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Search: subject:"Monte"
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Subject
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Bayesian inference
10,019
Bayes-Statistik
9,943
Theorie
6,251
Monte Carlo simulation
6,177
Theory
6,118
Monte-Carlo-Simulation
5,606
Schätzung
2,252
Estimation
2,218
Schätztheorie
2,099
Estimation theory
2,069
Prognoseverfahren
1,912
Forecasting model
1,889
VAR-Modell
1,444
VAR model
1,439
Zeitreihenanalyse
1,386
Time series analysis
1,358
Markov chain
1,280
Markov-Kette
1,264
Stochastischer Prozess
1,064
Stochastic process
1,044
Simulation
998
USA
994
United States
974
Volatilität
960
Volatility
953
Monte Carlo
815
Dynamisches Gleichgewicht
799
Dynamic equilibrium
792
Modellierung
726
Monetary policy
721
Geldpolitik
718
Scientific modelling
712
Regression analysis
700
Regressionsanalyse
700
Optionspreistheorie
674
Option pricing theory
665
Panel
600
Schock
588
Shock
585
Statistische Verteilung
577
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Free
8,475
Undetermined
5,233
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All
Article
9,741
Book / Working Paper
9,540
Other
52
Journal
2
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All
Article in journal
7,168
Aufsatz in Zeitschrift
7,168
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4,879
Graue Literatur
4,407
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4,407
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4,376
Aufsatz im Buch
434
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434
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310
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270
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130
Collection of articles written by one author
64
Sammlung
64
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56
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56
Conference paper
51
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51
Amtsdruckschrift
35
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35
Lehrbuch
28
Textbook
24
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23
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22
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22
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21
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20
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15
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15
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15
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9
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9
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8
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8
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7
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7
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5
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4
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4
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English
15,994
Undetermined
2,936
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273
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47
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42
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12
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10
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9
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7
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3
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3
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2
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2
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1
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1
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1
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1
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1
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Author
All
Koop, Gary
166
Dijk, Herman K. van
161
Ravazzolo, Francesco
135
Casarin, Roberto
114
Schorfheide, Frank
113
Koopman, Siem Jan
111
Tsionas, Efthymios G.
95
Kapetanios, George
85
Strachan, Rodney W.
72
Marcellino, Massimiliano
70
Hoogerheide, Lennart
68
Bauwens, Luc
65
Korobilis, Dimitris
65
Billio, Monica
64
Frühwirth-Schnatter, Sylvia
64
Pesaran, M. Hashem
64
Carriero, Andrea
61
Clark, Todd E.
61
Kaufmann, Sylvia
61
Robert, Christian P.
58
Kohn, Robert
55
Reed, W. Robert
54
Chan, Joshua
53
Chib, Siddhartha
50
Dufour, Jean-Marie
50
Huber, Florian
50
Österholm, Pär
49
Canova, Fabio
48
Leon-Gonzalez, Roberto
48
Paap, Richard
46
Bos, Charles S.
44
Del Negro, Marco
44
Gupta, Rangan
44
Joshi, Mark S.
44
McAleer, Michael
44
Hoogerheide, Lennart F.
43
Martin, Gael M.
