 | The Economic Performance Index (EPI): an Intuitive Indicator for Assessing a Country's Economic Performance Dynamics in an Historical Perspective Author/Editor: Vadim Khramov, John Ridings Lee. Release Date:October, 2013 Existing economic indicators and indexes assess economic activity but no single indicator measures the general macro-economic performance of a nation, state, or region in a methodologically simple more...
| Price: $18.00
|
| Estimating Parameters of Short-Term Real Interest Rate Models Author/Editor: Vadim Khramov. Release Date:October, 2013 This paper sheds light on a narrow but crucial question in finance: What should be the parameters of a model of the short-term real interest rate? Although models for the nominal interest rate are more...
| Price: $18.00
|
| Solving and Estimating Indeterminate DSGE Models Author/Editor: Roger Farmer, Vadim Khramov. Release Date:October, 2013 We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based more...
| Price: $18.00
|
 | Asymmetric Effects of the Financial Crisis: Collateral-Based Investment-Cash Flow Sensitivity Analysis Author/Editor: Vadim Khramov. Release Date:April, 2012 This paper uses the financial crisis of 2008 as a natural experiment to demonstrate that when measuring investment-cash flow sensitivity, the value of a firm's assets that can be used as collateral more...
| Price: $18.00
|
| Assessing DSGE Models with Capital Accumulation and Indeterminacy Author/Editor: Vadim Khramov. Release Date:March, 2012 The simulated results of this paper show that New Keynesian DSGE models with capital accumulation can generate substantial persistencies in the dynamics of the main economic variables, due to the more...
| Price: $18.00
|
|
Help