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Report NEP-MAC-2012-02-15
This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra Kumar Mallick issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MAC
The following items were announced in this report:
- Ma{l}gorzata Snarska, 2012, "A Random Matrix Approach to Dynamic Factors in macroeconomic data," Papers, arXiv.org, number 1201.6544, Jan.
- R. Anton Braun & Tomoyuki Nakajima, 2012, "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-01.
- J. Shen & B. Zheng, 2012, "Cross-correlation in financial dynamics," Papers, arXiv.org, number 1202.0344, Feb.
- J. Shen & B. Zheng, 2012, "On return-volatility correlation in financial dynamics," Papers, arXiv.org, number 1202.0342, Feb.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- X. F. Jiang & B. Zheng, 2012, "Anti-correlation and subsector structure in financial systems," Papers, arXiv.org, number 1201.6418, Jan.
- Miklos Rasonyi & Andrea M. Rodrigues, 2012, "Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets," Papers, arXiv.org, number 1202.0628, Feb, revised Apr 2013.