Blacksburg, VA 24061
Virginia Polytechnic Institute & State University
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Exchange Rate Forecasting, Term Structure of Interest Rates, Uncovered Interest Parity
Exchange Rate, Term Structure, Latent Factors, Term premiums
Exchange Rate, Term Structure, Latent Factors, Term Premiums
Price Dispersion, Anchoring, Loss Aversion, Housing Market
term structure of interest rates, Nelson-Siegel yield curve, trend-cycle decomposition
decision-making, children, family
Housing Return Predictability, Price Dispersion, Anchoring, Loss Aversion, Hong Kong Housing Market
housing return predictability, price dispersion, anchoring, loss aversion, Hong Kong housing market
Hedonic Pricing, Housing, Income Inequality
Taylor rule, frequency dependence, spectral regression, real-time data
Taylor rule, frequency dependence, spectral regression, real-time data.
present value model, stock price, discount rate
Survey Data, Excess Currency Returns, Global Shock
macro-finance, term structure, VAR, Bayesian method
Optimal Interest Rate Rule, DSGE Model, House Price Inflation
Intertemporal consumer choice, discounting, hyperbolic discounting, consumption CAPM
defined contribution plans, mutual funds, employee choice, fund flows, retirement system
Present value model, rent-price ratio, housing supply regulations
DSGE Models, House Price, Rent-Price Ratio, Optimal Monetary Policy
Time Series, Granger-causality, causality, post-sample testing, exchange rates
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factor model, principal component analysis, exchange rates, out-of-sample forecasting
DSGE models, Data detrending, Monetary policy, Forecasting
Dividend payouts, tax treaty, corporate governance
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