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The Yield Curve and Financial Risk Premia: Implications for Monetary Policy

Posted By: AvaxGenius
The Yield Curve and Financial Risk Premia: Implications for Monetary Policy

The Yield Curve and Financial Risk Premia: Implications for Monetary Policy by Felix Geiger
English | PDF (True) | 2011 | 320 Pages | ISBN : 3642215742 | 4.26 MB

The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance perspective, the book’s approach explicitly acknowledges the close feedback between monetary policy, the macroeconomy and financial conditions. Both theoretical and empirical models are applied in order to get a profound understanding of the interlinkages between economic activity, the conduct of monetary policy and the underlying macroeconomic factors of bond price movements. Moreover, the book identifies a broad risk-taking channel of monetary transmission which allows a reassessment of the role of financial constraints; it enables policy makers to develop new guidelines for monetary policy and for financial supervision of how to cope with evolving financial imbalances.

Modeling Income Distributions and Lorenz Curves

Posted By: AvaxGenius
Modeling Income Distributions and Lorenz Curves

Modeling Income Distributions and Lorenz Curves by Duangkamon Chotikapanich
English | PDF (True) | 2008 | 323 Pages | ISBN : 0387727566 | 3.18 MB

Jean-Jacques Rousseau wrote in the Preface to his famous Discourse on Inequality that “I consider the subject of the following discourse as one of the most interesting questions philosophy can propose, and unhappily for us, one of the most thorny that philosophers can have to solve. For how shall we know the source of inequality between men, if we do not begin by knowing mankind?” (Rousseau, 1754). This citation of Rousseau appears in an article in Spanish where Dagum (2001), in the memory of whom this book is published, also cites Socrates who said that the only useful knowledge is that which makes us better and Seneca who wrote that knowing what a straight line is, is not important if we do not know what rectitude is. These references are indeed a good illustration of Dagum’s vast knowledge, which was clearly not limited to the ?eld of Economics. For Camilo the ?rst part of Rousseau’s citation certainly justi?ed his interest in the ?eld of inequality which was at the centre of his scienti?c preoccupations. It should however be stressed that for Camilo the second part of the citation represented a “solid argument in favor of giving macroeconomic foundations to microeconomic behavior” (Dagum, 2001). More precisely, “individualism and methodological holism complete each other in contributing to the explanation of individual and social behavior” (Dagum, 2001).

Yield Curves and Forward Curves for Diffusion Models of Short Rates

Posted By: AvaxGenius
Yield Curves and Forward Curves for Diffusion Models of Short Rates

Yield Curves and Forward Curves for Diffusion Models of Short Rates by Gennady A. Medvedev
English | EPUB (True) | 2019 | 230 Pages | ISBN : 3030154998 | 13.3 MB

This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms. This makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms.

Einführung in die Zeitreihenanalyse

Posted By: AvaxGenius
Einführung in die Zeitreihenanalyse

Einführung in die Zeitreihenanalyse by Jens-Peter Kreiß , Georg Neuhaus
Deutsch | PDF (True)| 2006 | 392 Pages | ISBN : 3540256288 | 3.58 MB

Das Buch führt in die grundlegenden Bereiche der klassischen Zeitreihenanalyse ein. Deshalb spielen in den ersten Kapiteln die Begriffe Stationarität und Autokovarianz- bzw. Autokorrelationsstruktur eine wesentliche Rolle. Ergänzend zu den grundlegenden Modellen werden aber auch schon zu Beginn eine Reihe von Beispielen diskutiert. Mit Hilfe des Spektralsatzes und der Filterung stationärer Zeitreihen kann die wichtige Klasse der ARMA-Modelle sehr effizient und erschöpfend behandelt werden.

Python Guide for Introductory Econometrics for Finance, 4th Edition

Posted By: roxul
Python Guide for Introductory Econometrics for Finance, 4th Edition

Chris Brooks, "Python Guide for Introductory Econometrics for Finance, 4th Edition"
English | ASIN‏ : ‎ B07WTWVDSN | 2019 | 256 pages | PDF | 11 MB

Using Python for Introductory Econometrics

Posted By: DZ123
Using Python for Introductory Econometrics

Florian Heiss, "Using Python for Introductory Econometrics"
English | 2020 | ASIN: B08924H17Y | PDF | pages: 428 | 102.7 mb

Expected Goals: The Story of How Data Conquered Football and Changed the Game Forever [AZW3]

Posted By: l3ivo
Expected Goals: The Story of How Data Conquered Football and Changed the Game Forever [AZW3]

Rory Smith, "Expected Goals: The Story of How Data Conquered Football and Changed the Game Forever"
English | 2022 | ISBN: 0008484031, 0008484074 | 299 pages | AZW3 | 0.5 MB

Advances in Efficiency and Productivity

Posted By: AvaxGenius
Advances in Efficiency and Productivity

Advances in Efficiency and Productivity by Juan Aparicio, C. A. Knox Lovell, Jesus T. Pastor
English | PDF | 2016 | 411 Pages | ISBN : 3319484591 | 7.8 MB

This book grows from a conference on the state of the art and recent advances in Efficiency and Productivity. Papers were commissioned from leading researchers in the field, and include eight explorations into the analytical foundations of efficiency and productivity analysis. Chapters on modeling advances include reverse directional distance function, a new method for estimating technological production possibilities, a new distance function called a loss distance function, an analysis of productivity and price recovery indices, the relation of technical efficiency measures to productivity measures, the implications for benchmarking and target setting of imposing weight restrictions on DEA models, weight restrictions in a regulatory setting, and the Principle of Least Action.

«2017 International Comparison Program in Asia and the Pacific» by Asian Development Bank

Posted By: Gelsomino
«2017 International Comparison Program in Asia and the Pacific» by Asian Development Bank

«2017 International Comparison Program in Asia and the Pacific» by Asian Development Bank
English | EPUB | 10.9 MB

Analysis and Linear Algebra: An Introduction for Economists

Posted By: hill0
Analysis and Linear Algebra: An Introduction for Economists

Analysis and Linear Algebra: An Introduction for Economists
English | 2023 | ISBN: 3662662469 | 414 Pages | PDF EPUB (True) | 21 MB

Instrumental Variables

Posted By: DZ123
Instrumental Variables

Roger J. Bowden, Darrell A. Turkington, "Instrumental Variables"
English | 1990 | ISBN: 0521385822, 0521262410 | PDF | pages: 232 | 9.7 mb

MATLAB Econometrics Toolbox User’s Guide

Posted By: hill0
MATLAB Econometrics Toolbox User’s Guide

MATLAB Econometrics Toolbox User’s Guide
English | 2022 | ISBN: n/a | 4164 Pages | PDF (True) | 27 MB

Econometrics by Example

Posted By: step778
Econometrics by Example

Damodar Gujarati, "Econometrics by Example"
English | 2014 | pages: 497 | ISBN: 1137375019 | PDF | 3,8 mb

Solutions Manual for Econometrics

Posted By: AvaxGenius
Solutions Manual for Econometrics

Solutions Manual for Econometrics by Badi H. Baltagi
English | PDF | 2022 | 435 Pages | ISBN : 3030801578 | 5 MB

This Fourth Edition updates the "Solutions Manual for Econometrics" to match the Sixth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples replicated using EViews, Stata as well as SAS. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and provides the reader with both applied and theoretical econometrics problems along with their solutions. These should prove useful to students and instructors using this book.

Learning Microeconometrics with R

Posted By: hill0
Learning Microeconometrics with R

Learning Microeconometrics with R
by Christopher P. Adams

English | 2021 | ISBN: 0367255383 | 398 Pages | EPUB (True) | 3 MB