[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Simulation estimation of time-series models. (1991). Ingram, Beth ; Lee, Bong-Soo.
In: Journal of Econometrics.
RePEc:eee:econom:v:47:y:1991:i:2-3:p:197-205.

Full description at Econpapers || Download paper

Cited: 244

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asset prices in a production network. (2024). Ruge-Murcia, Francisco.
    In: European Economic Review.
    RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801.

    Full description at Econpapers || Download paper

  2. The Art and Science of Monetary and Fiscal Policies in Chile. (2023). Valdes, Rodrigo ; Toni, Emiliano ; Medina, Juan Pablo.
    In: MPRA Paper.
    RePEc:pra:mprapa:117198.

    Full description at Econpapers || Download paper

  3. Monetary policy & anchored expectations—An endogenous gain learning model. (2023). Gáti, Laura ; Gati, Laura.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:140:y:2023:i:s:p:s37-s47.

    Full description at Econpapers || Download paper

  4. Social learning in a network model of Covid-19. (2023). Schasfoort, Joeri ; Koziol, Tina ; Georg, Co-Pierre ; du Rand, Gideon ; Davids, Allan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:213:y:2023:i:c:p:271-304.

    Full description at Econpapers || Download paper

  5. Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

    Full description at Econpapers || Download paper

  6. Interaction effects in the adjustment cost function of firms. (2023). Amundsen, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002731.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. Speculation, Sentiment, and Interest Rates. (2022). Whelan, Paul ; Buraschi, Andrea.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2308-2329.

    Full description at Econpapers || Download paper

  9. Product market strategy and corporate policies. (2022). Nikolov, Boris ; Hajda, Jakub.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:3:p:932-964.

    Full description at Econpapers || Download paper

  10. Foreign investment of US multinationals: The effect of tax policy and agency conflicts.. (2022). Levine, Oliver ; Glover, Brent ; Albertus, James F.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:144:y:2022:i:1:p:298-327.

    Full description at Econpapers || Download paper

  11. Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen.
    In: Papers.
    RePEc:arx:papers:2203.10683.

    Full description at Econpapers || Download paper

  12. Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Chen, Zhenxi ; Ru, Jing.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

    Full description at Econpapers || Download paper

  13. Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

    Full description at Econpapers || Download paper

  14. Estimation of endogenously sampled time series: The case of commodity price speculation in the steel market. (2021). Hall, George ; Rust, John.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:219-243.

    Full description at Econpapers || Download paper

  15. Is the IT revolution over? An asset pricing view. (2020). Ward, Colin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:114:y:2020:i:c:p:283-316.

    Full description at Econpapers || Download paper

  16. Learning, parameter variability, and swings in US macroeconomic dynamics. (2020). Vázquez, Jesús ; Vazquez, Jesus ; Aguirre, Idoia.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030166x.

    Full description at Econpapers || Download paper

  17. Does Costly Reversibility Matter for U.S. Public Firms?. (2019). Zhang, Lu ; Xue, Chen ; Rica, E ; Bai, Hang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26372.

    Full description at Econpapers || Download paper

  18. Financing intangible capital. (2019). Xiaolan, Mindy Z ; Sun, QI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:3:p:564-588.

    Full description at Econpapers || Download paper

  19. Financing intangible capital. (2019). Xiaolan, Mindy Z ; Sun, QI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:472-496.

    Full description at Econpapers || Download paper

  20. A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques.
    In: Papers.
    RePEc:arx:papers:1902.01456.

    Full description at Econpapers || Download paper

  21. .

    Full description at Econpapers || Download paper

  22. Competitive moment matching of a New-Keynesian and an Old-Keynesian model. (2018). Franke, Reiner.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0181-0.

    Full description at Econpapers || Download paper

  23. Asset Prices in a Small Production Network. (2018). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:02-2018.

    Full description at Econpapers || Download paper

  24. Job Finding and Inflow to Unemployment: The Case of Iran. (2018). Shadkar, Mohammad Saeid ; Rahmati, Mohammad Hossein ; Ebadi, Jafar ; Hadadmoghadam, Malihe.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:4:p:491-499.

    Full description at Econpapers || Download paper

  25. Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

    Full description at Econpapers || Download paper

  26. In search of ideas: Technological innovation and executive pay inequality. (2018). Papanikolaou, Dimitris ; Frydman, Carola.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:1:p:1-24.

    Full description at Econpapers || Download paper

  27. Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

    Full description at Econpapers || Download paper

  28. Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

    Full description at Econpapers || Download paper

  29. Penalized indirect inference. (2018). Blasques, Francisco ; Duplinskiy, Artem .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:205:y:2018:i:1:p:34-54.

    Full description at Econpapers || Download paper

  30. Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data. (2018). Nilsen, Øivind ; Vange, Magne.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7145.

    Full description at Econpapers || Download paper

  31. Modeling consumer confidence and its role for expectation formation: A horse race. (2017). Sacht, Stephen ; Jang, Tae-Seok.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201704.

    Full description at Econpapers || Download paper

  32. Extreme Events and Optimal Monetary Policy. (2017). Ruge-Murcia, Francisco ; Kim, Jinill.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:605.

    Full description at Econpapers || Download paper

  33. Global Macro Risks in Currency Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23764.

    Full description at Econpapers || Download paper

  34. Productivity, Taxation and Evasion: An Analysis of the Determinants of the Informal Economy. (2017). Vasilev, Aleksandar ; Kocharkov, Georgi ; Di Nola, Alessandro.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1704.

