Saecker
Solving Linear DSGE Models With
Structure Preserving Doubling Methods
194 / 2023 Martin Baumgärtner
Johannes Zahner
Whatever it takes to understand a central
banker – Embedding
University, Ulm, Germany. MSc in Computer Science (minor subject: Medicine). Sep 1993 – Jun 2002 Martin‐Behaim‐Gymnasium , Nuremberg, Germany. Abitur (A-levels).
gsbesprechung, Abzug von Vorsorgeaufwendungen
(2006)
EStB 2006, 187-190
- Klaus Korn, Martin Strahl, Steuerliche Hinweise und Dispositionen zum Jahresende 2007
(2007 )
NWB Fach 2, 49/2007
r(i))
If k(i) > m Then m = k(i) Else s = s + (k(i) / m - 1)ˆ2
Next i
If s = 0 Then martin = “n.d.“ Else martin = (ar - rf) / ((s / t)ˆ0.5)
End Function
4.3 Rankingproblematik
Im Rahmen unserer [...] risikofreier Zins; Anzahl individueller Drawdowns)
Pain =pain(Fondsrenditen; risikofreier Zins)
Martin =martin(Fondsrenditen; risikofreier Zins)
Tabelle 6: Überblick: Performancemaßfunktionen
28
[...] (Omega, Sortino, Kappa 3 und Upside Potential
Ratio), von Drawdowns (Calmar, Sterling, Burke, Pain und Martin) und des Value at
Risk (Excess Return on Value at Risk, bedingtes und modifiziertes Sharpe-Maß).
Meyer, Matthias: Management Control in Unternehmenskooperationen, ZfCM H.5
Müthel , Miriam, Martin Högl: Intellektuelles Kapital - Konzeptualisierung und Messung von
Wissen als Produktionsfaktor [...] Controlling Heft 6/08
Sierke, Bernt R.A. (Hg.): Zeitgerechtes Controlling, Gabler
Sulzbacher, Martin (2003): Virtuelle Teams. Eine Möglichkeit, komplexe Aufgaben über
Raum, Zeit und Organisationsgrenzen
In:
Ohashi, I., Tachibanaki, T. (Eds.), Internal Labour Market, Incentives and Employment. St. Martin’s
Press, New York, pp. 159–195.
Altonji, J. G., Pierret, C. R., 2001. Employer learning and [...] racial exclusion. Journal of Population Economics
20 (3), 621–642.
Miller, P. W., Mulvey, C., Martin, N., 1995. What do twins studies reveal about the economic returns
to education? a comparison [...] australian and u.s. findings. American Economic Review 85, 586–
599.
Miller, P. W., Mulvey, C., Martin, N., 2004. A test of the sorting model of education in australia.
Economics of Education Review
the end lead to fiscal problems that are reflected in a strong rise in
bond yields. See Hellwig, Martin, “Quo vadis, Euroland? European Monetary Union between crisis and reform,”
Max Planck Institute [...] IMF lending arrangements.” See Ahearn, Raymond, J.; Jackson, James K; Nelson,
Rebecca M.; Weiss, Martin A., “The future of the Eurozone and U.S. interests,” in: Farkas, Hannah J.; Murphy,
Daniel C. (eds [...] “Coordinating,”op. cit. p. 13).
43 Nelson, Rebecca M.; Nanto, Dick K.; Sanford, Jonathan E.; Weiss, Martin A, “Frequently asked questions
about IMF involvement in the Eurozone,” in: Farkas, Hannah J.; Murphy
Federal Reserve Bank of Minneapolis Research Department Staff Report 419, May.
Bakhshi, H., Martin, B., Yates, T. (2002), How Uncertain are the Welfare Costs of
Inflation?, Bank of England Working [...] Demand in the Euro Area,
Journal of International Money and Finance 29, pp. 111-122.
