|
2002 | A New Class of Multivariate skew Densities, with Application to GARCH Models RePEc:sce:scecf2:5 [Citation Analysis] | 25 |
2002 | Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan RePEc:sce:scecf2:240 [Citation Analysis] | 20 |
2002 | Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules RePEc:sce:scecf2:182 [Citation Analysis] | 17 |
2002 | Optimal Monetary Policy with Durable and Non-Durable Goods RePEc:sce:scecf2:343 [Citation Analysis] | 16 |
2002 | The Impact of Macroeconomic Uncertainty on Bank Lending Behavior RePEc:sce:scecf2:94 [Citation Analysis] | 12 |
2002 | An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies RePEc:sce:scecf2:135 [Citation Analysis] | 10 |
2002 | Probability distribution of returns in the Heston model with stochastic volatility RePEc:sce:scecf2:127 [Citation Analysis] | 10 |
2002 | Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty RePEc:sce:scecf2:335 [Citation Analysis] | 8 |
2002 | Spanish diffusion indexes RePEc:sce:scecf2:276 [Citation Analysis] | 8 |
2002 | How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries? RePEc:sce:scecf2:359 [Citation Analysis] | 7 |
2002 | The Brazilian Depression in the 1980s and 1990s RePEc:sce:scecf2:338 [Citation Analysis] | 6 |
2002 | Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal? RePEc:sce:scecf2:59 [Citation Analysis] | 6 |
2002 | A minimal noise trader model with realistic time series RePEc:sce:scecf2:317 [Citation Analysis] | 6 |
2002 | The Joint Dynamics of Networks and Knowledge RePEc:sce:scecf2:354 [Citation Analysis] | 6 |
2002 | Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income RePEc:sce:scecf2:42 [Citation Analysis] | 6 |
2002 | Optimal Monetary Policy When Interest Rates are Bounded at Zero RePEc:sce:scecf2:8 [Citation Analysis] | 5 |
2002 | Traders long-run wealth in an artificial financial market RePEc:sce:scecf2:301 [Citation Analysis] | 5 |
2002 | Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt RePEc:sce:scecf2:329 [Citation Analysis] | 5 |
2002 | Computer Testbeds and Mechanism Design RePEc:sce:scecf2:262 [Citation Analysis] | 5 |
2002 | Absolute Convergence, Period RePEc:sce:scecf2:218 [Citation Analysis] | 5 |
2002 | Adaptive Polar Sampling RePEc:sce:scecf2:307 [Citation Analysis] | 4 |
2002 | Comparing the Accuracy of Density Forecasts from Competing Models RePEc:sce:scecf2:223 [Citation Analysis] | 4 |
2002 | Inflation Persistence and Flexible Prices RePEc:sce:scecf2:190 [Citation Analysis] | 4 |
2002 | Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies RePEc:sce:scecf2:239 [Citation Analysis] | 4 |
2002 | Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe RePEc:sce:scecf2:3 [Citation Analysis] | 4 |
2002 | Time series evidence of international output convergence in Mercosur RePEc:sce:scecf2:87 [Citation Analysis] | 3 |
2002 | Testing for Indeterminacy in Linear Rational Expectations Models RePEc:sce:scecf2:214 [Citation Analysis] | 3 |
2002 | Time Varying Uncertainty and the Credit Channel RePEc:sce:scecf2:137 [Citation Analysis] | 3 |
2002 | Capacity Dynamics and Endogenous Asymmetries in Firm Size RePEc:sce:scecf2:196 [Citation Analysis] | 3 |
2002 | interpolation with a large information set RePEc:sce:scecf2:72 [Citation Analysis] | 3 |
2002 | Financial Market in the Laboratory RePEc:sce:scecf2:151 [Citation Analysis] | 3 |
2002 | Heterogeneous Traders and the Tobin Tax RePEc:sce:scecf2:51 [Citation Analysis] | 3 |
2002 | An empirical model of volatility of returns and option pricing RePEc:sce:scecf2:186 [Citation Analysis] | 3 |
2002 | Output and interest rate gaps: Theory versus practice RePEc:sce:scecf2:355 [Citation Analysis] | 3 |
2002 | Household Risk Management and Optimal Mortgage Choice RePEc:sce:scecf2:47 [Citation Analysis] | 2 |
2002 | Co-Evolution of Firms and Consumers and the Implications for Market Dominance RePEc:sce:scecf2:234 [Citation Analysis] | 2 |
2002 | Endogenous fluctuations in the demand for education RePEc:sce:scecf2:107 [Citation Analysis] | 2 |
2002 | Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information RePEc:sce:scecf2:57 [Citation Analysis] | 2 |
2002 | Foreign Exchange Risk Premia RePEc:sce:scecf2:310 [Citation Analysis] | 2 |
2002 | Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions RePEc:sce:scecf2:345 [Citation Analysis] | 2 |
2002 | Viability of Cooperation in Evolving Interaction Structures RePEc:sce:scecf2:120 [Citation Analysis] | 1 |
2002 | The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK. RePEc:sce:scecf2:383 [Citation Analysis] | 1 |
2002 | Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s RePEc:sce:scecf2:237 [Citation Analysis] | 1 |
2002 | A branch and bound algorithm for computing the best subset regression models RePEc:sce:scecf2:294 [Citation Analysis] | 1 |
2002 | Computing Sunspots in Linear Rational Expectations Models RePEc:sce:scecf2:138 [Citation Analysis] | 1 |
2002 | Real business cycle models, endogenous growth models and cyclical growth: A critical survey RePEc:sce:scecf2:245 [Citation Analysis] | 1 |
2002 | New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case RePEc:sce:scecf2:109 [Citation Analysis] | 1 |
2002 | Merton-style option pricing under regime switching RePEc:sce:scecf2:304 [Citation Analysis] | 1 |
2002 | Volatility of a Market Index and its Components: An Application to Commodity Markets RePEc:sce:scecf2:18 [Citation Analysis] | 1 |
2002 | Networks and Farsighted Stability RePEc:sce:scecf2:370 [Citation Analysis] | 1 |