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1also available:Exemplare Uni Bonn from 1979
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2by Dosi, Giovanni Fagiolo, Giorgio Roventini, Andrea Published in Journal of economic dynamics & control (2010)“...This paper studies an agent-based model that bridges Keynesian theories of demand-generation and Schumpeterian theories of technology-fueled economic growth...”
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3by Hommes, Cars Published in Journal of economic dynamics & control (2011)“...This paper surveys learning-to-forecast experiments (LtFEs) with human subjects to test theories of expectations and learning. Subjects must repeatedly...”
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4by Cogan, John F Cwik, Tobias Taylor, John B Wieland, Volker Published in Journal of economic dynamics & control (2010)“...Renewed interest in fiscal policy has increased the use of quantitative models to evaluate policy. Because of modelling uncertainty, it is essential that...”
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5by Kijima, Masaaki Nishide, Katsumasa Ohyama, Atsuyuki Published in Journal of economic dynamics & control (2010)“...The ‘environmental Kuznets curve’ (EKC) refers to an inverted-U-shaped relationship between some pollutant level and per capita income, i.e., the environmental...”
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6by Nier, Erlend Yang, Jing Yorulmazer, Tanju Alentorn, Amadeo Published in Journal of economic dynamics & control (2007)“...Systemic risk is a key concern for central banks charged with safeguarding overall financial stability. In this paper we investigate how systemic risk is...”
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7by Iori, Giulia De Masi, Giulia Precup, Ovidiu Vasile Gabbi, Giampaolo Caldarelli, Guido Published in Journal of economic dynamics & control (2008)“...The objective of this paper is to analyse the network topology of the Italian segment of the European overnight money market through methods of statistical...”
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8“...The recent financial turmoil has underlined the importance of analyzing the link between banks’ balance sheets and economic activity. We develop a dynamic...”
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9by Delli Gatti, Domenico Gallegati, Mauro Greenwald, Bruce Russo, Alberto Stiglitz, Joseph E Published in Journal of economic dynamics & control (2010)“...We model a credit network characterized by credit relationships connecting (i) downstream (D) and upstream (U) firms and (ii) firms and banks. The net worth of...”
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10“...In this paper we introduce a new nonparametric test for Granger non-causality which avoids the over-rejection observed in the frequently used test proposed by...”
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11“...This paper models knowledge diffusion as a barter process in which agents exchange different types of knowledge. This is intended to capture the observed...”
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12by Boswijk, H. Peter Hommes, Cars H Manzan, Sebastiano Published in Journal of economic dynamics & control (2007)“...We estimate a dynamic asset pricing model characterized by heterogeneous boundedly rational agents. The fundamental value of the risky asset is publicly...”
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13“...We develop a behavioral model for liquidity and volatility based on empirical regularities in trading order flow in the London Stock Exchange. This can be...”
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14by Heemeijer, Peter Hommes, Cars Sonnemans, Joep Tuinstra, Jan Published in Journal of economic dynamics & control (2009)“...The evolution of many economic variables is affected by expectations that economic agents have with respect to the future development of these variables. We...”
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15“...This paper studies asset allocation decisions in the presence of regime switching in asset returns. We find evidence that four separate regimes – characterized...”
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16by Battiston, Stefano Delli Gatti, Domenico Gallegati, Mauro Greenwald, Bruce Stiglitz, Joseph E Published in Journal of economic dynamics & control (2007)“...We present a simple model of a production network in which firms are linked by supplier–customer relationships involving extension of trade–credit. Our aim is...”
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17Solving dynamic general equilibrium models using a second-order approximation to the policy functionby Schmitt-Grohé, Stephanie Uribe, Martı́n Published in Journal of economic dynamics & control (2004)“...This paper derives a second-order approximation to the solution of a general class of discrete-time rational expectations models. The main theoretical...”
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18by Koop, Gary Leon-Gonzalez, Roberto Strachan, Rodney W Published in Journal of economic dynamics & control (2009)“...This paper investigates whether the monetary transmission mechanism has changed or whether apparent changes are due to changes in the volatility of exogenous...”
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19“...An estimation method is developed for extracting the latent stochastic volatility from VIX, a volatility index for the S&P 500 index return produced by the...”
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20“...This paper considers the continuous-time mean–variance portfolio selection problem in a financial market in which asset prices are cointegrated. The asset...”