Details about Alfonso Novales

Homepage:	https://www.ucm.es/fundamentos-analisis-economico2/novales-cinca,-alfonso
Workplace:	Instituto Complutense de Analisis Economico (ICAE) (UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by Alfonso Novales.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pno7

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Working Papers

2024

1. Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo
   (The Challenges of Inequality: Measures and Perspectives for International Economics and Development)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2023

2. El sector público que necesitamos tras la pandemia
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
3. How Is the Spanish Economy Doing? Thoughts in Electoral Time
   (¿Cómo está la economía española?: Reflexiones en período electoral)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
4. La economía política del Plan de Recuperación, Transformación y Resiliencia
   (The Political Economy of the Recovery, Transformation, and Resilience Plan)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
5. Notas sobre el Proyecto de Ley de Función Pública
   Policy Papers, FEDEA View citations (1)
6. The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance
   (La evaluación de políticas públicas en España: equívocos e incumplimientos)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
7. ¿Cómo está la economía española?: Reflexiones en período electoral
   Studies on the Spanish Economy, FEDEA

2022

8. Desigualdad: una revisión actualizada
   (Inequality: Un updated review)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
9. Modernización de la Administración Pública
   Policy Papers, FEDEA

2021

10. El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado
    Studies on the Spanish Economy, FEDEA
11. La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma
    Policy Papers, FEDEA
12. La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas
    Policy Papers, FEDEA

2019

13. A dominance approach for comparing the performance of VaR forecasting models
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article A dominance approach for comparing the performance of VaR forecasting models, Computational Statistics, Springer (2020) View citations (1) (2020)
14. A term structure model under cyclical fluctuations in interest rates
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article A term structure model under cyclical fluctuations in interest rates, Economic Modelling, Elsevier (2018) View citations (4) (2018)
15. Backtesting Extreme Value Theory models of expected shortfall
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
16. Forward-looking asset correlations in the estimation of economic capital
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
17. Long-term swings and seasonality in energy markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (3)
    See also Journal Article Long-term swings and seasonality in energy markets, European Journal of Operational Research, Elsevier (2019) View citations (6) (2019)
18. Looking through systemic credit risk: determinants, stress testing and market value
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Looking through systemic credit risk: Determinants, stress testing and market value, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (4) (2020)
19. Market risk when hedging a global credit portfolio
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
20. Splitting credit risk into systemic, sectorial and idiosyncratic components
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
    See also Journal Article Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components, JRFM, MDPI (2019) View citations (3) (2019)
21. Volatility specifications versus probability distributions in VaR forecasting
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Volatility specifications versus probability distributions in VaR forecasting, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) View citations (4) (2021)

2014

22. A statistical test for forecast evaluation under a discrete loss function
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
23. Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2015) View citations (6) (2015)
24. Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2013

25. Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
    See also Journal Article Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital, Journal of Macroeconomics, Elsevier (2014) View citations (1) (2014)
26. Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply, Economic Modelling, Elsevier (2014) View citations (1) (2014)

2011

27. Variance Swaps and Intertemporal Asset Pricing
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
28. Why do variance swaps exist?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2009

29. State-Uncertainty preferences and the Risk Premium in the Exchange rate market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article State-uncertainty preferences and the risk premium in the exchange rate market, Economic Modelling, Elsevier (2010) View citations (4) (2010)

2005

30. A factor analysis of volatility across the term structure: the Spanish case
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2003

31. Growth and Welfare: Distorting versus Non-Distorting Taxes
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2001)
    See also Journal Article Growth and welfare: Distorting versus non-distorting taxes, Journal of Macroeconomics, Elsevier (2005) View citations (16) (2005)
32. Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2002

33. A factor model of term structure slopes in eurocurrency markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article A factor model of term structure slopes in Eurocurrency markets, Applied Economics Letters, Taylor & Francis Journals (2002) View citations (3) (2002)
34. An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
35. Can forward rates be used to improve interest rate forecasts?"
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Can forward rates be used to improve interest rate forecasts?, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (4) (2002)
36. Dynamic correlations and forecasting of term structure slopes in eurocurrency market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
37. Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (2)
    See also Journal Article Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?, Computational Economics, Springer (2004) View citations (1) (2004)
38. Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market, Journal of Banking & Finance, Elsevier (2003) View citations (17) (2003)
39. Risk Premia in the Term Structure of Swaps in Pesetas
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
40. The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
41. The Role of Simulation Methods in Macroeconomics
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article The role of simulation methods in Macroeconomics, Spanish Economic Review, Springer (2000) (2000)
42. Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Volatility transmission across the term structure of swap markets: international evidence, Applied Financial Economics, Taylor & Francis Journals (2004) View citations (7) (2004)

