Similar Search Results

Bank stress testing: A stochastic simulation framework to assess banks' financial fragility

Montesi, Giuseppe; Papiro, Giovanni - In: Risks 6 (2018) 3, pp. 1-54

We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks' capital adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on...

Persistent link: https://www.econbiz.de/10011996640

Исследование поведенческих факторов сельхозпроизводителей по вовлечению в оборот заброшенных сельскохозяйственных земель: Пример Республики Бурятия...

Prishchepov, Alexander; Ponkina, Elena; Sun, Zhanli; … - In: Prostranstvennaya Ekonomika = Spatial Economics 17 (2021) 3, pp. 59-102

Несмотря на ожидаемую нехватку пригодных для расширения сельскохозяйственного производства земель в мире, процессы забрасывания сельскохозяйственных земель...

Persistent link: https://www.econbiz.de/10012632165

Surrogate modelling of a detailed farm‐level model using deep learning

Shang, Linmei; Wang, Jifeng; Schäfer, David; Heckelei, … - In: Journal of Agricultural Economics 75 (2024) 1, pp. 235-260

Technological change co‐determines agri‐environmental performance and farm structural transformation. Meaningful impact assessment of related policies can be derived from farm‐level models that are rich in technology details and environmental indicators, integrated with agent‐based...

Persistent link: https://www.econbiz.de/10014469431

Ex-ante regulation and ex-post liability under uncertainty and irreversibility: governing the coexistence of GM crops

Beckmann, Volker; Soregaroli, Claudio; Wesseler, Justus - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-9, pp. 1-33

Ex-ante regulations and ex-post liabilities for using a new technology will induce additional costs for adopters. The standard model is advanced by including irreversibility and uncertainty and taking into account transaction costs of negotiating possible cost reductions. The case analysed is...

Persistent link: https://www.econbiz.de/10010299956

Risk Management in the Agri-food Sector

Bachev, Hrabin - In: Contemporary Economics 7 (2013) 1, pp. 45-62

risk management in the agri-food sector. First, it specifies the diverse types of agri-food risks (natural, technical … the efficiency of risk management and identifies the factors (personal, institutional, dimensional, technological, and … natural) of governance choice. Next, it presents stages in the analysis of risk management and the improvement of public …

Persistent link: https://www.econbiz.de/10010436087

On the Role of Urban-to-Rural Remittances in Rural Development

Stark, Oded - In: The Journal of Development Studies 16 (1980) 3, pp. 369-374

bypasses the constraints on technological change imposed by lack of credit and risk. The paper discusses how to bring the new …

Persistent link: https://www.econbiz.de/10012517796

Bayesian inference for latent factor copulas and application to financial risk forecasting

Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics 5 (2017) 2, pp. 1-23

using historical data on European financial stocks that forecasts portfolio Value at Risk (VaR) and Expected Shortfall (ES). …

Persistent link: https://www.econbiz.de/10011755371

A Bayesian method for characterizing population heterogeneity

Stahl, Dale O. - In: Games 10 (2019) 4, pp. 1-12

A stylized fact from laboratory experiments is that there is much heterogeneity in human behavior. We present and demonstrate a computationally practical non-parametric Bayesian method for characterizing this heterogeneity. In addition, we define the concept of behaviorally distinguishable...

Persistent link: https://www.econbiz.de/10012227785

Geometric methods for finite rational inattention

Armenter, Roc; Müller-Itten, Michèle; Stangebye, … - In: Quantitative Economics 15 (2024) 1, pp. 115-144

We present a geometric approach to the finite Rational Inattention (RI) model, recasting it as a convex optimization problem with reduced dimensionality that is well suited to numerical methods. We provide an algorithm that outperforms existing RI computation techniques in terms of both speed...

Persistent link: https://www.econbiz.de/10014537020

Agent-based modeling for decision making in economics under uncertainty

Vermeulen, Ben; Pyka, Andreas - In: Economics: The Open-Access, Open-Assessment E-Journal 10 (2016) 2016-6, pp. 1-33

Ever since the emergence of economics as a distinct scientific discipline, policy makers have turned to economic models to guide policy interventions. If policy makers seek to enhance growth of an open capitalist economy, they have to take into account, firstly, the uncertainties,...

Persistent link: https://www.econbiz.de/10011422829

1
2
3
4
5
6
7
8
9
10
Next
Last