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Robust testing procedures of process locations
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Cited by:
- Benigno, Pierpaolo & Paciello, Luigi, 2014.
"Monetary policy, doubts and asset prices,"
Journal of Monetary Economics, Elsevier, vol. 64(C), pages 85-98.
- Pierpaolo Benigno & Luigi Paciello, 2010. "Monetary Policy, Doubts and Asset Prices," NBER Working Papers 16386, National Bureau of Economic Research, Inc.
- Pierpaolo Beningo & Luigi Paciello, 2011. "Monetary Policy, Doubts and Asset Prices," 2011 Meeting Papers 857, Society for Economic Dynamics.
- Pierpaolo Benigno & Luigi Paciello, 2010. "Monetary Policy, Doubts and Asset Prices," EIEF Working Papers Series 1024, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2010.
- Dennis, Richard, 2014.
"Imperfect credibility and robust monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 218-234.
- Richard Dennis, 2012. "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers 2012-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis, 2013. "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers 2013-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis, 2013. "Imperfect Credibility and Robust Monetary Policy," Working Papers 2013_14, Business School - Economics, University of Glasgow.
- Dennis, Richard, 2013. "Imperfect Credibility and Robust Monetary Policy," SIRE Discussion Papers 2013-78, Scottish Institute for Research in Economics (SIRE).
- Richard Dennis, 2012. "Imperfect Credibility and Robust Monetary Policy," ANU Working Papers in Economics and Econometrics 2012-582, Australian National University, College of Business and Economics, School of Economics.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014.
"Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
- Kwon, Hyosung & Miao, Jianjun, 2017.
"Three types of robust Ramsey problems in a linear-quadratic framework,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 211-231.
- Hyosung Kwon & Jianjun Miao, 2013. "Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework," Boston University - Department of Economics - Working Papers Series 2013-019, Boston University - Department of Economics.
- Xin Li & Borghan N. Narajabad & Ted Temzelides, 2014.
"Robust Dynamic Optimal Taxation and Environmental Externalities,"
Finance and Economics Discussion Series
2014-75, Board of Governors of the Federal Reserve System (U.S.).
- Ted Temzelides & Borghan Narajabad, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," 2014 Meeting Papers 59, Society for Economic Dynamics.
- Xin Li & Borghan Narajabad & Ted Temzelides, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," CESifo Working Paper Series 4562, CESifo.
- Dennis, Richard & Kirsanova, Tatiana, 2016.
"Computing Markov-Perfect Optimal Policies In Business-Cycle Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1850-1872, October.
- Richard Dennis & Tatiana Kirsanova, 2014. "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," Working Papers 2014_21, Business School - Economics, University of Glasgow.
- Dennis, Richard & Kirsanova, Tatiana, 2014. "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," SIRE Discussion Papers 2015-64, Scottish Institute for Research in Economics (SIRE).
- Jianjun Miao & Alejandro Rivera, 2016.
"Robust Contracts in Continuous Time,"
Econometrica, Econometric Society, vol. 84, pages 1405-1440, July.
- Jianjun Miao & Alejandro Rivera, 2016. "Robust Contracts in Continuous Time," Econometrica, Econometric Society, vol. 84(4), pages 1405-1440, July.
- Jianjun Miao & Alejandro Rivera, 2013. "Robust Contracts in Continuous Time," Boston University - Department of Economics - Working Papers Series 2013-009, Boston University - Department of Economics.
- Konstantinos Angelopoulos & James Malley, 2010.
"Fear of model misspecification and the robustness premium,"
Working Papers
2010_24, Business School - Economics, University of Glasgow.
- Angelopoulos, Konstantinos & Malley, James, 2010. "Fear of model misspecifcation and the robustness premium," SIRE Discussion Papers 2010-79, Scottish Institute for Research in Economics (SIRE).
- Konstantinos Angelopoulos & Jim Malley, 2010. "Fear of Model Misspecification and the Robustness Premium," CESifo Working Paper Series 3186, CESifo.
- Djeutem, Edouard & Kasa, Kenneth, 2013.
