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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  
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  
Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal 智库出版物
2008
作者:  Matteo Manera;  Massimiliano Serati;  Michele Plotegher
Adobe PDF(474Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/14
Electricity Spot Prices,Autoregressive Models,GARCH Models,Regime Switching Models,Dynamic Factor Models  
DP4164 Cross-Border Tax Externalities: Are Budget Deficits too Small? 智库出版物
2004
作者:  Willem Buiter;  Anne Sibert
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Convergence risk  Confidence building  Currency options  Regime-switching models  
DP2239 Breaking Down Married Female Non-Employment in France 智库出版物
1999
作者:  Guy Laroque;  Bernard Salanie
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Interest rate shocks  monetary policy  State asymmetries  Switching regime models