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  • Search: subject:"stochastic simulation"
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Year of publication
Subject
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stochastic simulation 121 Stochastic simulation 63 Simulation 59 Theorie 37 Theory 37 Stochastic Simulation 29 Stochastischer Prozess 29 Stochastic process 27 Risk and Uncertainty 18 uncertainty 14 Risk 10 Farm Management 8 Monte Carlo simulation 8 Risk management 8 Mathematical programming 7 Mathematische Optimierung 7 Risiko 7 Agricultural and Food Policy 6 Central bank 6 Crop Production/Industries 6 Financial Economics 6 Monetary policy 6 New Zealand 6 Portfolio selection 6 Portfolio-Management 6 Prognoseverfahren 6 ZLB 6 Algorithm 5 Algorithmus 5 Forecasting model 5 Geldpolitik 5 Livestock Production/Industries 5 Macroeconometrics 5 Makroökonometrie 5 Monte-Carlo-Simulation 5 Neoclassical synthesis 5 Neoklassische Synthese 5 Population 5 Risikomanagement 5 fiscal costs 5
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Online availability
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Free 147 Undetermined 67 CC license 3
Type of publication
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Article 120 Book / Working Paper 112 Other 2
Type of publication (narrower categories)
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Article in journal 49 Aufsatz in Zeitschrift 49 Working Paper 22 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 7 Congress Report 1 research-article 1
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Language
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Undetermined 127 English 103 Czech 1 German 1 Polish 1 Portuguese 1
Author
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Calzolari, Giorgio 22 Bianchi, Carlo 16 Maliar, Lilia 11 Maliar, Serguei 11 Corsi, Paolo 10 Fair, Ray C. 9 Richardson, James W. 7 Creedy, John 6 Brillet, Jean-Louis 5 Musshoff, Oliver 5 Albulescu, Claudiu Tiberiu 4 Cipollini, Andrea 4 Fair, Ray 4 Franz, Wolfgang 4 Göggelmann, Klaus 4 Hirschauer, Norbert 4 Makale, Kathleen 4 Roson, Roberto 4 Sartori, Martina 4 Schellhorn, Martin 4 Tserkezos, Dikaios 4 Winker, Peter 4 Cleur, Eugene M. 3 Judd, Kenneth 3 Lien, Gudbrand D. 3 Missaglia, Giuseppe 3 Outlaw, Joe L. 3 Panattoni, Lorenzo 3 Valenzuela, Ernesto 3 Verma, Monika 3 Amaral, Felipe Vilhena Antunes 2 Andrée, Bo Pieter Johannes 2 Bai, Attila 2 Balmann, Alfons 2 Bennedsen, Mikkel 2 Berg, Ernst 2 Brito, Rui Pedro 2 Buckle, Robert A 2 Caetano, Marcelo Abi-Ramia 2 Chamorro, Andres 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 European Association of Agricultural Economists - EAAE 9 Agricultural and Applied Economics Association - AAEA 5 Department of Economics, University of Crete 4 C.E.P.R. Discussion Papers 3 Cowles Foundation for Research in Economics, Yale University 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 Treasury, Government of New Zealand 3 Department of Economics, Brigham Young University 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 International Association of Agricultural Economists - IAAE 2 Society for Computational Economics - SCE 2 Southern Agricultural Economics Association - SAEA 2 Australian Agricultural and Resource Economics Society - AARES 1 Bank of Japan 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Mathematics and Statistics, Birkbeck College 1 Department of Economics, University of Victoria 1 Department of Economics, Waikato Management School 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 EconWPA 1 Faculty of Economics, University of Cambridge 1 Federal Planning Bureau, Government of Belgium 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institut for Fødevare- og Ressourceøkonomi, Københavns Universitet 1 Institut für Weltwirtschaft (IfW) 1 International Farm Management Association - IFMA 1 International Network for Economic Research - INFER 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 School of Management, Yale University 1 Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1 Victoria Business School, Victoria University of Wellington 1 Western Agricultural Economics Association - WAEA 1 World Institute for Development Economic Research (UNU/WIDER), United Nations University 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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MPRA Paper 25 German Journal of Agricultural Economics 4 Mathematics and Computers in Simulation (MATCOM) 4 Quantitative economics : QE ; journal of the Econometric Society 4 Working Papers / Department of Economics, University of Crete 4 CEPR Discussion Papers 3 Cowles Foundation Discussion Papers 3 New Zealand Treasury Working Paper 3 Physica A: Statistical Mechanics and its Applications 3 Treasury Working Paper Series 3 Working Paper 3 Working Papers. Serie AD 3 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 2 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 2 Agricultural Systems 2 BYU Macroeconomics and Computational Laboratory Working Paper Series 2 Center for Economic Research (RECent) 2 Computational Economics 2 Energy economics 2 European journal of operational research : EJOR 2 Games 2 IFRO Working Paper 2 INFORMS journal on computing : JOC 2 International Journal of Revenue Management 2 International journal of production research 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Journal of Agribusiness 2 Management Science 2 Studies in Nonlinear Dynamics & Econometrics 2 Water Resources Management 2 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 2 ZEW Discussion Papers 2 101st Seminar, July 5-6, 2007, Berlin Germany 1 106th Seminar, October 25-27, 2007, Montpellier, France 1 123rd Seminar, February 23-24, 2012, Dublin, Ireland 1 126th Seminar, June 27-29, 2012, Capri, Italy 1 15th Congress, Campinas SP, Brazil, August 14-19, 2005 1 1999 Annual meeting, August 8-11, Nashville, TN 1 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 1 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 1