"Robustness and exchange rate volatility,"
Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
- Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.
- Chen, Jun-Home & Huang, Yu-Lieh & Chang, Jow-Ran, 2017. "Robust Good-Deal Bounds In Incomplete Markets: The Case Of Taiwan," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 58(1), pages 53-67, June.
- James Costain & Anton Nakov, 2019.
"Logit Price Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 43-78, February.
- James Costain & Anton Nakov, 2013. "Logit price dynamics," Working Papers 1301, Banco de España.
- Costain, James & Nakov, Anton, 2014. "Logit price dynamics," Working Paper Series 1693, European Central Bank.
- Anton Nakov & James Costain, 2014. "Logit Price Dynamics," 2014 Meeting Papers 351, Society for Economic Dynamics.
- Costain, James & Nakov, Anton, 2015. "Logit Price Dynamics," CEPR Discussion Papers 10731, C.E.P.R. Discussion Papers.
- Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
- Tillmann Peter, 2009. "Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, June.
- Qin, Li & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2013.
"Robust monetary policy under model uncertainty and inflation persistence,"
Economic Modelling, Elsevier, vol. 30(C), pages 721-728.
- Li Qin & Moïse SIDIROPOULOS & Eleftherios Spyromitros, 2009. "Robust Monetary Policy under Model Uncertainty and Inflation Persistence," Working Papers of BETA 2009-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Li Qin & Moïse Sidiropoulos & Eleftherios Spyromitros, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Post-Print hal-03692269, HAL.
- Chahrour, Ryan & Svec, Justin, 2014.
"Optimal capital taxation and consumer uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 41(C), pages 178-198.
- Justin Svec & Ryan Chahrour, 2011. "Optimal Capital Taxation and Consumer Uncertainty," Working Papers 1108, College of the Holy Cross, Department of Economics.
- Ryan Chahrour & Justin Svec, 2014. "Optimal Capital Taxation and Consumer Uncertainty," Boston College Working Papers in Economics 854, Boston College Department of Economics.
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Schumacher Johannes M., 2018. "Distortion risk measures, ROC curves, and distortion divergence," Statistics & Risk Modeling, De Gruyter, vol. 35(1-2), pages 35-50, January.
- Richard Dennis, 2013.
"Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive,"
CAMA Working Papers
2013-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis, 2013. "Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive," Working Papers 2013_15, Business School - Economics, University of Glasgow.
- Dennis, Richard, 2013. "Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive," SIRE Discussion Papers 2013-79, Scottish Institute for Research in Economics (SIRE).
- Hansen, Lars Peter & Sargent, Thomas J., 2011. "Robustness and ambiguity in continuous time," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1195-1223, May.
- Cukierman, Alex, 2015. "The Political Economy of US Bailouts, Unconventional Monetary Policy, Credit Arrest and Inflation during the Financial Crisis," CEPR Discussion Papers 10349, C.E.P.R. Discussion Papers.
- Sorge, Marco M., 2013.
"Robust delegation with uncertain monetary policy preferences,"
Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
- Marco M. Sorge, 2012. "Robust Delegation with Uncertain Monetary Policy Preferences," EERI Research Paper Series EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Adam, Klaus & Woodford, Michael, 2012.
"Robustly optimal monetary policy in a microfounded New Keynesian model,"
Journal of Monetary Economics, Elsevier, vol. 59(5), pages 468-487.
- Adam, Klaus & Woodford, Michael, 2012. "Robustly optimal monetary policy in a microfounded new Keynesian model," Working Papers 12-01, University of Mannheim, Department of Economics.
- Woodford, Michael & Adam, Klaus, 2012. "Robustly Optimal Monetary Policy in a Microfounded New Keynesian Model," CEPR Discussion Papers 8826, C.E.P.R. Discussion Papers.
- Cukierman, Alex & Izhakian, Yehuda, 2015.
"Bailout uncertainty in a microfounded general equilibrium model of the financial system,"
Journal of Banking & Finance, Elsevier, vol. 52(C), pages 160-179.
