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May 19, 2013

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Subject/Keyword: Simulation

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1. Title: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? A Study of the Chilean Banking System   Author/Editor: Chan-Lau, Jorge A.   Series: Working Paper No. 12/124   Published: May 01, 2012   Subject(s): Banks | Business cycles | Capital | Financial risk | Chile   Author's Keyword(s): Dynamic provisions | procyclicality | simulation | banks | Chile   2. Title: Trade and Financial Spillover on Hong Kong SAR from a Downturn in Europe and Mainland China   Author/Editor: N'Diaye, Papa ; Ahuja, Ashvin   Series: Working Paper No. 12/81   Published: March 01, 2012   Subject(s): Banks | China | Europe | External shocks | Financial crisis | Global Financial Crisis 2008-2009 | Hong Kong SAR | International trade | Spillovers | China, People's Republic of   Author's Keyword(s): Macroeconomic Interdependence | Fiscal Policy | Exports | Growth | Global VAR | Applied General Equilibrium Model | Simulation   3. Title: A Macro Model of the Credit Channel in a Currency Union Member: The Case of Benin   Author/Editor: Samaké, Issouf   Series: Working Paper No. 10/191   Published: August 01, 2010   Subject(s): Benin | Bonds | Central bank policy | Credit | Economic models | Excess liquidity | Financial sector | Monetary policy | Monetary transmission mechanism | Monetary unions | Reserves | Sovereign debt | West African Economic and Monetary Union   Author's Keyword(s): Benin | Credit channel | excess liquidity | government bonds | general equilibrium | stochastic simulation.   4. Title: Analyzing Fiscal Space Using the MAMS Model: An Application to Burkina Faso   Author/Editor: Gottschalk, Jan ; Manh Le,, Vu ; Lofgren, Hans ; Nouve, Kofi   Series: Working Paper No. 09/227   Published: October 01, 2009   Subject(s): Burkina Faso | Capital inflows | Concessional aid | Economic growth | Economic models | Fiscal policy | Fiscal sector | Government expenditures | Human capital | Infrastructure | Millennium Development Goals | Resource mobilization | Revenue mobilization   Author's Keyword(s): Fiscal space | simulation | computable general equilibrium model   5. Title: How Good Are Ex Ante Program Evaluation Techniques? The Case of School Enrollment in PROGRESA   Author/Editor: Bornhorst, Fabian   Series: Working Paper No. 09/187   Published: September 01, 2009   Subject(s): Economic models | Education | Human capital | Income | Labor markets | Labor productivity | Labor supply | Mexico | Payment systems | Poverty reduction | Private sector | Social policy   Author's Keyword(s): Keywords: microsimulation | conditional transfers | demand for schooling | child labor | PROGRESA   6. Title: Constructing Forecast Confidence Bands During the Financial Crisis   Author/Editor: Chen, Huigang ; Clinton, Kevin ; Johnson, Marianne ; Kamenik, Ondra ; Laxton, Douglas   Series: Working Paper No. 09/214   Published: September 01, 2009   Subject(s): Bank credit | Credit restraint | Economic forecasting | Economic models | European Union | Inflation targeting | Interest rates | Japan | Monetary policy | Oil prices | United States   Author's Keyword(s): forecasting and simulation | forecast confidence bands   7. 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.   8. Title: Policy Challenges of Population Aging in Ireland   Author/Editor: Botman, Dennis P. J. ; Iakova, Dora M.   Series: Working Paper No. 07/247   Published: October 01, 2007   Subject(s): Pension regulations | Ireland | Aging | Government expenditures | Public debt | Fiscal policy | Tax bases | Economic models   Author's Keyword(s): Aging | simulation | taxation | general equilibrium   9. Title: Monetary Policy Rules for Managing Aid Surges in Africa   Author/Editor: Adam, Christopher ; O'Connell, Stephen A. ; Buffie, Edward F. ; Pattillo, Catherine A.   Series: Working Paper No. 07/180   Published: July 01, 2007   Subject(s): Development assistance | Monetary policy | Africa | Economic models   Author's Keyword(s): Monetary Policy | Africa | Aid Volatility | Stochastic Simulation Models.   10. 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   11. 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   12. 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   13. Title: Macroeconomic Effects and Policy Challenges of Population Aging   Author/Editor: Tamirisa, Natalia T. ; Faruqee, Hamid   Series: Working Paper No. 06/95   Published: April 01, 2006   Subject(s): Aging | Czech Republic | Economic growth | Economic models | Labor policy | Population   Author's Keyword(s): Population | aging | simulation | general equilibrium model   14. Title: Practical Model-Based Monetary Policy Analysis--A How-To Guide   Author/Editor: Berg, Andrew ; Laxton, Douglas ; Karam, Philippe D   Series: Working Paper No. 06/81   Published: March 01, 2006   Subject(s): Monetary policy | Canada | United States | Monetary aggregates | Forecasting models | Economic models   Author's Keyword(s): Monetary Policy | Forecasting and Simulation | Model construction and estimation | computational techniques   15. Title: A Practical Model-Based Approach to Monetary Policy Analysis--Overview   Author/Editor: Berg, Andrew ; Karam, Philippe D ; Laxton, Douglas   Series: Working Paper No. 06/80   Published: March 01, 2006   Subject(s): Monetary policy | Canada | United States | Monetary aggregates | Forecasting models | Economic models   Author's Keyword(s): Monetary Policy | forecasting and simulation | model construction | and estimation   16. Title: Pricing Growth-Indexed Bonds   Author/Editor: Chamon, Marcos ; Mauro, Paolo   Series: Working Paper No. 05/216   Published: November 01, 2005   Subject(s): Emerging markets | Bonds | Pricing policy   Author's Keyword(s): Emerging markets | GDP-Indexed bonds | Monte-Carlo simulation   17. Title: On Fixed and Variable Fiscal Surplus Rules   Author/Editor: Basci, Erdem ; Ekinci, M. Fatih ; Yülek, Murat    Series: Working Paper No. 04/117   Published: July 01, 2004   Subject(s): Debt | Fiscal policy | Debt restructuring | Economic models   Author's Keyword(s): Debt dynamics | Monte-Carlo simulation | fiscal policy rules | debt sustainability   18. 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   19. Title: Some Simulation Properties of the Major Euro Area Economies in MULTIMOD   Author/Editor: Hunt, Ben ; Laxton, Douglas   Series: Working Paper No. 03/31   Published: February 01, 2003   Subject(s): Economic models   Author's Keyword(s): Macroeconomic models | simulation properties

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