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71.
Massimiliano Ferrara Bruno Antonio Pansera Francesco Strati 《Decisions in Economics and Finance》2018,41(1):19-34
The aim of this work is to describe a model of representative bubbles with infinitely lived agents that is accessible to a general audience. In particular, we shall compare this formalization of behavioral bubble dynamics with the classic rational one. The key role of the transversality condition for rational models will be clear, and we will discuss the necessity of its fulfillment when agents are not rational and arbitrageurs are faced with limited arbitrage possibilities. We shall analyze in detail what kind of nonrationality is taken into account and how it triggers bubbly dynamics. It will be plain that representative bubbles can explain the presence of bubbles even when rational models are not able to detect them. 相似文献
72.
Ferrara Massimiliano Pansera Bruno Antonio Strati Francesco 《Decisions in Economics and Finance》2018,41(2):531-531
Decisions in Economics and Finance - In the original publication, the copyright holder was incorrectly published as ‘Springer-Verlag Italia S.r.l., part of Springer Nature’ instead of... 相似文献
73.
Massimiliano Giuli 《Decisions in Economics and Finance》2017,40(1-2):231-242
We study the existence of equilibria and approximate equilibria avoiding any assumption of convexity both for the domain and for the bifunction. Our approach is based on the concept of cyclic monotonicity for bifunctions. First, we exploit this notion to obtain an Ekeland’s variational principle for bifunctions which leads to the existence of approximate solutions of the so-called Minty equilibrium problem. Then, we prove the existence of equilibria in compact and noncompact settings. We introduce a new notion as a key tool for deriving a Minty’s lemma avoiding the use of convexity. 相似文献
74.
Dynamic Asymmetric Multivariate GARCH (DAMGARCH) is a new model that extends the Vector ARMA‐GARCH (VARMA‐GARCH) model of Ling and Mc Aleer (2003) by introducing multiple thresholds and time‐dependent structure in the asymmetry of the conditional variances. Analytical expressions for the news impact surface implied by the new model are also presented. DAMGARCH models the shocks affecting the conditional variances on the basis of an underlying multivariate distribution. It is possible to model explicitly asset‐specific shocks and common innovations by partitioning the multivariate density support. This article presents the model structure, describes the implementation issues, and provides the conditions for the existence of a unique stationary solution, and for consistency and asymptotic normality of the quasi‐maximum likelihood estimators. The article also presents an empirical example to highlight the usefulness of the new model. 相似文献
75.
Andrea Carriero George Kapetanios Massimiliano Marcellino 《Journal of Applied Econometrics》2011,26(5):735-761
The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare their predictive performance for US time series with the most promising existing alternatives, namely, factor models, large‐scale Bayesian VARs, and multivariate boosting. Specifically, we focus on classical reduced rank regression, a two‐step procedure that applies, in turn, shrinkage and reduced rank restrictions, and the reduced rank Bayesian VAR of Geweke ( 1996 ). We find that using shrinkage and rank reduction in combination rather than separately improves substantially the accuracy of forecasts, both when the whole set of variables is to be forecast and for key variables such as industrial production growth, inflation, and the federal funds rate. The robustness of this finding is confirmed by a Monte Carlo experiment based on bootstrapped data. We also provide a consistency result for the reduced rank regression valid when the dimension of the system tends to infinity, which opens the way to using large‐scale reduced rank models for empirical analysis. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
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Angela Ambrosino John B. Davis Stefano Fiori Marco Guerzoni Massimiliano Nuccio 《Journal of Economic Methodology》2018,25(4):329-348
ABSTRACTThe paper presents the topic modeling technique known as Latent Dirichlet Allocation (LDA), a form of text-mining aiming at discovering the hidden (latent) thematic structure in large archives of documents. By applying LDA to the full text of the economics articles stored in the JSTOR database, we show how to construct a map of the discipline over time, and illustrate the potentialities of the technique for the study of the shifting structure of economics in a time of (possible) fragmentation. 相似文献
79.
Anindya Banerjee Massimiliano Marcellino Igor Masten 《Oxford bulletin of economics and statistics》2005,67(Z1):785-813
In this paper, we evaluate the role of a set of variables as leading indicators for Euro‐area inflation and GDP growth. Our leading indicators are taken from the variables in the European Central Bank's (ECB) Euro‐area‐wide model database, plus a set of similar variables for the US. We compare the forecasting performance of each indicator ex post with that of purely autoregressive models. We also analyse three different approaches to combining the information from several indicators. First, ex post, we discuss the use as indicators of the estimated factors from a dynamic factor model for all the indicators. Secondly, within an ex ante framework, an automated model selection procedure is applied to models with a large set of indicators. No future information is used, future values of the regressors are forecast, and the choice of the indicators is based on their past forecasting records. Finally, we consider the forecasting performance of groups of indicators and factors and methods of pooling the ex ante single‐indicator or factor‐based forecasts. Some sensitivity analyses are also undertaken for different forecasting horizons and weighting schemes of forecasts to assess the robustness of the results. 相似文献
80.
This paper contributes to technical analysis (TA) literature by showing that the high and low prices of equity shares are largely predictable only on the basis of their past realizations. Moreover, using their forecasts as entry/exit signals can improve common TA trading strategies applied on US equity prices. We propose modeling high and low prices using a simple implementation of a fractional vector autoregressive model with error correction (FVECM). This model captures two fundamental patterns of high and low prices: their cointegrating relationship and the long-memory of their difference (i.e., the range), which is a measure of volatility. 相似文献