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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 161 - 170 of 193
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Slope units-based flow susceptibility model: using validation tests to select controlling factors
Rotigliano, E.; Cappadonia, C.; Conoscenti, C.; Costanzo, D. - In: Natural Hazards 61 (2012) 1, pp. 143-153
A susceptibility map for an area, which is representative in terms of both geologic setting and slope instability phenomena of large sectors of the Sicilian Apennines, was produced using slope units and a multiparametric univariate model. The study area, extending for approximately 90 km<Superscript>2</Superscript>, was...</superscript>
Persistent link: https://www.econbiz.de/10010996075
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Performance of a Monthly Streamflow Prediction Model for Ungauged Watersheds in Spain
Vicente-Guillén, J.; Ayuga-Telléz, E.; Otero, D.; … - In: Water Resources Management 26 (2012) 13, pp. 3767-3784
Climate change, drought and the world’s growing population are increasing the demand for water which in turn requires improved water resources management. The sustainable management of a watershed requires a thorough knowledge of its water resources, including monthly streamflow. Spain is home...
Persistent link: https://www.econbiz.de/10010997764
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Runoff model validation for large-scale afforestation in arid land
Tabuchi, Hironori; Tanaka, Naoki; Koyanagi, Suguru; … - In: International Journal of Global Environmental Issues 12 (2012) 2/3/4, pp. 282-292
As a countermeasure against global warming, large scale afforestation of arid land which is hardly used for crop cultivation has been receiving attention. By large scale afforestation, atmospheric CO<SUB align="right"><SMALL>2</SMALL></SUB> will be fixed into plants. In arid land, however, most of the rainwater is lost by runoff and...</small></sub>
Persistent link: https://www.econbiz.de/10010668925
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A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation
Xekalaki, Evdokia; Panaretos, John - Volkswirtschaftliche Fakultät, … - 2004
A model of Markov dependent trials is considered that leads to a generalization of the binomial distribution in the context of evaluating models of a time series by exploiting the sequential nature of model-based predictions. Adopting an evaluation method similar in nature to that suggested by...
Persistent link: https://www.econbiz.de/10005619965
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A nonparametric/parametric analysis of the Universal Soil Loss Equation.
Sonneveld, B.G.J.S.; Nearing, M.A. - 2003
Due to its modest data demands and transparent model structure, the Universal Soil Loss Equation (USLE) remains the most popular tool for water erosion hazard assessment. However, the model has several shortcomings, two of which are likely to have prominent implications for the model results....
Persistent link: https://www.econbiz.de/10009429549
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Stochastic modelling of random variables with an application in financial risk management
Moldovan, Max - 2003
stochastic model validation. Special attention is devoted to the unusual two-peaked shape of the empirically observed …
Persistent link: https://www.econbiz.de/10009438314
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EXAMINING ECONOMIC IMPACT AND RECOVERY IN SOUTH DAKOTA FROM THE 2002 DROUGHT
Diersen, Matthew A.; Taylor, Gary - 2003
During the 2002 drought, farm sector economic factors were monitored to assess the likely statewide economic impacts. Timely moisture during the spring of 2003 resulted in a sizeable wheat harvest relative to recent years. Prices in the fall of 2003 resulted in a sizeable wheat harvest relative...
Persistent link: https://www.econbiz.de/10009446548
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Re-Implementation of a Multi-Agent Model Aimed at Sustaining Experimental Economic Research: the Case of Simulations with Emerging Speculation
Rouchier, Juliette - In: Journal of Artificial Societies and Social Simulation 6 (2003) 4, pp. 7-7
The paper presents an attempt at a replication of a multi-agent model dealing with the issue of speculation. In the Journal of Economic Dynamics and Control, John Duffy presents his model and results, as a coupling between an experimental economic version and a multi-agent version, of a model by...
Persistent link: https://www.econbiz.de/10005481583
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The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity
Ebbes, Peter; Papies, Dominik; Heerde, Harald J. van - In: Marketing Science 30 (2011) 6, pp. 1115-1122
Market response models based on field-generated data need to address potential endogeneity in the regressors to obtain consistent parameter estimates. Another requirement is that market response models predict well in a holdout sample. With both requirements combined, it may seem reasonable to...
Persistent link: https://www.econbiz.de/10010990391
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Experimental solar radiation measurements and their effectiveness in setting up a real-sky irradiance model
Grigiante, M.; Mottes, F.; Zardi, D.; de Franceschi, M. - In: Renewable Energy 36 (2011) 1, pp. 1-8
The present work investigates the effectiveness of an innovative procedure to calculate the global real sky irradiance of a mountain urban region, the city of Trento (Italy). The proposed methodology improves the predictive Bird’s real-sky model by introducing in it both atmospheric...
Persistent link: https://www.econbiz.de/10011046195
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