This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC6: Mathematical Methods and ProgrammingC63: Computational Techniques
This topic is covered by the following reading lists: SOEP based publications
2009 Rational expectations models with anticipated shocks and optimal policy: a general solution method and a new Keynesian example by Wohltmann, Hans-Werner & Winkler, Roland [Downloadable!] 2009 Some effects of transaction taxes under different microstructures by Paolo Pellizzari & Frank Westerhoff [Downloadable!] 2009 Mutual funds flows and the "Sheriff of Nottingham" effect by Lucia Milone & Paolo Pellizzari [Downloadable!] 2009 Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers by Roberto Cervone & Stefano Galavotti & Marco LiCalzi [Downloadable!] 2009 Modelling the Evolution of Credit Spreads using the Cox process within the HJM framework: A CDS Option Pricing Model by Carl Chiarella & Viviana Fanelli & Silvana Musti [Downloadable!] 2009 How Robust is Robust Control in the Time Domain? by Marco P. Tucci [Downloadable!] 2009 Option trading strategies based on semi-parametric implied volatility surface prediction by Francesco Audrino & Dominik Colangelo [Downloadable!] 2009 Finite State Markov-Chain Approximations to Highly Persistent Processes by Karen A. Kopecky & Richard M. H. Suen [Downloadable!] 2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria by Victor Aguirregabiria [Downloadable!] 2009 Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry by Ole Boysen & Carsten Schröder [Downloadable!] 2009 Markets fo Heterogeneous Products: a Boundedly Rational Consumer Model by Marco Valente [Downloadable!] 2009 How Do Organizational Capabilities Shape Industry Dynamics ? by Marco Corsino & Roberto Gabriele & Enrico Zaninotto [Downloadable!] 2009 Using Monte Carlo Simulation to Account for Uncertainties in the Spatial Explicit Modeling of Biomass Fired Combined Heat and Power Potentials in Austria by Johannes Schmidt & Sylvain Leduc & Erik Dotzauer & Georg Kindermann & Erwin Schmid [Downloadable!] 2009 Money, Infation and Interest Rate: Does the Link Change when the Policy Instrument Changes? by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente [Downloadable!] 2009 Pattern recognition and subjective belief learning in repeated mixed strategy games by Spiliopoulos, Leonidas [Downloadable!] 2009 Monetary Asset Substitution in the Euro Area by Zagaglia, Paolo [Downloadable!] 2009 A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes by Li, Minqiang [Downloadable!] 2009 Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application by Aguirregabiria, Victor [Downloadable!] 2009 Finite State Markov-Chain Approximations to Highly Persistent Processes by Kopecky, Karen A. & Suen, Richard M. H. [Downloadable!] 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi [Downloadable!] 2009 InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2009 Cultural neuroeconomics of intertemporal choice by Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu [Downloadable!] 2009 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments by Aguirregabiria, Victor & Ho, Chun-Yu [Downloadable!] 2009 Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control by Mathur , Sudhanshu & Morozov, Sergei [Downloadable!] 2009 An Algorithm for the Simulation of Bounded Rational Agents by Schuster, Stephan [Downloadable!] 2009 Modeling risk of international country relations by Sveshnikov, Sergey & Bocharnikov, Victor [Downloadable!] 2009 A note on positive semi-definiteness of some non-pearsonian correlation matrices by Mishra, SK [Downloadable!] 2009 Algorithm for payoff calculation for option trading strategies using vector terminology by Sinha , Pankaj & Johar, Archit [Downloadable!] 2009 Finite State Markov-Chain Approximations to Highly Persistent Processes by Kopecky, Karen A. & Suen, Richard M. H. [Downloadable!] 2009 Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison by Minqiang Li, Li [Downloadable!] 2009 Replication of the Demographic Prisoner’s Dilemma by Radax, Wolfgang & Rengs, Bernhard [Downloadable!] 2009 Learning to be Biased by Ch'ng , kean Siang & Zaharim, Norzarina [Downloadable!] 2009 Religion, Clubs, and Emergent Social Divides by Makowsky, Michael [Downloadable!] 2009 Religious Extremism, Clubs, and Civil Liberties: A Model of Religious Populations by Makowsky, Michael [Downloadable!] 2009 Policy Advice Derived From Simulation Models by Brenner, Thomas & Werker, Claudia [Downloadable!] 2009 Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses by Mishra, SK [Downloadable!] 2009 A note on the ordinal canonical correlation analysis of two sets of ranking scores by Mishra, SK [Downloadable!] 2009 The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization by Mishra, SK [Downloadable!] 2009 Computing DSGE Models with Recursive Preferences by Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe [Downloadable!] 2009 Computational rationality and voluntary provision of public goods: an agent-based simulation model by M. Raimondi [Downloadable!] 2009 Adaptive Consumption Behavior by Peter Howitt & Ömer Özak [Downloadable!] 2009 Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models by Kenneth Judd & Lilia Maliar & Serguei Maliar [Downloadable!] 2009 Computing DSGE Models with Recursive Preferences by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao [Downloadable!] 2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable by Jeffrey E. Harris & Sandra G. Sosa-Rubi [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe [Downloadable!] 2009 Wavelet method for locally stationary seasonal long memory processes by Dominique Guegan & Zhiping Lu [Downloadable!] 2009 The Rise of A District Lead Firm: The Case of Wam (1968-2003) by Alberto Rinaldi [Downloadable!] 2009 The effect of uncertainty on decision making about climate change mitigation. A numerical approach of stochastic control by Thomas S. Lontzek & Daiju Narita [Downloadable!] 2009 Rational Expectations Models with Anticipated Shocks and Optimal Policy: A General Solution Method and a New Keynesian Example by Hans-Werner Wohltmann & Roland Winkler [Downloadable!] 2009 Representations for optimal stopping under dynamic monetary utility functionals by Volker Krätschmer & John Schoenmakers [Downloadable!] 2009 Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data by Claire Blackman [Downloadable!] 2009 Uncertainty of Multiple Period Risk Measures by Lönnbark, Carl [Downloadable!] 2009 Approximating Closed Form Solutions to a Class of Feedback Policies by Sandal, Leif K. [Downloadable!] 2009 IFSIM Handbook by Baroni, Elisa & Zamac, Jovan & Öberg, Gustav [Downloadable!] 2009 Pricing basket default swaps in a tractable shot-noise model by Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten [Downloadable!] 2009 A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model by Jan-Oliver Menz & Lena Vogel [Downloadable!] 2009 Vulnerabilities in Central and Eastern European countries : Dynamics of asymmetric shocks by Aleksandra Zdzienicka [Downloadable!] 2009 Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data by Charles Yuji Horioka & Shizuka Sekita [Downloadable!] 2009 Macroeconomic Volatility and Exchange Rate Pass-through under Internationalized Production by Aurélien Eyquem & GüneÅŸ Kamber [Downloadable!] 2009 Dynamic models of residential segregation: Brief review, analytical resolution and study of the introduction of coordination by Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen [Downloadable!] 2009 An Agent-Based Simulation of Rental Housing Markets by John Mc Breen & Florence Goffette-Nagot & Pablo Jensen [Downloadable!] 2009 Applying Relation Algebra and RelView to Measures in a Social Network by Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart [Downloadable!] 2009 Growth and Inequality: Dependence of the Time Path of Productivity Increases (and other Structural Changes) by Manoj Atolia & Santanu Chatterjee & Stephen J. Turnovsky [Downloadable!] 2009 Optimal Equilibria of the Best Shot Game by Paolo Pin & Luca Dall'Asta & Abolfazl Ramezanpour [Downloadable!] 2009 Learning How to Consume and Returns to Product Promotion by Zakaria Babutsidze [Downloadable!] 2009 Computing General Equilibrium Models with Occupational Choice and Financial Frictions by António Antunes & Tiago Cavalcanti & Anne Villamil [Downloadable!] 2009 When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports by Ansgar Belke & Matthias Göcke & Martin Günther [Downloadable!] 2009 Europe's Twenties: A Study Using the WIATEC Model by Claudia Kemfert & Hans Kremers & Truong Truong [Downloadable!] 2009 Gone with the Wind?: Electricity Market Prices and Incentives to Invest in Thermal Power Plants under Increasing Wind Energy Supply by Thure Traber & Claudia Kemfert [Downloadable!] 