Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Time-Varying (S, s) Band Models: Empirical Properties and Interpretation

5 references·10 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1986Finite state markov-chain approximations to univariate and vector autoregressions1,538 cited
2005The Optimality of (S,s) Policies in the Dynamic Inventory Problem711 cited
1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods420 cited
2000An empirical model of inventory investment by durable commodity intermediaries64 cited
2010The Rocky Ride of Break-Even-Inflation Rates33 cited

Cited by

2008Optimal portfolio allocation under asset and surplus VaR constraints52 cited
2010Bank Incentives and Optimal CDOS44 cited
2010Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP?34 cited
2010Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector27 cited
2010Monetary Rules and the Spillover of Regional Fiscal Policies in a Federation26 cited
2010Stress Testing French Banks' Income Subcomponents25 cited
2010Identification of Slowdowns and Accelerations for the Euro Area Economy24 cited
2010New Information Response Functions23 cited
2010Simulations Under Uncertainty (Variantes en Univers Incertain) (French)22 cited
n.d.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Minimum Distance Estimation and Testing of DSGE Models from Structural VARs

17 cited