2001

43. Dynamic Laffer Curves
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Dynamic Laffer curves, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (58) (2002)

1997

44. The Joint Dynamics of Spot and Forward Exchange Rates
    Working Papers, Banco de España

1993

45. Further evidence on forecasting international GNP growth rates using unobserved components transfer function models
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
46. Price Volatility Under Alternative Monetary Instruments
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
47. Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

1986

48. The role of adjusment costs in interest rate determination
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Journal Articles

2021

1. Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index
   Mathematics, 2021, 9, (21), 1-19
2. Evaluation of market risk associated with hedging a credit derivative portfolio
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 411-430 View citations (1)
3. Volatility specifications versus probability distributions in VaR forecasting
   Journal of Forecasting, 2021, 40, (2), 189-212 View citations (4)
   See also Working Paper Volatility specifications versus probability distributions in VaR forecasting, Documentos de Trabajo del ICAE (2019) (2019)

2020

4. A dominance approach for comparing the performance of VaR forecasting models
   Computational Statistics, 2020, 35, (3), 1411-1448 View citations (1)
   See also Working Paper A dominance approach for comparing the performance of VaR forecasting models, Documentos de Trabajo del ICAE (2019) (2019)
5. Looking through systemic credit risk: Determinants, stress testing and market value
   Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) View citations (4)
   See also Working Paper Looking through systemic credit risk: determinants, stress testing and market value, Documentos de Trabajo del ICAE (2019) (2019)

2019

6. Long-term swings and seasonality in energy markets
   European Journal of Operational Research, 2019, 279, (3), 1011-1023 View citations (6)
   See also Working Paper Long-term swings and seasonality in energy markets, Documentos de Trabajo del ICAE (2019) View citations (3) (2019)
7. Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components
   JRFM, 2019, 12, (3), 1-33 View citations (3)
   See also Working Paper Splitting credit risk into systemic, sectorial and idiosyncratic components, Documentos de Trabajo del ICAE (2019) View citations (1) (2019)

2018

8. A term structure model under cyclical fluctuations in interest rates
   Economic Modelling, 2018, 72, (C), 140-150 View citations (4)
   See also Working Paper A term structure model under cyclical fluctuations in interest rates, Documentos de Trabajo del ICAE (2019) (2019)

2016

9. Credit Risk Decomposition for Asset Allocation
   Journal of Financial Transformation, 2016, 43, 117-123 View citations (3)

2015

10. Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
    Quarterly Journal of Finance (QJF), 2015, 05, (04), 1-41 View citations (6)
    See also Working Paper Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns, Documentos de Trabajo del ICAE (2014) (2014)

2014

11. Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital
    Journal of Macroeconomics, 2014, 42, (C), 104-117 View citations (1)
    See also Working Paper Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital, Documentos de Trabajo del ICAE (2013) View citations (1) (2013)
12. Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply
    Economic Modelling, 2014, 42, (C), 398-412 View citations (1)
    See also Working Paper Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply, Documentos de Trabajo del ICAE (2013) (2013)
13. Variance swaps, non-normality and macroeconomic and financial risks
    The Quarterly Review of Economics and Finance, 2014, 54, (2), 257-270 View citations (4)

2011

14. Growth, income taxes and consumption aspirations
    Economics Letters, 2011, 113, (3), 221-224 View citations (2)
15. The information content in a volatility index for Spain
    SERIEs: Journal of the Spanish Economic Association, 2011, 2, (2), 185-216 View citations (3)

2010

16. State-uncertainty preferences and the risk premium in the exchange rate market
    Economic Modelling, 2010, 27, (5), 1043-1053 View citations (4)
    See also Working Paper State-Uncertainty preferences and the Risk Premium in the Exchange rate market, Documentos de Trabajo del ICAE (2009) (2009)

2009

17. Liquidity and hedging effectiveness under futures mispricing: International evidence
    Journal of Futures Markets, 2009, 29, (11), 1050-1066 View citations (5)

2007

18. Income taxes, public investment and welfare in a growing economy
    Journal of Economic Dynamics and Control, 2007, 31, (10), 3348-3369 View citations (16)

2005

19. An error correction factor model of term structure slopes in international swap markets
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 229-254 View citations (1)
20. Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"
    International Journal of Forecasting, 2005, 21, (4), 775-780 View citations (1)
21. Growth and welfare: Distorting versus non-distorting taxes
    Journal of Macroeconomics, 2005, 27, (3), 403-433 View citations (16)
    See also Working Paper Growth and Welfare: Distorting versus Non-Distorting Taxes, Documentos de Trabajo del ICAE (2003) (2003)

