Information about:
Manfred Gilli

Other registered authors

Email:
Homepage: http://www.unige.ch/ses/metri/gilli/
Postal Address: Department of Econometrics University of Geneva Bd du Pont d'Arve 40 1211 Geneva 4 Switzerland
Phone: +41227058222

Affiliation

• Département d'économétrie (Department of Econometrics)
  Université de Genève

  Location: Genève, Switzerland
  Homepage: http://www.unige.ch/ses/metri/
  Email:
  Phone: (+ 41 22) 705-8229
  Fax: (+ 41 22) 705-8299
  Postal: Uni Mail, 102 Bd Carl-Vogt, CH-1211 Genève 4
  Handle: RePEc:edi:dexgech (registered authors at this institution)

Working papers

1. Winmker, P. & Gilli, M., 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers 38, Manitoba - Department of Economics.
   Other versions:
   • Peter Winker & Manfred Gilli, 2002. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002 314, Society for Computational Economics.
   • Peter Winker and Manfred Gilli, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2001 59, Society for Computational Economics.
   • Manfred GILLI, & Peter WINKER, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series rp38, International Center for Financial Asset Management and Engineering. [Downloadable!]

2. Manfred Gilli and Evis Kellezi, 2001. "Threshold Accepting for Index Tracking," Computing in Economics and Finance 2001 72, Society for Computational Economics.

3. Manfred Gilli, Evis Kellezi, 2000. "Heuristic Approaches For Portfolio Optimization," Computing in Economics and Finance 2000 289, Society for Computational Economics. [Downloadable!]

4. Manfred Gilli & Kai Hencken & Philippe Huber and Evis Kellezi & Matthias Kroedel & Giorgio Pauletto, 1999. "Numerical Methods in Multivariate Option Pricing," Computing in Economics and Finance 1999 914, Society for Computational Economics.

5. Manfred Gilli & Giorgio Pauletto, 1995. "Sparse Direct Methods for Model Simulation," Cahiers du Département d'Econométrie 95.06, Département d'Econométrie, Université de Genève. [Downloadable!]
   Published as:
   • Gilli, Manfred & Pauletto, Giorgio, 1997. "Sparse direct methods for model simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 1093-1111, June. [Downloadable!] (restricted)

6. Manfred Gilli & Giorgio Pauletto, 1994. "High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation," Cahiers du Département d'Econométrie 94.06, Département d'Econométrie, Université de Genève. [Downloadable!]

7. Myriam Garbely & Manfred Gilli, 1989. "Relevant Coefficients for the Dynamic Properties of a Model a Qualitative Method," Cahiers du Département d'Econométrie 89.06, Département d'Econométrie, Université de Genève.

8. Giampiero M. Gallo & Manfred Gilli, 1988. "How To Strip A Model To Its Essential Elements," Cahiers du Département d'Econométrie 88.06, Département d'Econométrie, Université de Genève.
   Published as:
   • Gallo, Giampiero M & Gilli, Manfred H, 1990. "How to Strip a Model to Its Essential Elements," Computer Science in Economics & Management, Springer, vol. 3(2), pages 199-214.

9. Manfred Gilli & Giorgio Pauletto, . "Practical Results on Parallel Methods for Solving Forward-Looking Models," Computing in Economics and Finance 1997 66, Society for Computational Economics. [Downloadable!]

10. Manfred Gilli & Giorgio Pauletto, . "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics. [Downloadable!]

1. Giorgio Pauletto & Manfred Gilli, 2000. "Parallel Krylov Methods for Econometric Model Simulation," Computational Economics, Springer, vol. 16(1/2), pages 173-186, October. [Downloadable!]

2. Gilli, Manfred, 1992. "Causal Ordering and Beyond," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 957-71, November. [Downloadable!] (restricted)

3. Gilli, M & Pauletto, G & Garbely, M, 1992. "Equation Reordering for Iterative Processes--A Comment," Computer Science in Economics & Management, Springer, vol. 5(2), pages 147-53, May.

4. Gallo, Giampiero M & Gilli, Manfred H, 1990. "How to Strip a Model to Its Essential Elements," Computer Science in Economics & Management, Springer, vol. 3(2), pages 199-214.
   Other versions:
   • Giampiero M. Gallo & Manfred Gilli, 1988. "How To Strip A Model To Its Essential Elements," Cahiers du Département d'Econométrie 88.06, Département d'Econométrie, Université de Genève.

5. Garbely, M & Gilli, M, 1990. "On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment," Empirical Economics, Springer, vol. 15(1), pages 99-104.

6. Gilli, M & Ritschard, G, 1978. "A Program for Causal and Qualitative Analysis of Economic," Econometrica, Econometric Society, vol. 46(2), pages 477-78, March. [Downloadable!] (restricted)

This page was last updated on 2009-12-7.