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  • Search: subject:"Monte Carlo algorithm"
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Year of publication
Subject
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Monte Carlo algorithm 10 Monte Carlo simulation 8 Monte-Carlo-Simulation 8 Theorie 7 Theory 7 Monetary policy 5 Cost-push shocks 4 Geldpolitik 4 Schock 4 Sequential Monte Carlo algorithm 4 Shock 4 Fokker-Planck equation 3 Indeterminacy 3 USA 3 United States 3 Wage sluggishnes 3 Algorithm 2 Algorithmus 2 Bayes-Statistik 2 Bayesian inference 2 Credit derivatives 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Estimation 2 Great Inflation 2 Inflation 2 Interacting particle systems 2 Loss modelling 2 Markov chain 2 Markov-Kette 2 Martingale problem 2 Monte-Carlo Algorithm 2 Schätzung 2 Semiconductors 2 Simulation 2 Stochastic local intensity model 2 Trend inflation 2 Trend ináation 2 Abstimmungsregel 1 Abstimmungsspiel 1
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Online availability
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Undetermined 11 Free 9 CC license 1
Type of publication
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Article 13 Book / Working Paper 8
Type of publication (narrower categories)
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Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Working Paper 5 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 13 English 8
Author
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Groshenny, Nicolas 4 Haque, Qazi 4 Weder, Mark 4 Alfonsi, Aurélien 3 Labart, Céline 2 Lelong, Jérôme 2 Atanassov, Emanouil 1 Bufler, F.M. 1 Dijk, Dick van 1 Dimov, I. 1 Dimov, Ivan 1 Dinóla Neto, F. 1 Dubus, Alain 1 Fichtner, W. 1 Formosi, Roberto 1 Gauthier, Michel G. 1 Georgieva, R. 1 Gurov, T.V. 1 Hauwe, Sjoerd van den 1 Ho, Paul 1 Hsiao, Pai-Yi 1 Huang, Chun-Qing 1 Jiang, Jun-Qin 1 Jirari, Hamza 1 Kosina, H. 1 Kröger, Helmut 1 Labart, Celine 1 Lubritto, Carmine 1 Luo, Xiang-Qian 1 Matsui, Tomomi 1 Monceau, Pascal 1 Moriarty, Kevin J.M. 1 Nascimento, Denise A. do 1 Nedjalkov, M. 1 Neto, Minos A. 1 Nunes da Silva, J. 1 Paap, Richard 1 Petraglia, Antonio 1 ROSOIU, Andreea A. 1 Ricardo de Sousa, J. 1
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Institution
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HAL 2
Published in...
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Mathematics and Computers in Simulation (MATCOM) 5 Physica A: Statistical Mechanics and its Applications 4 Bank of Finland research discussion papers 1 CAMA working paper series 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Energy 1 Games 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Network Intelligence Studies 1 Post-Print / HAL 1 School of Economics working papers / The University of Adelaide, School of Economics 1 Working Papers / HAL 1 Working paper series / Federal Reserve Bank of Richmond 1
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Source
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RePEc 13 ECONIS (ZBW) 8
Showing 1 - 10 of 21
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Monte Carlo methods for the Shapley-Shubik power index
Ushioda, Yuto; Tanaka, Masato; Matsui, Tomomi - In: Games 13 (2022) 3, pp. 1-14
an efficient Monte Carlo algorithm based on an implicit hierarchical structure of permutations of players. Our algorithm …
Persistent link: https://www.econbiz.de/10013252753
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Global robust Bayesian analysis in large models
Ho, Paul - 2020
Persistent link: https://www.econbiz.de/10012261240
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Cover Image
Do we really know that U.S. monetary policy was destabilizing in the 1970s?
Haque, Qazi; Groshenny, Nicolas; Weder, Mark - 2019
Persistent link: https://www.econbiz.de/10012116539
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Cover Image
Do we really know that U.S. monetary policywas destabilizing in the 1970s?
Haque, Qazi; Groshenny, Nicolas; Weder, Mark - 2019
Persistent link: https://www.econbiz.de/10012207589
Saved in:
Cover Image
Do we really know that U.S. monetary policy was destabilizing in the 1970s?
Haque, Qazi; Groshenny, Nicolas; Weder, Mark - 2018
Persistent link: https://www.econbiz.de/10011886034
Saved in:
Cover Image
Do we really know that US monetary policy was destabilizing in the 1970s?
Haque, Qazi; Groshenny, Nicolas; Weder, Mark - 2018
Persistent link: https://www.econbiz.de/10012202235
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Cover Image
Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme - HAL - 2014
pathwise expectations with the SLI model: we show that the computational cost is roughly the same as a crude Monte-Carlo … algorithm for standard SDEs. …
Persistent link: https://www.econbiz.de/10010820873
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Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme - HAL - 2013
pathwise expectations with the SLI model: we show that the computational cost is roughly the same as a crude Monte-Carlo … algorithm for standard SDEs. …
Persistent link: https://www.econbiz.de/10010607937
Saved in:
Cover Image
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052
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Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien; Labart, Celine - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
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