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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 151 - 160 of 193
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Automatic Calibration of the SHETRAN Hydrological Modelling System Using MSCE
Zhang, Rong; Santos, Celso; Moreira, Madalena; Freire, Paula - In: Water Resources Management 27 (2013) 11, pp. 4053-4068
Automatic calibration is preferred because it provides an objective and extensive searching in the feasible parameter space. In this study, the Modified Shuffled Complex Evolution (MSCE) optimization algorithm is applied to automatically calibrate the physically-based spatially-distributed...
Persistent link: https://www.econbiz.de/10010997538
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Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios; Paccagnini, Alessia - Dipartimento di Economia, Metodi Quantitativi e … - 2013
Micro-founded dynamic stochastic general equilibrium (DSGE) models appear to be particularly suited for evaluating the consequences of alternative macroeconomic policies. Recently, increasing efforts have been undertaken by policymakers to use these models for forecasting, although this proved...
Persistent link: https://www.econbiz.de/10010618403
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Evaluation of the AquaCrop model for simulating the impact of water deficits and different irrigation regimes on the biomass and yield of winter wheat grown on China's Loess Plateau
Xiangxiang, Wang; Quanjiu, Wang; Jun, Fan; Qiuping, Fu - In: Agricultural Water Management 129 (2013) C, pp. 95-104
Accurate models of crop growth are important for evaluating the effects of water deficits on crop yield or productivity. AquaCrop was developed by the FAO (Food and Agricultural Organization) of the United Nations to simulate yield responses to changes in the supply of water. The objectives of...
Persistent link: https://www.econbiz.de/10010702920
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Validation and model selection : three similarity measures compared
Marks, Robert E. - In: Complexity economics (2013) 2, pp. 41-61
Persistent link: https://www.econbiz.de/10010358059
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The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten - 2005
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10010295895
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The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten - Deutsche Bundesbank - 2005
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10005059004
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Monitoring Progress Towards Millennium Development Goal 4: A Call for Improved Validation of Under-Five Mortality Rate Estimates
Alkema, Leontine; Wong, Maria B.; Seah, Pei Rong - In: Statistics, Politics, and Policy 3 (2012) 2
. Consequently, there is a clear and urgent need to validate estimates, but consensus guidelines for model validation are lacking … extensive model validation exercises will become standard practice for validating the accuracy of under-5 estimates and …
Persistent link: https://www.econbiz.de/10014621092
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Direct numerical simulation and CMC (conditional moment closure) sub-model validation of spray combustion
Wang, Haiou; Luo, Kun; Fan, Jianren - In: Energy 46 (2012) 1, pp. 606-617
Direct numerical simulation (DNS) is used to study spray combustion in a slab layer configuration. The gas phase is simulated in an Eulerian way, while the droplets are tracked with a Lagrangian method. The coupling between the two phases is considered. A fourth-order explicit Runge–Kutta...
Persistent link: https://www.econbiz.de/10010807873
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Validation and analysis of detailed kinetic models for ethylene combustion
Xu, Chaoqi; Konnov, Alexander A. - In: Energy 43 (2012) 1, pp. 19-29
Present work aims at evaluation of contemporary comprehensive detailed kinetic mechanisms for ethylene combustion, including the Konnov mechanism, LLNL nButane mechanism, San Diego (UCSD) mechanism and USC mechanism. These models have been validated by extensive comparison with available...
Persistent link: https://www.econbiz.de/10010809695
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Comparison of soil and water assessment tool (SWAT) and multilayer perceptron (MLP) artificial neural network for predicting sediment yield in the Nagwa agricultural watershed in Jharkhand, India
Singh, A.; Imtiyaz, M.; Isaac, R.K.; Denis, D.M. - In: Agricultural Water Management 104 (2012) C, pp. 113-120
The present study was conducted in the Nagwa watershed in Jharkhand state, India. The watershed has been identified as a sensitive area for sediment and non-point source pollution. Damodar Valley Corporation (DVC), Hazaribagh, India has taken initiatives to implement several soil and water...
Persistent link: https://www.econbiz.de/10010576898
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