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Fat-Tail Distributions and Business-Cycle Models

Citations

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Fat-tail Distributions and Business-Cycle Models
    by Christian Zimmermann in NEP-DGE blog on 2012-02-23 09:25:12
  2. What's wrong with economics?
    by chris dillow in Stumbling and Mumbling on 2012-06-10 16:32:34

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
  2. Dosi, Giovanni & Pereira, Marcelo C. & Roventini, Andrea & Virgillito, Maria Enrica, 2018. "The labour-augmented K+S model: a laboratory for the analysis of institutional and policy regimes," GLO Discussion Paper Series 241, Global Labor Organization (GLO).
  3. Sordi, Serena & Dávila-Fernández, Marwil J., 2022. "A two-stroke growth cycle model for a small open economy," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
  4. Ortiz, Marco, 2015. "Choques de colas anchas y política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 17-31.
  5. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
  6. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
  7. Matteo G. Richiardi, 2017. "The Future of Agent-Based Modeling," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 271-287, March.
  8. Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald, 2014. "Rare Shocks, Great Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1031-1052, November.
  9. Spiros Bougheas & David I Harvey & Alan Kirman & Douglas Nelson, 2024. "Systemic risk in banking, fire sales, and macroeconomic disasters," Discussion Papers 2024/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  10. Paul De Grauwe & Yuemei Ji, 2019. "Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model," Economica, London School of Economics and Political Science, vol. 86(342), pages 262-299, April.
  11. Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021. "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, vol. 14(11), pages 1-17, October.
  12. Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
  13. Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023. "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
  14. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
  15. repec:hal:spmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  16. Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
  17. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
  18. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2016. "The Short- and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," International Economic Association Series, in: Joseph E. Stiglitz & Martin Guzman (ed.), Contemporary Issues in Macroeconomics, chapter 8, pages 79-100, Palgrave Macmillan.
  19. Dave, Chetan & Malik, Samreen, 2017. "A tale of fat tails," European Economic Review, Elsevier, vol. 100(C), pages 293-317.
  20. De Grauwe, Paul & Ji, Yuemei, 2020. "Structural reforms, animal spirits, and monetary policies," European Economic Review, Elsevier, vol. 124(C).
  21. repec:spo:wpmain:info:hdl:2441/5rtilga41c899ab0rctd3cp2r3 is not listed on IDEAS
  22. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
  23. Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
  24. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2019. "Debunking the granular origins of aggregate fluctuations: from real business cycles back to Keynes," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 67-90, March.
  25. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
  26. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
  27. Williams, Michael A. & Baek, Grace & Li, Yiyang & Park, Leslie Y. & Zhao, Wei, 2017. "Global evidence on the distribution of GDP growth rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 750-758.
  28. Nelimarkka, Jaakko, 2017. "Evidence on News Shocks under Information Deficiency," MPRA Paper 80850, University Library of Munich, Germany.
  29. Lianfeng Song & Hongxia Wang & Huanshui Zhang & Hongdan Li, 2023. "Rational Expectations Models with Multiplicative Noise," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 233-257, October.
  30. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p6go0e900 is not listed on IDEAS
  31. Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015. "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 166-189.
  32. Chetan Dave & Scott J. Dressler & Samreen Malik, 2022. "A Cautionary Tale of Fat Tails," Villanova School of Business Department of Economics and Statistics Working Paper Series 53, Villanova School of Business Department of Economics and Statistics.
  33. Jump, Robert Calvert & Levine, Paul, 2019. "Behavioural New Keynesian models," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 59-77.
  34. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
  35. De Grauwe, Paul & Ji, Yuemei, 2017. "Structural Reforms and Monetary Policies in a Behavioural Macroeconomic Model," CEPR Discussion Papers 12336, C.E.P.R. Discussion Papers.
  36. Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
  37. Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
  38. Paul De Grauwe & Yuemei Ji, 2017. "Analyzing Structural Reforms Using a Behavioral Macroeconomic Model," CESifo Working Paper Series 6518, CESifo.
  39. Ortiz, Marco, 2014. "Fat-Tailed Shocks and the Central Bank Reaction," Working Papers 2014-002, Banco Central de Reserva del Perú.
  40. repec:hal:spmain:info:hdl:2441/5rtilga41c899ab0rctd3cp2r3 is not listed on IDEAS
  41. Franke, Reiner, 2022. "An empirical test of a fundamental Harrod-Kaldor business cycle model," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 1-14.
  42. Kiss, Tamás & Österholm, Pär, 2020. "Fat tails in leading indicators," Economics Letters, Elsevier, vol. 193(C).
  43. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
  44. repec:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  45. Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.
  46. Yoshihiro Ohtsuka, 2018. "Large Shocks and the Business Cycle: The Effect of Outlier Adjustments," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 143-178, April.
  47. Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
  48. Bobeica, Elena & Hartwig, Benny, 2023. "The COVID-19 shock and challenges for inflation modelling," International Journal of Forecasting, Elsevier, vol. 39(1), pages 519-539.
  49. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
  50. Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
  51. Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
  52. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p6go0e900 is not listed on IDEAS
  53. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
  54. Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
  55. Reiner Franke, 2015. "How Fat-Tailed is US Output Growth?," Metroeconomica, Wiley Blackwell, vol. 66(2), pages 213-242, May.
  56. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
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