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Making Models Match: Replicating an Agent-Based Model
Wilensky, Uri; Rand, William - In: Journal of Artificial Societies and Social Simulation 10 (2007) 4, pp. 2-2
been replicated by anyone but the original developer. As replication is a critical component of the scientific method and a … core practice of scientists, we argue herein for an increased practice of replication in the agent-based modeling community …, and for widespread discussion of the issues surrounding replication. We begin by clarifying the concept of replication as …
Persistent link: https://www.econbiz.de/10005518567
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Macroeconomics with heterogeneous agent models : fostering transparency, reproducibility and replication
Dawid, Herbert; Harting, Philipp; Hoog, Sander van der; … - In: Journal of evolutionary economics : JEE 29 (2019) 1, pp. 467-538
Persistent link: https://www.econbiz.de/10012054458
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Towards more evidence-based agricultural and food policies
El Benni, Nadja; Grovermann, Christian; Finger, Robert - In: Q open : a journal of agricultural, climate, … 3 (2023) 3, pp. 1-24
The goal of this paper is to provide insights into how scientific evidence can be used for policymaking and put evidence-based agriculture and food policies at the top of research and policy agendas. We illustrate how scientific evidence can be used in a targeted manner for better policymaking...
Persistent link: https://www.econbiz.de/10014517787
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On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
Ley, Eduardo; Steel, Mark F.J. - Volkswirtschaftliche Fakultät, … - 2008
We consider the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of potential regressors and relatively limited numbers of observations. We examine the effect of a variety of prior...
Persistent link: https://www.econbiz.de/10008497674
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Which model looks most like me? : explicating the impact of body image advertisements on female consumer well-being and consumption behaviour across brand categories
Lou, Chen; Tse, Caleb H. - In: International journal of advertising : the review of … 40 (2021) 4, pp. 602-628
Persistent link: https://www.econbiz.de/10012586684
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Contracts as reference points : a replication
Hippel, Svenja; Höppner, Sven - In: International review of law and economics 65 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10014265590
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A dynamic approach to intraday liquidity needs
Freddy Cepeda L.; Fabio Ortega C. - BANCO DE LA REPÚBLICA - 2015
This paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary concepts of payment occurs. Using the Bank of...
Persistent link: https://www.econbiz.de/10011213760
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A dynamic approach to intraday liquidity needs
Freddy Cepeda L.; Fabio Ortega C. - Banco de la Republica de Colombia - 2015
This paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary concepts of payment occurs. Using the Bank of...
Persistent link: https://www.econbiz.de/10011213802
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Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities
León, Carlos; Machado, Clara; cepeda, Freddy; … - BANCO DE LA REPÚBLICA - 2011
The most recent episode of market turmoil exposed the limitations resulting from the traditional focus on too-big-to-fail institutions within an increasingly systemic-crisis-prone financial system, and encouraged the appearance of the too-connected-to-fail (TCTF) concept. The TCTF concept...
Persistent link: https://www.econbiz.de/10008865920
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Financial Network Systemic Risk Contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
We propose the systemic risk beta as a measure for financial companies’ contribution to systemic risk given network interdependence between firms’ tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we define...
Persistent link: https://www.econbiz.de/10009351506