2009 Learning How to Consume and Returns to Product Promotion by Babutsidze, Zakaria [Downloadable!] 2009 The international stock pollutant control: a stochastic formulation by Omar J. Casas & Rosario Romera [Downloadable!] 2009 Microsimulation of Pension Reforms: Behavioural versus Nonbehavioural Approach by Margherita Borella & Flavia Coda Moscarola [Downloadable!] 2009 Second-order approximation of dynamic models without the use of tensors by Paul Gomme & Paul Klein [Downloadable!] 2009 Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work by Fershtman, Chaim & Pakes, Ariel [Downloadable!] 2009 Computing DSGE Models with Recursive Preferences by Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco & Yao, Wen [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín [Downloadable!] 2009 Incomplete-Market Equilibria Solved Recursively on an Event Tree by Dumas, Bernard J & Lyasoff, Andrew [Downloadable!] 2009 How to play the “Names Game”: Patent retrieval comparing different heuristics by Julio Raffo & Stéphane Lhuillery [Downloadable!] 2009 An Empirical Analysis of Alternative Portfolio Selection Criteria by Manfred GILLI & Enrico SCHUMANN [Downloadable!] 2009 Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses by Marc Gronwald [Downloadable!] 2009 Dynamics of the UK Natural Gas Industry: System Dynamics Modelling and Long-Term Energy Policy Analysis by Chi, K.C. & Reiner, D.M. & Nuttall, W.J. [Downloadable!] 2009 Stable Sets in Three Agent Pillage Games by Manfred Kerber & Colin Rowat [Downloadable!] 2009 Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting by Shin-Ichi Nishiyama [Downloadable!] 2009 Buy-and-Hold Strategies and Comonotonic Approximations by J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de Barcelona) & S. Vanduffel (Katholieke Universiteit Leuven) [Downloadable!] 2009 Private long term care insurance: Theoretical approach and results applied to the Spanish case by Pablo Alonso González & Irene Albarrán Lozano [Downloadable!] 2009 Interdependency Between Simulation Model Development And Knowledge Management by Florica LUBAN & Daniela HINCU [Downloadable!] 2009 Using simulation to evaluate investment projects by LUBAN Florica [Downloadable!] 2009 Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random by Stefan, Marius [Downloadable!] 2009 The Management Of The Informatics Systems Projection by Cezarina Adina TOFAN [Downloadable!] 2009 "Sociomática": El estudio de los sistemas adaptables complejos en el entorno socioeconómico by Castañeda, Gonzalo 2009 Business Cycle Dynamics by Sebastian Wende [Downloadable!] 2009 Using the Software Microsoft Office Excel for Financial Modeling Decision by Balacescu Aniela [Downloadable!] 2009 Optimal Diversification in Allocation Problems by Ion Purcaru [Downloadable!] 2008 Sensitivity Analysis in Economic Simulations: A Systematic Approach by Hermeling, Claudia & Mennel, Tim [Downloadable!] 2008 Implicit Microfoundations for Macroeconomics by Wright, Ian [Downloadable!] 2008 Credit contagion in a network of firms with spatial interaction by Diana Barro & Antonella Basso [Downloadable!] 2008 Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems by Giovanni Fasano [Downloadable!] 2008 An efficient binomial approach to the pricing of options on stocks with cash dividends by Martina Nardon & Paolo Pianca [Downloadable!] 2008 A network of business relations to model counterparty risk by Diana Barro & Antonella Basso [Downloadable!] 2008 Allocative efficiency and traders' protection under zero intelligence behavior by Marco LiCalzi & Lucia Milone & Paolo Pellizzari [Downloadable!] 2008 Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs by Sergiy Gerasymchuk [Downloadable!] 2008 An approximate consumption function by Mario Padula [Downloadable!] 2008 Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model by Carl Chiarella & Viviana Fanelli & Silvana Musti [Downloadable!] 2008 Learning About Learning in Dynamic Economic Models by David A. Kendrick & Hans M. Amman & Marco P. Tucci [Downloadable!] 2008 Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks by Hans M. Amman & David A. Kendrick [Downloadable!] 2008 A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff [Downloadable!] 2008 A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff [Downloadable!] 2008 Bifurcation Curves in Discontinuous Maps by Fabio Tramontana & Laura Gardini & Gian Italo Bischi [Downloadable!] 2008 Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations by Luciano Stefanini & Barnabas Bede [Downloadable!] 2008 A generalization of Hukuhara difference for interval and fuzzy arithmetic by Luciano Stefanini [Downloadable!] 2008 Identifying the Most Research Intensive Faculties of Business in Australia: A Multidimensional Approach by Valadkhani, Abbas & Ville, Simon [Downloadable!] 2008 Optimal Taxation, Social Contract and the Four Worlds of Welfare Capitalism by Olivier Bargain & Amedeo Spadaro [Downloadable!] 2008 Uncomputability and Undecidability in Economic Theory by K. Vela Velupillai [Downloadable!] 2008 Adaptive microfoundations for emergent macroeconomics by Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati [Downloadable!] 2008 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments by Victor Aguirregabiria & Chun-Yu Ho [Downloadable!] 2008 Technological Transfers, Limited Commitment and Growth by Alexandre Dmitriev [Downloadable!] 2008 An Approximate Consumption Function by Mario Padula [Downloadable!] 2008 Long-Term Growth and Short-Term Volatility: The Labour Market Nexus by Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni [Downloadable!] 2008 Tracking Global Factor Inputs, Factor Earnings, and Emissions Associated with Consumption in a World Modeling Framework by Faye Duchin & Stephen H. Levine [Downloadable!] 2008 Strain and Inflation-Unemployment Relationship: A conceptual and empirical investigation by Daianu, Daniel & Albu, Lucian Liviu [Downloadable!] 2008 Volatility, Growth and Labour Elasticity by Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni [Downloadable!] 2008 Solving Linear Rational Expectations Models with Predictable Structural Changes by Adam Cagliarini & Mariano Kulish [Downloadable!] 2008 The Devil is in the Detail: Hints for Practical Optimisation by T M Christensen & A S Hurn & K A Lindsay [Downloadable!] 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2008 A report on using parallel MATLAB for solutions to stochastic optimal control problems by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2008 A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2008 The invisible polluter: Can regulators save consumer surplus? by Contreras, Javier & Krawczyk, Jacek & Zuccollo, James [Downloadable!] 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments by Mishra, SK [Downloadable!] 2008 A new method of robust linear regression analysis: some monte carlo experiments by Mishra, SK [Downloadable!] 2008 On construction of robust composite indices by linear aggregation by Mishra, SK [Downloadable!] 2008 Advancing Learning and Evolutionary Game Theory with an Application to Social Dilemmas by Izquierdo, Luis R. [Downloadable!] 2008 InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek [Downloadable!] 2008 Individual Contacts, Collective Patterns. Prato 1975-97, a story of interactions by Fioretti, Guido [Downloadable!] 2008 The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis by Li, Jia [Downloadable!] 2008 Parametrix approximations for non constant coefficient parabolic PDEs by Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio [Downloadable!] 2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214 by Olenev, Nicholas [Downloadable!] 2008 An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility by Li, Minqiang [Downloadable!] 2008 Humans versus computer algorithms in repeated mixed strategy games by Spiliopoulos, Leonidas [Downloadable!] 2008 Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation by Oeffner, Marc [Downloadable!] 2008 Processing savings and work decisions through Shannon's channels by Tutino, Antonella [Downloadable!] 2008 A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores by Mishra, SK [Downloadable!] 2008 The role in enabling government to organize and operate itself in a more efficient and cost effective manner by using the information technology by Vatuiu, Teodora & Popeanga, Vasile [Downloadable!] 2008 The utilization of the executive informatics systems for management challenge implementation by Vatuiu, Teodora [Downloadable!] 2008 Oracle HRMS for the human resources management in the public sector by Vatuiu, Teodora & Lungu, Ion [Downloadable!] 2008 Grid-enabled estimation of structural economic models by Zhorin, Victor & Stef-Praun, Tiberiu [Downloadable!] 