2004

22. Indeterminacy under non-separability of public consumption and leisure in the utility function
    Economic Modelling, 2004, 21, (3), 409-428 View citations (23)
23. Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
    Computational Economics, 2004, 23, (4), 343-377 View citations (1)
    See also Working Paper Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?, Economic Working Papers at Centro de Estudios Andaluces (2002) View citations (2) (2002)
24. Volatility transmission across the term structure of swap markets: international evidence
    Applied Financial Economics, 2004, 14, (14), 1045-1058 View citations (7)
    See also Working Paper Volatility Transmission acros the Term Structure of Swap Markets: International Evidence, Documentos de Trabajo del ICAE (2002) (2002)

2003

25. Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
    Journal of Banking & Finance, 2003, 27, (6), 1053-1078 View citations (17)
    See also Working Paper Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market, Documentos de Trabajo del ICAE (2002) (2002)

2002

26. A factor model of term structure slopes in Eurocurrency markets
    Applied Economics Letters, 2002, 9, (9), 585-593 View citations (3)
    See also Working Paper A factor model of term structure slopes in eurocurrency markets, Documentos de Trabajo del ICAE (2002) (2002)
27. Can forward rates be used to improve interest rate forecasts?
    Applied Financial Economics, 2002, 12, (7), 493-504 View citations (4)
    See also Working Paper Can forward rates be used to improve interest rate forecasts?", Documentos de Trabajo del ICAE (2002) (2002)
28. Dynamic Laffer curves
    Journal of Economic Dynamics and Control, 2002, 27, (2), 181-206 View citations (58)
    See also Working Paper Dynamic Laffer Curves, Documentos de Trabajo del ICAE (2001) (2001)

2001

29. The role of simulation methods in Macroeconomics
    Spanish Economic Review, 2000, 2, (3), 155-181
    See also Working Paper The Role of Simulation Methods in Macroeconomics, Documentos de Trabajo del ICAE (2002) (2002)

2000

30. Testing the expectations hypothesis in Eurodeposits
    Journal of International Money and Finance, 2000, 19, (5), 713-736 View citations (30)

1997

31. A GENERAL TEST FOR UNIVARIATE SEASONALITY
    Journal of Time Series Analysis, 1997, 18, (1), 29-48 View citations (3)
32. Forecasting with periodic models A comparison with time invariant coefficient models
    International Journal of Forecasting, 1997, 13, (3), 393-405 View citations (14)

1992

33. Equilibrium interest-rate determination under adjustment costs
    Journal of Economic Dynamics and Control, 1992, 16, (1), 1-25 View citations (3)

1990

34. Empleo, capital humano y participación femenina en España
    Investigaciones Economicas, 1990, 14, (3), 457-478 View citations (2)
35. Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates
    Econometrica, 1990, 58, (1), 93-111 View citations (17)

Books

2022

1. Economic Growth
   Springer Texts in Business and Economics, Springer
   Also in Springer Books, Springer (2009) View citations (1)
   Springer Texts in Business and Economics, Springer (2014) View citations (14)

Chapters

2022

1. Additional Endogenous Growth Models
   Springer
   Also in Springer (2014)
   Springer (2009)
2. Empirical Methods: Bayesian Estimation
   Springer
3. Empirical Methods: Frequentist Estimation
   Springer
4. Endogenous Growth Models
   Springer
   Also in Springer (2014)
   Springer (2009)
5. Growth in Monetary Economies: Steady-State Analysis of Monetary Policy
   Springer
   Also in Springer (2009)
   Springer (2014)
6. Introduction
   Springer
7. Mathematical Appendix
   Springer
   Also in Springer (2014)
   Springer (2009)
8. Numerical Solution Methods
   Springer
   Also in Springer (2014) View citations (1)
   Springer (2009) View citations (5)
9. Optimal Growth: Continuous Time Analysis
   Springer
   Also in Springer (2009)
   Springer (2014)
10. Optimal Growth: Discrete Time Analysis
    Springer
    Also in Springer (2009)
    Springer (2014)
11. The Neoclassical Growth Model Under a Constant Savings Rate
    Springer
    Also in Springer (2009)
    Springer (2014)
12. Transitional Dynamics in Monetary Economies: Numerical Solutions
    Springer
    Also in Springer (2014)
    Springer (2009)

2014

13. Introduction
    Springer

2009

14. Introduction
    Springer

Software Items

2007

1. Excel files and MATLAB programs for endogenous growth models
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Excel files and MATLAB programs for growth in monetary economies
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Excel files and MATLAB programs for neoclassical growth model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Excel files and MATLAB programs for numerical solution methods
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Excel files and MATLAB programs for optimal growth
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Excel files for dynamics responses and simple simulations
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1998

7. Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)