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Calibration of Incomplete Demand Systems in Quantitative Analysis, The

Beghin, John; Bureau, Jean-Christophe; Drogué, Sophie - Center for Agricultural and Rural Development (CARD), … - 2003

We introduce an easily implemented and flexible calibration technique for partial demand systems, combining recent …

Persistent link: https://www.econbiz.de/10005272834

Effects of information and seedling provision on tree planting and survival in smallholder oil palm plantations

Rudolf, Katrin; Romero, Miriamt; Asnawi, Rosyani; … - 2019

Abstract: Oil palm expansion in Indonesia is associated with a reduction in biodiversity and ecosystem services, as well as livelihood improvements for smallholder farmers. While this dichotomy highlights the importance of sustainable management options, empirical evidence on which policies are...

Persistent link: https://www.econbiz.de/10012002524

Research on policy regulation and realization path of Ningxia's construction of all-for-one tourism demonstration zone

Tian, Di; Wu, Meifan; Mu, Zhang - In: Modern economy 9 (2018) 9, pp. 1533-1547

Persistent link: https://www.econbiz.de/10011955806

Risk shocks and housing markets

Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin D. - 2010

This paper analyzes the role of uncertainty in a multi-sector housing model with financial frictions. We include time varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that risk shocks to the housing production sector are a...

Persistent link: https://www.econbiz.de/10010294012

Calibration of normalised CES production functions in dynamic models

Klump, Rainer; Saam, Marianne - 2006

Normalising CES production functions in the calibration of basic dynamic models allows to choose technology parameters …

Persistent link: https://www.econbiz.de/10010297849

Accelerating the calibration of stochastic volatility models

Kilin, Fiodar - 2007

comparison is the choice of the fastest method for the calibration of stochastic volatility models, e.g. Heston, Bates, Barndorff …-Nielsen-Shephard models or Levy models with stochastic time. We show that using additional cache technique makes the calibration with the … direct integration method at least seven times faster than the calibration with the fractional FFT method. …

Persistent link: https://www.econbiz.de/10010301715

On the calibration of the Cheyette interest rate model

Beyna, Ingo; Wystup, Uwe - 2010

. Therefore, we apply derivative-free techniques and find that they stabilize the calibration. Furthermore, we identify auspicious … volatility parametrizations determining the Cheyette model. In combination with the established calibration techniques the …

Persistent link: https://www.econbiz.de/10010303800

The mechanics of a reasonably fitted quarterly New Keynesian macro model

Mayer, Eric - 2003

The last years have witnessed a sharp increase of interest in monetary policy rules (see Taylor [1999]). This normative branch of monetary policy tries to evaluate the performance of alternative monetary policy rules in terms of associated monetary policy outcomes. Nevertheless this exercise is...

Persistent link: https://www.econbiz.de/10010305753

Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P

Krämer, Walter; Güttler, André - 2003

We consider 1927 borrowers from 54 countries who had a credit rating by both Moody's and S&P as of the end of 1998, and their subsequent default history up to the end of 2002. Viewing bond ratings as predicted probabilities of default, we show that it is unlikely that both agencies are well...

Persistent link: https://www.econbiz.de/10010306287

Spatio-Temporal Denoising for Depth Map Sequences

Hach, Thomas; Seybold, Tamara - In: International Journal of Multimedia Data Engineering … 7 (2016) 2, pp. 21-35

This paper proposes a novel strategy for depth video denoising in RGBD camera systems. Depth map sequences obtained by state-of-the-art Time-of-Flight sensors suffer from high temporal noise. Hence, all high-level RGB video renderings based on the accompanied depth maps' 3D geometry like...

Persistent link: https://www.econbiz.de/10012046505

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