Browsing Max Weber Programme (MWP) by Author "LU, Yang K."

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Browsing Max Weber Programme (MWP) by Author "LU, Yang K."

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    Title: Credibilty Concerns in Optimal Policy Design  Author(s): LU, Yang K. Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper provides a transparent framework for thinking about optimal investment in reputation by a trustworthy government. This topic has been neglected by the existing literature on reputation games but is potentially ...
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    Title: Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model  Author(s): LU, Yang K.; PERRON, Pierre Date: 2010 Type of Publication: Article Abstract: We consider the estimation of a random level shift model for which the series of interest is the sum of a short-memory process and a jump or level shift component. For the latter component, we specify the commonly used ...