general enough to apply to impulse responses estimated by VARs, local projections, and simulation methods. We show that our …

estimated by VARs, local projections, and simulation methods. We show that the use of our criteria significantly affects …

This letter reveals using simulation studies that regularization parameter selection via cross-validation (CV) in …

general enough to apply to impulse responses estimated by VARs, local projections, and simulation methods. We show that our …

stock return and price forecasts. The results show that the simulation by a VECX econometric model is robust as seen by the …

The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. …

The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. -- Debt …