Journal articles on the topic 'Reduced form Models'
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Koivusalo, Alexander, and Rudi Schäfer. "Calibration of structural and reduced-form recovery models." Journal of Credit Risk 8, no. 4 (December 2012): 31–51. http://dx.doi.org/10.21314/jcr.2012.151.
Full textBerndt, Antje. "A Credit Spread Puzzle for Reduced-Form Models." Review of Asset Pricing Studies 5, no. 1 (March 24, 2015): 48–91. http://dx.doi.org/10.1093/rapstu/rav002.
Full textRode, David C., and Paul S. Fischbeck. "Reduced-form models for power market risk analysis." Applied Energy 228 (October 2018): 1640–55. http://dx.doi.org/10.1016/j.apenergy.2018.07.044.
Full textRavenna, Federico. "Vector autoregressions and reduced form representations of DSGE models." Journal of Monetary Economics 54, no. 7 (October 2007): 2048–64. http://dx.doi.org/10.1016/j.jmoneco.2006.09.002.
Full textSorge, Marco Maria. "Indeterminacy and fundamental reduced form representations of DSGE models." Metroeconomica 69, no. 2 (January 22, 2018): 509–24. http://dx.doi.org/10.1111/meca.12198.
Full textMaasoumi, Esfandiar. "Reduced form estimation and prediction from uncertain structural models." Journal of Econometrics 31, no. 1 (February 1986): 3–29. http://dx.doi.org/10.1016/0304-4076(86)90053-9.
Full textPellegrini, Santiago, Esther Ruiz, and Antoni Espasa. "Conditionally heteroscedastic unobserved component models and their reduced form." Economics Letters 107, no. 2 (May 2010): 88–90. http://dx.doi.org/10.1016/j.econlet.2009.12.034.
Full textSchneeweiss, Hans. "The reduced form of recursive models: Small sample properties." Linear Algebra and its Applications 237-238 (April 1996): 277–300. http://dx.doi.org/10.1016/0024-3795(95)00527-7.
Full textBoughton, James M. "Tests of the performance of reduced-form exchange rate models." Journal of International Economics 23, no. 1-2 (August 1987): 41–56. http://dx.doi.org/10.1016/s0022-1996(87)80004-1.
Full textKiviet, Jan F., Garry D. A. Phillips, and Bernhard Schipp. "Alternative bias approximations in first-order dynamic reduced form models." Journal of Economic Dynamics and Control 23, no. 7 (June 1999): 909–28. http://dx.doi.org/10.1016/s0165-1889(98)00055-4.
Full textHitzemann, Steffen, and Marliese Uhrig-Homburg. "Empirical performance of reduced-form models for emission permit prices." Review of Derivatives Research 22, no. 3 (January 11, 2019): 389–418. http://dx.doi.org/10.1007/s11147-018-09152-7.
Full textPerdang, J. "Reduced normal form as minimal models for nonlinear radial pulsations." Astrophysics and Space Science 220, no. 1 (1994): 1–37. http://dx.doi.org/10.1007/bf00628073.
Full textPhelps, Bruce D. "Reduced Form vs. Structural Models of Credit Risk: A Case Study of Three Models." CFA Digest 36, no. 2 (May 2006): 36–38. http://dx.doi.org/10.2469/dig.v36.n2.4103.
Full textCalzolari, Giorgio, and Frederic P. Sterbenz. "Control Variates to Estimate the Reduced Form Variance in Econometric Models." Econometrica 54, no. 6 (November 1986): 1483. http://dx.doi.org/10.2307/1914310.
Full textGuo, Liang. "Invited Commentary—Removing the Boundary Between Structural and Reduced-Form Models." Marketing Science 25, no. 6 (November 2006): 629–32. http://dx.doi.org/10.1287/mksc.1060.0194.
Full textOlmstead, Sheila M. "Reduced-Form Versus Structural Models of Water Demand Under Nonlinear Prices." Journal of Business & Economic Statistics 27, no. 1 (January 2009): 84–94. http://dx.doi.org/10.1198/jbes.2009.0007.
Full textGelbach, Jonah B. "The Reduced Form of Litigation Models and the Plaintiff’s Win Rate." Journal of Law and Economics 61, no. 1 (February 2018): 125–57. http://dx.doi.org/10.1086/699151.
Full textKau, James B., Donald C. Keenan, and Alexey A. Smurov. "Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models." Journal of Real Estate Finance and Economics 33, no. 3 (November 2006): 183–96. http://dx.doi.org/10.1007/s11146-006-9981-7.
Full textWong, Hoi Ying, and Tsz Lim Wong. "Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds." Asia-Pacific Financial Markets 14, no. 3 (September 2007): 229–53. http://dx.doi.org/10.1007/s10690-007-9061-x.
