Results 121 to 130 of about 278,525 (306)

Estimating willingness-to-pay with random valuation models : an application to Lake Sevan, Armenia [PDF]

This paper presents a case study of willingness-to-pay (WTP) estimation using random valuation models. A contingent valuation survey was conducted in Yerevan, Armenia to estimate people's WTP for the protection of Lake Sevan.
Laplante, Benoit, Meisner, Craig, Wang,Hua, Xun Wu   +3 more
core  

A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization [PDF]

, 2012
In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations obtained in Zheng
Sowers, Richard B., Zheng, Zhi
core  

Assessment of economic burden of lumpy skin disease in India using stochastic modeling

Scientific Reports
This study assessed the farm-level economic loss due to LSD in India and at disaggregate (state) level by collecting data from 2351 cattle farms covering seven states. Data were analyed using descriptive statistics and stochastic modeling with Monte Carlo simulations.
Govindaraj Gurrappa Naidu, Ramanji Rampura Shivappa, Puneeth Raja Rajanna, Huchappa Gondali, Manoj Hesaraghatta Devaraju, Prem Kishor Singasandra Nagesh, Narayanan Gajendiran, Amit Kanani, Lenin Bhatt, Jayant Tapase, Sundaresan Arumugam, Jyoti Ranjan Biswal, Sathish Gowda Chirathahalli Shivamurthy, Gundallhalli Bayyappa Manjunathareddy, Durlav Prasad Bora, Bijoy Chhetri, Yogisharadhya Revanaiah, Sagar Shyam Pujar, Baldev Raj Gulati   +18 more
openaire   +3 more sources

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

ENDOGENIZING THE RESERVATION VALUE IN MODELS OF LAND DEVELOPMENT OVER TIME AND UNDER UNCERTAINTY [PDF]

The notion of a reservation value is a key feature of most contemporary dynamic and stochastic models of land development. It is clear that the magnitude of the reservation value has a fundamental bearing on the decision to develop or preserve land. This
Batabyal, Amitrajeet A.
core   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Economic implications of air quality monitoring: a video analysis approach

Frontiers in Environmental Science
IntroductionThe economic implications of air quality monitoring have become a critical concern in environmental economics, particularly in balancing economic growth with sustainable environmental policies. Traditional methods of assessing air quality and
Zhang Hang, Shenggang Yao, Xiao Sun
doaj   +1 more source

Adaptive microfoundations for emergent macroeconomics [PDF]

In this paper we present the basics of a research program aimed at providing microfoundations to macroeconomic theory on the basis of computational agentbased adaptive descriptions of individual behavior.
Domenico Delli Gatti, Edoardo Gaffeo, Mauro Gallegati, Saul Desiderio   +3 more
core  

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley   +1 more source

Policy analysis using DSGE models: an introduction [PDF]

Many central banks have come to rely on dynamic stochastic general equilibrium, or DSGE, models to inform their economic outlook and to help formulate their policy strategies.
Andrea Tambalotti, Argia M. Sbordone, Kieran Walsh, Krishna Rao   +3 more
core   +1 more source