Marco Lyrio
Economics and Econometrics · 2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 30 citations into it
Whom Marco Lyrio trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Marco Lyrio's perspective
Ordered by how strongly the researchers Marco Lyrio trusts endorse each paper. Same corpus, a different order for every researcher.
- A Theory for the Term Structure of Interest Rates
- Annals of Statistics
- Search for Neutral MSSM Higgs Bosons at LEP
- An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
- The Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity
- Term premia and interest rate forecasts in affine models
- Habit Formation in Consumption and Its Implications for Monetary Policy Models
- Specification Analysis of Affine Term Structure Models
- New Directions for Stochastic Open Economy Models
- Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Their papers
- A Multi-Factor Model for the Valuation and Risk Managment of Demand Deposits (2006) — 122 citations