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A Filtered Historical Simulation Approach to Macroeconomic Scenario Analysis
Hirano, Kaname - 2018
This paper applies a filtered historical simulation (FHS) approach to macroeconomic scenario generation. The aim of the … approach is to generate more plausible macroeconomic scenarios than other macroeconomic scenario models such as the global … financial market factors in a filtered historical simulation approach. The application fields of the approach are integrated …
Persistent link: https://www.econbiz.de/10012926995
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Scenario generation for long run interest rate risk assessment
Engle, Robert F.; Roussellet, Guillaume; Siriwardane, … - In: Journal of econometrics 201 (2017) 2, pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
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On complex economic scenario generators : is less more?
Bégin, Jean-François - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 779-812
Persistent link: https://www.econbiz.de/10012656729
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Insights into peer-to-peer carsharing : modelling and scenario analysis via a Bass diffusion agent-based model
Rotaris, Lucia; Scorrano, Mariangela - In: Research in transportation economics 97 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014295564
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China's domestic consumption under interest rate pegs-analysis based on simulation
Cheng, Fang; Xiangyang, Li - In: International journal of technology, policy and … 16 (2016) 1, pp. 18-31
Persistent link: https://www.econbiz.de/10011607541
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Simple monetary policy rules under model uncertainty
Isard, Peter; Laxton, Douglas; Eliasson, Ann-Charlotte - In: International tax and public finance 6 (1999) 4, pp. 537-577
Persistent link: https://www.econbiz.de/10001498557
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Simple monetary policy rules under model uncertainty
Isard, Peter; Laxton, Douglas; Eliasson, Ann-Charlotte - 1999
Persistent link: https://www.econbiz.de/10001399805
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How important are automatic stabilizers in Europe? : A stochastic simulation assessment
Barrell, Ray; Pina, Álvaro Manuel - 2000
Persistent link: https://www.econbiz.de/10001480443
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How do broader monetary aggregates and divisia measures of money perform in McCallum's adaptive monetary rule?
Thornton, Saranna Robinson - In: Journal of economics & business 52 (2000) 1/2, pp. 181-204
Persistent link: https://www.econbiz.de/10001493142