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  • Search: subject:"Model validation"
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Year of publication
Subject
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model validation 99 Model validation 58 Theorie 47 Theory 47 Forecasting model 29 Prognoseverfahren 29 Risikomanagement 21 Risk management 21 Bankrisiko 17 Bank risk 16 Portfolio-Management 16 Portfolio selection 15 Basel Accord 14 Schätzung 14 Simulation 14 Basler Akkord 13 Estimation 13 Credit risk 12 Kreditrisiko 12 Model Validation 11 Modellierung 11 Scientific modelling 11 Risikomaß 10 Risk measure 10 model risk 10 Agent-based modeling 8 Agentenbasierte Modellierung 8 Risiko 8 Risk 8 financial frictions 8 Bayesian vector autoregression 7 Estimation theory 7 Schätztheorie 7 VAR model 7 VAR-Modell 7 credit risk 7 forecasting 7 DSGE model validation 6 Forecasting 6 Monetary policy 6
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Online availability
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Free 90 Undetermined 81 CC license 5
Type of publication
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Article 126 Book / Working Paper 67
Type of publication (narrower categories)
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Article in journal 66 Aufsatz in Zeitschrift 66 Working Paper 22 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 11 Article 10 Thesis 2 Aufsatz im Buch 1 Book section 1 Case Study 1 Conference paper 1 Congress Report 1 Konferenzbeitrag 1 Konferenzschrift 1 research-article 1
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Language
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English 117 Undetermined 74 German 2
Author
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Berg, Tim Oliver 8 Henzel, Steffen 8 Fritsche, Jan Philipp 6 Jacobs, Michael <Jr.> 4 Lux, Thomas 4 Canova, Fabio 3 Carrara, Samuel 3 Després, Jacques 3 Fujimori, Shinichiro 3 Gerba, Eddie 3 Johnson, Nils 3 Kitous, Alban 3 Koesler, Simon 3 Paustian, Matthias 3 Pietzcker, Robert C. 3 Scholz, Yvonne 3 Spanos, Aris 3 Sullivan, Patrick 3 Taplin, Ross 3 Ueckerdt, Falko 3 Wehn, Carsten 3 Berentsen, P.B.M. 2 Boer, Harmen Sytze de 2 Brundell-Freij, Karin 2 Börjesson, Maria 2 Chen, Zhenxi 2 Cho, In-Koo 2 Ciani, Emanuele 2 De Grauwe, Paul 2 Elias, Nur Fazidah 2 Eliasson, Jonas 2 Engelson, Leonid 2 Feuerbacher, Arndt 2 Giesen, G.W.J. 2 Hertel, Thomas W. 2 Hunt, Clive 2 Jang, Tae-Seok 2 Jiang, Xiaomo 2 Kim, Kun Ho 2 King, Maxwell L. 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Department of Economics, University of Pennsylvania 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 School of Agricultural and Resource Economics, University of Western Australia 2 USDA, ARS 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 C.E.P.R. Discussion Papers 1 CESifo 1 CTS - Centre for Transport Studies Stockholm (KTH and VTI) 1 Central Bank of Cyprus 1 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Simon Fraser University 1 Deutsche Bundesbank 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 1 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 1 Economic Research Service, Department of Agriculture 1 Ecosystems Sciences Division, Commonwealth Scientific and Industrial Research Organisation (CSIRO) 1 Federal Reserve Bank of San Francisco 1 HAL 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute of Developing Economies, Japan External Trade Organization (JETRO) 1 International Food Policy Research Institute (IFPRI) 1 Mathematica Policy Research 1 Motu: Economic & Public Policy Research 1 Statistisk Sentralbyrå, Government of Norway 1 USDA, APHIS 1 USDA, FS 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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The journal of risk model validation 10 Computational economics 5 Journal of risk management in financial institutions 5 Risks : open access journal 5 MPRA Paper 4 Renewable Energy 4 Energy 3 Energy economics 3 Risks 3 Agricultural Water Management 2 Applied Energy 2 European journal of operational research : EJOR 2 FinMaP-Working Paper 2 Finmap working paper 2 International Journal of Financial Studies 2 International Journal of Financial Studies : open access journal 2 International Journal of Quantitative Structure-Property Relationships (IJQSPR) 2 International journal of production research 2 Journal of Applied Statistics 2 Journal of Artificial Societies and Social Simulation 2 Mathematics and Computers in Simulation (MATCOM) 2 Natural Hazards 2 PIER Working Paper Archive 2 Water Resources Management 2 Working Papers / School of Agricultural and Resource Economics, University of Western Australia 2 ZEW Discussion Papers 2 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 Agricultural Economics Research 1 Australian Journal of Agricultural and Resource Economics 1 Bio-based and Applied Economics Journal 1 Biophysical economics and sustainability 1 CDMA Conference Paper Series 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Center for the Analysis of Public Policies (CAPP) 1 Climate change economics 1 Complexity economics 1 Computational Economics 1
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Source
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ECONIS (ZBW) 83 RePEc 77 EconStor 21 BASE 8 Other ZBW resources 4
Showing 121 - 130 of 193
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Structured Application of the Two-Point Method for the Estimation of Infiltration Parameters in Surface Irrigation.