    Full description at Econpapers || Download paper

  35. U.S. multinationals and cash holdings. (2017). Gu, Tiantian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:2:p:344-368.

    Full description at Econpapers || Download paper

  36. Diversification and cash dynamics. (2017). Bakke, Tor-Erik ; Gu, Tiantian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:3:p:580-601.

    Full description at Econpapers || Download paper

  37. Countercyclical Elasticity of Substitution. (2017). Santaeulalia-Llopis, Raul ; Koh, Dongya.
    In: Working Papers.
    RePEc:bge:wpaper:946.

    Full description at Econpapers || Download paper

  38. CORPORATE CASH HOLDINGS AND CREDIT LINE USAGE. (2016). Moyen, Nathalie ; Boileau, Martin.
    In: International Economic Review.
    RePEc:wly:iecrev:v:57:y:2016:i:4:p:1481-1506.

    Full description at Econpapers || Download paper

  39. Financing Intangible Capital. (2016). Zhang, Mindy X ; Sun, QI.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:230.

    Full description at Econpapers || Download paper

  40. Credit and Firm-Level Volatility of Employment. (2016). Quadrini, Vincenzo.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1254.

    Full description at Econpapers || Download paper

  41. Intensity of default in sovereign bonds: Estimation of an unobservable process. (2016). Otero, Karina V.
    In: MPRA Paper.
    RePEc:pra:mprapa:86782.

    Full description at Econpapers || Download paper

  42. Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21862.

    Full description at Econpapers || Download paper

  43. Intermittent Price Changes in Production Plants: Empirical Evidence using Monthly Data. (2016). Nilsen, Øivind ; Vange, Magne.
    In: Discussion Paper Series in Economics.
    RePEc:hhs:nhheco:2016_022.

    Full description at Econpapers || Download paper

  44. Aggregate external financing and savings waves. (2016). Eisfeldt, Andrea L ; Muir, Tyler.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:116-133.

    Full description at Econpapers || Download paper

  45. Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-527.

    Full description at Econpapers || Download paper

  46. A heterogeneous agent exchange rate model with speculators and non-speculators. (2016). Elias, Christopher.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:203-223.

    Full description at Econpapers || Download paper

  47. Asset pricing with expectation shocks. (2016). Elias, Christopher.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:65:y:2016:i:c:p:68-82.

    Full description at Econpapers || Download paper

  48. Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching. (2016). Sacht, Stephen ; Jang, Tae-Seok .
    In: Metroeconomica.
    RePEc:bla:metroe:v:67:y:2016:i:1:p:76-113.

    Full description at Econpapers || Download paper

  49. Global Macro Risks in Currency Excess Returns. (2016). Mark, Nelson ; Berg, Kimberly.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-32.

    Full description at Econpapers || Download paper

  50. Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:37.

    Full description at Econpapers || Download paper

  51. Is a Dream Deferred a Dream Denied? College Enrollment and Time-Varying Opportunity Costs. (2015). Perez-Arce, Francisco.
    In: Journal of Labor Economics.
    RePEc:ucp:jlabec:doi:10.1086/677390.

    Full description at Econpapers || Download paper

  52. Penalized Indirect Inference. (2015). Blasques, Francisco ; Duplinskiy, Artem .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150009.

    Full description at Econpapers || Download paper

  53. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2015/02.

    Full description at Econpapers || Download paper

  54. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-042.

    Full description at Econpapers || Download paper

  55. In Search of Ideas: Technological Innovation and Executive Pay Inequality. (2015). Papanikolaou, Dimitris ; Frydman, Carola.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21795.

    Full description at Econpapers || Download paper

  56. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

    Full description at Econpapers || Download paper

  57. Through the looking glass: Indirect inference via simple equilibria. (2015). Calvet, Laurent ; Czellar, Veronika .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:343-358.

    Full description at Econpapers || Download paper

  58. Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.

    Full description at Econpapers || Download paper

  59. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11032.

    Full description at Econpapers || Download paper

  60. Likelihood Ratio Based Tests for Markov Regime Switching. (2015). Qu, Zhongjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-003.

    Full description at Econpapers || Download paper

  61. Animal spirits and the business cycle: Empirical evidence from moment matching. (2014). Sacht, Stephen ; Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201406.

    Full description at Econpapers || Download paper

  62. Equity market misvaluation, financing, and investment. (2014). Whited, Toni ; Warusawitharana, Missaka .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:95.

    Full description at Econpapers || Download paper

  63. Aggregate External Financing and Savings Waves. (2014). Eisfeldt, Andrea ; Muir, Tyler.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20442.

    Full description at Econpapers || Download paper

  64. What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies. (2014). Xu, Zhiwei ; Wen, Yi ; Wang, Pengfei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:44:y:2014:i:c:p:196-217.

    Full description at Econpapers || Download paper

  65. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:172077.

    Full description at Econpapers || Download paper

  66. Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model. (2013). Franke, Reiner.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79988.

    Full description at Econpapers || Download paper

  67. Foreign Customer Accumulation and Export Dynamics. (2013). Tjaden, Volker .
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:062013.

    Full description at Econpapers || Download paper

  68. Is A Dream Deferred a Dream Denied? College Enrollment and Time-Varying Opportunity Costs. (2013). Perez-Arce, Francisco.
    In: Working Papers.
    RePEc:ran:wpaper:wr-843-1.

