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1. |
Record Nr. |
UNINA9910789908003321 |
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Autore |
Vlcek Jan |
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Titolo |
Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2012 |
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ISBN |
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1-4639-5608-8 |
1-4639-4755-0 |
1-4639-4296-6 |
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Descrizione fisica |
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1 online resource (41 p.) |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Equilibrium (Economics) |
Banks and banking, Central |
Global Financial Crisis, 2008-2009 |
Banks and Banking |
Econometrics |
Finance: General |
Economic Theory |
Forecasting |
Monetary Policy, Central Banking, and the Supply of Money and Credit: General |
Financial Forecasting and Simulation |
Financial Markets and the Macroeconomy |
Forecasting and Simulation: Models and Applications |
Banks |
Depository Institutions |
Micro Finance Institutions |
Mortgages |
Financial Economics |
General Financial Markets: Government Policy and Regulation |
General Financial Markets: General (includes Measurement and Data) |
Computable and Other Applied General Equilibrium Models |
Forecasting and Other Model Applications |
Banking |
Finance |
Economic theory & philosophy |
Econometrics & economic statistics |
Economic Forecasting |
Financial frictions |
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Financial stability assessment |
Interbank markets |
Dynamic stochastic general equilibrium models |
Economic theory |
Financial sector policy and analysis |
Economic forecasting |
Econometric analysis |
Financial markets |
Banks and banking |
Financial services industry |
International finance |
Econometric models |
New Zealand |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Cover; Contents; I. Introduction; II. Macrofinancial DSGE Models in Use by Central Banks; A. Models in Use Before the Crisis; Tables; 1. Central Bank Forecasting and Policy Analysis Models Prior to 2008; B. Model Development Since the Crisis; 2. Central Bank DSGE Forecasting Models Since 2008; 3. Published Central Bank Models with Financial Frictions; III. Challenges and Priorities for Model Development; References; Appendix; I. Approaches to Embedding Financial Frictions, Transmission Channels, and Risks in DSGE Models; 4. Approaches to Modeling Financial Frictions |
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Sommario/riassunto |
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This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and financial stability analysis. It highlights the need to develop macrofinancial models which allow analysis of the macroeconomic effects of macroprudential policy tools and to evaluate elements of the Basel III reforms as a priority. The paper also reviews the main approaches to introducing financial frictions into general equilibrium models. |
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2. |
Record Nr. |
UNINA9910965425403321 |
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Autore |
Diekmann O |
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Titolo |
Mathematical tools for understanding infectious diseases dynamics / / Odo Diekmann, Hans Heesterbeek, and Tom Britton |
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Pubbl/distr/stampa |
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Princeton, : Princeton University Press, 2012 |
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ISBN |
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9786613891204 |
9781283578752 |
1283578751 |
9781400845620 |
1400845629 |
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Edizione |
[Course Book] |
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Descrizione fisica |
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1 online resource (517 p.) |
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Collana |
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Princeton series in theoretical and computational biology |
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Classificazione |
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SCI008000MAT003000MED022090 |
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Altri autori (Persone) |
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HeesterbeekHans <1960-> |
BrittonTom |
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Disciplina |
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Soggetti |
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Epidemiology - Mathematical models |
Communicable diseases - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Front matter -- Contents -- Preface -- Part I. The bare bones: Basic issues in the simplest context -- Part II. Structured populations -- Part III. Case studies on inference -- Part IV. Elaborations -- Bibliography -- Index |
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Sommario/riassunto |
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Mathematical modeling is critical to our understanding of how infectious diseases spread at the individual and population levels. This book gives readers the necessary skills to correctly formulate and analyze mathematical models in infectious disease epidemiology, and is the first treatment of the subject to integrate deterministic and stochastic models and methods. Mathematical Tools for Understanding Infectious Disease Dynamics fully explains how to translate biological assumptions into mathematics to construct useful and consistent models, and how to use the biological interpretation and mathematical reasoning to analyze these models. It shows how to relate models to data through statistical inference, and how to gain important insights into infectious disease dynamics by translating mathematical results back to biology. This comprehensive and accessible book also features |
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numerous detailed exercises throughout; full elaborations to all exercises are provided. Covers the latest research in mathematical modeling of infectious disease epidemiology Integrates deterministic and stochastic approaches Teaches skills in model construction, analysis, inference, and interpretation Features numerous exercises and their detailed elaborations Motivated by real-world applications throughout |
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