Publications Search Results

July 31, 2014

The search found 19 of 12731 documents sorted by Date with the following criteria:
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 1, 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 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

 

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.

 

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

 

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

 

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

 

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.

 

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

 

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.

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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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