    Full description at Econpapers || Download paper

  69. The influence of decision costs on investments in Individual Savings Accounts. (2013). vandeVen, Justin ; van de Ven, Justin .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:407.

    Full description at Econpapers || Download paper

  70. Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach. (2013). vandeVen, Justin ; van de Ven, Justin .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:406.

    Full description at Econpapers || Download paper

  71. Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach. (2013). van de Ven, Justin ; Lucchino, Paolo ; vandeVen, Justin.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:11169.

    Full description at Econpapers || Download paper

  72. Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A Cross-Sectional Approach. (2013). van de Ven, Justin ; Lucchino, Paolo ; vandeVen, Justin.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2013n21.

    Full description at Econpapers || Download paper

  73. Equity market misvaluation, financing, and investment. (2013). Whited, Toni ; Warusawitharana, Missaka.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-78.

    Full description at Econpapers || Download paper

  74. A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics. (2013). Gospodinov, Nikolay ; Dabbous, Amal ; Assa, Hirbod.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-08.

    Full description at Econpapers || Download paper

  75. Generalized Method of Moments estimation of DSGE models. (2013). Ruge-Murcia, Francisco J..
    In: Chapters.
    RePEc:elg:eechap:14327_20.

    Full description at Econpapers || Download paper

  76. The expected real return to equity. (2013). Warusawitharana, Missaka.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1929-1946.

    Full description at Econpapers || Download paper

  77. On the informational role of term structure in the US monetary policy rule. (2013). Vázquez, Jesús ; Vazquez, Jesus ; Maria-Dolores, Ramon ; Londoo, Juan-Miguel .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1852-1871.

    Full description at Econpapers || Download paper

  78. Inter-generational effect of parental time and its policy implications. (2013). Zhu, Guozhong ; Vural, Gulfer .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1833-1851.

    Full description at Econpapers || Download paper

  79. Measuring high-frequency income risk from low-frequency data. (2013). Telyukova, Irina ; Klein, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:3:p:535-542.

    Full description at Econpapers || Download paper

  80. Trade Shocks and Factor Adjustment Frictions: Implications for Investment and Labor.. (2013). Bet, German ; Artu, Erhan ; Porto, Guido ; Brambilla, Irene.
    In: IIE, Working Papers.
    RePEc:akh:wpaper:101.

    Full description at Econpapers || Download paper

  81. Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
    RePEc:zbw:vfsc12:62071.

    Full description at Econpapers || Download paper

  82. Identification of animal spirits in a bounded rationality model: An application to the euro area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1798.

    Full description at Econpapers || Download paper

  83. Identification of animal spirits in a bounded rationality model: An application to the euro area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201212.

    Full description at Econpapers || Download paper

  84. Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior. (2012). Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201207.

    Full description at Econpapers || Download paper

  85. Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436.

    Full description at Econpapers || Download paper

  86. Inter-generational effect of parental time and its policy implications. (2012). Zhu, Guozhong ; Vuralz, Gulfer .
    In: MPRA Paper.
    RePEc:pra:mprapa:40670.

    Full description at Econpapers || Download paper

  87. Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok .
    In: MPRA Paper.
    RePEc:pra:mprapa:39669.

    Full description at Econpapers || Download paper

  88. Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: MPRA Paper.
    RePEc:pra:mprapa:37399.

    Full description at Econpapers || Download paper

  89. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:17-2012.

    Full description at Econpapers || Download paper

  90. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2012-14.

    Full description at Econpapers || Download paper

  91. Analysis of Numerical Errors. (2012). Peralta-Alva, Adrian ; Peralta -Alva, Adrian ; SANTOS, MANUEL S..
    In: Working Papers.
    RePEc:mia:wpaper:2012-6.

    Full description at Econpapers || Download paper

  92. Analysis of numerical errors. (2012). Peralta-Alva, Adrian ; Peralta -Alva, Adrian ; SANTOS, MANUEL S..
    In: Working Papers.
    RePEc:fip:fedlwp:2012-062.

    Full description at Econpapers || Download paper

  93. What inventories tell us about aggregate fluctuations -- a tractable approach to (S,s) policies. (2012). Wang, Pengfei.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-059.

    Full description at Econpapers || Download paper

  94. The Effect of Data Revisions on the Basic New Keynesian Model. (2012). Perez, Jesus Vazquez ; Maria-Dolores, Ramon ; Londoo, Juan M..
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:8760.

    Full description at Econpapers || Download paper

  95. The Effect of Data Revisions on the Basic New Keynesian Model. (2012). Vázquez, Jesús ; Vazquez, Jesus ; Maria-Dolores, Ramon ; Londoo, Juan M..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:24:y:2012:i:c:p:235-249.

    Full description at Econpapers || Download paper

  96. What explains the lagged-investment effect?. (2012). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:4:p:370-380.

    Full description at Econpapers || Download paper

  97. Estimation of dynamic models with nonparametric simulated maximum likelihood. (2012). Shin, Yongseok ; Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:76-94.

    Full description at Econpapers || Download paper

  98. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211.

    Full description at Econpapers || Download paper

  99. Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles. (2012). Ruge-Murcia, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:6:p:914-938.

