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MIKAS - Mikroanalysen und amtliche Statistik : [Konferenz Mikroanalysen und Amtliche Statistik]
Merz, Joachim (ed.); Zwick, Markus (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002134803
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How to use microdata for macro-finance
Sraer, David; Thesmar, David - In: Annual review of financial economics 15 (2023), pp. 387-406
Persistent link: https://www.econbiz.de/10014426321
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Hands-On Value-at-Risk and expected shortfall : a practical primer
Auer, Martin - 2018
1 Introduction -- 2 Motivation -- Part I MEASURES -- 3 Basic Terms and Notation -- 4 Historical Value-at-Risk -- 5 Sensitivities -- 6 Stress Tests -- 7 Analytical Value-at-Risk -- 8 Expected Shortfall -- 9 Model Choices -- 10 A Monte Carlo Modi cation -- 11 Support Measures -- Part II OPERATIONS...
Persistent link: https://www.econbiz.de/10013341689
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Micro Simulation - A Tool for Economic Analysis
Klevmarken, N. Anders - 2001
Micro simulation involves modeling the behavior of individuals and other decision units taking into account the effects … entire distribution of target variables. Micro simulation models have thus, for instance, been used to analyze how changes in … the income taxes influence the tails of the income distribution (the incidence of poverty). <p> Micro simulation …
Persistent link: https://www.econbiz.de/10010321767
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A tax benefit model for policy evaluation in Luxembourg : LuxTaxBen
Islam, Nizamul; Flood, Lennart - 2015
We develop a behavioural micro simulation model (LuxTaxBen) that contains very precise information on income tax rules …
Persistent link: https://www.econbiz.de/10011289233
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Recovering income distributions from aggregated data via micro-simulations
Moral-Arce, Ignacio; Heras Perez, Antonio de las; … - In: Spanish journal of statistics 1 (2019) 1, pp. 13-29
For the studies of wealth, inequality and poverty, the analysis of income distribution of the individuals is a crucial issue. In practice, however, only aggregated data are available, either in groups or as a few quantiles of the distribution. To perform counterfactual exercises, it is desirable...
Persistent link: https://www.econbiz.de/10012494864
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Statistical inference in micro simulation models : incorporating external information
Klevmarken, Anders - 1998
In practical applications of micro simulation models very little is usually known about the properties of the simulated … values. This paper argues that we need to apply the same rigorous standards for inference in micro simulation work as in … scientific work generally. If not, then micro simulation models will loose in credibility. The paper first discusses how the …
Persistent link: https://www.econbiz.de/10011586076
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Micro simulation : a tool for economic analysis
Klevmarken, Anders - 2001
Micro simulation involves modeling the behavior of individuals and other decision units taking into account the effects … entire distribution of target variables. Micro simulation models have thus, for instance, been used to analyze how changes in … the income taxes influence the tails of the income distribution (the incidence of poverty). Micro simulation complements a …
Persistent link: https://www.econbiz.de/10011587826
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Microdata adjustment by the minimum information loss principle
Merz, Joachim - 1994
Persistent link: https://www.econbiz.de/10000591234
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Corruption and political interest : empirical evidence at the micro level
Torgler, Benno (contributor); Dong, Bin (contributor) - 2008
The topic of corruption has recently attracted a great deal of attention, yet there is still a lack of micro level empirical evidence regarding the determinants of corruption. Furthermore, the present literature has not investigated the effects of political interest on corruption despite the...
Persistent link: https://www.econbiz.de/10003715374