Evans, Martin D. D. (2005), Where Are We Now? Real-Time Estimates of the
Macroeconomy, International Journal of
-Bonitaetsnote-von-
Griechenland-3383098
15. Grabitz, Eberhard/Hilf, Meinhard/Nettesheim, Martin, Das Recht der Europäischen
Union, Band I EUV/AEUV, 52. Ergänzungslieferung Januar 2014, C.H [...] von-Griechenland-3383098
page
19
16. Grabitz, Eberhard/Hilf, Meinhard/Nettesheim, Martin, Das Recht der Europäischen
Union, Band I EUV/EGV, 40. Ergänzungslieferung, 2009, C.H. Beck Verlag
Europäischen Bankenunion – Plädoyer für ein glaubwürdiges Bail-in, S. 4
21 Admati, Anat and Hellwig, Martin (2013), „The Bankers’ New Clothes – What’s Wrong
with Banking and What to Do about It“, Princeton [...] erhöhen.
page
21
Literaturverzeichnis:
Admati, Anat und Hellwig, Martin (2013), „The Bankers’ New Clothes – What’s Wrong
with Banking and What to Do about It“, Princeton
aufkaufen-13157970.html, abgerufen am 18.09.14
22. Grabitz, Eberhard, Hilf, Meinhard, Nettesheim, Martin, Das Recht der Europäischen Union,
Band I EUV/EGV, 40. Ergänzungslieferung 2009, C.H. Beck Verlag
Statistik und Ökonometrie für
Wirtschaftswissenschaftler, 3. Auflage, Springer-Verlag.
Baumann, Martin und Brendemühl, Jörg (2014), Dynamische Risikosteuerung,
Der Credit Manager 3/2014, S. 24 – 27.
Deutschland
und über die Geldwäscherisiken in einzelnen Wirtschaftssektoren, Abschlussbericht, Martin-
Luther-Universität Halle-Wittenberg.
Croushore, D. (1993), Money in the Utility Function:
RWS, zuletzt geprüft am 01.09.2016.
Beedle, Mike; Cockburn, Alistair; Cunningham, Ward; Fowler, Martin; Highsmith, Jim; Hunt,
Andrew et al. (2001): The Agile Manifesto. Manifest für Agile Softwareentwicklung [...] -
hub_ib_164-mueller.pdf, zuletzt geprüft am 19.07.2016.
Münzl, Gerald; Pauly, Michael; Reti, Martin (2015): Cloud Computing als neue Herausforde-
rung für Management und IT. Berlin, Heidelberg: Springer
turning points directly and on a global level within a non-linear framework is
Camacho & Martinez-Martin (2015). They propose a two-state Markov-switching dynamic
factor model to produce short-term [...] Fourth, the indicator variables are included individually, not as factors
as in Camacho & Martinez-Martin (2015) and Ferrara & Marsilli (2014).
Our results reveal that lagged GDP growth rates and a [...] Series: Selected Procedures and Computer
Programs, UMI, 7-63.
Camacho, M., & J. Martinez-Martin (2015), Monitoring the world business cycle, Economic
Modelling 51, 617-625.
Chauvet, M
stock.18 In line
16More complex volume-based measures are, for example, the ones proposed by Martin (1975), Hui and Huebel
(1984) and Amihud (2002). More sophisticated transaction cost metrics are [...] Bear Markets in Stock Returns. Journal of Business and
Economic Statistics 18 (1), 100–112.
Martin, P., 1975. Analysis of the Impact of Competitive Rates on the Liquidity of NYSE Stocks, Economic
2006, S. 99–127,
https://doi.org/10.1007/978-3-8350-9122-1_6 [05.08.2019].
67 Franz Eisenführ, Martin Weber: Rationales Entscheiden, 2013.
page
38
...
Summe 100 %
Tabelle [...] Benjamin, Nedkov, Stoyan, Willemen, Louise, Petz, Kat-
alin, Palomo, Ignacio, Drakou, Evangelia G., Martín-Lopez, Berta, McPhearson, Timon,
Boyanova, Kremena, Alkemade, Rob, Egoh, Benis, Dunbar, Martha B [...] http://link.springer.com/10.1007/978-3-319-
72905-3_3 [11.07.2019].
Eisenführ, Franz, Weber, Martin (2013): Rationales Entscheiden, 2013.
