Stochastic models

Results: 1168



#Item
781New classical macroeconomics / New Keynesian economics / Regression analysis / Dynamic stochastic general equilibrium / Instrumental variable / Macroeconomic model / Economic model / Lucas critique / Endogeneity / Economics / Macroeconomics / Econometrics

Using Models for Monetary Policy Analysis∗ Carl E. Walsh University of California, Santa Cruz Modern policy analysis makes extensive use of dynamic stochastic general equilibrium (DSGE) models. These models differ sig

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Source URL: www.ijcb.org

Language: English - Date: 2010-03-01 03:26:00
782Statistical forecasting / Dynamic stochastic general equilibrium / Economic forecasting / Macroeconomic model / Forecasting / Economic model / Monetary policy / JEL classification codes / Inflation / Macroeconomics / Economics / New Keynesian economics

Working Paper No. 471 and Appendices The Bank of England’s forecasting platform: COMPASS, MAPS, EASE and the suite of models Stephen Burgess, Emilio Fernandez-Corugedo, Charlotta Groth, Richard Harrison, Francesca Mont

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2013-10-16 11:38:56
783Bayesian statistics / Options / Normal distribution / Volatility / Stochastic volatility / Markov chain Monte Carlo / Hyperparameter / Autoregressive conditional heteroskedasticity / Markov chain / Statistics / Mathematical finance / Markov models

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract

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Source URL: cran.r-project.org

Language: English - Date: 2014-10-16 17:02:58
784Analytica / Mathematical modeling / Numerical software / Email / Mathematical software / Computing / Science

Analytica Analytica is a fancy modeling software that World Bank staff use to assess debt sustainability and conduct analysis involving scenarios and stochastic simulations. It is much more flexible than Excel and models

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Source URL: siteresources.worldbank.org

Language: English - Date: 2012-01-24 11:36:13
785Machine learning / Estimation theory / Corpus linguistics / Markov models / Bioinformatics / Mixture model / Expectation–maximization algorithm / Part-of-speech tagging / Stochastic context-free grammar / Statistics / Probability and statistics / Natural language processing

Unsupervised Structure Prediction with Non-Parallel Multilingual Guidance Shay B. Cohen Dipanjan Das Noah A. Smith Language Technologies Institute School of Computer Science Carnegie Mellon University

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Source URL: www.cs.cmu.edu

Language: English - Date: 2011-06-21 13:09:56
786Dynamic stochastic general equilibrium / Macroeconomic model / Forecasting / Economic model / Sveriges Riksbank / Forecast error / Consensus forecast / Macroeconomics / Economics / Statistical forecasting

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

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Source URL: www.ijcb.org

Language: English - Date: 2007-11-28 04:29:20
787Financial regulation / Actuarial science / Mathematical finance / Basel III / Systemic risk / CVA / Credit default swap / Credit risk / Calibrated probability assessment / Financial economics / Bank regulation / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Indepen

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-08-07 12:50:00
788Economic theories / Dynamic stochastic general equilibrium / Phillips curve / Real rigidity / Economic model / Markov chain / Labour economics / Keynesian economics / Monetary policy / Macroeconomics / Economics / New Keynesian economics

Using Estimated Models to Assess Nominal and Real Rigidities in the United Kingdom∗ G¨ une¸s Kambera and Stephen Millardb a

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Source URL: www.ijcb.org

Language: English - Date: 2012-11-30 09:32:00
789New Keynesian economics / Monetary policy / New classical macroeconomics / Dynamic stochastic general equilibrium / Inflation / Keynesian economics / Taylor rule / IS/LM model / Phillips curve / Macroeconomics / Economics / Economic theories

The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area - IJCB - May 2005

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Source URL: www.ijcb.org

Language: English - Date: 2005-05-19 03:20:11
790Genetic genealogy / Probability and statistics / Markov chain / Allele frequency / Statistics / Markov models / Population genetics

Package ‘Geneland’ July 2, 2014 Title Detection of structure from multilocus genetic data. Author Gilles Guillot, Filipe Santos, Arnaud Estoup Description Stochastic simulation and MCMC inference of structure from ge

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Source URL: cran.r-project.org

Language: English - Date: 2015-02-19 04:53:26
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