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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 161 - 170 of 234
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Three-dimensional Bayesian image analysis and confocal microscopy
Al-Awadhi, Fahimah; Hurn, Merrilee; Jennison, Christopher - In: Journal of Applied Statistics 38 (2011) 1, pp. 29-46
We report methods for tackling a challenging three-dimensional (3D) deconvolution problem arising in confocal microscopy. We fit a marked point process model for the set of cells in the sample using Bayesian methods; this produces automatic or semi-automatic segmentations showing the shape,...
Persistent link: https://www.econbiz.de/10008773838
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Inferring model parameters in network-based disease simulation
Enns, Eva; Brandeau, Margaret - In: Health Care Management Science 14 (2011) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10009150373
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Population Ageing and Social Expenditure in New Zealand: Stochastic Projections
Creedy, John; Scobie, Grant M - 2002
It is widely recognised that as the population ages there will be potentially significant implications for a wide range of economic variables, including in particular the fiscal costs of social expenditures. Long term fiscal planning requires estimates of the possible future path of public...
Persistent link: https://www.econbiz.de/10012115515
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A Stochastic Analysis of Proposals for the New US Farm Bill
Binfield, Julian C.R.; Adams, Gary M.; Westhoff, Patrick C. - European Association of Agricultural Economists - EAAE - 2002
Most of the large scale modeling systems used in the analysis of agricultural policies produce deterministic projections. In reality, however, the agricultural sector is subject to a high degree of uncertainty as a result of fluctuations in exogenous factors such as the weather or macroeconomic...
Persistent link: https://www.econbiz.de/10005493701
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A Currency Board Model of Hong Kong
Ma, Yue; Meredith, Guy; Yiu, Matthew S. - Hong Kong Institute for Monetary Research (HKIMR), … - 2002
The need for a deeper understanding of the operation of Hong Kong's currency board arrangements was highlighted during the Asian financial crisis in 1998. A model-based approach built on hypothetical stochastic simulations would be useful for this purpose. This paper develops a new procedure of...
Persistent link: https://www.econbiz.de/10005435838
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Population Ageing and Social Expenditure in New Zealand: Stochastic Projections
Creedy, John; Scobie, Grant M - Treasury, Government of New Zealand - 2002
It is widely recognised that as the population ages there will be potentially significant implications for a wide range of economic variables, including in particular the fiscal costs of social expenditures. Long term fiscal planning requires estimates of the possible future path of public...
Persistent link: https://www.econbiz.de/10005464962
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Bootstrapping Macroeconometric Models
Fair, Ray - School of Management, Yale University - 2002
Efron (1979) and the stochastic simulation approach to evaluating models' properties initiated by Adelman and Adelman (1959 …
Persistent link: https://www.econbiz.de/10005586996
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Risk-Based Evaluation for Meeting Future Water Demand of the Brahmaputra Floodplain Within Bangladesh
Mondal, Mohammad; Chowdhury, Jahir; Ferdous, Md. - In: Water Resources Management 24 (2010) 5, pp. 853-869
A risk-based evaluation is performed for meeting future water demands in the Brahmaputra Floodplain Area within Bangladesh (BFA). This evaluation is carried out using three risk-based performance indicators: reliability, resiliency and vulnerability. The vulnerability indicator has been...
Persistent link: https://www.econbiz.de/10010794393
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Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection–diffusion–reaction problems
Guiaş, Flavius - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 4, pp. 820-836
In this paper a scheme for approximating solutions of convection–diffusion–reaction equations by Markov jump processes is studied. The general principle of the method of lines reduces evolution partial differential equations to semi-discrete approximations consisting of systems of ordinary...
Persistent link: https://www.econbiz.de/10011050631
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Parameter inference in small world network disease models with approximate Bayesian Computational methods
Walker, David M.; Allingham, David; Lee, Heung Wing Joseph - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 3, pp. 540-548
Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested...
Persistent link: https://www.econbiz.de/10011061517
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