2008 Algorithmic complexity theory and the relative efficiency of financial markets - Updated by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio [Downloadable!] 2008 On the optimality of academic rankings of regions with RePEc data by Mishra, SK [Downloadable!] 2008 Can planners control competitive generators? by Contreras, Javier & Krawczyk, Jacek & Zuccollo, James [Downloadable!] 2008 Experience vs. Obsolescence: A Vintage-Human-Capital Model by Kredler, Matthias [Downloadable!] 2008 Hedging error in Lévy models with a Fast Fourier Transform approach by Flavio Angelini & Marco Nicolosi [Downloadable!] 2008 Supply Chain Coordination Model with Retailerfs Risk Attitudes by Huy CHHAING [Downloadable!] 2008 Incomplete-Market Equilibria Solved Recursively on an Event Tree by Bernard Dumas & Andrew Lyasoff [Downloadable!] 2008 The Italian Corporate Network, 1952-1983: New Evidence Using the Interlocking Directorates Technique by Alberto Rinaldi & Michelangelo Vasta [Downloadable!] 2008 On human capital and economic growth with random technology shocks by Alberto BUCCI & Cinzia COLAPINTO & Martin FORSTER & Davide LA TORRE [Downloadable!] 2008 Computational Complexity in Additive Hedonic Games by Sung, Shao-Chin & Dimitrov, Dinko [Downloadable!] 2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations by Schlicht, Ekkehart [Downloadable!] 2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena [Downloadable!] 2008 Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise by Pedro de Araujo [Downloadable!] 2008 Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare by Ian McCarthy [Downloadable!] 2008 Optimal taxation, social contract and the four worlds of welfare capitalism by Amedeo Spadaro [Downloadable!] 2008 Personaleinsatzplanung im Echtzeitbetrieb in Call Centern mit Künstlichen Neuronalen Netzen by Halyna Zakhariya & Dr. Frank Köller & Prof. Dr. Michael H. Breitner 2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors by Grant Hillier & Raymond Kan & Xiaolu Wang [Downloadable!] 2008 Computationally efficient recursions for top-order invariant polynomials with applications by Grant Hillier & Raymond Kan & Xiaolu Wang [Downloadable!] 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees by Anton Andriyashin [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Visualizing exploratory factor analysis models by Sigbert Klinke & Cornelia Wagner [Downloadable!] 2008 Independent Component Analysis Via Copula Techniques by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang [Downloadable!] 2008 Recovery Process Model by Itoh, Yuki [Downloadable!] 2008 Net Neutrality on the Internet: A Two-sided Market Analysis by Economides , Nicholas & Tåg, Joacim [Downloadable!] 2008 Metropolis-Hastings prefetching algorithms by Strid, Ingvar [Downloadable!] 2008 An Exploration of Regression-Based Data Mining Techniques Using Super Computation by Antony Davies [Downloadable!] 2008 Conditional Spatial Quantile: Characterization and Nonparametric Estimation by Mohamed CHAOUCH (IMB, Université de Bourgogne) & Ali GANNOUN (CNAM, Paris) & Jérôme SARACCO (GREThA) [Downloadable!] 2008 Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged? by M. Shahid Ebrahim [Downloadable!] 2008 Entry and exit as a source of aggregate productivity growth in two alternative technological regimes by Carlos Carreira & Paulino Teixeira [Downloadable!] 2008 Chebyshev polynomial approximation to approximate partial differential equations by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!] 2008 Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner’s Dilemma Game by Jason Barr & Troy Tassier [Downloadable!] 2008 Computational Complexity in Additive Hedonic Games by Dinko Dimitrov & Shao-Chin Sung [Downloadable!] 2008 Tax Benefit Revealed Social Preferences by Bourguignon F & Spadaro A [Downloadable!] 2008 Optimal Taxation, Social Contract And The Four Worlds Of Welfare Capitalism by Spadaro A [Downloadable!] 2008 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression by Josu Arteche & Jesus Orbe [Downloadable!] 2008 Copula-Based Nonlinear Quantile Autoregression by Xiaohong Chen & Roger Koenker & Zhijie Xiao [Downloadable!] 2008 Nouveaux instruments d’évaluation pour le risque financier d’entreprise by Greta Falavigna [Downloadable!] 2008 Discretization of Highly-Persistent Correlated AR(1) Shocks by Damba Lkhagvasuren & Ragchaasuren Galindev [Downloadable!] 2008 Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty by Den Haan, Wouter [Downloadable!] 2008 Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents by Den Haan, Wouter [Downloadable!] 2008 Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation by Den Haan, Wouter & Rendahl, Pontus [Downloadable!] 2008 A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method by Borkovsky, RON N. & Doraszelski, Ulrich & Kryukov, Yaroslav [Downloadable!] 2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models by M. Bigeco & E. Grosso & Edoardo Otranto [Downloadable!] 2008 A Real Option Approach to the Protection of a Habitat Dependent Endangered Species by Skander Ben Abdallah & Pierre Lasserre [Downloadable!] 2008 The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing by Marc Chesney & Luca Taschini [Downloadable!] 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2008 Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model by Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu [Downloadable!] 2008 Generalized Quadratic Revenue Functions by Robert G. Chambers & Rolf Färe & Shawna Grosskopf & Michael Vardanyan [Downloadable!] 2008 Using Chebyshev Polynomials to Approximate Partial Differential Equations by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!] 2008 Value Function Iteration as a Solution Method for the Ramsey Model by Burkhard Heer & Alfred Maussner [Downloadable!] 2008 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments by Andreas Ortmann & Sergey Slobodyan [Downloadable!] 2008 Trading Favors: Optimal Exchange and Forgiveness by Christine Hauser & Hugo Hopenhayn [Downloadable!] 2008 Evaluating Government’s Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation by Zhang, T. & Nuttall, W.J. [Downloadable!] 2008 Long-Term Growth and Short-Term Volatility: The Labour Market Nexus by Annicchiarico, B. & Corrado, L. & Pelloni, A. [Downloadable!] 2008 Taking a shower in Youth Hostels: risks and delights of heterogeneity by Christina Matzke & Damien Challet [Downloadable!] 2008 Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG by Luca Arciero & Claudia Biancotti & Leandro DÂ’Aurizio & Claudio Impenna [Downloadable!] 2008 PelicanHPC Tutorial by Michael Creel [Downloadable!] 2008 A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics by Xavier Vilà [Downloadable!] 2008 Evaluating Implications of Agricultural Policies in a Rural Region ;through a CGE Analysis by Andrea BONFIGLIO [Downloadable!] 2008 A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata by Juan Muro & Cristina Suárez & María del Mar Zamora [Downloadable!] 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments by Sudhanshu Kumar MISHRA [Downloadable!] 2008 A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO by Albu, Lucian Liviu [Downloadable!] 2008 Strategic Experimentation and Disruptive Technological Change by Fabiano Schivardi & Martin Schneider [Downloadable!] 2008 Skills, Innovation, and Growth: An Agent-Based Policy Analysis by H. Dawid & S. Gemkow & P. Harting & K. Kabus & K. Wersching & M. Neugart [Downloadable!] 2008 Agent-Based Simulations for Electricity Market Regulation Advice: Procedures and an Example by Anke Weidlich & Daniel Veit [Downloadable!] 2008 Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice by Blake LeBaron & Peter Winker [Downloadable!] 2008 A Simple Geometric Approach to Approximating the Gini Coefficient by John Golden [Downloadable!] 2008 First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights by Martina Nardon [Downloadable!] 2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation by Martin Hrubý [Downloadable!] 2008 The Devil is in the Detail: Hints for Practical Optimisation by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A. [Downloadable!] 2008 Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem by Dietmar G. Maringer & Mark Meyer [Downloadable!] 2007 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance by Giuseppe De Nadai & Paolo Pianca [Downloadable!] 2007 Asset price dynamics with small world interactions under hetereogeneous beliefs by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov [Downloadable!] 2007 Bayesian Inference on Dynamic Models with Latent Factors by Monica Billio & Roberto Casarin & Domenico Sartore [Downloadable!] 