Mu‐Chun Wang

University of Hamburg - Faculty of Economics and Business Administration

Von-Melle-Park 5

Hamburg, 20146

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

159

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Estimation of Heterogeneous Agent Models: A Likelihood Approach

CESifo Working Paper Series No. 6717
Number of pages: 35 Posted: 04 Jun 2020
Aarhus University - CREATES, Universität Hamburg, Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 118 (287,583)
Citation 3

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heterogeneous agent models, continuous-time, Fokker-Planck equations, identification, maximum likelihood

2.

Drifts, Volatilities, and Impulse Responses Over the Last Century

Richmond Fed Working Paper No. 14-10
Number of pages: 54 Posted: 10 Apr 2014
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and University of Hamburg - Faculty of Economics and Business Administration
Downloads 41 (507,573)
Citation 2

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Bayesian VAR, Time variation, U.S. monetary policy

3.

Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 287-297, 2014
Number of pages: 11 Posted: 08 Mar 2014
Matei Demetrescu and Mu‐Chun Wang
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Hamburg - Faculty of Economics and Business Administration
Downloads 0 (794,698)
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