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DP17411 People Are Less Risk-Averse than Economists Think 智库出版物
2022
作者:  Ali Elminejad;  Tomas Havranek;  Zuzana Irsova
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Euler equation  Risk aversion  Epstein-zin preferences  Meta-analysis  Publication bias  Bayesian model averaging  
DP17057 A structural microsimulation model for demand-side cost-sharing in healthcare 智库出版物
2022
作者:  jan boone;  Minke Remmerswaal
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Moral hazard  Risk  Equity  Out-of-pocket  Shifted deductible  Co-insurance  Bayesian mixture model  Microsimulation model  
The unemployment-risk channel in business cycle fluctuations 智库出版物
2022
作者:  Tobias Broer;  Jeppe Drudahl;  Karl Harmenberg;  Erik Öberg
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Unemployment risk  macroeconomic transmission  Heterogeneous agent model  Business cycle  
DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Futures markets  Risk premia  monetary policy  Commodities  Asset pricing  Return regressions  Affine term structure models  Model uncertainty  Forecasting  Expectational shocks  
DP16105 The Cross-Section of Household Preferences 智库出版物
2021
作者:  Laurent E. Calvet;  John Y Campbell;  Francisco Gomes
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Life-cycle model  Elasticity of intertemporal substitution  Risk aversion  Time preference rate  Epstein-zin preferences  indirect inference  
DP15550 Is there consumer risk-pooling in the open economy? The evidence reconsidered 智库出版物
2020
作者:  Patrick Minford;  Zhirong Ou;  Zheyi Zhu
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Open economy  Consumer risk-pooling  Uip  Full-model test  indirect inference  
DP14986 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 智库出版物
2020
作者:  Mikhail Chernov;  Drew Creal;  Peter Hördahl
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Emerging bond markets  Credit risk  Currency risk  Twin ds  Affine model  
DP14538 Higher-Order Income Risk over the Business Cycle 智库出版物
2020
作者:  Christopher Busch;  Alexander Ludwig
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Labor income risk  Business cycle  Gmm estimation  Skewness  Persistent and transitory income shocks  Risk attitudes  Life-cycle model  
DP13416 Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 智库出版物
2018
作者:  Sanjiv Das;  Angela Vossmeyer;  Kris Mitchener
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Systemic risk  Banking networks  Great depression  Peer effects  Branch banking  Model comparison  
How banks and other financial institutions think. 智库出版物
2018
作者:  Thompson M
Adobe PDF(1786Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Risk management, Model risk, ERM, Investment, Plural rationality