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Source
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RePEc 149 ECONIS (ZBW) 59 EconStor 20 BASE 4 Other ZBW resources 2
Showing 101 - 110 of 234
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Whole-farm economic, risk and resource-use trade-offs associated with integrating forages into crop–livestock systems in western China
Komarek, Adam M.; Bell, Lindsay W.; Whish, Jeremy P.M.; … - In: Agricultural Systems 133 (2015) C, pp. 63-72
Substantial initiatives are occurring in developing countries to integrate forage crops into crop–livestock systems to improve farmer livelihoods and reduce soil erosion. In particular, government authorities in western China focus on improving farmer livestock profits through greater forage...
Persistent link: https://www.econbiz.de/10011189377
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Calculating variable annuity liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.; Lok, Hsiao Yen; McNeil, Alexander J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
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Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Serguei; Maliar, Lilia - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10011316553
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Aid volatility, monetary policy rules and the capital account in African economies
Adam, Christopher; O'Connell, Stephen; Buffie, Edward - Department of Economics, Mathematics and Statistics, … - 2008
We examine the properties of simple quantity-based monetary policy rules of the kind widely used in low-income African economies. Using a DSGE model and focusing our attention on responses to positive aid shocks, we suggest that policy rules involving substantial reserve accumulation in the face...
Persistent link: https://www.econbiz.de/10005419087
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Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend
Kudrov, Alexander - In: Applied Econometrics 11 (2008) 3, pp. 64-86
By using stochastic simulation techniques the author compares a method of evaluation of the distribution function of …
Persistent link: https://www.econbiz.de/10009366507
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Consumer Price Index. Does the Price Collection Frequency Matter? Some Monte Carlo Results.
Tserkezos, Dikaios - Department of Economics, University of Crete - 2008
). Using stochastic simulation techniques, we conclude that the frequency of data collection has a considerable effect on CPI …
Persistent link: https://www.econbiz.de/10004994296
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Economic Feasibility of Organic Farms and Risk Management Strategies
Medina, Felipe; Iglesias, Ana - European Association of Agricultural Economists - EAAE - 2008
Organic farmers must face different risks than conventional farmers Due to the special features of management of their productive system, and due to the specific characteristics of their cultivations. This study analyses the specific risks that organic farmers must manage as well as the...
Persistent link: https://www.econbiz.de/10005039395
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Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News
Henry, Ólan; Olekalns, Nilss; Shields, Kalvinder - Department of Economics, Faculty of Business and Economics - 2008
In this paper, we present a general model of the joint data generating process underlying economic activity and stock market returns allowing for complex nonlinear feedbacks and interdependencies between the conditional means and conditional volatilities of the variables. We propose statistics...
Persistent link: https://www.econbiz.de/10005750812
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Investment planning under uncertainty and flexibility: the case of a purchasable sales contract
Musshoff, Oliver; Hirschauer, Norbert - In: Australian Journal of Agricultural and Resource Economics 52 (2008) 1
to the timing of the investment. This paper describes how stochastic simulation can be successfully integrated into a …
Persistent link: https://www.econbiz.de/10009398558
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The research into the impact of the uncertain factors on the Black–Scholes model parameters
Anusik, Aleksandra - In: Operations Research and Decisions 4 (2008), pp. 5-17
and d2. To find it out, the stochastic simulation is used. Also such measures as mean, standard deviation, skewness …
Persistent link: https://www.econbiz.de/10008777280
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