    Full description at Econpapers || Download paper

  100. Indirect estimation of agent-based models.An application to a simple diffusion model.. (2012). Richiardi, Matteo ; Grazzini, Jakob ; Sella, Lisa.
    In: LABORatorio R. Revelli Working Papers Series.
    RePEc:cca:wplabo:118.

    Full description at Econpapers || Download paper

  101. Commodity Price Adjustment in a Competitive Storage Model with an Application to the US Biofuel Policies. (2012). Roberts, Michael ; Tran, Nam A..
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124869.

    Full description at Econpapers || Download paper

  102. Estimating Micromotives from Macrobehavior. (2011). Grazzini, Jakob ; Jakob, Grazzini .
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201111.

    Full description at Econpapers || Download paper

  103. Dissent in Monetary Policy Decisions. (2011). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Working Paper series.
    RePEc:rim:rimwps:27_11.

    Full description at Econpapers || Download paper

  104. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2011). Ruge-Murcia, Francisco.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:237.

    Full description at Econpapers || Download paper

  105. Is A Dream Deferred a Dream Denied?: College Enrollment and Labor Market Search. (2011). Perez-Arce, Francisco.
    In: Working Papers.
    RePEc:ran:wpaper:843.

    Full description at Econpapers || Download paper

  106. Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry. (2011). Tastan, Huseyin ; Tatan, Huseyin .
    In: MPRA Paper.
    RePEc:pra:mprapa:34302.

    Full description at Econpapers || Download paper

  107. Dissent in Monetary Policy Decisions. (2011). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Cahiers de recherche.
    RePEc:mtl:montec:06-2011.

    Full description at Econpapers || Download paper

  108. Dissent in Monetary Policy Decisions. (2011). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2011-05.

    Full description at Econpapers || Download paper

  109. The expected real return to equity. (2011). .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-14.

    Full description at Econpapers || Download paper

  110. A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model. (2011). van de Ven, Justin ; Callan, Tim ; vandeVen, Justin.
    In: Papers.
    RePEc:esr:wpaper:wp400.

    Full description at Econpapers || Download paper

  111. Capital structure dynamics and transitory debt. (2011). Whited, Toni ; Deangelo, Harry.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:2:p:235-261.

    Full description at Econpapers || Download paper

  112. Plant vintages, grandfathering, and environmental policy. (2011). Heutel, Garth.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:61:y:2011:i:1:p:36-51.

    Full description at Econpapers || Download paper

  113. A structural dynamic microsimulation model of household savings and labour supply. (2011). van de Ven, Justin ; vandeVen, Justin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2054-2070.

    Full description at Econpapers || Download paper

  114. Dissent in Monetary Policy Decisions. (2011). Riboni, Alessandro ; Ruge-Murcia, Francesco .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7718.

    Full description at Econpapers || Download paper

  115. What Explains the Lagged Investment Effect?. (2011). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8309.

    Full description at Econpapers || Download paper

  116. Consistent Estimation of Agent Based Models. (2011). Grazzini, Jakob.
    In: LABORatorio R. Revelli Working Papers Series.
    RePEc:cca:wplabo:110.

    Full description at Econpapers || Download paper

  117. Utility-based pricing of weather derivatives. (2010). Hamisultane, Helene.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:16:y:2010:i:6:p:503-525.

    Full description at Econpapers || Download paper

  118. Labor wedges and open economy puzzles. (2010). Karabarbounis, Loukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:31370.

    Full description at Econpapers || Download paper

  119. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2010). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:19-2010.

    Full description at Econpapers || Download paper

  120. Estimating Nonlinear DSGE Models by the Simulated Method of Moments. (2010). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2010-10.

    Full description at Econpapers || Download paper

  121. On the Informational Role of Term Structure in the U.S. Monetary Policy Rule. (2010). Londoo, Juan Miguel ; Maria-Dolores, Ramon ; Perez, Jesus Vazquez .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6573.

    Full description at Econpapers || Download paper

  122. Perfect simulation of stationary equilibria. (2010). Stachurski, John ; Nishimura, Kazuo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:577-584.

    Full description at Econpapers || Download paper

  123. Consistency properties of a simulation-based estimator for dynamic processes. (2010). SANTOS, MANUEL S..
    In: Papers.
    RePEc:arx:papers:1001.2173.

    Full description at Econpapers || Download paper

  124. An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play. (2009). Gonzalez-Astudillo, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:19153.

    Full description at Econpapers || Download paper

  125. On the informational role of term structure in the US monetary policy rule. (2009). Vázquez, Jesús ; Maria-Dolores, Ramón ; Londoo, Juan M..
    In: UMUFAE Economics Working Papers.
    RePEc:mur:wpaper:4699.

    Full description at Econpapers || Download paper

  126. Sectoral Price Rigidity and Aggregate Dynamics. (2009). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montec:01-2009.

    Full description at Econpapers || Download paper

  127. Corporate Cash Savings: Precaution versus Liquidity. (2009). Boileau, Martin ; Moyen, Nathalie .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0953.

    Full description at Econpapers || Download paper

  128. Sectoral Price Rigidity and Aggregate Dynamics. (2009). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0906.

    Full description at Econpapers || Download paper

  129. How much inflation is necessary to grease the wheels?. (2009). Ruge-Murcia, Francisco ; Kim, Jinill.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:3:p:365-377.

    Full description at Econpapers || Download paper

  130. Applying the method of simulated moments to estimate a small agent-based asset pricing model. (2009). Franke, Reiner.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:804-815.

