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Applications to Switching Regime Models

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0007
Subject:
Economics and Finance, Econometrics

Considers applications to Endogenously Switching Regime Models, mainly dynamic Disequilibrium Models, and to Exogenously Switching Regime Models, mainly Hidden Markov Chain Models. The methods used ... More


Regime Switching, Monetary Policy, and Multiple Equilibria *

Jess Benhabib

in Macroeconomics at the Service of Public Policy

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199666126
eISBN:
9780191749278
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199666126.003.0010
Subject:
Economics and Finance, Macro- and Monetary Economics

In simple settings the conditions under which monetary policy can lead to indeterminacy are well understood: active Taylor rules generate determinacy and passive rules generate indeterminacy. When ... More


Implications for Long-term Investors of the Shifting Distribution of Capital Market Returns

James Moore and Niels Pedersen

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0003
Subject:
Business and Management, Pensions and Pension Management

While short-run forecasting has value for financial entertainment and speculation, in the United States and much of the developed world, there is perhaps no field where long-run forecasting has wider ... More


Monetary Policy and Exchange Rate Stabilization in Norway and Sweden

Hilde C. Bjørnland and Junior Maih

in Reform Capacity and Macroeconomic Performance in the Nordic Countries

Published in print:
2015
Published Online:
March 2015
ISBN:
9780198717102
eISBN:
9780191785740
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198717102.003.0010
Subject:
Economics and Finance, Macro- and Monetary Economics

This chapter focuses on a comparison of monetary and exchange rate policies in Norway and Sweden. Comparing the performance of key macroeconomic indicators, the chapter analyses the role of monetary ... More


Macroeconomics at the Service of Public Policy

Thomas J. Sargent and Jouko Vilmunen (eds)

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199666126
eISBN:
9780191749278
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199666126.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics

This book builds on the belief that modern macroeconomics can hold its head high because so much of it is research directed at informing important public policy decisions. It is a noble aspiration to ... More


On Black-Scholes1

Elie Ayache

in Derivatives and the Wealth of Societies

Published in print:
2016
Published Online:
May 2017
ISBN:
9780226392660
eISBN:
9780226392974
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226392974.003.0008
Subject:
Economics and Finance, Financial Economics

This chapter draws upon the author's experience as a trader and designer of options software. His first day of trading was Black Monday, when global stock markets crashed >20%. At that time, ... More


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