Search Results - subject:"Normal Distribution"

Identifying Fiscal Policy Transmission in Stochastic Debt Forecasts

Kawakami, Kei; Romeu, Rafael - International Monetary Fund (IMF) - 2011

A stochastic debt forecasting framework is presented where projected debt distributions reflect both the joint realization of the fiscal policy reaction to contemporaneous stochastic macroeconomic projections, and also the second-round effects of fiscal policy on macroeconomic projections. The...

Persistent link: https://www.econbiz.de/10009019604

Possibilistic Linear Programming Problems involving Normal Random Variables

Barik, Suresh Kumar; Biswal, M. P. - In: International Journal of Fuzzy System Applications (IJFSA) 5 (2016) 3, pp. 1-13

A new solution procedure of possibilistic linear programming problem is developed involving the right hand side parameters of the constraints as normal random variables with known means and variances and the objective function coefficients are considered as triangular possibility distribution....

Persistent link: https://www.econbiz.de/10012044803

How to identify housing bubbles? A decision support model

Pitros, Charalambos; Arayici, Yusuf - In: International Journal of Housing Markets and Analysis 9 (2016) 2, pp. 190-221

divided into four stages. These stages are driven by the normal distribution theorem coupled with the case study approach. The … application of normal distribution theory is allowed through the usage of several parametric tools. The case studies tested in …

Persistent link: https://www.econbiz.de/10014777821

A closed loop supply chain game between a supplier and a manufacturer in a two-stage scenario

Bhattacharya, Rabindranath - In: International journal of logistics systems and management 23 (2016) 4, pp. 445-475

Persistent link: https://www.econbiz.de/10011539134

Modified CADF and CIPA panel unit root statistics with standard CHI-squared and normal limiting distributions

Westerlund, Joakim; Hosseinkouchack, Mehdi - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 347-364

Persistent link: https://www.econbiz.de/10011494818

A moment matching approach to log-normal portfolio optimization

Çetinkaya, Elçin; Thiele, Aurélie - In: Computational Management Science : CMS 13 (2016) 4, pp. 501-520

Persistent link: https://www.econbiz.de/10011669589

Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach

Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225

Persistent link: https://www.econbiz.de/10011624000

Investigating supply chain performance under game theory framework using intelligent particle swarm optimisation

Tyagi, Annu; Tyagi, Satish - In: International journal of business performance and … 8 (2016) 3, pp. 201-221

Persistent link: https://www.econbiz.de/10011643232

When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models

Badunkenko, Oleg; Kumbhakar, Subal - In: European journal of operational research : EJOR 255 (2016) 1, pp. 272-287

Persistent link: https://www.econbiz.de/10011530868

Maximum likelihood estimation of the revenue function system with output-specific technical efficiency

Kumbhakar, Subal; Lai, Hung-pin - In: Economics letters 138 (2016), pp. 42-45

Persistent link: https://www.econbiz.de/10011615462