43
Zhang, Xibin
43
Crespo Cuaresma, Jesús
42
Havránek, Tomáš
42
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
National Bureau of Economic Research
90
International Monetary Fund (IMF)
62
EconWPA
52
HAL
49
Université Paris-Dauphine (Paris IX)
39
Tinbergen Instituut
35
Society for Computational Economics - SCE
27
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Tinbergen Institute
25
Department of Econometrics and Business Statistics, Monash Business School
20
Institute for the Study of Labor (IZA)
20
Erasmus University Rotterdam, Econometric Institute
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
19
Agricultural and Applied Economics Association - AAEA
18
Rimini Centre for Economic Analysis (RCEA)
18
Econometric Society
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
Economics Department, Queen's University
16
Département de Sciences Économiques, Université de Montréal
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
Finance Discipline Group, Business School
14
C.E.P.R. Discussion Papers
13
Centre for Analytical Finance <Århus>
13
Department of Economics, Oxford University
13
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
12
Econometrisch Instituut <Rotterdam>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
University of British Columbia / Finance Division
12
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
11
School of Economics, Singapore Management University
11
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
11
Department of Economics and Finance, College of Business and Economics
10
Department of Economics, University of Victoria
10
Department of Economics, University of Warwick
10
European Central Bank
10
Facoltà di Economia, Università degli Studi dell'Insubria
10
Faculty of Economics, University of Cambridge
10
Oesterreichische Nationalbank
10
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Physica A: Statistical Mechanics and its Applications
348
Journal of econometrics
282
Discussion paper / Tinbergen Institute
204
Working paper
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Mathematics and Computers in Simulation (MATCOM)
144
European journal of operational research : EJOR
136
International journal of forecasting
135
Economics letters
133
Journal of applied econometrics
120
Economic modelling
115
Econometric reviews
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
MPRA Paper
98
Applied economics
97
Journal of economic dynamics & control
97
Computational economics
90
Journal of the American Statistical Association : JASA
89
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Working paper series / European Central Bank
82
CAMA working paper series
81
NBER working paper series
81
Tinbergen Institute Discussion Paper
78
Working Paper
76
Working paper / National Bureau of Economic Research, Inc.
76
Management science : journal of the Institute for Operations Research and the Management Sciences
75
CEMMAP working papers / Centre for Microdata Methods and Practice
73
NBER Working Paper
73
Journal of forecasting
72
Working papers
71
Computational Statistics & Data Analysis
70
CESifo working papers
69
International journal of production research
68
Discussion papers / CEPR
67
IMF Working Papers
67
Discussion paper / Centre for Economic Policy Research
64
Insurance / Mathematics & economics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
62
Discussion paper
61
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Source
All
ECONIS (ZBW)
15,027
RePEc
3,376
EconStor
645
BASE
150
USB Cologne (EcoSocSci)
75
USB Cologne (business full texts)
43
Other ZBW resources
14
OLC EcoSci
3
ArchiDok
2
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Showing
11
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20
of
19,335
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Date (oldest first)
11
Forecasting economic activity using a neural network in uncertain times :
Monte
Carlo evidence and application to the German GDP
Holtemöller, Oliver
;
Kozyrev, Boris
-
Leibniz-Institut für Wirtschaftsforschung Halle
-
2024
). We provide evidence from
Monte
Carlo simulations for the relative forecast performance of GRNN depending on the data …
Persistent link: https://www.econbiz.de/10014496850
Saved in:
12
A critical analysis of the Weighted Least Squares
Monte
Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
13
Signal extraction by the extremum
Monte
Carlo method
Moussa, Karim
-
2024
Persistent link: https://www.econbiz.de/10014512213
Saved in:
14
Indirect inference and small sample bias : some recent results
Meenagh, David
;
Minford, Patrick
;
Xu, Yongdeng
- In:
Open economies review
35
(
2024
)
2
,
pp. 245-259
Persistent link: https://www.econbiz.de/10014515768
Saved in:
15
Small area poverty estimation by Conditional
Monte
Carlo
Farrell, Niall
-
2024
unavailable. This paper presents a Small Area Estimation (SAE) technique called Conditional
Monte
Carlo (CMC). CMC provides robust …
Persistent link: https://www.econbiz.de/10014500422
Saved in:
16
Opioid mortality in the US : quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
- In:
Letters in spatial and resource sciences : LSRS
16
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014330458
Saved in:
17
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
18
Sequential
Monte
Carlo samplers to fit and compare insurance loss models
Goffard, Pierre-Olivier
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 765-787
Persistent link: https://www.econbiz.de/10014383968
Saved in:
19
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
20
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
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