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Comment on ‘Central Bank Behavior and the Strategy of Monetary Policy: Observations from Six Industrialized Countries’ by Ben Bernanke and Frederic Mishkin
Central Bank Behavior Strategy of Monetary Policy
2015/8/4
Ben Bernanke and Rick Mishkin have put together a useful data base
on money growth, targets for money growth, and monetary policy decisions
in six different countries during the 1970s and 1980s. The...
Observations on Innovation in Pension Fund Management in the Impending Future
Innovation and Invention Compensation and Benefits Investment Management
2015/5/14
Observations on Innovation in Pension Fund Management in the Impending Future.
The Sciences of Design:Observations on an Emerging Field
Design Engineering Knowledge Use and Leverage Research Science Boundaries Value
2015/4/21
The boundaries and contours of design sciences continue to undergo definition and refinement. In many ways, the sciences of design defy disciplinary characterization. They demand multiple epistemologi...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/4
We revisit the Kolmogorov-Smirnov and Cram´er-von Mises goodness-offit
(GoF) tests and propose a generalisation to identically distributed, but dependent
univariate random variables. We show t...
Heterogeneous Beliefs with Partial Observations
Heterogeneous Beliefs Partial Observations
2010/11/1
This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time...
Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk
Filtering Problem Applications Credit Risk
2010/12/13
We consider the intensity-based approach for the modeling of default times of one or more companies. In this approach the default times are defined as the jump times of a Cox process, which is a Poiss...
ESTIMATORS OF DIFFUSIONS WITH RANDOMLY SPACED DISCRETE OBSERVATIONS: A GENERAL THEORY
Diffusions likelihood discrete and random sampling
2014/3/13
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time se...