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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 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
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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 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
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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 1, 2008
Subject(s): Data collection | Data analysis | Statistics
Author's keyword(s):
Structural breaks
| small samples
| Monte Carlo simulation.
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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 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
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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 1, 2007
Subject(s): Financial integration | Economic models
Author's keyword(s):
Cointegration
| Near-unit-roots
| Spurious rejection
| Monte Carlo simulations
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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 1, 2006
Subject(s): Debt sustainability analysis | Emerging markets | Economic models
Author's keyword(s):
Debt sustainability
| dynamic analysis
| Monte Carlo simulations
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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 1, 2006
Subject(s): Revenues | Nigeria | Oil prices | Government expenditures
Author's keyword(s):
Oil stabilization fund
| oil prices
| Monte Carlo simulation
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8. |
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
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9. |
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
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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 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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