Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics
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References listed on IDEAS
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More about this item
KeywordsInterest Semi-Elasticity of Money Demand; Time-Dependent Portfolio Adjustment; Volatility; GMM.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-26 (All new papers)
- NEP-CBA-2006-08-26 (Central Banking)
- NEP-FIN-2006-08-26 (Finance)
- NEP-FMK-2006-08-26 (Financial Markets)
- NEP-MAC-2006-08-26 (Macroeconomics)
- NEP-MON-2006-08-26 (Monetary Economics)
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