    Full description at Econpapers || Download paper

  131. Inside money, credit, and investment. (2009). Dressler, Scott ; Li, Victor E..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:970-984.

    Full description at Econpapers || Download paper

  132. Costos De Inflación En Un Modelo De Búsqueda Monetaria Con Formación Endógena De Precios: El Caso Colombiano. (2009). Parra Cely, Sergio.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:006895.

    Full description at Econpapers || Download paper

  133. Term structure and the estimated monetary policy rule in the Eurozone. (2008). Vázquez, Jesús ; Maria-Dolores, Ramón.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:10:y:2008:i:4:p:251-277.

    Full description at Econpapers || Download paper

  134. Credit Rationing, Risk Aversion and Industrial Evolution in Developing Countries. (2008). Utar, Hale ; Tybout, James ; Bond, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14116.

    Full description at Econpapers || Download paper

  135. Investment and Value: A Neoclassical Benchmark. (2008). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13866.

    Full description at Econpapers || Download paper

  136. Identifying Adjustment Costs of Net and Gross Employment Changes. (2008). Nilsen, Øivind ; Ejarque, Joao.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3703.

    Full description at Econpapers || Download paper

  137. Investment and Value: A Neoclassical Benchmark. (2008). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
    In: Cahiers de recherche.
    RePEc:iea:carech:0803.

    Full description at Econpapers || Download paper

  138. Identifying Adjustment Costs of Net and Gross Employment Changes. (2008). Nilsen, Øivind ; Ejarque, Joo Miguel .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:8924.

    Full description at Econpapers || Download paper

  139. Term Structure and the Estimated Monetary Policy Rule in the Eurozone. (2008). Perez, Jesus Vazquez ; Maria-Dolores, Ramon .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6654.

    Full description at Econpapers || Download paper

  140. Limited participation and exchange rate dynamics: Does theory meet the data?. (2008). Sopraseuth, Thepthida ; Karamé, Frédéric ; Karame, Frederic ; Patureau, Lise.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:4:p:1041-1087.

    Full description at Econpapers || Download paper

  141. Investment and Value: A Neoclassical Benchmark. (2008). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6737.

    Full description at Econpapers || Download paper

  142. Term structure and the estimated monetary policy rule in the eurozone. (2008). Vázquez, Jesús ; Maria-Dolores, Ramón ; Vazquez, Jesus.
    In: Working Papers.
    RePEc:bde:wpaper:0827.

    Full description at Econpapers || Download paper

  143. Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Shin, Yongseok ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-58.

    Full description at Econpapers || Download paper

  144. Fiscal Policy in an Estimated Model of the European Monetary Union. (2007). Eyquem, Aurélien.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:200705.

    Full description at Econpapers || Download paper

  145. Identifying Adjustment Costs of Net and Gross Employment Changes. (2007). Nilsen, Øivind ; Ejarque, Joao M.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:670.

    Full description at Econpapers || Download paper

  146. Labor Adjustment Costs in a Panel of Establishments: A Structural Approach. (2007). Portugal, Pedro ; Ejarque, Jo o.
    In: Working Papers.
    RePEc:ptu:wpaper:w200716.

    Full description at Econpapers || Download paper

  147. Inside Money, Credit, and Investment. (2007). Dressler, Scott ; Li, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:1734.

    Full description at Econpapers || Download paper

  148. The Impact of Uncertainty Shocks. (2007). bloom, nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13385.

    Full description at Econpapers || Download paper

  149. How Much Inflation is Necessary to Grease the Wheels?. (2007). Ruge-Murcia, Francisco ; Kim, Jinill.
    In: Cahiers de recherche.
    RePEc:mtl:montec:11-2007.

    Full description at Econpapers || Download paper

  150. How Much Inflation is Necessary to Grease the Wheels?. (2007). Ruge-Murcia, Francisco ; Kim, Jinill.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2007-10.

    Full description at Econpapers || Download paper

  151. Consistency Properties of a Simulation-Based Estimator for Dynamic Processes. (2007). Santos, Manuel .
    In: Working Papers.
    RePEc:mia:wpaper:0705.

    Full description at Econpapers || Download paper

  152. Labor Adjustment Costs in a Panel of Establishments: A Structural Approach. (2007). Portugal, Pedro ; Ejarque, João.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3091.

    Full description at Econpapers || Download paper

  153. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

    Full description at Econpapers || Download paper

  154. Methods to estimate dynamic stochastic general equilibrium models. (2007). Ruge-Murcia, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2599-2636.

    Full description at Econpapers || Download paper

  155. Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential. (2006). Moh, Young-Kyu.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:21:p:2523-2533.

    Full description at Econpapers || Download paper

  156. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules. (2006). Vázquez, Jesús ; Maria-Dolores, Ramón.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:6.

    Full description at Econpapers || Download paper

  157. Lumpy Investment in Dynamic General Equilibrium. (2006). Engel, Eduardo ; Caballero, Ricardo ; Bachmann, Ruediger.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:775.

    Full description at Econpapers || Download paper

  158. Modelling income processes with lots of heterogeneity. (2006). Ejrnæs, Mette ; Browning, Martin ; Alvarez, Javaier ; Ejrnaes, Mette .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:285.

    Full description at Econpapers || Download paper

  159. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6652.

    Full description at Econpapers || Download paper

  160. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:2006.06.

