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Wealth Effects in Europe; A Tale of Two Countries (Italy and the United Kingdom)

Muñoz, Sònia - International Monetary Fund (IMF) - 2006

This paper investigates the increasing exposure of European households to risky financial assets and the consequent impact on the economy. I analyze household data for Italy and the United Kingdom, countries that differ dramatically in their financial structure and capital markets. I estimate an...

Persistent link: https://www.econbiz.de/10005599313

A Probabilistic Batch Size Model for Perishable Products

Pegels, C. Carl - In: International Journal of Operations & Production Management 6 (1986) 2, pp. 36-46

A batch size model developed for the therapeutic product problem has been instrumental in assisting the staff of a large general hospital to resolve problems associated with the transactional process of the preparation of intravenous medications for administration. The model is a variation of a...

Persistent link: https://www.econbiz.de/10014791024

Discrete-event simulation modeling unlocks value for the Jansen Potash project

Bouffard, Sylvie C.; Boggis, Peter; Monk, Bryan; … - In: Interfaces : the INFORMS journal on the practice of … 48 (2018) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10011818417

Operational Research : methods and applications

Petropoulos, Fotios; Laporte, Gilbert; Aktas, Emel; … - In: Journal of the Operational Research Society 75 (2024) 3, pp. 423-617

Persistent link: https://www.econbiz.de/10014555725

Predicting Recessions; A New Approach for Identifying Leading Indicators and Forecast Combinations

Kisinbay, Turgut; Baba, Chikako - International Monetary Fund (IMF) - 2011

This study proposes a data-based algorithm to select a subset of indicators from a large data set with a focus on forecasting recessions. The algorithm selects leading indicators of recessions based on the forecast encompassing principle and combines the forecasts. An application to U.S. data...

Persistent link: https://www.econbiz.de/10009369447

Sovereign Debt Defaults and Financing Needs

Messmacher, Miguel; Kruger, Mark - International Monetary Fund (IMF) - 2004

used in previous studies. In addition, the level at which it leads to a high probability of default is comparable across …

Persistent link: https://www.econbiz.de/10005768797

Assessing Early Warning Systems; How Have they Worked in Practice?

Berg, Andrew; Borensztein, Eduardo; Pattillo, Catherine A. - International Monetary Fund (IMF) - 2004

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results … have been mixed. One of the long-horizon models has performed well relative to pure guesswork and to available non … long-horizon EWS model. The two short-horizon private sector models generally performed poorly. …

Persistent link: https://www.econbiz.de/10005768990

How Does the Global Economic Environment Influence the Demand for IMF Resources

Elekdag, Selim - International Monetary Fund (IMF) - 2006

cycle are adversely shocked by one standard deviation, the conditional probability of a SBA nearly doubles, implying an …

Persistent link: https://www.econbiz.de/10005604884

A New Risk Indicator and Stress Testing tool; A Multifactor Nth-to-Default CDS Basket

Avesani, Renzo G.; Li, Jing; Pascual, Antonio Garcia - International Monetary Fund (IMF) - 2006

LCFIs' equity) to credit risk (the default probability of the CDS basket) in a coherent manner. In addition, to analyze the … latent multifactor structure. The results unveil a rich set of default probability dynamics and help in identifying the most …

Persistent link: https://www.econbiz.de/10005826610

Systemic Risks and the Macroeconomy

Lucchetta, Marcella; Nicoló, Gianni De - International Monetary Fund (IMF) - 2010

This paper presents a modeling framework that delivers joint forecasts of indicators of systemic real risk and systemic financial risk, as well as stress-tests of these indicators as impulse responses to structural shocks identified by standard macroeconomic and banking theory. This framework is...

Persistent link: https://www.econbiz.de/10008519509