Frank Hespeler
Personal Details
First Name: | Frank |
Middle Name: | |
Last Name: | Hespeler |
Suffix: | |
RePEc Short-ID: | phe109 |
| |
Affiliation
International Monetary Fund (IMF)
Washington, District of Columbia (United States)http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
- Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Frank Hespeler, 2011.
"A VECM evaluation of monetary transmission in Uzbekistan,"
EcoMod2011
3460, EcoMod.
- Frank Hespeler, 2013. "A VECM evaluation of monetary transmission in Uzbekistan," Economic Change and Restructuring, Springer, vol. 46(2), pages 219-253, May.
- Frank HESPELER, 2008.
"On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations,"
EcoMod2008
23800050, EcoMod.
- Frank Hespeler, 2012. "On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 265-291, October.
- Frank Hespeler, 2007.
"Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design,"
EcoMod2007
23900036, EcoMod.
- Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
- Harabi, Najib & Hespeler, Frank, 2001. "Electronic Commerce in der Schweiz: Lehren aus Fallbeispielen [Electronic Commerce: Case Studies from Switzerland]," MPRA Paper 4444, University Library of Munich, Germany.
- Harabi, Najib & Schoch, Rolf & Hespeler, Frank, 2001. "DIE DIFFUSION VON TELEARBEIT: Wo steht die Schweiz heute im internationalen Vergleich? Ergebnisse einer empirischen Untersuchung [Diffusion of Telework: What is Switzerland’s position in an interna," MPRA Paper 4443, University Library of Munich, Germany.
- Harabi, Najib & Schoch, Rolf & Hespeler, Frank, 2000. "ELECTRONIC COMMERCE IN DER SCHWEIZ: Ergebnisse aus Einzelfallstudien und statistischen Erhebungen [Electronic commerce in Switzerland: Results from case studies and statistical investigations]," MPRA Paper 4493, University Library of Munich, Germany.
- Harabi, Najib & Schoch, Rolf & Hespeler, Frank, 2000. "Einführung und Verbreitung von Electronic Commerce – Wo steht die Schweiz heute im internationalen Vergleich? Ergebnisse einer empirischen Untersuchung [Introduction and Diffusion of Electronic Com," MPRA Paper 4442, University Library of Munich, Germany.
Articles
- Frank Hespeler & Marco M. Sorge, 2019. "Solving Rational Expectations Models with Informational Subperiods: A Comment," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1649-1654, April.
- Frank Hespeler & Haim Shalit, 2018. "Mean-Extended Gini Portfolios: A 3D Efficient Frontier," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 731-740, March.
- Frank Hespeler & Giuseppe Loiacono, 2017. "Monitoring systemic risk in the hedge fund sector," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1859-1883, December.
- Frank Hespeler, 2013.
"A VECM evaluation of monetary transmission in Uzbekistan,"
Economic Change and Restructuring, Springer, vol. 46(2), pages 219-253, May.
- Frank Hespeler, 2011. "A VECM evaluation of monetary transmission in Uzbekistan," EcoMod2011 3460, EcoMod.
- Frank Hespeler, 2012.
"On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations,"
Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 265-291, October.
- Frank HESPELER, 2008. "On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations," EcoMod2008 23800050, EcoMod.
- Frank Hespeler, 2008. "A Correction of Misstated Equations in Hespeler (2008)," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 341-342, October.
- Frank Hespeler, 2008.
"Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design,"
Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
- Frank Hespeler, 2007. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," EcoMod2007 23900036, EcoMod.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Frank Hespeler, 2011.
"A VECM evaluation of monetary transmission in Uzbekistan,"
EcoMod2011
3460, EcoMod.
- Frank Hespeler, 2013. "A VECM evaluation of monetary transmission in Uzbekistan," Economic Change and Restructuring, Springer, vol. 46(2), pages 219-253, May.
Cited by:
- Mai, Nhat Chi, 2014. "Monetary transmission mechanism analysis in a small, open economy: the case of Vietnam," OSF Preprints ybc8p, Center for Open Science.
- Mohammad Abdul Munim Joarder & A. K. M. Nurul Hossain & Monir Uddin Ahmed, 2016. "Does the central bank contribute to the political monetary cycles in Bangladesh?," Economic Change and Restructuring, Springer, vol. 49(4), pages 365-394, November.
