Bounds in multi-horizon stochastic programs
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DOI: 10.1007/s10479-019-03244-9
Abstract: In this paper, we present bounds for multi-horizon stochastic optimization problems, a class of problems introduced in Kaut et al. (Comput Manag Sci 11:179–193, 2014) relevant in many industry-life applications typically involving strategic and operational… read more here.
Keywords: bounds multi; multi horizon; stochastic programs; horizon stochastic ... See more keywords
Multi-horizon wealth effects across the G7 economies
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DOI: 10.1016/j.econmod.2018.01.013
Abstract: Abstract This paper investigates the nature of the intertemporal relationship between household wealth and private consumption across the G7 countries. We make use of the multistep non-causality test, recommended by Dufour et al. (2006) and the… read more here.
Keywords: wealth; wealth effects; causality; effects across ... See more keywords