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September 02, 2014
 

The Search found 10 of 13669 documents sorted by Date with the following criteria:
Subject/Keyword: Monte Carlo

 
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1. Title: A Perspective on Predicting Currency Crises
  Author/Editor: Flood, Robert P. ; Marion, Nancy P. ; Yepez, Juan
  Series: Working Paper No. 10/227
  Published: October 01, 2010
  Subject(s): Currencies | Devaluation | Economic forecasting | Financial crisis | Forecasting models
  Author's Keyword(s): Speculative attacks | currency crises | fixed exchange rate | devaluation | Monte Carlo
 
2. Title: A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon
  Author/Editor: di Giovanni, Julian ; Gardner, E. H.
  Series: Working Paper No. 08/97
  Published: April 01, 2008
  Subject(s): Debt sustainability analysis | Lebanon | Gross domestic product | External shocks | Fiscal policy | Financial risk
  Author's Keyword(s): Public debt sustainability | risk analysis | Monte Carlo | fan charts
 
3. Title: Testing for Structural Breaks in Small Samples
  Author/Editor: Antoshin, Sergei ; Berg, Andrew ; Souto, Marcos
  Series: Working Paper No. 08/75
  Published: March 01, 2008
  Subject(s): Data collection | Data analysis | Statistics
  Author's Keyword(s): Structural breaks | small samples | Monte Carlo simulation.
 
4. Title: Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
  Author/Editor: Barnhill, Theodore M. ; Souto, Marcos
  Series: Working Paper No. 07/290
  Published: December 01, 2007
  Subject(s): Emerging markets | Brazil | Banks | Interest rates | Credit risk
  Author's Keyword(s): Forecasting | multivariate stochastic volatility | fat-tail distributions | Monte Carlo estimation
 
5. Title: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
  Author/Editor: Hjalmarsson, Erik ; Österholm, Pär
  Series: Working Paper No. 07/141
  Published: June 01, 2007
  Subject(s): Financial integration | Economic models
  Author's Keyword(s): Cointegration | Near-unit-roots | Spurious rejection | Monte Carlo simulations
 
6. Title: Specification of a Stochastic Simulation Model for Assessing Debt Sustainability in Emerging Market Economies
  Author/Editor: Hostland, Doug ; Karam, Philippe D
  Series: Working Paper No. 06/268
  Published: December 01, 2006
  Subject(s): Debt sustainability analysis | Emerging markets | Economic models
  Author's Keyword(s): Debt sustainability | dynamic analysis | Monte Carlo simulations
 
7. Title: How Much is Enough? Monte Carlo Simulations of an Oil Stabilization Fund for Nigeria
  Author/Editor: Bartsch, Ulrich
  Series: Working Paper No. 06/142
  Published: June 01, 2006
  Subject(s): Revenues | Nigeria | Oil prices | Government expenditures
  Author's Keyword(s): Oil stabilization fund | oil prices | Monte Carlo simulation
 
8. Title: How to Evaluate GDP-Linked Warrants: Price and Repayment Capacity
  Author/Editor: Miyajima, Ken
  Series: Working Paper No. 06/85
  Published: March 01, 2006
  Subject(s): Bonds | Economic models | Gross domestic product | Prices | Tax revenues
  Author's Keyword(s): GDP-linked bonds | Monte Carlo methods | binomial model
 
9. Title: Modeling Stochastic Volatility with Application to Stock Returns
  Author/Editor: Krichene, Noureddine
  Series: Working Paper No. 03/125
  Published: June 01, 2003
  Subject(s): Stock markets | Economic models
  Author's Keyword(s): data augmentation | diagnostics | integration sampler | Kalman filter | Markov chain | Monte Carlo | particle filtering | stochastic volatility
 
10. Title: On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
  Author/Editor: Rebucci, Alessandro
  Series: Working Paper No. 03/73
  Published: April 01, 2003
  Subject(s): Economic models | Exchange risk
  Author's Keyword(s): Dynamics Panel Data Models | Monte Carlo Simulation | Heterogeneity Bias | VARs
 

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