- Shazia Sana & Shahnawaz Malik & Muhammad Ramzan Sheikh, 2022. "Investigating The Effectiveness Of Channels Of Monetary Transmission Mechanism In Pakistan: An Application Of Var Model, Impulse Response Function And Variance Decomposition," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 11(2), pages 160-184, June.
- Frank Hespeler, 2007.
"Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design,"
EcoMod2007
23900036, EcoMod.
- Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
Cited by:
- Kevin X.D. Huang & Qinglai Meng, 2010.
"Increasing Returns and Unsynchronized Wage Adjustment in Sunspot Models of the Business Cycle,"
Vanderbilt University Department of Economics Working Papers
1007, Vanderbilt University Department of Economics.
- Huang, Kevin X.D. & Meng, Qinglai, 2012. "Increasing returns and unsynchronized wage adjustment in sunspot models of the business cycle," Journal of Economic Theory, Elsevier, vol. 147(1), pages 284-309.
- Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Frank Hespeler, 2012.
"On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations,"
Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 265-291, October.
- Frank HESPELER, 2008. "On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations," EcoMod2008 23800050, EcoMod.
- Harabi, Najib & Schoch, Rolf & Hespeler, Frank, 2000.
"Einführung und Verbreitung von Electronic Commerce – Wo steht die Schweiz heute im internationalen Vergleich? Ergebnisse einer empirischen Untersuchung [Introduction and Diffusion of Electronic Com,"
MPRA Paper
4442, University Library of Munich, Germany.
Cited by:
- Harabi, Najib & Schoch, Rolf & Hespeler, Frank, 2001. "DIE DIFFUSION VON TELEARBEIT: Wo steht die Schweiz heute im internationalen Vergleich? Ergebnisse einer empirischen Untersuchung [Diffusion of Telework: What is Switzerland’s position in an interna," MPRA Paper 4443, University Library of Munich, Germany.
Articles
- Frank Hespeler & Marco M. Sorge, 2019.
"Solving Rational Expectations Models with Informational Subperiods: A Comment,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1649-1654, April.
Cited by:
- Marco M. Sorge, 2018.
"Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions,"
CSEF Working Papers
514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Giovanni Angelini & Marco M. Sorge, 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Working Papers
wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Sorge, Marco M., 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Marco M. Sorge, 2018.
"Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions,"
CSEF Working Papers
514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Frank Hespeler & Giuseppe Loiacono, 2017.
"Monitoring systemic risk in the hedge fund sector,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1859-1883, December.
Cited by:
- Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
- Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
- Hałaj, Grzegorz & Martinez-Jaramillo, Serafin & Battiston, Stefano, 2024. "Financial stability through the lens of complex systems," Journal of Financial Stability, Elsevier, vol. 71(C).
- Frank Hespeler, 2013.
"A VECM evaluation of monetary transmission in Uzbekistan,"
Economic Change and Restructuring, Springer, vol. 46(2), pages 219-253, May.
See citations under working paper version above.
- Frank Hespeler, 2011. "A VECM evaluation of monetary transmission in Uzbekistan," EcoMod2011 3460, EcoMod.
- Frank Hespeler, 2008.
"A Correction of Misstated Equations in Hespeler (2008),"
Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 341-342, October.
Cited by:
- Kevin X.D. Huang & Qinglai Meng, 2010.
"Increasing Returns and Unsynchronized Wage Adjustment in Sunspot Models of the Business Cycle,"
Vanderbilt University Department of Economics Working Papers
1007, Vanderbilt University Department of Economics.
- Huang, Kevin X.D. & Meng, Qinglai, 2012. "Increasing returns and unsynchronized wage adjustment in sunspot models of the business cycle," Journal of Economic Theory, Elsevier, vol. 147(1), pages 284-309.
- Kevin X.D. Huang & Qinglai Meng, 2010.
"Increasing Returns and Unsynchronized Wage Adjustment in Sunspot Models of the Business Cycle,"
Vanderbilt University Department of Economics Working Papers
1007, Vanderbilt University Department of Economics.
- Frank Hespeler, 2008.
"Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design,"
Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
See citations under working paper version above.
- Frank Hespeler, 2007. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," EcoMod2007 23900036, EcoMod.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (1) 2014-10-17
- NEP-CSE: Economics of Strategic Management (1) 2016-08-07
- NEP-MAC: Macroeconomics (1) 2014-10-17
- NEP-MIC: Microeconomics (1) 2013-10-02
- NEP-MON: Monetary Economics (1) 2014-10-17
- NEP-UPT: Utility Models and Prospect Theory (1) 2013-10-02
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