Similar Search Results

Dealing with endogeneity in risk analysis within the stochastic frontier approach in agricultural economics : a scoping review

Russo, Simone; Phali, Lerato; Prosperi, Maurizio - In: Bio-based and applied economics 11 (2022) 4, pp. 339-350

that have included risk and risk management tools within the stochastic frontier analysis in agricultural economics. This … study contributes to investigating the methods used to account for endogeneity by using a risk-accommodating stochastic … few studies have treated endogeneity in farm risk-performance evaluations. According to our findings, it can be concluded …

Persistent link: https://www.econbiz.de/10014287554

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

Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics : open access journal 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/10011654443

Agent-based modeling for decision making in economics under uncertainty

Vermeulen, Ben; Pyka, Andreas - 2016

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/10011422415

Ambiguity and the historical equity premium

Collard, Fabrice; Mukerji, Sujoy; Sheppard, Kevin; … - In: Quantitative economics : QE ; journal of the … 9 (2018) 2, pp. 945-993

dividends next period as ambiguous. We calibrate the agent's ambiguity aversion to match only the first moment of the risk …

Persistent link: https://www.econbiz.de/10011994544

Forecasting movement of the Nigerian Stock Exchange All Share index using artificial neural and Bayesian networks

Bola, Adetunji Abigail; Adesola, Aderounmu Ganiyu; … - In: Journal of finance and investment analysis 2 (2013) 1, pp. 41-59

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...

Persistent link: https://www.econbiz.de/10009746063

Conditional expected utility criteria for decision making under ignorance or objective ambiguity

Gravel, Nicolas; Marchant, Thierry; Sen, Arunava - In: Journal of mathematical economics 78 (2018), pp. 79-95

Persistent link: https://www.econbiz.de/10012105541

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

Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 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/10011890804

Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model

Maliar, Lilia; Maliar, Serguei - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47

We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution, we cover the support of the constructed ergodic measure with a fixed grid, and we use...

Persistent link: https://www.econbiz.de/10011757628

Comparison of different classification techniques for educational data

Pabreja, Kavita - In: International journal of information systems in the … 9 (2017) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10011655468

Closing the gaps in experimental and observational crop response estimates : a bayesian approach

Mkondiwa, Maxwell; Hurley, Terrance M.; Pardey, Philip G. - In: Q open : a journal of agricultural, climate, … 4 (2024) 2, pp. 1-26

A stylized fact of African agriculture is that crop responses to inorganic fertilizer application derived from experimental studies are often substantially greater than those from observational studies (e.g. surveys and administrative data). Recent debates on relative costs and benefits of...

Persistent link: https://www.econbiz.de/10015374750