Metametris

"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational...

"These parameters can be calibrated using public data. This new approach means not only to evaluate climate risks without picking any...

"Estimations of model parameters are presented under Bayesian framework using a combination of Gibbs sampler and Metropolis-Hastings...

"We extend the scope of risk measures for which backtesting models are available by proposing a multinomial backtesting method for...

"This paper... reviews the different channels of transmission of prudential policy highlighted in the literature and... provides a...