2007 The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations by Marco P. Tucci & David A. Kendrick & Hans M. Amman [Downloadable!] 2007 Unbiased covariance estimation with interpolated data by Taro Kanatani & Roberto Reno' [Downloadable!] 2007 Expected optimal feedback with Time-Varying Parameters by Marco P. Tucci & David A. Kendrick & Hans M. Amman [Downloadable!] 2007 Forecasting Implied Volatility Surfaces by Francesco Audrino & Dominik Colagelo [Downloadable!] 2007 Splines for Financial Volatility by Francesco Audrino & Peter Bühlmann [Downloadable!] 2007 Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations by Luciano Stefanini [Downloadable!] 2007 Differential Evolution Methods for the Fuzzy Extension of Functions by Luciano Stefanini [Downloadable!] 2007 On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations by Luciano Stefanini & Maria Letizia Guerra [Downloadable!] 2007 Representing fuzzy numbers for fuzzy calculus by Luciano Stefanini & Laerte Sorini [Downloadable!] 2007 An LU-fuzzy calculator for the basic fuzzy calculus by Luciano Stefanini & Laerte Sorini [Downloadable!] 2007 Why Are Firms Sometimes Unwilling to Reduce Costs? by X. Henry Wang & Jingang Zhao [Downloadable!] 2007 A Solution Method for Linear Rational Expectation Models under Imperfect Information by Katsuyuki Shibayama [Downloadable!] 2007 Modelling Credit Spreads evolution using the Cox Process within the HJM framework by Viviana Fanelli & Silvana Musti [Downloadable!] 2007 Pricing of CDS Options with the HJM approach: a Numerical Implementation by Viviana Fanelli & Silvana Musti [Downloadable!] 2007 Applying Markowitz's Critical Line Algorithm by Andras Niedermayer & Daniel Niedermayer [Downloadable!] 2007 Re-reading Jevons's Principles of Science - Induction Redux by K. Vela Velupillai [Downloadable!] 2007 Learning by Doing vs. Learning from Others in a Principal-Agent Model by Jasmina Arifovic & Alexander Karaivanov [Downloadable!] 2007 Segregation and Strategic Neighborhood Interaction by Jason Barr & Troy Tassier [Downloadable!] 2007 Maximum likelihood estimation of an extended latent markov model for clustered binary panel data by Francesco Bartolucci & Valentina Nigro [Downloadable!] 2007 The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment by Willenbockel, Dirk [Downloadable!] 2007 Mises, Kantorovich And Economic Computation by Cockshott, W. Paul [Downloadable!] 2007 First Derivatives of the log-L for the multivariate probit model by Vargas Barrenechea, Martin [Downloadable!] 2007 Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry by Ch'ng, Kean Siang [Downloadable!] 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization by Mishra, SK [Downloadable!] 2007 A note on least squares fitting of signal waveforms by Mishra, SK [Downloadable!] 2007 Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves by Mishra, SK [Downloadable!] 2007 Higher order approximations of stochastic rational expectations models by Kowal, Pawel [Downloadable!] 2007 A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis by Mishra, SK [Downloadable!] 2007 CMS swaps in separable one-factor Gaussian LLM and HJM model by Henrard, Marc [Downloadable!] 2007 The nearest correlation matrix problem: Solution by differential evolution method of global optimization by Mishra, SK [Downloadable!] 2007 Using a finite horizon numerical optimisation method for a periodic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek [Downloadable!] 2007 Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program by Mishra, SK [Downloadable!] 2007 Are Pound and Euro the Same Currency? - Updated by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio [Downloadable!] 2007 A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes by Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees [Downloadable!] 2007 Параллельное Программирование В Matlab М Его Приложения by Оленев, Н.Н. & Печенкин, Р.В. & Чернецов, А.М. [Downloadable!] 2007 Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options by Henrard, Marc [Downloadable!] 2007 Enforcement of Regulation, Irregular Sector, and Firm Performance by Bonaventura, Luigi & Orlando, Danilo [Downloadable!] 2007 Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes by Salerno, Gillian & Beard, Rodney & McDonald, Stuart [Downloadable!] 2007 Numerical solution of linear models in economics: The SP-DG model revisited by T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos [Downloadable!] 2007 Do Voters Vote Ideologically?, Third Version by Arianna Degan & Antonio Merlo [Downloadable!] 2007 Competitive Equilibria in Semi-Algebraic Economies by Felix Kuber & Karl Schmedders [Downloadable!] 2007 News versus Sunspot Shocks in Linear Rational Expectations Models by Lilia Karnizova [Downloadable!] 2007 Conditioning and Hessians in analytical and numerical optimization - Some illustrations by Christie Smith [Downloadable!] 2007 Jump Bidding and Budget Constraints in All-Pay Auctions and Wars of Attrition by Eddie Dekel & Matthew Jackson & Asher Wolinsky [Downloadable!] 2007 Net Neutrality on the Internet: A Two-sided Market Analysis by Nicholas Economides & Joacim Tåg [Downloadable!] 2007 Vertical Integration and Exclusivity in Two-Sided Markets by Robin S. Lee [Downloadable!] 2007 Net Neutrality on the Internet: A Two-sided Market Analysis by Nicholas Economides & Joacim Tåg & [Downloadable!] 2007 “Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet by Nicholas Economides & & [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 Do Voters Vote Sincerely? by Arianna Degan & Antonio Merlo [Downloadable!] 2007 Beam search-based algorithms for the circular packing problem by Hakim Akeb & Mhand Hifi [Downloadable!] 2007 Sensitivity analysis of the knapsack sharing problem : perturbation of the profit by Tarik Belgacem & Mhand Hifi [Downloadable!] 2007 Sensitivity analysis of the knapsack sharing problem : perturbation of the weight by Tarik Belgacem & Mhand Hifi [Downloadable!] 2007 Algorithms for the circular open dimension problem by Hakim Akeb & Mhand Hifi [Downloadable!] 2007 Adaptive beam search solution procedures for constrained circular cutting problems by Hakim Akeb & Mhand Hifi [Downloadable!] 2007 The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets by Gaël Giraud [Downloadable!] 2007 Trend Extraction From Time Series With Missing Observations by Schlicht, Ekkehart [Downloadable!] 2007 Trend Extraction From Time Series With Structural Breaks by Schlicht, Ekkehart [Downloadable!] 2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations by Taro Kanatani [Downloadable!] 2007 Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools by Ackland, Robert & Shorish, Jamsheed [Downloadable!] 2007 Mixtures of t-distributions for Finance and Forecasting by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert [Downloadable!] 2007 Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model by Shorish, Jamsheed [Downloadable!] 2007 Homogeneity, Saddle Path Stability, and Logarithmic Preferences in Economic Models by Dirk Bethmann [Downloadable!] 2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily by Alexander Meyer-Gohde [Downloadable!] 2007 Embedding R in the Mediawiki by Sigbert Klinke & Olga Zlatkin-Troitschanskaia [Downloadable!] 2007 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!] 2007 Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach by Takamizawa, Hideyuki & Shoji, Isao [Downloadable!] 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM) by Carling, Kenneth & Alam, Moudud [Downloadable!] 2007 Computational Efficiency in Bayesian Model and Variable Selection by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 Default Contagion in Large Homogeneous Portfolios by Herbertsson, Alexander 2007 Modelling Default Contagion Using Multivariate Phase-Type Distributions by Herbertsson, Alexander [Downloadable!] 2007 Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach by Herbertsson, Alexander [Downloadable!] 2007 Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach by Herbertsson, Alexander & Rootzén, Holger [Downloadable!] 2007 Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution by Trimborn, Timo [Downloadable!] 2007 Convergence in Finite Cournot Oligopoly with Social and Individual Learning by Thomas VALLEE (LEN - IAE Nantes) & Murat YILDIZOGLU (GREThA) [Downloadable!] 2007 Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário by Fabrício J. Missio & José Luís Oreiro [Downloadable!] 2007 Smart Forward Shooting by Manoj Atolia & Edward F. Buffie [Downloadable!] 2007 The Computational Difficulty of Bribery in Qualitative Coalitional Games by Andrew Dowell & Michael Wooldridge & Peter McBurney [Downloadable!] 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models by Christian Kascha [Downloadable!] 