JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 30 筆
第 141 頁
... Problem , Calibra- tion and Solution Technique 5.1 Dynamic Programming Problem and Calibration The representative household selects paths of consumption and la- bor supply to maximize the whole life - time utility . To solve the dynamic ...
... Problem , Calibra- tion and Solution Technique 5.1 Dynamic Programming Problem and Calibration The representative household selects paths of consumption and la- bor supply to maximize the whole life - time utility . To solve the dynamic ...
第 266 頁
... problem in the stage IV , and then solve the home gov- ernment's second - period problem in the stage III . That is , in the stage IV , the home firm's period - 2 problem is to choose x2 and L2 , and in the stage III , the home ...
... problem in the stage IV , and then solve the home gov- ernment's second - period problem in the stage III . That is , in the stage IV , the home firm's period - 2 problem is to choose x2 and L2 , and in the stage III , the home ...
第 300 頁
... problem arises by way of the omit- ted variable problem as investment spending is only observed for a re- stricted , non - random sample . Investment spending after the use of swaps can be observed only if they use interest rate swaps ...
... problem arises by way of the omit- ted variable problem as investment spending is only observed for a re- stricted , non - random sample . Investment spending after the use of swaps can be observed only if they use interest rate swaps ...
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analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility