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~language:"eng"
~person:"Chiarella, Carl"
~person:"Wen, Yi"
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ECONIS (ZBW)
168
RePEc
42
EconStor
2
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1
The visible hand : the role of government in China's long-awaited industrial revolution
Wen, Yi
;
Fortier, George E.
- In:
Journal of Chinese economic and business studies
17
(
2019
)
1
,
pp. 9-45
Persistent link: https://www.econbiz.de/10012180549
Saved in:
2
Comment on Long and Plosser meet Bewley and Lucas
Khan, Aubhik
- In:
Journal of monetary economics
102
(
2019
),
pp. 93-95
Persistent link: https://www.econbiz.de/10012264884
Saved in:
3
Credit Search and Credit Cycles
Dong, Feng
-
2019
, but also generate endogenous
business
cycles driven primarily by the cyclical utilization rate of credit resources, as … long conjectured by the Austrian school of the
business
cycle. In particular, we show that credit search can lead to …
Persistent link: https://www.econbiz.de/10012903923
Saved in:
4
Credit search and credit cycles
Dong, Feng
;
Wang, Pengfei
;
Wen, Yi
- In:
Economic theory : official journal of the Society for …
61
(
2016
)
2
,
pp. 215-239
Persistent link: https://www.econbiz.de/10011479813
Saved in:
5
Sentiments and aggregate demand fluctuations
Benhabib, Jess
;
Wang, Pengfei
;
Wen, Yi
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 549-585
Persistent link: https://www.econbiz.de/10011350646
Saved in:
6
Credit search and credit cycles
Dong, Feng
;
Wang, Pengfei
;
Wen, Yi
-
2015
-
This version: August 2015
Persistent link: https://www.econbiz.de/10011392252
Saved in:
7
Keynes, the dynamic stochastic general equilibrium model, and the
business
cycle
Chiarella, Carl
;
Flaschel, Peter
;
Semmler, Willi
- In:
Keynes and modern economics
,
(pp. 85-116)
.
2013
Persistent link: https://www.econbiz.de/10009578690
Saved in:
8
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
-
Finance Discipline Group, Business School
-
2012
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain. We proposes an ongoing updated Dirichlet distribution to estimate the transition probabilities of the...
Persistent link: https://www.econbiz.de/10009493153
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
10
Two Stochastic Volatility Processes - American Option Pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
Finance Discipline Group, Business School
-
2011
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type. We derive the associated partial differential equation (PDE) of the option price using hedging...
Persistent link: https://www.econbiz.de/10009357760
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