Search Results - subject:"calibration."

Big data for sampling design : the Venezuelan migration crisis in Ecuador

Muñoz, Juan; Muñoz, José; Olivieri, Sergio - 2020

The worsening of Ecuador's socioeconomic conditions and the rapid inflow of Venezuelan migrants demand a rapid government response. Representative information on the migration and host communities is vital for evidence-based policy design. This study presents an innovative methodology based on...

Persistent link: https://www.econbiz.de/10012297884

The welfare effects of trade policy experiments in quantitative trade models: The role of solution methods and baseline calibration

Bekkers, Eddy - 2019

This paper compares the solution methods and baseline calibration of three different quantitative trade models (QTMs … show that predicted shares calibration can generate large biases in predicted welfare effects if the gravity equation does … not contain pairwise fixed effects or is estimated without domestic trade flows. Calibration to actual shares and to …

Persistent link: https://www.econbiz.de/10011996451

Money laundering and corruption: birds of a feather flock together

Barone, Raffaella; Masciandaro, Donato; Schneider, Friedrich - 2019

This paper is the first to analyse the three-way relationship among money laundering, anti-money-laundering efforts and corruption. On the one hand, if we assume that the goal of criminals involved in corruption is to minimize the probability of being detected, then corruption represents a...

Persistent link: https://www.econbiz.de/10012052793

A generalized calibration approach ensuring coherent estimates with small area constraints

Burgard, Jan Pablo; Münnich, Ralf T.; Rupp, Martin - 2019

Within this article, a generalized calibration approach is presented, which provides coherent and efficient estimates … non-negligible variances. In addition, the presented generalized calibration approach allows the use of box …-constraints for the calibration weights in order to avoid an inappropriate high variation of the resulting weights. Furthermore …

Persistent link: https://www.econbiz.de/10012140852

Sound deposit insurance pricing using a machine learning approach

Assa, Hirbod; Pouralizadeh, Mostafa; Badamchizadeh, … - In: Risks 7 (2019) 2, pp. 1-18

inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage. In this paper, first … update the parameters in such a way that butterfly arbitrage is ruled out and also implementing a calibration method, we make …

Persistent link: https://www.econbiz.de/10013200463