2007 On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents by Riccardo Magnani & Jean Mercenier [Downloadable!] 2007 Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application by Ivano Azzini & Riccardo Girardi & Marco Ratto [Downloadable!] 2007 Markov Perfect Industry Dynamics with Many Firms by Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin [Downloadable!] 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend by Rodolphe Buda [Downloadable!] 2007 From simple growth to numerical simulations: a primer in dynamic programming by Gianluca Femminis [Downloadable!] 2007 Constrained Monopoly Pricing with Random Participation by Basaluzzo, Gabriel & Miravete, Eugenio J [Downloadable!] 2007 Do Voters Vote Sincerely? by Degan, Arianna & Merlo, Antonio [Downloadable!] 2007 Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions by Algan, Yann & Allais, Olivier & Den Haan, Wouter [Downloadable!] 2007 Modeling Optimism and Pessimism in the Foreign Exchange Market by Paul De Grauwe & Pablo Rovira Kaltwasser [Downloadable!] 2007 Inflation Premium and Oil Price Volatility by Paul Castillo & Carlos Montoro & Vicente Tuesta [Downloadable!] 2007 Identifying Fuel Poverty Using Objective and Subjective Measures by Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang [Downloadable!] 2007 An Agent Based Simulation Of Smart Metering Technology Adoption by Zhang, T. & Nuttall, W.J. [Downloadable!] 2007 Time-Consistent Control in Non-Linear Models by Steve Ambler & Florian Pelgrin [Downloadable!] 2007 Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data by Carlos Martins [Downloadable!] 2007 Calibration of CES functions for real-world multisectoral modeling by Ferran Sancho [Downloadable!] 2007 A Computable General Equilibrium Approach to Hypothetical Extractions and Missing Links by M. Alejandro Cardenete & Ferran Sancho [Downloadable!] 2007 Estimating the Output Gap in a Changing Economy by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya 2007 Some equivalences in linear estimation (in Russian) by Dmitry Danilov & Jan R. Magnus [Downloadable!] 2007 Yield Curve Construction Using Government Bonds In The Czech Republic by Jiří Málek & Jarmila Radová & Filip Štěrba [Downloadable!] 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB© by Merino, María & Vadillo, Fernando [Downloadable!] 2007 Modelo no lineal basado en redes neuronales de unidades producto para clasificación. Una aplicación a la determinación del riesgo en tarjetas de crédito = Non-linear model for classification based on product-unit neural networks. An application to determine credit card risk by Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos [Downloadable!] 2007 Multicriteria Framework for the Prediction of Corporate Failure in the UK by Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras [Downloadable!] 2007 Konjunkturanalysen mit DIWAX by Stefan Kooths [Downloadable!] 2007 Stochastic Capital Depreciation and the Co-movement of Hours and Productivity by Michael Dueker & Andreas Fischer & Robert Dittmar [Downloadable!] 2007 Organizational Capital, Learning-by-Doing and Investment Volatility by Fabiano Rodrigues Bastos [Downloadable!] 2006 Bond pricing when the short term interest rate follows a threshold process by Lemke, Wolfgang & Archontakis, Theofanis [Downloadable!] 2006 Incentives and Coordination in Vertically Related Energy Markets by Augusto Rupérez Micola & Albert Banal Estañol & Derek W. Bunn [Downloadable!] 2006 Computation of the compensating variation within a random utility model using GAUSS software by Marilena Locatelli & Steinar Strøm [Downloadable!] 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing by Luca Barzanti & Corrado Corradi & Martina Nardon [Downloadable!] 2006 Financial trading systems: is recurrent reinforcement the via? by Francesco Bertoluzzo & Marco Corazza [Downloadable!] 2006 Simple Market Protocols for Efficient Risk Sharing by Marco LiCalzi & Paolo Pellizzari [Downloadable!] 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents by Alberto Fogale & Paolo Pellizzari & Massimo Warglien [Downloadable!] 2006 The allocative effectiveness of market protocols under intelligent trading by Marco LiCalzi & Paolo Pellizzari [Downloadable!] 2006 Markov Perfect Equilibria in the Ramsey Model by Paul Pichler & Gerhard Sorger [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance by Nicola Bruti-Liberati & Eckhard Platen [Downloadable!] 2006 Cooperation with Defection by Ennio Bilancini & Leonardo Boncinelli [Downloadable!] 2006 Solving Heterogeneous-Agent Models by Projection and Perturbation by Michael Reiter [Downloadable!] 2006 Knowledge flows and the geography of networks. A strategic model of small worlds formation by Nicolas Carayol & Pascale Roux [Downloadable!] 2006 Applying Markowitz's Critical Line Algorithm by Andras Niedermayer & Daniel Niedermayer [Downloadable!] 2006 Why some clusters succeed whereas others decline ? Modelling the ambivalent stability properties of clusters by Raphaël Suire(CREM - CNRS) & Jérome Vicente (LEREPS - GRES) & Yan Dala Pria (CSO - IEP - CNRS) [Downloadable!] 2006 The Optimal Long-Run Inflation Rate for the U.S. Economy by Roberto M. Billi 2006 The trade-off technological Vs environmental efficiency at glance by Raouf Boucekkine & Thomas Vallee 2006 A Broad-Spectrum Computational Approach for Market Efficiency by Olivier Brandouy & Philippe Mathieu [Downloadable!] 2006 Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction by Michael Reiter 2006 Particle Swarm Optimization in Economics by Mico Mrkaic 2006 Semi-Markov Regime Switching Regression Models by Ingo Bulla 2006 Structured Hidden Markov Models by Jan Bulla & Ingo Bulla 2006 A Karush-Kuhn-Tucker test of convexity for univariate observations by Sofia Georgiadou & Ioannis C. Demetriou 2006 Global sensitivity analysis for macro-economic models by Marco Ratto [Downloadable!] 2006 An Alternative to Stationarization by Michel Juillard 2006 E-consumers' search and emerging structure of B-to-C coalitions by Jacques Laye & Charis Lina & Herve Tanguy [Downloadable!] 2006 The impact of expectations in an agent-based model by Gottfried Haber 2006 A Genetic Algorithm for UPM/LPM Portfolios by David Moreno & David Nawrocki & Ignacio Olmeda 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory by Christian de Peretti & Carole Siani [Downloadable!] 2006 ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms by Andi Kabili & Jaya Krishnakumar 2006 A Reliable Technique for Accurately Computing Unconditional Variances by Gary S. Anderson 2006 Using genetic algorithms to improve the term structure of interest rates fitting by Ricardo Gimeno & Juan M. Nave 2006 Learning Parameters in Non Linear Ecological Models by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock [Downloadable!] 2006 Technological Transfers, Limited Commitment and Growth by Alexandre Dmitriev [Downloadable!] 2006 Impact of International Technological-Knowledge Diffusion on Southern Convergence by Oscar Afonso & Paulo B Vasconcelos 2006 Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models by Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer 2006 Computing the Distributions of Economic Models via Simulation by John Stachurski & University of Melbourne 2006 Inflation Premium and Oil Price Volatility by Paul Castillo & Carlos Montoro [Downloadable!] 2006 Inequality Constraints in Recursive Economies by Rendahl Pontus [Downloadable!] 2006 An Objective Function for Simulation Based Inference on Exchange Rate Data by Manfred Gilli & Peter Winker & Vahidin Jeleskovic 2006 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models by Peter Zadrozny & Baoline Chen [Downloadable!] 2006 Cooperative home financing by M. Shahid Ebrahim 2006 Computing General Equilibrium Models with Occupational Choice and Financial Frictions by António Antunes & Tiago Cavalcanti & Anne Villamil [Downloadable!] 2006 On the Determinacy of Monetary Policy under Expectational Errors by Jagjit S. Chadha & Luisa Corrado [Downloadable!] 2006 Markov Perfect Industry Dynamics with Many Firms by Gabriel Weintraub & Lanier Benkard & Benjamin Van Roy [Downloadable!] 2006 Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model by Damiano Brigo & Naoufel El-Bachir [Downloadable!] 2006 Bayesian Estimation of Dynamic Discrete Choice Models by Susumu Imai & Neelam Jain & Andrew Ching [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Advertising in Duopoly Market by Situngkir, Hokky [Downloadable!] 2006 Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization by Mishra, SK [Downloadable!] 2006 Global Optimization by Particle Swarm Method:A Fortran Program by Mishra, SK [Downloadable!] 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series by Bulla, Jan [Downloadable!] 2006 Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions by Mishra, SK [Downloadable!] 