Balint Szoke

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

187

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Estimating Robustness

Number of pages: 44 Posted: 20 Apr 2017 Last Revised: 14 Oct 2019
Balint Szoke
Board of Governors of the Federal Reserve System
Downloads 109 (277,755)
Citation 1

Abstract:

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robustness, structured uncertainty, survey expectations, term-structure models, estimation, relative entropy, error probability

2.

Twisted Probabilities, Uncertainty, and Prices

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-02
Number of pages: 55 Posted: 15 Jan 2019
University of Chicago - Department of Economics, Board of Governors of the Federal Reserve System, University of Chicago and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 73 (357,032)
Citation 4

Abstract:

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Risk, uncertainty, relative entropy, robustness, asset prices, exponential quadratic stochastic discount factor

3.

Optimal Positive Capital Taxes at Interior Steady States

NBER Working Paper No. w25895
Number of pages: 38 Posted: 07 Jun 2019
Jess Benhabib and Balint Szoke
New York University - Leonard N. Stern School of Business - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 5 (682,947)
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