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Nyberg, Henri - 2012

We propose simulation-based forecasting methods for the noncausal vector autoregressive model proposed by Lanne and … Saikkonen (2012). Simulation or numerical methods are required because the prediction problem is generally nonlinear and … simulation procedures. Simulation experiments demonstrate that gains in forecasting accuracy are achieved by using the correct …

Persistent link: https://www.econbiz.de/10013098167

A Semi-Aggregate Model for Social Expenditure Projections

Ferraresi, Pier Marco - 2012

This report describes the semi-aggregate model (SAM) developed to deliver aggregate projections of social protection expenditures as well as semi-aggregate projections of income sources by age class and gender for a number of European countries (Denmark, France, Germany, Italy, Latvia,...

Persistent link: https://www.econbiz.de/10013108131

Sticky Information Models in Dynare

Verona, Fabio - 2013

Macroeconomic models with sticky information include an infinite number of lagged expectations. Several authors have developed specialized solutions algorithms to solve these models under rational expectations. We demonstrate that it is also possible to implement this class of models in Dynare...

Persistent link: https://www.econbiz.de/10013082201

A regression-based calibration method for agent-based models

Chen, Siyan; Desiderio, Saul - In: Computational economics 59 (2022) 2, pp. 687-700

Persistent link: https://www.econbiz.de/10013169034

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank

Basturk, Nalan - 2017

Weak empirical evidence near and at the boundary of the parameter region is a predominant feature in econometric models. Examples are macroeconometric models with weak information on the number of stable relations, microeconometric models measuring connectivity between variables with weak...

Persistent link: https://www.econbiz.de/10012953258

Simulation Optimization Through Regression or Kriging Metamodels

Kleijnen, Jack P. C. - 2017

This chapter surveys two methods for the optimization of real-world systems that are modelled through simulation. These … experiment; this design fixes the input combinations of the simulation model. These regression models uses a sequence of local …-estimated through sequential designs. "Robust" optimization may use RSM or Kriging, and accounts for uncertainty in simulation inputs …

Persistent link: https://www.econbiz.de/10012956205

Port terminal performance evaluation and modeling

Nebot, Giscard Valonne Mouafo; Wang, Haiyan - In: Logistics 6 (2022) 1, pp. 1-22

(Evaluation by Simulation of Innovative Solutions for the Development of Mass Transport on the Seine Axis by electric rail coupons …

Persistent link: https://www.econbiz.de/10012818392

Overview of the Changes to the FRB/US Model (2018)

Laforte, Jean-Philippe - 2020

Persistent link: https://www.econbiz.de/10012850643

Morocco : A Practical Approach to Monetary Policy Analysis in a Country with Capital Controls

Benlamine, Mokhtar - 2018

The Central Bank of Morocco has been working on developing a Forecasting and Policy Analysis System (FPAS) to support a gradual move toward a more flexible exchange rate regime and the eventual adoption of a full-fledged inflation-targeting (IT) regime. At the center of the FPAS is a quarterly...

Persistent link: https://www.econbiz.de/10012925237

Business process simulation on procedural graphical process models : structuring overview and paths for future research

Rosenthal, Kristina; Ternes, Benjamin; Strecker, Stefan - In: Business & information systems engineering 63 (2021) 5, pp. 569-602

Persistent link: https://www.econbiz.de/10012650923