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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 1, 2012
Subject(s): Banks | Business cycles | Capital | Financial risk | Chile
Author's keyword(s):
Dynamic provisions
| procyclicality
| simulation
| banks
| Chile
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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 1, 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
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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 1, 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.
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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 1, 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
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5. |
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 1, 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
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6. |
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 1, 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
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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 1, 2008
Subject(s): Data collection | Data analysis | Statistics
Author's keyword(s):
Structural breaks
| small samples
| Monte Carlo simulation.
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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 1, 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
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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 1, 2007
Subject(s): Development assistance | Monetary policy | Africa | Economic models
Author's keyword(s):
Monetary Policy
| Africa
| Aid Volatility
| Stochastic Simulation Models.
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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 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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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 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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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 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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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 1, 2006
Subject(s): Aging | Czech Republic | Economic growth | Economic models | Labor policy | Population
Author's keyword(s):
Population
| aging
| simulation
| general equilibrium model
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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 1, 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
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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 1, 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
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16. |
Title:
Pricing Growth-Indexed Bonds
Author/Editor: Chamon, Marcos ; Mauro, Paolo
Series: Working Paper No. 05/216
Published: November 1, 2005
Subject(s): Emerging markets | Bonds | Pricing policy
Author's keyword(s):
Emerging markets; GDP-Indexed bonds; Monte-Carlo simulation
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17. |
Title:
On Fixed and Variable Fiscal Surplus Rules
Author/Editor: Basci, Erdem ; Ekinci, M. Fatih ; Yülek, Murat Â
Series: Working Paper No. 04/117
Published: July 1, 2004
Subject(s): Debt | Fiscal policy | Debt restructuring | Economic models
Author's keyword(s):
Debt dynamics
| Monte-Carlo simulation
| fiscal policy rules
| debt sustainability
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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 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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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 1, 2003
Subject(s): Economic models
Author's keyword(s):
Macroeconomic models
| simulation properties
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