Sensitivity to calibrated parameters

TH Jørgensen - Review of Economics and Statistics, 2023 - direct.mit.edu
A common approach to estimation of dynamic economic models is to calibrate a subset of
model parameters and keep them fixed when estimating the remaining parameters …

Sensitivity Analysis for Dynamic Discrete Choice Models

CP Lau - arXiv preprint arXiv:2408.16330, 2024 - arxiv.org
In dynamic discrete choice models, some parameters, such as the discount factor, are being
fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for …

Open-sourced central bank macroeconomic models

D Araujo - Available at SSRN, 2024 - papers.ssrn.com
Central banks and other financial policymakers rely on macroeconomic models to
understand transmission channels of policy decisions, forecast the economy under different …

Economic Ramifications of Chronic Diseases' Burden in Egypt

SA Ibrahim, M Saleh - 2022 - researchsquare.com
Aim:\\Non-communicable diseases (NCDs) are fast replacing contagious diseases
accounting for the highest death rates worldwide with a considerable economic impact. The …

Understanding flash crash contagion and systemic risk: a calibrated agent-based approach

J Paulin - 2019 - ora.ox.ac.uk
The global financial system is a sociotechnological complex network, in which millions of
economic agents interact over timescales ranging from months to milliseconds. The decade …

Les expériences virtuelles de simulation comme outils d'aide à la prise de décisions: des données au processus de décision

PA Bisgambiglia - 2021 - hal.science
Dans ce document, nous revenons sur nos 15 dernières années d'activités; d'abord comme
doc-torant (2005-2008), puis comme enseignant-chercheur contractuel (2008-2011) et enfin …

ИСПОЛЬЗОВАНИЕ МАКРОЭКОНОМИЧЕСКОЙ СТАТИСТИКИ В DSGE-МОДЕЛЯХ

ТС Сорокина, АА Цветкова - … методы анализа экономики и …, 2023 - scholar.archive.org
ИСПОЛЬЗОВАНИЕ МАКРОЭКОНОМИЧЕСКОЙ СТАТИСТИКИ В DSGE-МОДЕЛЯХ Page 270
269 right//European Journal of Political Research. 2021. Vol. 61. No. 4. P. 1102–1122 …

[PDF][PDF] UNIVERSITEDECORSE–PASQUALEPAOLI UM RCNRS6134–SCIENCESPOUR L'ENVIRONNEMENT

M Paul-AntoineBisgambiglia - researchgate.net
In this document, we detail 15 years of activities; first as a PhD student (2005-2008), then as
an assistant professor (2008-2011) and finally as a lecturer (since 2011) at the University of …

[PDF][PDF] Nominal GDP Targeting in Sweden

H Nicklasson - lup.lub.lu.se
Since the end of the Great Moderation, there has been a great surge in studies proposing
alternatives to the current dominant monetary policy regime of inflation targeting. One …