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Modeling with scenarios: technology in north-south development
Chichilnisky, Graciela; Cole, Sam - Volkswirtschaftliche Fakultät, … - 1978
This article outlines work in progress on a study of technological choice in the context of North-South development. Its main purpose is to describe the methodology being developed in the pilot phase of the study. This is of interest because it links together a number of analytic...
Persistent link: https://www.econbiz.de/10005837262
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Transition to sustainability? Feasible scenarios towards a low-carbon economy
Bernardo, Giovanni; D'Alessandro, Simone - Volkswirtschaftliche Fakultät, … - 2014
dynamic simulation model where three different strategies are identified: improvements in energy efficiency, the development …
Persistent link: https://www.econbiz.de/10011109931
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Sensitivity analysis of scenario models for operational risk Advanced Measurement Approach
Chaudhary, Dinesh - Volkswirtschaftliche Fakultät, … - 2014
Scenario Analysis (SA) plays a key role in determination of operational risk capital under Basel II Advanced Measurement Approach. However, operational risk capital based on scenario data may exhibit high sensitivity or wrong-way sensitivity to scenario inputs. In this paper, we first discuss...
Persistent link: https://www.econbiz.de/10011111586
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Técnicas cualitativas para la gestión del Riesgo Operacional
Delfiner, Miguel; Pailhé, Cristina - Volkswirtschaftliche Fakultät, … - 2009
Qualitative techniques are essential tools for identifying and assessing operational risk (OR). Their relevance in assessing OR can be understood due to the lack of a quantitative static model capable of capturing the dynamic operational risk profile which is shaped by managerial decisions. An...
Persistent link: https://www.econbiz.de/10005020499
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La simulation économique : expérimentation et apprentissage de la réalité économique
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 1998
Economic simulation - as economic pattern simulation use - which is already a useful tool of searchers and managers …, would be a tool of economic teacher. When teacher want explain economic theories, he can't do experiment, hence simulation … would take place experiment. Simulation is an analytical (teacher can study some economic poli- cies) and synthetic (teacher …
Persistent link: https://www.econbiz.de/10005835626
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Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 1999
The purpose of this paper is, through a system of software, to analyze some theoretical aggregate models. We suggest to build a disaggregated model to compare its results with these of the aggregated one. The disaggregated model uses an analogical mechanism of the individual behaviors so that a...
Persistent link: https://www.econbiz.de/10005835670
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Bootstrap prediction intervals for threshold autoregressive models
Jing, Li - Volkswirtschaftliche Fakultät, … - 2009
coefficients and allow for heterogeneous errors. Simulation shows that (1) accounting for the sampling variability of estimated …
Persistent link: https://www.econbiz.de/10005835843
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The distributive consequuences of machismo: A simulation analysis of intrahousehold allocation
Cuesta, Jose - Volkswirtschaftliche Fakultät, … - 2006
Empirical evidence questions the unitary allocation model of the household that underpins the standard measurement of monetary poverty and inequality. Intra-household gender discrimination has been widely shown to shape expenditure decisions, nutrition status, and human capital accumulation of...
Persistent link: https://www.econbiz.de/10005836291
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Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time
Varsanyi, Zoltan - Volkswirtschaftliche Fakultät, … - 2008
In this paper I present a method for the simulation of the default of such loans that have two important properties … widely considered in modelling, linking them into one single (simulation) framework might not be that common. However, the … most important merit of this paper is showing a fast and accurate simulation algorithm for the asset values. …
Persistent link: https://www.econbiz.de/10005837041
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Brand and Quantity Choice Dynamics Under Price Uncertainty
Erdem, Tulin; Imai, Susumu; Keane, Michael - Volkswirtschaftliche Fakultät, … - 2003
We develop a model of household demand for frequently purchased consumer goods that are branded, storable and subject to stochastic price fluctuations. Our framework accounts for how inventories and expectations of future prices affect current period purchase decisions. We estimate our model...
Persistent link: https://www.econbiz.de/10011257829