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  • 1-7 ل  7 نتائج ل ""state-space model""

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Collection : Universite Paris Nanterre
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Academic Journal

Inflation target and (a)symmetries in the oil price pass-through to inflation

Subjects: oil price; pass-through; inflation targeting

  • Source: ISSN: 0140-9883 ; Energy Economics ; https://hal.science/hal-02082415 ; Energy Economics, 2019, 80, pp.860-875. ⟨10.1016/j.eneco.2019.01.025⟩.

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Academic Journal

Does Inflation Targeting Always Matter for the ERPT? A robust approach

Subjects: inflation targeting; exchange rate pass-through; propensity score matching

  • Source: ISSN: 0164-0704 ; Journal of Macroeconomics ; https://hal.science/hal-02082568 ; Journal of Macroeconomics, 2019, 60, pp.360-377. ⟨10.1016/j.jmacro.2019.04.004⟩ ;

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Academic Journal

Statistical Inference for Oscillation Processes

Subjects: Phase estimation; Rao-Backwellized particle smoother; Generalized state space model

  • Source: ISSN: 0233-1888 ; Statistics ; https://hal.science/hal-01095661 ; Statistics, 2017, 51 (1), pp.61 -- 83. ⟨10.1080/02331888.2016.1266985⟩.

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Conference

Modeling ex-ante risk premia in the oil market

Subjects: oil market; oil price expectations; ex-ante risk premium JEL classification : D81Paris; France

  • Source: 5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND)https://hal.science/hal-033187855th International Workshop on Financial Markets and Nonlinear Dynamics (FMND),

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Report

Modeling ex-ante risk premia in the oil market

Subjects: oil market; oil price expectations; ex-ante risk premium JEL classification : D81

  • Source: https://hal.science/hal-03508699 ; 2021.

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Conference

The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data

Subjects: Risk premium; foreign exchange market; [SHS.ECO]Humanities and Social Sciences/Economics and FinanceDublin; Ireland

  • Source: Global Finance Conference ; https://shs.hal.science/halshs-00173109 ; Global Finance Conference, Jun 2007, Dublin, Ireland

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The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data

Subjects: risk premium – foreign exchange market – international asset pricing model; [SHS.ECO]Humanities and Social Sciences/Economics and Finance

  • Source: https://hal.science/hal-04140761 ; 2008.

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  • 1-7 ل  7 نتائج ل ""state-space model""