2006 The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods by Mishra, SK [Downloadable!] 2006 Labor market policy evaluation with an agent-based model by Neugart, Michael [Downloadable!] 2006 Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization by Mishra, SK [Downloadable!] 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization by Mishra, SK [Downloadable!] 2006 Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions by Mishra, SK [Downloadable!] 2006 Social Consequences of Commitment by Isaac, Alan G [Downloadable!] 2006 Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines by McDonald, Stuart [Downloadable!] 2006 The value of information in a multi-agent market model by Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael [Downloadable!] 2006 Non-linear models: applications in economics by Albu, Lucian-Liviu [Downloadable!] 2006 Collective Social Dynamics and Social Norms by Fent, Thomas [Downloadable!] 2006 Some new test functions for global optimization and performance of repulsive particle swarm method by Mishra, Sudhanshu [Downloadable!] 2006 The Levy sections theorem revisited by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio [Downloadable!] 2006 Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions by Mishra, SK [Downloadable!] 2006 Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization by Mishra, SK [Downloadable!] 2006 Simulating the enforcement policies for irregular sector in the Italian labour reform by Bonaventura, Luigi [Downloadable!] 2006 Artificiality in Social Sciences by Rennard, Jean-Philippe [Downloadable!] 2006 Some critical comments on credit risk modeling by ilya, gikhman [Downloadable!] 2006 A report on NISOCSol: An algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints by Krawczyk, Jacek B. & Azzato, Jeffrey D. [Downloadable!] 2006 SOCSol4L: An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2006 Estimation of Zellner-Revankar Production Function Revisited by Mishra, SK [Downloadable!] 2006 NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games by Krawczyk, Jacek & Zuccollo, James [Downloadable!] 2006 Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions by Mishra, SK [Downloadable!] 2006 Human capital and corruption: a microeconomic model of the bribes market with democratic contestability by Pedro Cosme Costa Vieira & Aurora A.C. Teixeira [Downloadable!] 2006 Numerical computation for initial value problems in economics by Óscar Afonso & Paulo B. Vasconcelos [Downloadable!] 2006 Do Voters Vote Sincerely? Second Version by Arianna Degan & Antonio Merlo [Downloadable!] 2006 Do Voters Vote Sincerely? by Arianna Degan & Antonio Merlo [Downloadable!] 2006 Random Correlation Matrix and De-Noising by Ken-ichi Mitsui & Yoshio Tabata [Downloadable!] 2006 Linear-Quadratic Approximation of Optimal Policy Problems by Pierpaolo Benigno & Michael Woodford [Downloadable!] 2006 E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models by Bennett T. McCallum [Downloadable!] 2006 Continuous State Dynamic Programming via Nonexpansive Approximation by John Stachurski [Downloadable!] 2006 Computing the Distributions of Economic Models Via Simulation by John Stachurski [Downloadable!] 2006 Optimal Nonlinear Labor Income Taxation in Dynamic Economies by Salvador Balle & Amedeo Spadaro [Downloadable!] 2006 Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation by Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil [Downloadable!] 2006 Functional Rational Expectations Equilibria in Market Games by Shorish, Jamsheed [Downloadable!] 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB by Rässler, Susanne [Downloadable!] 2006 Using Stata for a memory saving fixed effects estimation for the three-way error component model by Cornelißen, Thomas [Downloadable!] 2006 Approximate Solutions to Dynamic Models - Linear Methods by Harald Uhlig [Downloadable!] 2006 A Combined Approach for Segment-Specific Analysis of Market Basket Data by Yasemin Boztug & Thomas Reutterer [Downloadable!] 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner [Downloadable!] 2006 Closed form spread option valuation by Bjerksund, Petter & Stensland, Gunnar [Downloadable!] 2006 Computing Normalized Equilibria in Convex-Concave Games by Flam, Sjur & Ruszczynski, A. [Downloadable!] 2006 Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods by Muller, Adrian [Downloadable!] 2006 Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods by Muller, Adrian [Downloadable!] 2006 How hard is the euro are core? An evaluation of growth cycles using wavelet analysis by Crowley , Patrick & Maraun , Douglas & Mayes , David [Downloadable!] 2006 Pricing risky bank loans in the new Basel II environment by Hasan, Iftekhar & Zazzara, Cristiano [Downloadable!] 2006 Applications of Relations and Graphs to Coalition Formation by Agnieszka Rusinowska & Rudolf Berghammer & Harrie de Swart [Downloadable!] 2006 Inequality Constraints in Recursive Economies by Pontus Rendahl [Downloadable!] 2006 Numerical solution of optimal control problems with constant control delays by Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes P. Schlöder [Downloadable!] 2006 A Practical Guide to Inference in Simulation Models by T. Brenner & C. Werker 2006 Divide to conquer? The Silicon Valley - Boston 128 case revisited by Kerstin Press [Downloadable!] 2006 Two Algorithms for Solving the Walrasian Equilibrium Inequalities by Donald J. Brown & Ravi Kannan [Downloadable!] 2006 Pricing of Complementary Goods and Network Effects by Viard, V. Brian & Economides, Nicholas [Downloadable!] 2006 Optimal Fourier Inversion in Semi-analytical Option Pricing by Roger Lord & Christian Kahl [Downloadable!] 2006 Why the Rotation Count Algorithm works by Roger Lord & Christian Kahl [Downloadable!] 2006 A Comparison of Biased Simulation Schemes for Stochastic Volatility Models by Roger Lord & Remmert Koekkoek & Dick van Dijk [Downloadable!] 2006 Quantity constrained general equilibrium by Babenko, Roman & Talman, Dolf [Downloadable!] 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks by Falavigna Greta [Downloadable!] 2006 Adaptive Learning in Practice by Carceles-Poveda, Eva & Giannitsarou, Chryssi [Downloadable!] 2006 The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al by Arie ten Cate [Downloadable!] 2006 Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang [Downloadable!] 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach by Terje Lensberg & Klaus Reiner Schenk-Hoppe [Downloadable!] 2006 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model by Christoph Hartz & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2006 Multi-Dimensional Transitional Dynamics: A Simple Numberical Procedure by Timo Trimborn & Karl-Josef Koch & Thomas Steger [Downloadable!] 2006 LABORsim: an Agent-Based Microsimulation of Labour Supply. An Application to Italy by Roberto Leombruni & Matteo Richiardi [Downloadable!] 2006 Exploring a New ExpAce: The Complementarities between Experimental Economics and Agent-based Computational Economics by Bruno Contini & Roberto Leombruni & Matteo Richiardi [Downloadable!] 2006 Genetic algorithm estimation of interest rate term structure by Ricardo Gimeno & Juan M. Nave [Downloadable!] 2006 On the Application of Genetic Algorithms to Differential Equations by Mateescu, George Daniel [Downloadable!] 2006 Una introducción a la computación evolutiva y algunas de sus aplicaciones en Economía y Finanzas = An Introduction to Evolutionary Computation and Some of its Applications in Economics and Finance by Santana Quintero, Luis Vicente & Coello Coello, Carlos A. [Downloadable!] 2006 Algoritmo Tabú para un problema de distribución de espacios = Tabu Search Algorithm for a Room Allocation Problem by G. Hernández-Díaz, Alfredo & Guerrero Casas, Flor M. & Caballero Fernández, Rafael & Molina Luque, Julián [Downloadable!] 2006 Cournot or Walras? Long-Run Results in Oligopoly Games by Thomas Riechmann [Downloadable!] 2006 Quantifying the costs of investment limits for Chilean pension funds by Solange M. Berstein & Rómulo A. Chumacero 2006 Human Capital and Corruption: A microeconomic model of the bribes market with democratic contestability by Pedro Vieira & Aurora Teixeira [Downloadable!] 2005 Decomposing Integrated Assessment Climate Change by Böhringer, Christoph & Löschel, Andreas & F. Rutherford, Thomas [Downloadable!] 2005 On the Transition from Instantaneous to Time-Lagged Capital Accumilation : The Case of Leontief Type Production Functions by Winkler, Ralph & Brandt-Pollmann, Ulrich & Moslener, Ulf & Schlöder, Johannes [Downloadable!] 2005 The forecast ability of risk-neutral densities of foreign exchange by Craig, Ben & Keller, Joachim [Downloadable!] 