Showing 1 - 10 of 2,381
Persistent link: https://www.econbiz.de/10000959255
Persistent link: https://www.econbiz.de/10000980742
completely new sequential importance sampling estimator of the desired tail probability. Numerical experiments suggest that the … sequential importance sampling estimator can be significantly more efficient than its competitor. …
Persistent link: https://www.econbiz.de/10011431354
This paper studies shock transmission across macroeconomic sectors in the UK, using data from the Bank of England's Flow of Funds statistics. We combine two different approaches to quantify the spread of shocks to assess whether sectors with large bilateral economic linkages as measured through...
Persistent link: https://www.econbiz.de/10012511453
Persistent link: https://www.econbiz.de/10000984809
Persistent link: https://www.econbiz.de/10000985343
Persistent link: https://www.econbiz.de/10000988077
Persistent link: https://www.econbiz.de/10000994243
Persistent link: https://www.econbiz.de/10000994506
Persistent link: https://www.econbiz.de/10000926805