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DP16969 Output Concerns and Precautionary Savings in Emerging Markets' Debt and Reserve Accumulation 智库出版物
2022
作者:  Refet Gürkaynak;  Sang Seok Lee;  Ju Hyun Pyun
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
International reserves  External debt  Real interest rate  Emerging markets  Sudden stops  Precautionary savings  Regime-switching small open economy model  Mercantilism  Output externalities  
DP15777 Portfolio rebalancing in times of stress 智库出版物
2021
作者:  Andreas Fischer;  Rafael P. Greminger;  Christian Grisse;  Sylvia Kaufmann
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Portfolio rebalancing  Equity flows  Exchange rates  Financial stress  Structural var  Sign restrictions  Regime switching  
DP15558 The Value of a Cure: An Asset Pricing Perspective 智库出版物
2020
作者:  Viral Acharya;  Timothy Johnson;  Suresh Sundaresan;  Steven Zheng
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Pandemic  Vaccine  Covid-19  Regime-switching  Parameter uncertainty  
DP15558 The Value of a Cure: An Asset Pricing Perspective 智库出版物
2020
作者:  Viral Acharya;  Timothy Johnson;  Suresh Sundaresan;  Steven Zheng
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Pandemic  Vaccine  Covid-19  Rare disasters  Regime-switching  Parameter uncertainty  
DP14545 Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach 智库出版物
2020
作者:  Gianluca Benigno;  Andrew Foerster;  Christopher Otrok;  Alessandro Rebucci
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Financial crises  Business cycles  Endogenous regime-switching  Bayesian estimation  Occasionally binding constraints  Mexico  
DP11405 Challenges for Central Banks' Macro Models 智库出版物
2016
作者:  Jesper Linde;  Frank Smets;  Rafael Wouters
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
monetary policy  Dsge  Var models  Regime-switching  Zero lower bound  Financial frictions  Great recession  Macroprudential policy  Open economy  
DP11355 Forecasting Macroeconomic Variables under Model Instability 智库出版物
2016
作者:  Henry Allan Timmermann;  Davide Pettenuzzo
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Time-varying parameters  Regime switching  stochastic volatility  Gdp growth  inflation  
DP10817 Exit expectations and debt crises in currency unions 智库出版物
2015
作者:  Gernot Müller;  Alexander Kriwoluzky;  Martin Wolf
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Currency union  Euro crisis  Exit  Fiscal policy  Redenomination premium  Regime-switching model  Sovereign debt crisis  
On the Timing of Political Regime Changes: Theory and Application to the Arab Spring 智库出版物
2014
作者:  Raouf Boucekkine;  Fabien Prieur;  Klarizze Puzon
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Political Transitions  Revolution  Natural Resources  Optimal Timing  Regime Switching  Dynamic Game  
DP8480 Regime Changes and Financial Markets 智库出版物
2011
作者:  Henry Allan Timmermann;  Andrew Ang
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Jumps  Mixture distributions  Non-linear equilibrium asset pricing models  Rare events  Regime switching