2005 Inflation Premium and Oil Price Volatility by Paul Castillo & Carlos Montoro & Vicente Tuesta [Downloadable!] 2005 The (Much Understated) Quantitative Role of Capital Accumulation and Saving by Genevieve Verdier [Downloadable!] 2005 Solving Models with Imperfect and Asymmetric Information by Pawel Kowal [Downloadable!] 2005 Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization by Diana Barro & Elio Canestrelli [Downloadable!] 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality by Viktor Winschel [Downloadable!] 2005 A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models by P. Marcelo Oviedo [Downloadable!] 2005 An Algorithm for Solving Arbitrary Linear Rational Expectations Model by Pawel Kowal [Downloadable!] 2005 Libor Market Model and Gaussian HJM explicit approaches to option on composition by Marc Henrard [Downloadable!] 2005 Valuing defaultable bonds: an excursion time approach by Martina Nardon [Downloadable!] 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment by Matthias Kredler [Downloadable!] 2005 Diversity Indices of Technical Capability of 14 African Countries by Voxi Heinrich Amavilah [Downloadable!] 2005 Evaluating Approximate Equilibria of Dynamic Economic Models by Paul Pichler [Downloadable!] 2005 The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models by Ville, Simon & Valadkhani, Abbas & O'Brien, Martin [Downloadable!] 2005 Ranking and Clustering Australian University Research Performance, 1998-2002 by Valadkhani, Abbas & Worthington, Andrew [Downloadable!] 2005 Ranking of Australian Economics Departments Based on Their Total and Per Academic Staff Research Output by Rodgers, Joan R. & Valadkhani, Abbas [Downloadable!] 2005 Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints by Henry Kim & Jinill Kim & Robert Kollmann [Downloadable!] 2005 Using and producing ideas in computable endogenous growth by K. Vela Velupillai [Downloadable!] 2005 The foundations of computable general equilibrium theory by K. Vela Velupillai [Downloadable!] 2005 Teaching to do economics with the computer by Kurt Schmidheiny & Harris Dellas [Downloadable!] 2005 Adaptive Control for Economic Models Revisited by David A. Kendrick 2005 Numerical Analysis of Asymmetric First Price Auctions by Wayne-Roy Gayle [Downloadable!] 2005 Automated detection and explanation of exceptional values in a datamining environment by Hennie Daniels & Emiel Caron 2005 Information Visualization Of An Agent-Based Financial System Model by Wei Jiang & Richard Webber & Ric D Herbert [Downloadable!] 2005 Option pricing with sparse grids by Thomas Mertens 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Multi-core CPUs, Clusters and Grid Computing: a Tutorial by William L. Goffe & Michael Creel [Downloadable!] 2005 Optimal cheating in monetary policy with individual evolutionary learning by Jasmina Arifovic & Olena Kostyshyna [Downloadable!] 2005 Predatory Governance by Dalida Kadyrzhanova [Downloadable!] 2005 A Computational Approach to Proving Uniqueness in Dynamic Games by Karl Schmedders & Ken Judd 2005 Computation of Moral-Hazard Problems by Kenneth L. Judd & Che-Lin Su 2005 Portfolio Choice and Permanent Income by Stanley Zin & Thomas Tallarini 2005 A decomposition method to deflate the curse of dimensionality for dynamic stochastic models by Mercedes Esteban-Bravo & F. Javier Nogales 2005 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions by Peter A. Zadrozny & Baoline Chen [Downloadable!] 2005 Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods by Manoj Atolia & Edward F. Buffie [Downloadable!] 2005 Time Consistent Control in Non-Linear Models by Steven Ambler & Florian Pelgrin [Downloadable!] 2005 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models by Baoline Chen & Peter A. Zadrozny [Downloadable!] 2005 The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates by Roberto M. Billi [Downloadable!] 2005 General Equilibrium Implications of the Capital Adequacy Regulation for Banks by Roger Aliaga-Diaz 2005 Firm Structure, Search and Environmental Complexity by Nobuyuki Hanaki & Jason Barr [Downloadable!] 2005 Alternative Characterizations of the European Continuous-Installment Option Valuation Problem by Ilir Roko & Pierangelo Ciurlia 2005 A Numerical Dynamic Programming Algorithm for Optimal Learning Problems by Volker Wieland 2005 A Continuous-Time Version of the Principal-Agent by Yuliy Sannikov [Downloadable!] 2005 A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints by Che-Lin Su [Downloadable!] 2005 An Overview of Automatic Differentiation by Jean Utke & Paul D Hovland 2005 Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy by Eric Swanson & Gary Anderson & Andrew Levin 2005 Constrained Pricing of Monopolies with Endogenous Participation by Eugenio Miravete & Gabriel Basaluzzo [Downloadable!] 2005 Solving SDGE Models: Approximation About The Stochastic Steady State by Michel Juillard & Ondra Kamenik 2005 Modeling the Firm as an Artificial Neural Network by Jason Barr & Francesco Saraceno [Downloadable!] 2005 Firm Structure, Search and Environmental Complexity by Jason Barr & Nobuyuki Hanaki [Downloadable!] 2005 Cournot Competition and Endogenous Firm Size by Jason Barr & Francesco Saraceno [Downloadable!] 2005 Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints by Christopher D. Carroll [Downloadable!] 2005 Optimal Policy Under Sticky Prices: How to Get Accurate Solutions by Michael Reiter 2005 Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences by Wittkowski, Knut M. [Downloadable!] 2005 Environment design for emerging artificial societies by Gilbert, Nigel & Schuster, Stephan & den Besten, Matthijs & Yang, Lu [Downloadable!] 2005 Estimating regressions and seemingly unrelated regressions with error component disturbances by Paolo, Foschi [Downloadable!] 2005 Hopf bifurcation in a dynamic IS-LM model with time delay by Neamtu, Mihaela & Opris, Dumitru & Chilarescu, Constantin [Downloadable!] 2005 Variation principles for modeling in resource economics by Bazhanov, Andrei [Downloadable!] 2005 Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey by Ken-ichi Mitsui & Yoshio Tabata 2005 Eigenvector Procedure based on Weighted Preference Flows in Multicriteria Outranking Analysis by Santha Chenayah & Eiji Takeda [Downloadable!] 2005 Hit and Miss: Leverage, Sacrifice, and Refusal to Deal in the Supreme Court Decision in Trinko by Nicholas Economides & [Downloadable!] 2005 Pricing of Complementary Goods and Network Effects by Nicholas Economides & V. Brian Viard [Downloadable!] 2005 Pricing of Complementary Goods and Network Effects by Nicholas Economides & V. Brian Viard [Downloadable!] 2005 Markov Perfect Industry Dynamics with Many Firms by Gabriel Weintraub & C. Lanier Benkard & Ben Van Roy [Downloadable!] 2005 Optimal Taxation in an RBC Model: A Linear-Quadratic Approach by Pierpaolo Benigno & Michael Woodford [Downloadable!] 2005 Avoiding the Curse of Dimensionality in Dynamic Stochastic Games by Ulrich Doraszelski & Kenneth L. Judd [Downloadable!] 2005 Evolutionary analysis of the firm and internal selection by Nadia Jacoby [Downloadable!] 2005 Exploration and exploitation strategies. What kind of analytical models ? by Nadia Jacoby [Downloadable!] 2005 Sovereign Risk, Fdi Spillovers, And Economic Growth by Fidel Pérez Sebastián & Lilia Maliar & Serguei Maliar [Downloadable!] 2005 FAUN 1.1 User Manual by Simon König & Frank Köller & Prof. Dr. Michael H. Breitner 2005 Optimierung von Warteschlangensystemen in Call Centern auf Basis von Kennzahlenapproximation by Frank Köller & Prof. Dr. Michael H. Breitner 2005 A Software Framework for Data Based Analysis by Markus Krätzig [Downloadable!] 2005 Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay by Markus Fischer & Markus Reiss [Downloadable!] 2005 On a class of adjustable rate mortgage loans subject to a strict balance principle by Jensen, Bjarne Astrup [Downloadable!] 2005 Exchange-Rate-Based Stabilization, Durables Consumption, and the Stylized Facts by Edward F. Buffie & Manoj Atolia [Downloadable!] 2005 An Integrated Multi-Criteria System to Assess Sustainable Energy Options: An Application of the Promethee Method by Fausto Cavallaro & University of Molise [Downloadable!] 2005 Simulating the Impact on the Local Economy of Alternative Management Scenarios for Natural Areas by Stefania Lovo & Paola De Agostini & Francesco Pecci & Federico Perali & Michele Baggio [Downloadable!] 2005 A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models by Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D. [Downloadable!] 2005 Computing second-order-accurate solutions for rational expectation models using linear solution methods by Giovanni Lombardo & Alan Sutherland [Downloadable!] 