Chiarella Carl

Carl Chiarella

Information about the author Carl Chiarella will soon be added to the site.
Found 10 papers in total
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
2011
In this paper a simulation approach for defaultable yield curves is developed within...
Price flexibility and debt dynamics in a high order AS-AD model
Price flexibility and debt dynamics in a high order AS-AD model
2001
In this paper we reconsider extensions and modifications of earlier work on a...
The dynamics of speculative behaviour
The dynamics of speculative behaviour
1992
A number of recent empirical studies cast some doubt on the random walk theory of...
The feedback channels in macroeconomics: analytical foundations for structural econometric model building
The feedback channels in macroeconomics: analytical foundations for structural econometric model building
2006
We investigate important macroeconomic and macroeconometric feedback channels in...
Price flexibility and debt dynamics in a high order aggregate supply and aggregate demand (AS–AD) model
Price flexibility and debt dynamics in a high order aggregate supply and aggregate demand (AS–AD) model
2001
In this paper we reconsider extensions and modifications of earlier work on a...
The nonlinear Cournot model under uncertainty with continuously distributed time lags
The nonlinear Cournot model under uncertainty with continuously distributed time lags
2001
Dynamic oligopolies are examined when firms have inaccurate knowledge of the demand...
The Bertrand oligopoly with information lag
The Bertrand oligopoly with information lag
2002
The asymptotic behavior of dynamic Bertrand oligopolies is discussed when the firms...
A volatility decomposition control variate technique for Monte Carlo simulations of Heath, Jarrow, Morton models
A volatility decomposition control variate technique for Monte Carlo simulations of Heath, Jarrow, Morton models
2005
The aim of this work is to develop a simulation approach to the yield curve evolution...
Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
1999
In the basic Cagan model of monetary dynamics, we allow inflationary expectations to...
Keynesian monetary growth dynamics in open economies
Keynesian monetary growth dynamics in open economies
1999
We investigate an open economy monetary growth model with sluggish price and quantity...
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