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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 81 - 90 of 193
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Validation of structural labor supply model by the elasticity of taxable income
Thoresen, Thor O.; Vattø, Trine E. - Statistisk Sentralbyrå, Government of Norway - 2013
Given that structural labor supply models continue to play a key role in the process of policy design, it is important to validate their capacity to provide reasonable predictions of alternative hypothetical policy options. Comparing outcomes before and after a realized policy change (such as a...
Persistent link: https://www.econbiz.de/10010817210
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Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
Berg, Tim Oliver; Henzel, Steffen - ifo Leibniz-Institut für Wirtschaftsforschung an der … - 2013
Forecast models with large cross-sections are often subject to overparameterization leading to unstable parameter estimates and hence inaccurate forecasts. Recent articlessuggest that a large Bayesian vector autoregression (BVAR) with sufficient prior information dominates competing approaches....
Persistent link: https://www.econbiz.de/10010877596
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Point and density forecasts for the Euro area using many predictors : are large BVARs really superior?
Berg, Tim Oliver; Henzel, Steffen - 2013
Forecast models with large cross-sections are often subject to overparameterization leading to unstable parameter estimates and hence inaccurate forecasts. Recent articles suggest that a large Bayesian vector autoregression (BVAR) with sufficient prior information dominates competing approaches....
Persistent link: https://www.econbiz.de/10010342246
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Point and density forecasts for the Euro area using many predictors : are large BVARs really superior?
Berg, Tim Oliver; Henzel, Steffen - 2013
Persistent link: https://www.econbiz.de/10009729802
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A Simulation Model for Application Development in Data Warehouses
Rahman, Nayem - In: International Journal of Operations Research and … 9 (2018) 1, pp. 66-80
Software development projects have been blamed for being behind schedule, cost overruns, and the delivery of poor quality product. This paper presents a simulation model of a data warehouse to evaluate the feasibility of different software development controls and measures to better manage a...
Persistent link: https://www.econbiz.de/10012046945
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Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi; Heemskerk, Marc; Dekker, Peter - In: The journal of risk model validation 12 (2018) 3, pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
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Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten - In: The journal of risk model validation 12 (2018) 4, pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
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Modeling and validating public-private partnerships in disaster management
Guan, Peiqiu; Zhang, Jing; Payyappalli, Vineet M.; … - In: Decision analysis : a journal of the Institute for … 15 (2018) 2, pp. 55-71
Persistent link: https://www.econbiz.de/10011879414
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The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle
De Grauwe, Paul; Gerba, Eddie - In: Journal of economic dynamics & control 91 (2018), pp. 206-236
Persistent link: https://www.econbiz.de/10011974183
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External validation of voter turnout models by concealed parameter recovery
Merlo, Antonio; Palfrey, Thomas R. - In: Public choice 176 (2018) 1/2, pp. 297-314
Persistent link: https://www.econbiz.de/10012003050
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