- Cukierman, Alex & Izhakian, Yehuda, 2011. "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers 8453, C.E.P.R. Discussion Papers.
- Andrew McKenna & Rhys Bidder, 2014.
"Robust Stress Testing,"
2014 Meeting Papers
853, Society for Economic Dynamics.
- Rhys M. Bidder & Andrew McKenna, 2015. "Robust stress testing," Working Paper Series 2015-13, Federal Reserve Bank of San Francisco.
- Yiyong Cai & Warwick McKibbin, 2015.
"Uncertainty and International Climate Change Negotiations,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 101-115, March.
- Yiyong Cai & Warwick J. McKibbin, 2013. "Uncertainty and International Climate Change Negotiations," CAMA Working Papers 2013-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Beatrice Pataracchia, 2008.
"Design Limits in Regime-Switching Cases,"
Department of Economics University of Siena
529, Department of Economics, University of Siena.
- Beatrice PATARACCHIA, 2008. "Design-Limits in Regime-Switching cases," EcoMod2008 23800104, EcoMod.
- Bunten, Devin & Kahn, Matthew E., 2017. "Optimal real estate capital durability and localized climate change disaster risk," Journal of Housing Economics, Elsevier, vol. 36(C), pages 1-7.
- Fulghieri, Paolo & Dicks, David, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
- Gerke, Rafael & Hammermann, Felix & Lewis, Vivien, 2012.
"Robust monetary policy in a model with financial distress,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 318-325.
- R. Gerke & F. Hammermann & V. Lewis, 2011. "Robust Monetary Policy in a Model with Financial Distress," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/767, Ghent University, Faculty of Economics and Business Administration.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Massimo Marinacci, 2015. "Model Uncertainty," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Hansen, Lars Peter & Sargent, Thomas J., 2015. "Four types of ignorance," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 97-113.
- Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015.
"The risk premia embedded in index options,"
Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
- Bacchetta, Philippe & van Wincoop, Eric, 2013.
"On the unstable relationship between exchange rates and macroeconomic fundamentals,"
Journal of International Economics, Elsevier, vol. 91(1), pages 18-26.
- Bacchetta, Philippe & van Wincoop, Eric, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," CEPR Discussion Papers 7309, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers 272009, Hong Kong Institute for Monetary Research.
- Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers 15008, National Bureau of Economic Research, Inc.
- Paolo Vitale, 2017. "Ambiguity-aversion in a Single Auction Market," Economics Bulletin, AccessEcon, vol. 37(3), pages 1745-1752.
- Tillmann, Peter, 2014. "Robust monetary policy, optimal delegation and misspecified potential output," Economics Letters, Elsevier, vol. 123(2), pages 244-247.
- Kasa, Kenneth & Lei, Xiaowen, 2018.
"Risk, uncertainty, and the dynamics of inequality,"
Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
- Kenneth Kasa & Xiaowen Lei, 2017. "Risk, Uncertainty, and the Dynamics of Inequality," Discussion Papers dp17-06, Department of Economics, Simon Fraser University.
- George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
- Iverson, Terrence, 2012. "Communicating Trade-offs amid Controversial Science: Decision Support for Climate Policy," Ecological Economics, Elsevier, vol. 77(C), pages 74-90.
- Zhao, Guihai, 2017. "Confidence, bond risks, and equity returns," Journal of Financial Economics, Elsevier, vol. 126(3), pages 668-688.
- Djeutem, Edouard, 2014. "Model uncertainty and the Forward Premium Puzzle," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40.
- Dennis, Richard & Kirsanova, Tatiana, 2014. "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-64, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016. "Stress Testing with Misspecified Models," Working Paper Series 2016-26, Federal Reserve Bank of San Francisco.
- Asano, Takao & Shibata, Akihisa, 2011. "Optimal pricing and quality choice of a monopolist under Knightian uncertainty," International Journal of Industrial Organization, Elsevier, vol. 29(6), pages 746-754.
- Flor, Christian Riis & Hesel, Søren, 2015. "Uncertain dynamics, correlation effects, and robust investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 278-298.
- Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.