Search Results - subject:"Model."

Detecting excessive credit growth : an approach based on structural counterfactuals

Saß, Magnus - 2024

The Basel credit-to-GDP gap is the single most popular measure of excessive credit growth and the financial cycle in general. It is based, however, on a purely statistical understanding of excessiveness: Growth is excessive if the credit-to-GDP ratio (i.e. the ratio of credit to nominal GDP) is...

Persistent link: https://www.econbiz.de/10015053486

FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series

Barigozzi, Matteo; Cho, Haeran; Owens, Dom - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 890-902

Persistent link: https://www.econbiz.de/10015053503

Variational inference for large Bayesian vector autoregressions

Bernardi, Mauro; Bianchi, Daniele; Bianco, Nicolas - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1066-1082

Persistent link: https://www.econbiz.de/10015053533

Brazilian macroeconomic dynamics redux : shocks, frictions, and unemployment in SAMBA model

Fasolo, Angelo Marsiglia; Araujo, Eurilton; Jorge, … - In: Latin American journal of central banking : LAJCB 5 (2024) 2, pp. 1-36

This paper documents the recent changes in the structure and estimation procedures of the SAMBA model, providing a … problems, and the new techniques employed to estimate the model. This updated version of the model incorporates new features … of observables, the model was estimated using Sequential Monte Carlo (SMC) methods, allowing for a smaller sensitivity to …

Persistent link: https://www.econbiz.de/10015055215

Effects of variable prepayment installments on pricing and inventory decisions with power demand pattern and non-linear holding cost under carbon cap-and-price regulation

Khan, Md. Al-Amin; Cárdenas-Barrón, Leopoldo Eduardo; … - In: Operations research perspectives 12 (2024), pp. 1-24

Regulators' increasingly stringent carbon rules to protect the environment are encouraging practitioners to modify their operational activities that are accountable for releasing emissions into the atmosphere. Thereby, practitioners dealing with product inventory planning are seeking proper...

Persistent link: https://www.econbiz.de/10015055622

Sustainability inventory management model with warm-up process and shortage

Nobil, Erfan; Cárdenas-Barrón, Leopoldo Eduardo; … - In: Operations research perspectives 12 (2024), pp. 1-15

Fast-paced markets require complex interactions from all supply-chain agents to satisfy customer demands and needs. The manufacturing industries face some difficulties in terms of production amounts and smooth delivery rates. Technical experts found that a warm-up period before a production run...

Persistent link: https://www.econbiz.de/10015055628

Multi-echelon inventory optimization using deep reinforcement learning

Geevers, Kevin; Hezewijk, Lotte van; Mes, Martijn - In: Central European journal of operations research 32 (2024) 3, pp. 653-683

Persistent link: https://www.econbiz.de/10014582814

A rolling horizon planning approach for short-term demand supply matching

Herding, Raphael; Mönch, Lars - In: Central European journal of operations research 32 (2024) 3, pp. 865-896

Persistent link: https://www.econbiz.de/10014582862

Stock levels and repair sourcing in a periodic review exchangeable item repair system

Giat, Yahel - In: Logistics 8 (2024) 2, pp. 1-19

system's performance and compute it for each repair model. The cost of outsourcing is the difference between the number of …

Persistent link: https://www.econbiz.de/10014584824

Exchange policy and misalignments in Morocco : a quantitative analysis

Pouya, Pascal; Karim, Mohamed; Arbia, Anass; El Yazidi, … - In: International journal of economics and financial issues … 14 (2024) 4, pp. 9-17

Persistent link: https://www.econbiz.de/10014631820