    Full description at Econpapers || Download paper

  161. The impact of uncertainty shocks: firm level estimation and a 9/11 simulation. (2006). bloom, nicholas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:19867.

    Full description at Econpapers || Download paper

  162. A comparison of the Japanese and U.S. business cycles. (2006). Sudo, Nao ; Okada, Toshihiro ; Esteban-Pretel, Julen ; Braun, Anton R..
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:18:y:2006:i:4:p:441-463.

    Full description at Econpapers || Download paper

  163. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000849.

    Full description at Econpapers || Download paper

  164. Econometrics: A Bird’s Eye View. (2006). Pesaran, M ; Geweke, John ; Horowitz, Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1870.

    Full description at Econpapers || Download paper

  165. The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation. (2006). bloom, nicholas.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0718.

    Full description at Econpapers || Download paper

  166. Modeling Firm Dynamics to Identify the Cost of Financing Constraints in Ghanaian Manufacturing. (2005). Schundeln, Matthias .
    In: Proceedings of the German Development Economics Conference, Kiel 2005.
    RePEc:zbw:gdec05:3502.

    Full description at Econpapers || Download paper

  167. On the Cyclicality of Labor Market Mismatch and Aggregate Employment Flows. (2005). Tasci, Murat ; Beauchemin, Kenneth.
    In: Discussion Papers.
    RePEc:nya:albaec:05-01.

    Full description at Econpapers || Download paper

  168. Futures Prices in a Production Economy with Investment Constraints. (2005). Yaron, Amir ; Kogan, Leonid ; Livdan, Dmitry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11509.

    Full description at Econpapers || Download paper

  169. The Transmission of Monetary Policy in a Multi-Sector Economy. (2005). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2005-16.

    Full description at Econpapers || Download paper

  170. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach. (2005). Perez, Jesus Vazquez ; Maria-Dolores, Ramon .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6650.

    Full description at Econpapers || Download paper

  171. How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach. (2005). Maria-Dolores, Ramón ; Vazquez, Jesus.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200513.

    Full description at Econpapers || Download paper

  172. Simulated nonparametric estimation of dynamic models with applications to finance. (2005). Mele, Antonio ; Altissimo, Filippo .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24658.

    Full description at Econpapers || Download paper

  173. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:2:p:265-296.

    Full description at Econpapers || Download paper

  174. La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile. (2004). Gonzalez-Astudillo, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:309.

    Full description at Econpapers || Download paper

  175. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-001.

    Full description at Econpapers || Download paper

  176. Estimating nonlinear dynamic equilibrium economies: a likelihood approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-1.

    Full description at Econpapers || Download paper

  177. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2004). SANTOS, MANUEL S..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:40:y:2004:i:3-4:p:465-491.

    Full description at Econpapers || Download paper

  178. Switching equilibria: the present value model for stock prices revisited. (2004). Vázquez, Jesús ; Gutiérrez, María-José.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:11:p:2297-2325.

    Full description at Econpapers || Download paper

  179. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:762.

    Full description at Econpapers || Download paper

  180. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9948.

    Full description at Econpapers || Download paper

  181. Limited participation and exchange rate dynamics : does theory meet the data ?. (2003). Sopraseuth, Thepthida ; Patureau, Lise ; Karamé, Frédéric ; Karame, Frederic.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:v04013.

    Full description at Econpapers || Download paper

  182. A structural model of aggregate US job flows: another look. (2003). Schmidt-Dengler, Philipp.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:113-118.

    Full description at Econpapers || Download paper

  183. Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?. (2003). Sopraseuth, Thepthida ; Patureau, Lise ; Karamé, Frédéric ; Karame, Frederic.
    In: Documents de recherche.
    RePEc:eve:wpaper:03-15.

    Full description at Econpapers || Download paper

  184. Structural change tests for simulated method of moments. (2003). Guay, Alain ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:115:y:2003:i:1:p:91-123.

    Full description at Econpapers || Download paper

  185. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2003). SANTOS, MANUEL S..
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we034716.

    Full description at Econpapers || Download paper

  186. MECANISMO DE COBERTURA PARA EL RIESGO DE TASA DE INTERÉS REAL DE LOS BANCOS HIPOTECARIOS COLOMBIANOS. (2003). Vásquez, Diego.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:003189.

    Full description at Econpapers || Download paper

  187. Hedging Alternatives for the Mortgage Stabilization Fund (FRENCH): European Cap Options for the Real Interest Rate. (2003). Vásquez, Diego ; Zea, Camilo.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002786.

    Full description at Econpapers || Download paper

  188. Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes. (2003). Wilfling, Bernd.
    In: German Economic Review.
    RePEc:bla:germec:v:4:y:2003:i::p:433-457.

    Full description at Econpapers || Download paper

  189. Hedging Alternatives for the Mortgage Stabilization Fund (FRECH) European Cap Options for the Real Interest Rate. (2003). Vásquez, Diego ; Zea, Camilo ; Vasquez, Diego .
    In: Borradores de Economia.
    RePEc:bdr:borrec:265.

    Full description at Econpapers || Download paper

  190. Crecimiento Económico y Concentración Original del Ingreso: Experiencias Internacionales desde 1820. (2003). Vásquez, Diego ; Vasquez, Diego .
    In: Borradores de Economia.
    RePEc:bdr:borrec:237.

    Full description at Econpapers || Download paper

  191. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:02/03.

