Search Results - "LEBEDINSKY, ALEX"

Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing by Lebedinsky, Alex

“…In this note, I conduct an empirical investigation of the affine stochastic discount factor model proposed by Backus, Foresi and Telmer (2001), who showed that…”
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Can changes in sentiments influence consumer behavior? Evidence from the Trump‐Russia investigation by Biolsi, Christopher, Lebedinsky, Alex

“…We examine the hypothesis that animal spirits might affect economic behavior by analyzing how consumer spending changes in response to the news coverage of the…”
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A re-examination of firm, industry and market volatilities by Lebedinsky, Alex, Wilmes, Nicholas

“…•During 2007–2008 Financial Crisis, volatility in U.S. stocks increased to their highest levels in 50 years.•Tech bubble of early 2000’s led to an even greater…”
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Cagan type rational expectation model on complex discrete time domains by Atıcı, Ferhan M., Ekiz, Funda, Lebedinsky, Alex

“…•Introducing the Cagan type rational expectations model on complex discrete time domains.•Obtaining the general solution of CTRE model using the martingale…”
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An application of time scales to economics by Atici, Ferhan M., Biles, Daniel C., Lebedinsky, Alex

“…Economics is a discipline in which there appears to be many opportunities for applications of time scales. The time scales approach will not only unify the…”
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A nonlinear stochastic growth model on discrete time domains by Atıcı, Ferhan M., Cheng, Gang, Lebedinsky, Alex

“…In this paper, we introduce nonlinear stochastic dynamic problems on discrete time domains where events may occur at unevenly spaced time points. We define…”
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Inventory model of deteriorating items on non-periodic discrete-time domains by Atıcı, Ferhan M., Lebedinsky, Alex, Uysal, Fahriye

“…•We introduce a discrete-time inventory model on complex time domains.•Our model generalizes traditional discrete-time inventory models.•Our model allows more…”
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A MATCHED PAIRS ANALYSIS OF STATE GROWTH DIFFERENCES by GOFF, BRIAN, LEBEDINSKY, ALEX, LILE, STEPHEN

“…The American states have provided a rich laboratory in which to examine influences on economic growth, physical capital, human capital, and a variety of policy…”
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