搜索结果: 1-6 共查到“理论经济学 Real Time”相关记录6条 . 查询时间(0.197 秒)
Real-Time Measurement of Business Conditions
Business cycle Expansion Recession State space model Macroeconomic forecasting Dynamic factor model Contraction Turning point
2015/9/18
We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed frequencies (including very high frequen...
Real-Time Macroeconomic Monitoring:Real Activity,Inflation,and Interactions
Nowcasting Prices Wages Business cycle Expansion Contraction Recession Turning point State-space model Dynamic factor model
2015/9/18
We sketch a framework for monitoring macroeconomic activity in real-time andpush it in new directions. In particular, we focus not only on real activity, which has received most attention to date, but...
To honor Martin Feldstein抯 distinguished leadership and extraordinary
contributions to the National Bureau of Economic Research,
the Feldstein Lecture addresses an important question in applied econ...
Identifying financial crises in real time
Time series analysis fluctuation phenomena interdisciplinary physics econophysics financial markets fractals
2012/4/28
In this work we develop a new measure to study the behavior of stochastic time series, which permits to distinguish events which are different from the ordinary, like financial crises. We identify fro...
Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data
forward-looking Taylor rule Greenbook Parameter instability time-varying parameter model
2011/8/21
Despite the large amount of empirical research on monetary policy rules, there is surprisingly little consensus on the nature or even the existence of changes in the conduct of U.S. monetary policy. T...
Volatility of Power Grids under Real-Time Pricing
Real-Time Pricing Volatility Lyapunov Analysis
2011/7/5
The paper proposes a framework for modeling and
analysis of the dynamics of supply, demand, and clearing prices
in power system with real-time retail pricing and information
asymmetry. Real-time re...