Full textLassila, Toni, and Gianluigi Rozza. "Parametric free-form shape design with PDE models and reduced basis method." Computer Methods in Applied Mechanics and Engineering 199, no. 23-24 (April 2010): 1583–92. http://dx.doi.org/10.1016/j.cma.2010.01.007.
Full textChen, Cho-Jieh, and Harry Panjer. "Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process." Insurance: Mathematics and Economics 33, no. 2 (October 2003): 357–80. http://dx.doi.org/10.1016/j.insmatheco.2003.08.005.
Full textBANERJEE, TAMAL, MRINAL K. GHOSH, and SRIKANTH K. IYER. "PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL." International Journal of Theoretical and Applied Finance 16, no. 04 (June 2013): 1350018. http://dx.doi.org/10.1142/s0219024913500180.
Full textWei, Dan, Noah Dormady, and Adam Rose. "Development of Reduced-Form Models to Evaluate Macroeconomic Impacts of Greenhouse Gas Mitigation." Journal of Sustainable Energy Engineering 2, no. 4 (April 7, 2015): 377–97. http://dx.doi.org/10.7569/jsee.2015.629503.
Full textCathcart, Lara, and Lina El-Jahel. "Pricing defaultable bonds: a middle-way approach between structural and reduced-form models." Quantitative Finance 6, no. 3 (June 2006): 243–53. http://dx.doi.org/10.1080/14697680600670754.
Full textMaasoumi, Esfandiar, and Jin-Ho Jeong. "A comparison of GRF and other reduced-form estimators in simultaneous equations models." Journal of Econometrics 37, no. 1 (January 1988): 115–34. http://dx.doi.org/10.1016/0304-4076(88)90078-4.
Full textGündüz, Yalin, and Marliese Uhrig-Homburg. "Does modeling framework matter? A comparative study of structural and reduced-form models." Review of Derivatives Research 17, no. 1 (April 17, 2013): 39–78. http://dx.doi.org/10.1007/s11147-013-9090-8.
Full textAndreoli, Alessandro, Luca Vincenzo Ballestra, and Graziella Pacelli. "Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach." Computational Economics 51, no. 3 (August 13, 2016): 379–406. http://dx.doi.org/10.1007/s10614-016-9608-x.
Full textSong, Lianlian, Yang Shi, Geoffrey Kwok Fai Tso, and Hing Po Lo. "Forecasting week-to-week television ratings using reduced-form and structural dynamic models." International Journal of Forecasting 37, no. 1 (January 2021): 302–21. http://dx.doi.org/10.1016/j.ijforecast.2020.06.002.
Full textLi, Hong. "Estimation and testing of Euler equation models with time-varying reduced-form coefficients." Journal of Econometrics 142, no. 1 (January 2008): 425–48. http://dx.doi.org/10.1016/j.jeconom.2007.07.002.
Full textHankey, Steve, and Greg Lindsey. "Facility-Demand Models of Peak Period Pedestrian and Bicycle Traffic: Comparison of Fully Specified and Reduced-Form Models." Transportation Research Record: Journal of the Transportation Research Board 2586, no. 1 (January 2016): 48–58. http://dx.doi.org/10.3141/2586-06.
Full textSkiera, Bernd. "Differences in the Ability of Structural and Reduced-Form Models to Improve Pricing Decisions." Marketing ZFP 32, JRM 1 (2010): 91–100. http://dx.doi.org/10.15358/0344-1369-2010-jrm-1-91.
Full textNabavi, Seyedbehzad, and Aranya Chakrabortty. "Structured Identification of Reduced-Order Models of Power Systems in a Differential-Algebraic Form." IEEE Transactions on Power Systems 32, no. 1 (January 2017): 198–207. http://dx.doi.org/10.1109/tpwrs.2016.2554154.
Full textAhmed, Shady E., Omer San, Kursat Kara, Rami Younis, and Adil Rasheed. "Multifidelity computing for coupling full and reduced order models." PLOS ONE 16, no. 2 (February 11, 2021): e0246092. http://dx.doi.org/10.1371/journal.pone.0246092.
Full textJazdzewski, Brian A., Victor G. Young Jr., and William B. Tolman. "A three-coordinate copper(i)-phenoxide complex that models the reduced form of galactose oxidase." Chemical Communications, no. 22 (1998): 2521–22. http://dx.doi.org/10.1039/a806749j.
Full textGiacomini, Raffaella, and Barbara Rossi. "Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models." Annual Review of Economics 7, no. 1 (August 2015): 207–29. http://dx.doi.org/10.1146/annurev-economics-080614-115338.
Full textYu, Xinyuan, Qirui Zhong, Wenxiao Zhang, Wenjun Meng, Xiao Yun, Haoran Xu, Huizhong Shen, et al. "Direct and Inverse Reduced-Form Models for Reciprocal Calculation of BC Emissions and Atmospheric Concentrations." Environmental Science & Technology 55, no. 15 (July 23, 2021): 10300–10309. http://dx.doi.org/10.1021/acs.est.1c02174.
Full textBlundell, Richard. "What Have We Learned from Structural Models?" American Economic Review 107, no. 5 (May 1, 2017): 287–92. http://dx.doi.org/10.1257/aer.p20171116.
Full textAbbott, J. K., and J. E. Wilen. "Voluntary Cooperation in the Commons? Evaluating the Sea State Program with Reduced Form and Structural Models." Land Economics 86, no. 1 (December 31, 2009): 131–54. http://dx.doi.org/10.3368/le.86.1.131.
Full textTrinh, Philippe H. "On reduced models for gravity waves generated by moving bodies." Journal of Fluid Mechanics 813 (January 26, 2017): 824–59. http://dx.doi.org/10.1017/jfm.2016.818.
Full textHaider, Shafiq, Abdul Ghafoor, Muhammad Imran, and Fahad Mumtaz Malik. "Time-limited Gramians-based model order reduction for second-order form systems." Transactions of the Institute of Measurement and Control 41, no. 8 (October 15, 2018): 2310–18. http://dx.doi.org/10.1177/0142331218798893.
Full textCimpeanu, Radu, Susana N. Gomes, and Demetrios T. Papageorgiou. "Active control of liquid film flows: beyond reduced-order models." Nonlinear Dynamics 104, no. 1 (February 19, 2021): 267–87. http://dx.doi.org/10.1007/s11071-021-06287-5.
Full textTOSO, Raffaella, Francesco BERNARDI, Theresa TIDD, Mirko PINOTTI, Rodney M. CAMIRE, Giovanna MARCHETTI, Katherine A. HIGH, and Eleanor S. POLLAK. "Factor VII mutant V154G models a zymogen-like form of Factor VIIa." Biochemical Journal 369, no. 3 (February 1, 2003): 563–71. http://dx.doi.org/10.1042/bj20020888.
Full textLee, Sang-Yun, Kil-Seok Han, and Chung-Hoi Heo. "A Study on the Relations between Financial Variables and Implied Default Probability on the Reduced Form Models." Korea Association of Business Education 32, no. 1 (February 24, 2017): 141–62. http://dx.doi.org/10.23839/kabe.2017.32.1.141.
Full text장욱. "Estimation of Implied Loss Given Default Combining Structural and Reduced-form Models and Analysis of Its Determinants." Korean Journal of Financial Engineering 7, no. 2 (June 2008): 49–73. http://dx.doi.org/10.35527/kfedoi.2008.7.2.003.
Full textVizzaccaro, Alessandra, Yichang Shen, Loïc Salles, Jiří Blahoš, and Cyril Touzé. "Direct computation of nonlinear mapping via normal form for reduced-order models of finite element nonlinear structures." Computer Methods in Applied Mechanics and Engineering 384 (October 2021): 113957. http://dx.doi.org/10.1016/j.cma.2021.113957.
Full textChen, Songnian, Cheng Hsiao, and Liqun Wang. "MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS." Econometric Theory 28, no. 3 (November 25, 2011): 696–703. http://dx.doi.org/10.1017/s0266466611000715.
Full textHermann, Gerrit, Petra Heffeter, Kushtrim Kryeziu, Walter Berger, Stephan Hann, and Gunda Koellensperger. "The study of reduced versus oxidized glutathione in cancer cell models employing isotopically labelled standards." Anal. Methods 6, no. 9 (2014): 3086–94. http://dx.doi.org/10.1039/c4ay00048j.
Full textHein, Rafał, and Cezary Orlikowski. "Hybrid Reduced Model of Rotor." Archive of Mechanical Engineering 60, no. 3 (September 1, 2013): 319–33. http://dx.doi.org/10.2478/meceng-2013-0021.
Full textEdge, Rochelle M., Michael T. Kiley, and Jean-Philippe Laforte. "A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model." Finance and Economics Discussion Series 2009, no. 10 (2009): 1–52. http://dx.doi.org/10.17016/feds.2009.10.
Full textSantoni, Gabriella, and Dieter Rehder. "Structural models for the reduced form of vanadate-dependent peroxidases: vanadyl complexes with bidentate chiral Schiff base ligands." Journal of Inorganic Biochemistry 98, no. 5 (May 2004): 758–64. http://dx.doi.org/10.1016/j.jinorgbio.2003.10.020.
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