Search Results - subject:"Stochastic simulation"

Optimal cholesterol treatment plans and genetic testing strategies for cardiovascular diseases

Marrero, Wesley J.; Lavieri, Mariel S.; Sussman, Jeremy B. - In: Health care management science : a new journal serving … 24 (2021) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10012544514

Reducing simulation input-model risk via input model averaging

Nelson, Barry L.; Wan, Alan T. K.; Zou, Guohua; Zhang, … - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 672-684

Persistent link: https://www.econbiz.de/10012546154

Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics

Boehl, Gregor; Fischer, Thomas - 2017

Using a parsimonious, analytically tractable dynamic model, we are able to explain up to 100 years of the available data on the dynamics of top-wealth shares for several countries. We build a micro-founded model of heterogeneous agents in which - in addition to stochastic returns on investment -...

Persistent link: https://www.econbiz.de/10013208788

Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models

Judd, Kenneth; Maliar, Lilia; Maliar, Serguei - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2011

We develop numerically stable and accurate stochastic simulation approaches for solving dynamic economic models. First … Carlo integration, we use accurate quadrature and monomial integration. We test our generalized stochastic simulation …

Persistent link: https://www.econbiz.de/10009228750

Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - In: Quantitative economics : QE ; journal of the … 2 (2011) 2, pp. 173-210

We develop numerically stable and accurate stochastic simulation approaches for solving dynamic economic models. First …

Persistent link: https://www.econbiz.de/10011756280

Public debt and fiscal sustainability : the cyclically adjusted balance in the case of Lebanon

Dakhlallah, Kassim M. - In: Middle East development journal : a publication of the … 12 (2020) 2, pp. 340-359

Persistent link: https://www.econbiz.de/10012384372

When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning

Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - In: Journal of economic dynamics & control 117 (2020), pp. 1-37

Persistent link: https://www.econbiz.de/10012503249

A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models

Tan, Eugene - In: Economics letters 193 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509085

Urban waste to energy recovery assessment simulations for developing countries

Siddiqi, Afreen; Haraguchi, Masahiko; Narayanamurti, … - In: World development : the multi-disciplinary … 131 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012495946

Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model

Maliar, Lilia; Maliar, Serguei - In: Quantitative Economics 6 (2015) 1, pp. 1-47

We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection …

Persistent link: https://www.econbiz.de/10011599670