yr 〜
yr

Search results 4

Icing on the cake : Can the Top-Floor Units serve as a status good and an investment simultaneously?

Icing on the cake : Can the Top-Floor Units serve as a status good and an investment simultaneously?
Paper文書・図像類
Tang, Edward Chi Ho, Leung, Charles Ka YuiThe Institute of Social and Economic Research, Osaka University2024-09Institute of Social and Economic Research Discussion Papers1252p.1-119
Other Libraries in Japan
  • Subject Headingtop floor units peer group effect on consumption speculation submarkets Markov switching model

Financial Crisis and Slow Recovery with Bayesian Learning Agents

Financial Crisis and Slow Recovery with Bayesian Learning Agents
Paper文書・図像類
Horii, Ryo, Ono, YoshiyasuThe Institute of Social and Economic Research, Osaka University2020-03Institute of Social and Economic Research Discussion Papers1085p.1-38
Other Libraries in Japan
  • Subject HeadingBayesian Updating Liquidity Preference Markov Switching Asymmetric Cycles Persistence

Pricing of Discount Bonds with a Markov Switching Regime

Pricing of Discount Bonds with a Markov Switching Regime
Digital文書・図像類
Elliott, Robert J., Nishide, KatsumasaInstitute of Economic Research, Kyoto University2013-04KIER Discussion Paper859
Available onlineOther Libraries in Japan
  • Summary, etc.We consider a Markov switching regime and price a discount b...
  • Subject Heading...term structure Markov switching regime Vasicek model CIR mode...

Bayesian Analysis of Markov Switching Vector Error Correction Model

Bayesian Analysis of Markov Switching Vector Error Correction Model
Digital文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian inference Nonlinear cointegration Markov switching model Gibbs sampling Bayes fa...

Reached to the end of result.