搜索结果: 1-15 共查到“理论经济学 fluctuations”相关记录21条 . 查询时间(0.078 秒)
Economic Integration, Industrial Specialization, and the Asymmetry of Macroeconomic Fluctuations
Economic integration EMU risk sharing
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2015/9/21
We show empirically that regions with a more specialized production structure exhibit output °uctuations that are less correlated with those of other regions (less \symmetric" °uctuations). Combined w...
New Econometric Approaches to Stabilization Policy in Stochastic Models of Macroeconomic Fluctuations
Stochastic Models Macroeconomic Fluctuations
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2015/8/4
During the last 15 years econometric techniques for evaluating macroeconomic
policy using dynamic stochastic models in which expectations are consistent, or
rational, have been developed extensively...
Differences in Economic Fluctuations in Japan, the U.S. and Europe: The Role of Nominal Rigidities
Economic Fluctuations Nominal Rigidities
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2015/8/4
This paper examines the differences between economic fluctuations in the
United States and Japan during the period from 1972 through 1986. During this
period the size of the fluctuations in real out...
News, Noise, and Fluctuations: An Empirical Exploration
News Noise Fluctuations
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2014/9/10
We explore empirically models of aggregate fluctuations in which consumers form anticipations about the future based on noisy sources of information and these anticipations affect output in the short ...
Working Capital, Trade and Macro Fluctuations
Working Capital Trade Macro Fluctuations
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2014/3/18
In addressing the precipitous drop in trade volumes in the recent crisis, the real and financial explanations have sometimes been juxtaposed as competing explanations. However, they can be recon...
Working Capital, Trade and Macro Fluctuations
Working Capital rade Macro Fluctuations
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2014/3/18
In addressing the precipitous drop in trade volumes in the recent
crisis, the real and financial explanations have sometimes been juxtaposed as competing explanations. However, they can be reco...
Relations between allometric scalings and fluctuations in complex systems: The case of Japanese firms
Relations between allometric scalings fluctuations complex systems Japanese firms
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2012/9/14
To elucidate allometric scaling in complex systems, we investigated the underlying scaling rela-tionships between typical three-scale indicators for approximately 500,000 Japanese firms; namely,annual...
Critical Analysis of Electronic Simulation of Financial Market Fluctuations
financial market fluctuations risk estimations exhaustive analysis stability conditions
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2011/9/16
An interesting analog circuit for simulating a signal with fluctuations having a probability density function with a power tail has recently been proposed and constructed. The exponent of the power la...
Monetary and Exchange Rate Policy under Remittance Fluctuations
exchange rate regimes remittances small open economy
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2011/8/21
Using data for the Philippines, I develop and estimate a heterogeneous agent model to analyze the role of monetary policy in a small open economy subject to sizable remittance fluctuations. I include ...
Maximum entropy distribution of stock price fluctuations
Maximum entropy distribution stock price fluctuations
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2011/7/4
The principle of absence of arbitrage opportunities allows obtaining the distribution of
stock price fluctuations by maximizing its information entropy. This leads to a physical
description of the u...
Nonlinear Inflation Expectations and Endogenous Fluctuations
Monetary policy Taylor rule inflation expectations
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2010/12/6
The standard new Keynesian monetary policy problem is presentable as a set of linearized equations, for values of endogenous variables relatively close to their steady-state. As a result, only three p...
Universal Fluctuations of AEX index
Econophysics Interdisciplinary Statistics Financial Market
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2010/10/19
We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the...
Universal Fluctuations of the FTSE100
Universal Fluctuations；FTSE100
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2010/10/19
We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define ...
Universality in DAX index returns fluctuations
Universality DAX returns fluctuations
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2010/10/19
In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily ret...
Universal Fluctuations of AEX index
Econophysics Interdisciplinary Statistics Financial Market BHP Universal fluctuations
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2010/4/28
We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the...