613 Wallace Road
Ames, IA 50011
United States
Iowa State University
SSRN RANKINGS
in Total Papers Citations
Taylor rule, Term structure, Regime-switching, MCMC
Taylor rule, term structure, regime-switching, MCMC
q-theory, Bayesian MCMC estimation, Anomalies, Investment, Profitability
Optimal monetary policy, Taylor rule, Term structure of interest rates, New Keynesian, Macroeconomic stability
DSGE model, Bayesian MCMC estimation, stock returns, neutral technology shock, investment-specific technology shock, monetary policy shock, risk shock
Levy processes, variance gamma model, Markov Chain Monte Carlo, option pricing
crop insurance, Gibbs sampler, Just and Pope technology, negative skewness, quantile regression, rotation effect
G12, C11, C15, C32