    Full description at Econpapers || Download paper

  192. The Role of Simulation Methods in Macroeconomics. (2002). Novales, Alfonso.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:0227.

    Full description at Econpapers || Download paper

  193. Does the Lucas critique apply during hyperinflation?: empirical evidence from four hyperinflationary episodes. (2002). Vázquez, Jesús.
    In: Applied Economics.
    RePEc:taf:applec:v:34:y:2002:i:11:p:1389-1397.

    Full description at Econpapers || Download paper

  194. Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market. (2002). Rust, John ; Hall, George.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0278.

    Full description at Econpapers || Download paper

  195. A structural model of US aggregate job flows. (2002). Langot, Francois ; Fève, Patrick ; Collard, Fabrice ; Perraudin, Corinne.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:3:p:197-223.

    Full description at Econpapers || Download paper

  196. Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data. (2002). VE, PATRICK F ; Fve, Patrick .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2002:i:11:p:1-13.

    Full description at Econpapers || Download paper

  197. Simulated Score Methods and Indirect Inference for Continuous-time Models. (2002). Tauchen, George ; Gallant, A..
    In: Working Papers.
    RePEc:duk:dukeec:02-09.

    Full description at Econpapers || Download paper

  198. Methods to Estimate Dynamic Stochastic General Equilibrium Models. (2002). Ruge-Murcia, Francisco.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt4fc8x822.

    Full description at Econpapers || Download paper

  199. The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?. (2001). Vázquez, Jesús ; Gutiérrez, María-José ; Jesús Vázquez, ; María José Gutiérrez, .
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:01-03.

    Full description at Econpapers || Download paper

  200. On the mean-reverting properties of target zone exchange rates: a cautionary note. (2001). Taylor, Mark ; Iannizzotto, Matteo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:1:p:117-129.

    Full description at Econpapers || Download paper

  201. THE CHANGING BEHAVIOR OF THE TERM STRUCTURE OF POST-WAR U.S. INTEREST RATES AND CHANGES IN THE FEDERAL RESERVE CHAIRMAN: IS THERE A LINK?. (2001). Vázquez, Jesús ; Gutiérrez, María-José ; Gutierrez, Maria-Jose ; Vazquez, Jesus.
    In: Working Papers.
    RePEc:aee:wpaper:0103.

    Full description at Econpapers || Download paper

  202. A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model. (2000). Zhou, Hao.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-45.

    Full description at Econpapers || Download paper

  203. Semi-parametric indirect inference. (2000). Renault, Eric ; Dridi, Ramdan .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6864.

    Full description at Econpapers || Download paper

  204. Simulated asymptotic least squares theory. (2000). Dridi, Ramdan .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6861.

    Full description at Econpapers || Download paper

  205. A Bayesian approach to dynamic macroeconomics. (2000). Whiteman, Charles ; Ingram, Beth ; DeJong, David.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:2:p:203-223.

    Full description at Econpapers || Download paper

  206. Estimating credibility in Colombias exchange-rate target zone. (2000). Galindo, Arturo.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:63:y:2000:i:2:p:473-484.

    Full description at Econpapers || Download paper

  207. Simulated Asymptotic Least Squares Theory. (2000). Dridi, Ramdan .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:396.

    Full description at Econpapers || Download paper

  208. Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:392.

    Full description at Econpapers || Download paper

  209. Intertemporal Choice and Consumption Mobility. (1999). Pistaferri, Luigi ; Jappelli, Tullio.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:23.

    Full description at Econpapers || Download paper

  210. Parameter estimation in stochastic scenario generation systems. (1999). Shetty, Bala ; Mulvey, John M. ; Rosenbaum, Daniel P..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:118:y:1999:i:3:p:563-577.

    Full description at Econpapers || Download paper

  211. The relative efficiency of method of moments estimators1. (1999). Tauchen, George ; Gallant, A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:92:y:1999:i:1:p:149-172.

    Full description at Econpapers || Download paper

  212. Twin-Peaks - What the Knowledge-Based Approach Can Say about the Dynamics of the World Income Distribution. (1999). Pyka, Andreas ; Krüger, Jens ; Cantner, Uwe ; Kruger, Jens J..
    In: Discussion Paper Series.
    RePEc:aug:augsbe:0189.

    Full description at Econpapers || Download paper

  213. Simulation based methods of moments in empirical finance. (1998). Breitung, Jörg ; Liesenfeld, Roman .
    In: Tübinger Diskussionsbeiträge.
    RePEc:zbw:tuedps:136.

    Full description at Econpapers || Download paper

  214. Simulation based methods of moments in empirical finance. (1998). Breitung, Jörg ; Liesenfeld, Roman .
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199859.

    Full description at Econpapers || Download paper

  215. The Objective Function Of Simulation Estimators Near The Boundary Of The Unstable Region Of The Parameter Space. (1998). Tauchen, George.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:80:y:1998:i:3:p:389-398.

    Full description at Econpapers || Download paper

  216. Interest rate expectations and the exchange rate. (1998). Mauleón, Ignacio ; Mauleon, Ignacio.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:4:y:1998:i:2:p:179-191:10.1007/bf02295489.

    Full description at Econpapers || Download paper

  217. Can a real business cycle model pass the Watson test?. (1998). Wen, Yi.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:42:y:1998:i:1:p:185-203.

    Full description at Econpapers || Download paper

  218. ESTIMATING CREDIBILITY IN COLOMBIAS EXCHANGE RATE TARGET ZONE. (1998). Galindo, Arturo.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002604.

