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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 191 - 200 of 234
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Quasi-Monte Carlo methods in stochastic simulations : an application to fiscal policy simulations using an aggregate disequilibrium model of the West German economy 1960-1994
Franz, Wolfgang; Göggelmann, Klaus; Schellhorn, Martin; … - 1998
Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations … these results is analyzed using different approaches to stochastic simulation. In particular, different methods for the …
Persistent link: https://www.econbiz.de/10011441040
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Bootstrapping Macroeconometric Models
Fair, Ray - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 4, pp. 1110-1110
Efron (1979) and the stochastic simulation approach to evaluating models' properties initiated by Adelman and Adelman (1959 …
Persistent link: https://www.econbiz.de/10004966254
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Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
Cipollini, Andrea; Missaglia, Giuseppe - Dipartimento di Economia "Marco Biagi", Università … - 2007
probability forecasts are obtained by employing both the direct and indirect method of prediction together with stochastic … simulation of the DF model. We, first, find that the direct method is the best performer regarding the out of sample projection …
Persistent link: https://www.econbiz.de/10005181830
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“It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects
Dalle, Jean-Michel; David, Paul A. - Stanford Institute for Economic Policy Research … - 2007
This paper presents a stochastic simulation model to study implications of the mechanisms by which individual software …
Persistent link: https://www.econbiz.de/10009141791
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Harmonic distortion analysis software combining EMTP and Monte Carlo method
Bellomo, Luis Daniel; Olivier, Guy - In: Mathematics and Computers in Simulation (MATCOM) 71 (2006) 4, pp. 299-309
Usually, harmonic load flow studies are based on deterministic solutions. Very often, the measured distortion levels are less severe than those predicted by the models but often show the presence of noncharacteristic harmonics that do not exit in simulation results. This is due to the fact that...
Persistent link: https://www.econbiz.de/10010749836
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Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence
Wang, Shengzu; Guo, Shen - EconWPA - 2005
predetermined loss functions, and the parameters of these rules are determined by stochastic simulation. Different forms of policy …
Persistent link: https://www.econbiz.de/10005126241
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Numerical simulation of the stochastic dynamics of inclusions in biomembranes in the presence of surface tension
Rafii-Tabar, H.; Sepangi, H.R. - In: Physica A: Statistical Mechanics and its Applications 357 (2005) 3, pp. 485-500
The stochastic dynamics of inclusions in a randomly fluctuating biomembrane is simulated. These inclusions can represent the embedded proteins and the external particles arriving at a cell membrane. The energetics of the biomembrane is modelled via the Canham–Helfrich Hamiltonian. The...
Persistent link: https://www.econbiz.de/10010588791
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A Monetary Policy Simulation Game
Lengwiler, Yvan - In: Journal of Economic Education 35 (2004) 2, pp. 175-183
stochastic simulation of a standard reduced form macro model, and the user interacts with this simulation by manipulating the …
Persistent link: https://www.econbiz.de/10005405220
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Simulation of the New Product Development Process for Performance Improvement
Bhuiyan, Nadia; Gerwin, Donald; Thomson, Vince - In: Management Science 50 (2004) 12, pp. 1690-1703
This paper explores the linkages between key features of the new product development (NPD) process and NPD performance and suggests ways of designing the process to improve performance. Using a stochastic computer model, we examine, under varying uncertainty conditions, how the key features of...
Persistent link: https://www.econbiz.de/10009208998
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Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
Fair, Ray - In: Computational Economics 21 (2003) 3, pp. 245-256
This paper presents a computationally fesible procedure for the optimalcontrol and stochastic simulation of large …
Persistent link: https://www.econbiz.de/10005542311
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