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DP17035 Sequential Monte Carlo With Model Tempering 智库出版物
2022
作者:  Marko Mlikota;  Frank Schorfheide
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Bayesian computations  Dynamic stochastic general equilibrium models  Sequential monte carlo  stochastic volatility  Vector autoregressions  
DP11807 Post Keynesian Dynamic Stochastic General Equilibrium Theory 智库出版物
2017
作者:  Roger Farmer
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Dynamic stochastic general equilibrium theory  Post keynesian economics  
DP9130 Estimating Dynamic Equilibrium Models with Stochastic Volatility 智库出版物
2012
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Bayesian methods  Dynamic equilibrium models  Parameter drifting  stochastic volatility  
Welcome to Vox.LACEA: Raising the bar of economic policy discussions in Latin America and the Caribbean 智库出版物
2011
作者:  Richard Baldwin
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Forecasting  macroeconomic theory  Dynamic stochastic general equilibrium models  
DP7691 Business Cycle Dynamics under Rational Inattention 智库出版物
2010
作者:  Bartosz Mackowiak;  Mirko Wiederholt
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Business cycles  Dynamic stochastic general equilibrium  Information choice  monetary policy  Rational inattention  
A model for robust emission trading under uncertainties. 智库出版物
2010
作者:  Ermolieva T;  Ermoliev Y;  Jonas M;  Fischer G;  Makowski M
收藏  |  浏览/下载：2/0  |  提交时间：2019/06/18
Emissions trading  Market-based  Uncertainties  Robust economic mechanisms  Detectability  Environmental safety  Cost-efficiency  Stochastic equilibrium  
DP7190 Commodity Price Volatility and World Market Integration since 1700 智库出版物
2009
作者:  Jeffrey G. Williamson;  Kevin O'Rourke;  David Jacks
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Bayesian analysis  Dynamic stochastic general equilibrium model  Factor-augmented vector autoregression  Model evaluation  
Stochastic quasigradient methods in minimax problems. 智库出版物
2009
作者:  Ermoliev Y;  Floudas, C.A.;  Pardalos, P.M.
收藏  |  浏览/下载：0/0  |  提交时间：2019/06/18
Stochastic minimax problem  Incomplete information  Decision making  Extreme events  Facility location  Stochastic nash equilibrium  Unknown distributions  
Endogenous Network Dynamics 智库出版物
2009
作者:  Frank H. Page;  Myrna H. Wooders
Adobe PDF(488Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/14
Endogenous Network Dynamics,Dynamic Stochastic Games of Network Formation,Equilibrium Markov Process of Network Formation,Basins of Attraction,Harris Decomposition,Ergodic Probability Measures,Dynamic Path Dominance Core,Dynamic Pairwise Stability  
Why do foreign firms leave US equity markets? 智库出版物
2008
作者:  Craig Doidge;  George Karolyi;  René Stulz
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Central banks  Dynamic stochastic general equilibrium