Gregor, Shirley, Jones, David (2007): The Anatomy of a
politisches-system/202191/subsidaritaet (Zugriff am 27.05.2020); hierzu außerdem erhellend: PÄTZOLD,
MARTIN/TOLKMITT, VOLKER: Reichtum ohne Grenzen? Die Soziale Marktwirtschaft im 21. Jahrhundert.
Wiesbaden [...] thik. Von der Stammesmoral zur Ethik der
Globalisierung. Stuttgart 2010.
PÄTZOLD, MARTIN/TOLKMITT, VOLKER: Reichtum ohne Grenzen? Die Soziale
Marktwirtschaft im 21. Jahrhundert. Wiesbaden
from the US. Oxford Bulletin of
Economics and Statistics 82, 889–915.
Broner, F., Erce, A., Martin, A., Ventura, J., 2014. Sovereign debt markets in
turbulent times: Creditor discrimination and [...] of fiscal
prudence and profligacy. Journal of Monetary Economics 76, 55 – 70.
Pooter, M.D., Martin, R.F., Pruitt, S., 2018. The liquidity effects of official bond
market intervention. Journal of
Review 64 (1): 20–43. issn: 1439-2917. https://doi.org/10.
1007/BF03396836.
Ben Ammar, Semir, Martin Eling, and Andreas Milidonis. 2018. “The cross-section
of expected stock returns in the prope
Scientific Publications 2011s-76, pp. 1–
40. doi: 10.2139/ssrn.1999002.
Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans (2005). “Nominal
Rigidities and the Dynamic Effects of a Shock to
Sala-i-Martin (2004). Economic growth second edition.
Barro, Robert J (1996). „Democracy and growth“. In: Journal of economic growth 1.1,
S. 1–27.
Barro, Robert J. und Xavier Sala-i-Martin (1992) [...] fol-
genden 45 Jahren einher. Die geschätzte Beta-Konvergenzrate (Robert J. Barro und Sala-
i-Martin, 1992) liegt bei knapp 0,4 %. Diese niedrige Rate ist aufgrund des heterogenen
Samples und der [...] nitte
sämtlicher Variablen, entsprechend der üblichen Vorgehensweise (R. Barro und Sala-i-
Martin, 2004). Damit bleiben uns also bis zu 9 Zeitperioden von 1975 bis 2019, in denen
wir die 140 Länder
multi-level
commons. In: Decision Sciences 52 (4), S. 817–832. DOI: 10.1111/deci.12526.
Christopher, Martin (2000): The Agile Supply Chain: Competing in Volatile Markets. In: Industrial Marketing Management [...] Management 29 (1), S.
37–44. DOI: 10.1016/S0019-8501(99)00110-8.
page
22
Christopher, Martin; Peck, Helen (2004): Building the Resilient Supply Chain. In: The International Journal of Logistics [...] Food Supply Chain. In: ACM Trans.
Sen. Netw. 16 (1), S. 1–41. DOI: 10.1145/3360726.
Palos, Martín; Cortés, Irene; Madridano, Ángel; Navas, Francisco; Barbero, Carmen; Milanés, Vicente; García, Fernando
Federal Reserve Bank of Minneapolis Research Department Staff Report 419, May.
Bakhshi, H., Martin, B., Yates, T. (2002), How Uncertain are the Welfare Costs of
Inflation?, Bank of England Working [...] Demand in the Euro Area,
Journal of International Money and Finance 29, pp. 111-122.
Evans, Martin D. D. (2005), Where Are We Now? Real-Time Estimates of the
Macroeconomy, International Journal of
Federal Reserve Bank of Minneapolis Research Department Staff Report 419, May.
Bakhshi, H., Martin, B., Yates, T. (2002), How Uncertain are the Welfare Costs of
Inflation?, Bank of England Working [...] Demand in the Euro Area,
Journal of International Money and Finance 29, pp. 111-122.
Evans, Martin D. D. (2005), Where Are We Now? Real-Time Estimates of the
Macroeconomy, International Journal of