whited ( 2007 ): “ How Costly Is External Financing? Evidence From a Structural Estimation,” The Journal of Finance, 62, 1705 – 1745.; He, Z., and A. Krishnamurthy ( 2011 ): “ A Model of Capital and Crises,” The Review of Economic Studies, 79, 735 – 777.; He, Z., and A. Krishnamurthy ( 2013 ): “ Intermediary Asset Pricing,” American Economic Review, 103, 732 – 770.; He, Z., and A. Krishnamurthy ( 2018 ): “ Intermediary Asset Pricing and the Financial Crisis,” Annual Review of Financial Economics, 10, 173 – 197.; He, Z., B. Kelly, and A. Manela ( 2017 ): “ Intermediary Asset Pricing: New Evidence From Many Asset Classes,” Journal of Financial Economics, 126, 1 – 35.; Jorda, O. ( 2005 ): “ Estimation and Inference of Impulse Responses by Local Projections,” The American Economic Review, 95, 161 – 182.; Kalemli-Özcan, Ş. ( 2019 ): “ US Monetary Policy and International Risk Spillovers,” Tech. report, National Bureau of Economic Research.; Kaplan, G., B. Moll, and G. L. Violante ( 2018 ): “ Monetary Policy According to HANK,” American Economic Review, 108, 697 – 743.; Khan, A., and J. K. Thomas ( 2008 ): “ Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics,” Econometrica, 76, 395 – 436.; Krishnamurthy, A., and T. Muir ( 2017 ): “ How Credit Cycles Across a Financial Crisis,” Tech. report, National Bureau of Economic Research.; Krusell, P., and A. A. Smith ( 1998 ): “ Income and Wealth Heterogeneity in the Macroeconomy,” Journal of Political Economy, 106, 867 – 896.; Lettau, M., M. Maggiori, and M. Weber ( 2014 ): “ Conditional Risk Premia in Currency Markets and Other Asset Classes,” Journal of Financial Economics, 114, 197 – 225.; Lizarazo, S. V. ( 2013 ): “ Default Risk and Risk Averse International Investors,” Journal of International Economics, 2, 317 – 330.; Longstaff, F. A., J. Pan, L. H. Pedersen, and K. J. Singleton ( 2011 ): “ How Sovereign Is Sovereign Credit Risk? ” American Economic Journal: Macroeconomics, 3, 75 – 103.; Maggiori, M. ( 2017 ): “ Financial Intermediation, International Risk Sharing, and Reserve Currencies,” American Economic Review, 107, 3038 – 3071.; Maggiori, M., B. Neiman, and J. Schreger ( 2017 ): “ International Currencies and Capital Allocation,” Manuscript, Harvard University.; Mendoza, E. G. ( 2010 ): “ Sudden Stops, Financial Crises, and Leverage,” American Economic Review, 100, 1941 – 1966.; Mitchell, M., L. H. Pedersen, and T. Pulvino ( 2007 ): “ Slow Moving Capital,” American Economic Review, 97, 215 – 220.; Morelli, J. M., P. Ottonello D. J. Perez ( 2022 ): “ Supplement to ‘Global Banks and Systemic Debt Crises’,” Econometrica Supplemental Material, 90, https://doi.org/10.3982/ECTA17433.; Nakamura, E., and J. Steinsson ( 2018 ): “ Identification in Macroeconomics,” Journal of Economic Perspectives, 32, 59 – 86.; Neumeyer, P. A., and F. Perri ( 2005 ): “ Business Cycles in Emerging Economies: The Role of Interest Rates,” Journal of Monetary Economics, 52, 345 – 380.; Schularick, M., and A. M. Taylor ( 2012 ): “ Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008,” American Economic Review, 102, 1029 – 1061.; Siriwardane, E. ( 2019 ): “ Limited Investment Capital and Credit Spreads,” Journal of Finance.; Tourre, F. ( 2017 ): “ A Macro-Finance Approach to Sovereign Debt Spreads and Returns,” Manuscript.; Adrian, T., and H. S. Shin ( 2010 ): “ Liquidity and Leverage,” Journal of financial intermediation, 19, 418 – 437.; Dias, D. A., and C. Richmond ( 2008 ): “ Duration of Capital Market Exclusion: Stylized Facts and Determining Factors,” Manuscript.; Park, J. ( 2014 ): “ Contagion of Sovereign Default Risk: The Role of Two Financial Frictions,” Manuscript.; Perez, D. J. ( 2018 ): “ Sovereign debt, domestic banks, and the provision of public liquidity.”; Rey, H. ( 2015 ): “ Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence,” NBER Working Paper No. w21162.; Sachs, J. ( 1989 ): “ New Approaches to the Latin American Debt Crisis,” 