R
Robert Hussey
Researcher at Georgetown University
Publications - 8
Citations - 1209
Robert Hussey is an academic researcher from Georgetown University. The author has contributed to research in topics: Conditional probability distribution & General equilibrium theory. The author has an hindex of 4, co-authored 8 publications receiving 1171 citations.
Papers
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Journal ArticleDOI
Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
George Tauchen,Robert Hussey +1 more
TL;DR: In this paper, the authors developed a discrete state space solution method for a class of nonlinear rational expectations models by using numerical quadrature rules to approximate the integral operators that arise in stochastic intertemporal models.
Journal ArticleDOI
Nonparametric estimation of structural models for high-frequency currency market data
TL;DR: Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities and develops a new method for estimation of structural economic models.
Journal ArticleDOI
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
TL;DR: In this paper, the authors present nonparametric evidence on asymmetry in business cycles using time series on production worker employment in the U.S. durables and nondurables manufacturing sectors.
Book ChapterDOI
Computational Aspects of Nonparametric Simulation Estimation
TL;DR: A nonparametric estimator for structural equilibrium models that combines numerical solution techniques for nonlinear rational expectations models with nonparametrical statistical techniques for characterizing the dynamic properties of time series data is developed.
Posted Content
On-the-Job Search and Wage Rigidity in a General Equilibrium Model
TL;DR: This article developed and solved a general equilibrium business cycle model with on-the-job search and wage rigidity arising from long-term labor contracts, which successfully generates these patterns and matches other properties of labor turnover data.