Bautista, E.; Clemmens, A.J.; Strelkoff, T.S. - 2009
The two-point method is one of the best known procedures for estimating empirical infiltration parameters from surface irrigation evaluation data and mass balance, mainly because of its limited data requirements and mathematical simplicity. However, past research have shown that the method can...
Persistent link: https://www.econbiz.de/10009429546
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Validating the IS-Impact model : two exploratory case studies in China and Malaysia
Cao, Lan; Elias, Nur Fazidah - 2009
For over a decade, IT expenditure in China and Malaysia has shown a significant increase, as organisations in these countries are increasingly dependent on information systems (IS) for achieving strategic advantages and business benefits. However, there have been numerous reports of...
Persistent link: https://www.econbiz.de/10009437899
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Commodity price volatility and nutrition vulnerability:
Verma, Monika; Hertel, Thomas W. - International Food Policy Research Institute (IFPRI) - 2009
"In this paper we examine the impact of commodity price volatility on calorie attainment and its variability for households at the nutritional poverty line in Bangladesh. We focus on the first two moments of the distribution of calorie consumption and consider the differential impacts across...
Persistent link: https://www.econbiz.de/10004987179
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Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
Cuaresma, Jesús Crespo; Feldkircher, Martin; Slacík, … - In: Focus on European Economic Integration (2009) 4, pp. 84-95
This paper describes the new forecasting tool used by the Oesterreichische Nationalbank (OeNB) to derive near-term forecasts for GDP and imports for five Central, Eastern and Southeastern European (CESEE) countries, namely Bulgaria, Croatia, the Czech Republic, Hungary and Poland. An error...
Persistent link: https://www.econbiz.de/10008623567
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Identification of Social Interaction Effects in Financial Data
Jang, Tae-Seok - In: Computational Economics 45 (2015) 2, pp. 207-238
used for the model validation; we investigate whether our artificial economy can match the empirical moments observed in …
Persistent link: https://www.econbiz.de/10011155113
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Experimental validation of a thermodynamic boiler model under steady state and dynamic conditions
Carlon, Elisa; Verma, Vijay Kumar; Schwarz, Markus; … - In: Applied Energy 138 (2015) C, pp. 505-516
Nowadays dynamic building simulation is an essential tool for the design of heating systems for residential buildings. The simulation of buildings heated by biomass systems, first of all needs detailed boiler models, capable of simulating the boiler both as a stand-alone appliance and as a...
Persistent link: https://www.econbiz.de/10011116058
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Gray-box modeling and validation of residential HVAC system for control system design
Afram, Abdul; Janabi-Sharifi, Farrokh - In: Applied Energy 137 (2015) C, pp. 134-150
In this paper gray-box models of the residential heating, ventilation and air conditioning (HVAC) system were developed. The HVAC system comprises of several subsystems such as energy recovery ventilator (ERV), air handling unit (AHU), buffer tank (BT), radiant floor heating (RFH) system, zone...
Persistent link: https://www.econbiz.de/10011116106
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Validation of direct normal irradiance predictions under arid conditions: A review of radiative models and their turbidity-dependent performance
Gueymard, Christian A.; Ruiz-Arias, José Antonio - In: Renewable and Sustainable Energy Reviews 45 (2015) C, pp. 379-396
In this study, a detailed review of the performance of 24 radiative models from the literature is presented. These models are used to predict the clear-sky surface direct normal irradiance (DNI) at a 1-min time resolution. Coincident radiometric and sunphotometric databases of the highest...
Persistent link: https://www.econbiz.de/10011209060
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Short-term experiments with borehole heat exchangers and model validation in TRNSYS
Pärisch, Peter; Mercker, Oliver; Oberdorfer, Phillip; … - In: Renewable Energy 74 (2015) C, pp. 471-477
The short-term behavior of borehole heat exchangers (BHE) is investigated using three 2 h test sequences each with constant inlet temperature and constant mass flow rate. Three models of the transient systems simulation program (TRNSYS) have been compared to these measurements. In order to...
Persistent link: https://www.econbiz.de/10011076834
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Point and density forecasts for the euro area using Bayesian VARs
Berg, Tim Oliver; Henzel, Steffen - In: International journal of forecasting 31 (2015) 4, pp. 1067-1095
Persistent link: https://www.econbiz.de/10011474904
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