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July 05, 2015

The search found 10 of 13471 documents sorted by Date with the following criteria:
Subject / Keyword: Monte Carlo

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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 1, 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



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 1, 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



Title: Testing for Structural Breaks in Small Samples
Author/Editor: Antoshin, Sergei ; Berg, Andrew ; Souto, Marcos
Series: Working Paper No. 08/75
Published: March 1, 2008
Subject(s): Data collection | Data analysis | Statistics
Author's keyword(s): Structural breaks | small samples | Monte Carlo simulation.



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 1, 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



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 1, 2007
Subject(s): Financial integration | Economic models
Author's keyword(s): Cointegration | Near-unit-roots | Spurious rejection | Monte Carlo simulations



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 1, 2006
Subject(s): Debt sustainability analysis | Emerging markets | Economic models
Author's keyword(s): Debt sustainability | dynamic analysis | Monte Carlo simulations



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 1, 2006
Subject(s): Revenues | Nigeria | Oil prices | Government expenditures
Author's keyword(s): Oil stabilization fund | oil prices | Monte Carlo simulation



Title: How to Evaluate GDP-Linked Warrants: Price and Repayment Capacity
Author/Editor: Miyajima, Ken
Series: Working Paper No. 06/85
Published: March 1, 2006
Subject(s): Bonds | Economic models | Gross domestic product | Prices | Tax revenues
Author's keyword(s): GDP-linked bonds | Monte Carlo methods | binomial model



Title: Modeling Stochastic Volatility with Application to Stock Returns
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 03/125
Published: June 1, 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



Title: On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
Author/Editor: Rebucci, Alessandro
Series: Working Paper No. 03/73
Published: April 1, 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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