    Full description at Econpapers || Download paper

  219. Balladurette and Juppette: A Discrete Analysis of Scrapping Subsidies. (1997). Cooper, Russell ; Adda, Jerome.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6048.

    Full description at Econpapers || Download paper

  220. Time to implement and aggregate fluctuations. (1997). Portier, Franck ; Langot, Francois ; Hairault, Jean-Olivier.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1997:i:1:p:109-121.

    Full description at Econpapers || Download paper

  221. Aggregate investment in a business cycle model with adjustment costs. (1997). Valles, Javier.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:21:y:1997:i:7:p:1181-1198.

    Full description at Econpapers || Download paper

  222. Variable labor adjustment costs and aggregate non linear dynamics. (1997). Fève, Patrick ; Collard, Fabrice ; Perraudin, Corinne.
    In: CEPREMAP Working Papers (Couverture Orange).
    RePEc:cpm:cepmap:9717.

    Full description at Econpapers || Download paper

  223. Some comments on the role of econometrics in economic theory. (1996). Eichenbaum, Martin.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1996:i:jan:p:22-31:n:v.20no.1.

    Full description at Econpapers || Download paper

  224. Stochastic fiscal policy and the Swedish business cycle. (1996). Klein, Paul ; Jonsson, Gunnar.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:38:y:1996:i:2:p:245-268.

    Full description at Econpapers || Download paper

  225. Estimating parameters of real business cycle models. (1996). Semmler, Willi ; Gong, Gang .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:30:y:1996:i:3:p:301-325.

    Full description at Econpapers || Download paper

  226. Reconciling the term structure of interest rates with the consumption-based ICAP model. (1996). Marrinan, Jane ; Canova, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:20:y:1996:i:4:p:709-750.

    Full description at Econpapers || Download paper

  227. Time to implement and aggregate fluctuations. (1996). Portier, Franck ; Langot, Francois ; Hairault, Jean-Olivier.
    In: CEPREMAP Working Papers (Couverture Orange).
    RePEc:cpm:cepmap:9606.

    Full description at Econpapers || Download paper

  228. The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation. (1995). Vázquez, Jesús.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:19:y:1995:i:2:p:269-289.

    Full description at Econpapers || Download paper

  229. Convergence in stochastic growth models The importance of understanding why income levels differ. (1995). Denhaan, Wouter ; den Haan, Wouter J..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:35:y:1995:i:1:p:65-82.

    Full description at Econpapers || Download paper

  230. Predicting excess returns in financial markets. (1995). Marrinan, Jane ; Canova, Fabio.
    In: European Economic Review.
    RePEc:eee:eecrev:v:39:y:1995:i:1:p:35-69.

    Full description at Econpapers || Download paper

  231. Nonparametric estimation of structural models for high-frequency currency market data. (1995). Tauchen, George ; Hussey, Robert ; Gallant, A. ; Bansal, Ravi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:66:y:1995:i:1-2:p:251-287.

    Full description at Econpapers || Download paper

  232. New Minimum Chi-Square Methods in Empirical Finance. (1995). Tauchen, George.
    In: Working Papers.
    RePEc:duk:dukeec:95-42.

    Full description at Econpapers || Download paper

  233. Liquidity constraints and time non-separable preferences: simulating models with large state spaces. (1995). Boucekkine, Raouf ; Adda, Jerome.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:3911.

    Full description at Econpapers || Download paper

  234. Can Speculative Trading Explain the Volume-Volatility Relation?. (1995). Viswanathan, S ; Foster, Frederick.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:13:y:1995:i:4:p:379-96.

    Full description at Econpapers || Download paper

  235. Classical Estimation Methods for LDV Models Using Simulation. (1993). Ruud, Paul ; hajivassiliou, vassilis.
    In: Econometrics.
    RePEc:wpa:wuwpem:9311002.

    Full description at Econpapers || Download paper

  236. Econometric Evaluation of Asset Pricing Models. (1993). Luttmer, Erzo ; Hansen, Lars ; Heaton, John .
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0145.

    Full description at Econpapers || Download paper

  237. Classical Estimation Methods for LDV Models Using Simulation. (1993). Ruud, Paul ; hajivassiliou, vassilis.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1051.

    Full description at Econpapers || Download paper

  238. Théorie des zones cibles et fonctionnement du SME. (1992). Magnier, Antoine .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_1992_num_104_3_5295.

    Full description at Econpapers || Download paper

  239. Stima delle equazioni simultanee non-lineari: una rassegna. (1992). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:24123.

    Full description at Econpapers || Download paper

  240. The Equity Premium and the Risk Free Rate: Matching the Moments. (1991). Cecchetti, Stephen ; Clark, Nelson C. ; Lam, Pok-sang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3752.

    Full description at Econpapers || Download paper

  241. Simulation Estimation Methods for Limited Dependent Variable Models. (1991). hajivassiliou, vassilis.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1007.

    Full description at Econpapers || Download paper

  242. Post econometric policy evaluation: a critique. (1990). Leeper, Eric ; Ingram, Beth.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:393.

    Full description at Econpapers || Download paper

  243. Technical Trading Rules and Regime Shifts in Foreign Exchange. (). Lebaron, Blake.
    In: Working papers.
    RePEc:wop:wimahp:_007.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-28 14:17:00 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.