174, Princeton Univ. Intl. Economics.; Adrian, T., E. Etula, and T. Muir ( 2014 ): “ Financial Intermediaries and the Cross-Section of Asset Returns,” The Journal of Finance, 69, 2557 – 2596.; Aguiar, M., and G. Gopinath ( 2006 ): “ Defaultable Debt, Interest Rates and the Current Account,” Journal of International Economics, 69, 64 – 83.; Aguiar, M., and G. Gopinath ( 2007 ): “ Emerging Market Business Cycles: The Cycle Is the Trend,” Journal of political Economy, 115, 69 – 102.; Aguiar, M., S. Chatterjee, H. Cole, and Z. Stangebye ( 2016 ): “ Quantitative Models of Sovereign Debt Crises,” in Handbook of Macroeconomics, Vol. 2. Elsevier, 1697 – 1755.; Arellano, C. ( 2008 ): “ Default Risk and Income Fluctuations in Emerging Economies,” The American Economic Review, 98, 690 – 712.; Arellano, C., Y. Bai, and L. Bocola ( 2019 ): “ Sovereign Default Risk and Firm Heterogeneity,” Manuscript.; Arslanalp, S., and T. Tsuda ( 2014 ): “ Tracking Global Demand for Emerging Market Sovereign Debt,” IMF Working Paper 14/39.; Bai, Y., P. J. Kehoe, and F. Perri ( 2019 ): “ World Financial Cycles.” Manuscript.; Baskaya, Y. S., J. di Giovanni, S. Kalemli-Ozcan, and M. F. Ulu ( 2017 ): “ International Spillovers and Local Credit Cycles,” NBER Working Paper No. w23149.; Bernanke, B. S., M. Gertler, and S. Gilchrist ( 1999 ): “ The Financial Accelerator in a Quantitative Business Cycle Framework,” Handbook of Macroeconomics, 1, 1341 – 1393.; Bianchi, J., J. C. Hatchondo, and L. Martinez ( 2018 ): “ International Reserves and Roll-Over Risk,” The American Economic Review (Forthcoming).; Bocola, L. ( 2016 ): “ The Pass-Through of Sovereign Risk,” Journal of Political Economy, 124, 879 – 926.; Bocola, L., and A. Dovis ( 2019 ): “ Self-Fulfilling Debt Crises: A Quantitative Analysis,” American Economic Review (Forthcoming).; Borri, N., and A. Verdelhan ( 2011 ): “ Sovereign risk premia.”; Brunnermeier, M. K., and Y. Sannikov ( 2014 ): “ A Macroeconomic Model With a Financial Sector,” The American Economic Review, 104, 379 – 421.; Bruno, V., and H. S. Shin ( 2015a ): “ Capital Flows and the Risk-Taking Channel of Monetary Policy,” Journal of Monetary Economics, 71, 119 – 132.; Bruno, V., and H. S. Shin ( 2015b ): “ Cross-Border Banking and Global Liquidity,” The Review of Economic Studies, 82, 535 – 564.; Calvo, G. A. ( 1998 ): “ Capital Flows and Capital-Market Crises: The Simple Economics of Sudden Stops,” Journal of applied Economics, 1, 35 – 54.; Calvo, G. A. ( 2004 ): “ Contagion in Emerging Markets: When Wall Street Is a Carrier,” in Latin American Economic Crises. Springer, 81 – 91.; Cao, Q., R. Minetti, M. P. Olivero, and G. Romanini ( 2020 ): “ Recessions and Recoveries: Multinational Banks in the Business Cycle,” Journal of Monetary Economics.; Catão, L., E. A. Cavallo, E. Fernández-Arias, A. Galindo, P. Ottonello, D. Pérez, and A. Rebucci ( 2009 ): “ Policy Trade-Offs for Unprecedented Times: Confronting the Global Crisis in Latin America and the Caribbean.”; Cetorelli, N., and L. S. Goldberg ( 2011 ): “ Global Banks and International Shock Transmission: Evidence From the Crisis,” IMF Economic Review, 59, 41 – 76.; Chatterjee, S., and B. Eyigungor ( 2012 ): “ Maturity, Indebtedness, and Default Risk,” The American Economic Review, 102, 2674 – 2699.; Chodorow-Reich, G. ( 2013 ): “ The Employment Effects of Credit Market Disruptions: Firm-Level Evidence From the 2008–9 Financial Crisis,” The Quarterly Journal of Economics, 129, 1 – 59.; Coimbra, N., and H. Rey ( 2017 ): “ Financial Cycles With Heterogeneous Intermediaries,” Tech. report, National Bureau of Economic Research.; Coppola, A., M. Maggiori, B. Neiman, and J. Schreger ( 2020 ): “ Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens,” Tech. report, National Bureau of Economic Research.; Correa, R., W. Du, and G. Y. Liao ( 2020 ): “ US Banks and Global Liquidity,” Tech. report, National Bureau of Economic Research.; Coval, J., and E. Stafford ( 2007 ): “ Asset Fire Sales (and Purchases) in Equity Markets,” Journal of Financial Economics, 86, 479 – 512.; Cruces, J. J., M. Buscaglia, and J. Alonso ( 2002 ): “ The Term Structure of Country Risk and Valuation in Emerging Markets,” Working Papers 46, Universidad de San Andres, Departamento de Economia.; Devereux, M. B., and J. Yetman ( 2010 ): “ Leverage Constraints and the International Transmission of Shocks,” Journal of Money, Credit and Banking, 42, 71 – 105.; Du, W., B. M. Hébert, and A. W. Huber ( 2019 ): “ Are Intermediary Constraints Priced? ” Tech. report, National Bureau of Economic Research.; Forbes, K. J., and R. Rigobon ( 2002 ): “ No Contagion, Only Interdependence: Measuring Stock Market Comovements,” The Journal of Finance, 57, 2223 – 2261.; Gabaix, X., and M. Maggiori ( 2015 ): “ International Liquidity and Exchange Rate Dynamics,” The Quarterly Journal of Economics, 130, 1369 – 1420.; García-Cicco, J., R. Pancrazi, and M. Uribe ( 2010 ): “ Real Business Cycles in Emerging Countries? ” The American Economic Review, 100, 2510 – 2531.; Gelos, R. G., R. Sahay, and G. Sandleris ( 2011 ): “ Sovereign Borrowing by Developing Countries: What Determines Market Access? ” Journal of International Economics, 83, 243 – 254.; Gertler, M., and N. Kiyotaki ( 2010 ): “ Financial Intermediation and Credit Policy in Business Cycle Analysis,” Handbook of Monetary Economics, 3, 547 – 599.; Gomes, J. F. ( 2001 ): “ Financing Investment,” American Economic Review, 91, 1263 – 1285.; Gourinchas, P.-O., and H. Rey ( 2007 ): “ International Financial Adjustment,” Journal of Political Economy, 115, 665 – 703.; Harrington, S. E. ( 2009 ): “ The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation,” Journal of Risk and Insurance, 76, 785 – 819.
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18Dissertation/ Thesis
المؤلفون: Martin, Carolin
المساهمون: Westerhoff, Frank H., Proano, Christian R., Milaković, Mishael
مصطلحات موضوعية: Immobilienmärkte, heterogene Erwartungen, Geld- und Fiskalpolitik, nichtlineare Dynamiken, begrenzte Rationalität und Lernverhalten, housing markets, boom-bust dynamics, policy experiments, extrapolative and regressive expectations, heterogeneous agent models
Time: 330
Relation: #PLACEHOLDER_PARENT_METADATA_VALUE#; https://fis.uni-bamberg.de/handle/uniba/56642; urn:nbn:de:bvb:473-irb-566420
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19Report
المؤلفون: Parra-Alvarez, Juan Carlos, Posch, Olaf, Wang, Mu-Chun
مصطلحات موضوعية: ddc:330, C10, C13, C63, E21, E24, heterogeneous agent models, continuous-time, Fokker-Planck equations, identification, maximum likelihood
Relation: Series: CESifo Working Paper; No. 6717; gbv-ppn:1003833888; http://hdl.handle.net/10419/172993; RePec:ces:ceswps:_6717
الاتاحة: http://hdl.handle.net/10419/172993
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20Academic Journal
المؤلفون: Legrand, François, Ragot, Xavier
المساهمون: EMLyon Business School (EM), Observatoire français des conjonctures économiques (Sciences Po) (OFCE), Sciences Po (Sciences Po), Paris-Jourdan Sciences Economiques (PSE), École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Institut National de la Recherche Agronomique (INRA)-École des hautes études en sciences sociales (EHESS)-École nationale des ponts et chaussées (ENPC)-Centre National de la Recherche Scientifique (CNRS), Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École nationale des ponts et chaussées (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)
المصدر: ISSN: 0938-2259.
مصطلحات موضوعية: incomplete markets, heterogeneous agent models, imperfect risk sharing, derivative assets, JEL: G - Financial Economics/G.G1 - General Financial Markets, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
Relation: info:eu-repo/semantics/altIdentifier/hdl/2441/1p7ctioc2n80gp0icks5dssdsa; SCIENCESPO: 2441/1p7ctioc2n80gp0icks5dssdsa
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