All Stories

  1. The Behavior of Fixed-income Funds during COVID-19 Market Turmoil

    Article • Analytical Notes, December 2020, International Monetary Fund

    Frank Hespeler

  2. Solving Rational Expectations Models with Informational Subperiods: A Comment

    Article • Computational Economics, July 2018, Springer Science + Business Media

    Frank Hespeler

  3. Monitoring systemic risk in the hedge fund sector

    Article • Quantitative Finance, September 2017, Taylor & Francis

    Frank Hespeler

  4. DOES NEAR-RATIONALITY MATTER IN FIRST-ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH

    Article • Bulletin of Economic Research, June 2017, Wiley

    Frank Hespeler

  5. Mean-Extended Gini Portfolios: A 3D Efficient Frontier

    Article • Computational Economics, November 2016, Springer Science + Business Media

    Frank Hespeler

  6. A VECM evaluation of monetary transmission in Uzbekistan

    Article • Economics of Planning, July 2012, Springer Science + Business Media

    Frank Hespeler

  7. On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations

    Article • Computational Economics, February 2012, Springer Science + Business Media

    Frank Hespeler

  8. Solution for Rational Expectation Models Free of Complex Numbers

    Article • Theoretical Economics Letters, January 2011, Scientific Research Publishing, Inc,

    Frank Hespeler

  9. A Correction of Misstated Equations in Hespeler (2008)

    Article • Computational Economics, April 2008, Springer Science + Business Media

    Frank Hespeler

  10. Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design

    Article • Computational Economics, September 2007, Springer Science + Business Media

    Frank Hespeler