2005 Series Expansions for Finite-State Markov Chains by Bernd Heidergott & Arie Hordijk & Miranda van Uitert [Downloadable!] 2005 On the Optimal Policy for Deterministic and Exponential Polling Systems by Bruno Gaujal & Arie Hordijk & Dinard van der Laan [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2005 A fixed point theorem for discontinuous functions by Herings, Jean-Jacques & Laan, Gerard van der & Talman, Dolf & Yang, Zaifu [Downloadable!] 2005 Adaptive build-up and breakdown of trust: an agent based computational approach by Gorobets, Alexander & Nooteboom, Bart [Downloadable!] 2005 A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games by Engwerda, Jacob [Downloadable!] 2005 Two Algorithms for Solving the Walrasian Equilibrium Inequalities by Donald J. Brown & Ravi Kannan [Downloadable!] 2005 Decision Methods for Solving Systems of Walrasian Inequalities by Donald J. Brown & Ravi Kannan [Downloadable!] 2005 Human Capital Accumulation in R&D-based Growth Models by Claudio, MATTALIA [Downloadable!] 2005 The limits of modularity in innovation and production by Leonardo Bargigli [Downloadable!] 2005 The Short-Run Dynamics of Optimal Growth Models with Delays by Collard, Fabrice & Licandro, Omar & Puch, Luis [Downloadable!] 2005 Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work by Fershtman, Chaim & Pakes, Ariel [Downloadable!] 2005 Strategic Experimentation and Disruptive Technological Change by Schivardi, Fabiano & Schneider, Martin [Downloadable!] 2005 The Theory of Tariff Rate Quotas: An Application to the U.S. Sugar program using MONASH-USA by Ashley Winston [Downloadable!] 2005 Solving SDGE Models: A New Algorithm for the Sylvester Equation by Ondrej Kamenik [Downloadable!] 2005 The Optimal Inflation Buffer with a Zero Bound by Roberto Billi [Downloadable!] 2005 Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process by Peter Zadrozny [Downloadable!] 2005 Parameterized Expectations Algorithm and the Moving Bounds: a comment on convergence properties by Javier J. Pérez & A. Jesús Sánchez [Downloadable!] 2005 On core membership testing for hedonic coalition formation games by Shao Chin Sung & Dinko Dimitrov [Downloadable!] 2005 A Note on Parallelizing the Parameterized Expectations Algorithm by Michael Creel [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Sector Potentiality and Sources of Growth. An Analysis of Structural Changes in Italy in the Nineties by Andrea BONFIGLIO [Downloadable!] 2005 Optimization By Using Evolutionary Algorithms With Genetic Acquisitions by Mateescu, George Daniel 2005 A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models by Marcelo Oviedo [Downloadable!] 2005 How Important are Nominal Shocks in Driving Real Exchange Rates? by Bernd Kempa [Downloadable!] 2005 El componente de largo plazo de la relación entre la remuneración al ejecutivo y el desempeño de la empresa by Di Giannatale, Sonia 2005 Comment on "Investigating Nonlinearity" by James D. Hamilton [Downloadable!] 2005 Solving Ramsey Problems with Nonlinear Projection Methods by Michael T. Gapen & Thomas F. Cosimano [Downloadable!] 2004 Improving Tatonnement Methods of Solving Heterogeneous Agent Models by Alexander Ludwig [Downloadable!] 2004 Pricing of Complementary Goods and Network Effects by Nicholas Economides & Brian Viard [Downloadable!] 2004 Sequential Estimation of Dynamic Discrete Games by Victor Aguirregabiria & Pedro Mira [Downloadable!] 2004 A Unified Approach to Portfolio Optimization with Linear Transaction Costs by Valeri Zakamouline [Downloadable!] 2004 Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis by Michael Lahr & Louis de Mesnard [Downloadable!] 2004 Measuring Financial Cash Flow and Term Structure Dynamics by CORNELIS A. LOS [Downloadable!] 2004 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems by Victor Aguirregabiria [Downloadable!] 2004 Various methods of balancing of the macro SAM of Tunisia during the year 2000 by Haykel Hadj Salem [Downloadable!] 2004 Organization, Learning and Cooperation by Jason Barr & Francesco Saraceno [Downloadable!] 2004 Seeing is Believing: Simulating Resource-Extraction Problems with GAMS IDE and Microsoft Excel in an Intermediate-Level Natural-Resource Economics Course by Arthur Caplan [Downloadable!] 2004 The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning by Yuya Sasaki [Downloadable!] 2004 A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis by Evangelia Desli & Subhash Ray [Downloadable!] 2004 Distribution and Fluctuation of Firm Size in the Long-Run by W. Souma & H. Aoyama & L. Gruene [Downloadable!] 2004 Empirical Calibration of Simulation Models by Thomas Brenner & Claudia Werker 2004 Using systems engineering software to build a model of the monetary circuit by Steve Keen 2004 Computational Economics: Help for the Underestimated Undergraduate by P. Ruben Mercado & David A. Kendrick [Downloadable!] 2004 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates by Roberto M. Billi & Klaus Adam [Downloadable!] 2004 A formal model of modularity by Koen Frenken & Luigi Marengo 2004 Asset Pricing with Delayed Consumption Decisions by Willi Semmler & Lars Grüne [Downloadable!] 2004 Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management by Dietmar Leisen [Downloadable!] 2004 Computing Center Manifolds: A Macroeconomic Example by Alex Haro & Pere Gomis-Poruqeras [Downloadable!] 2004 Valuation of American Continuous-Installment Options by Pierangelo Ciurlia & Ilir Roko [Downloadable!] 2004 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments by Sergey Slobodyan & Andreas Ortmann 2004 From Heterogeneous expectations to exchange rate dynamic: by Philippe Protin & Luc Neuberg & Christine Louargant [Downloadable!] 2004 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions by Paola Palmitesta & Corrado Provasi [Downloadable!] 2004 Distributed Technology Techniques for Solving Dynamic Models by Paul Turton & Jan Herbert 2004 An agent based approach to analysis of Capital structure and industry dynamics: The role of policy by Roberto GABRIELE & Enrico ZANINOTTO 2004 Some Practical Considerations for Applying Perturbation Methods to by gary anderson & jinill kim 2004 Adaptive Learning in Practice by Chryssi Giannitsarou & Eva Carceles-Poveda 2004 Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity by Baoline Chen & Peter A. Zadrozny 2004 Coordination Dynamics under Collective and Random Fining Systems for Controlling Non-Point Source Pollution: A Simulation Approach with Genetic Algorithms by Eleni Samanidou 2004 Solving SDGE Models: A New Algorithm for Sylvester Equation by Ondrej Kamenik 2004 An agent-based model of directed advertising on a social network by C. Castaldi & F. Alkemade 2004 The Optimality of the US and Euro Area Taylor Rule by Ferhat MIHOUBI & Pascal JACQUINOT [Downloadable!] 2004 Negotiating over Bundles and Prices Using Aggregate Knowledge by Koye Somefun & Tomas Klos 2004 Occasionally Binding Collateral Constraints in RBC Models by Emilio Espino & Thomas Hintermaier 2004 Structural analysis of optimal investment for firms with non-concave revenues by Florian Wagener 2004 Modelling the effect of learning and evolving rules on the use of common-pool resources by Alexander Smajgl [Downloadable!] 2004 Cournot Competition and Endogenous Firm Size by Francesco Saraceno & Jason Barr [Downloadable!] 2004 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors by Jules SADEFO KAMDEM 2004 The short-run dynamics of optimal growth models with delays by Luis A. Puch & Fabrice Collard & Omar Licandro [Downloadable!] 2004 A Stochastic Lake Game by Sharon I. O'Donnell & W. Davis Dechert [Downloadable!] 2004 Coordinated Investing with Feedback and Learning by David Goldbaum [Downloadable!] 2004 Which order is too much? An application to a model with staggered price and wage contracts by Florian Pelgrin & Michel Juillard 2004 The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets by Luis A. Puch & Franck Portier [Downloadable!] 2004 Improving tatonnement methods for solving heterogenous agent models by Alexander Ludwig 2004 Occasionally Binding Collateral Constraints in RBC Models by Emilio Espino & Thomas Hintermaier 2004 Finite State Dynamic Games with Asymmetric Information: A Computational Framework by Ariel Pakes & Chaim Fershtman 2004 An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds by Ali Bora Yigibasioglu & Carol Alexandra [Downloadable!] 2004 Equity Premiums In a Small Open Economy by Douch, Mohamed [Downloadable!] 2004 Innovation creation and diffusion in a social network: an agent based approach by Lamieri, Marco & Ietri, Daniele [Downloadable!] 2004 SINGUL 2.0 : les équations et les programmes by Buda, Rodolphe [Downloadable!] 2004 On generating correlated random variables with a given valid or invalid Correlation matrix by Mishra, SK [Downloadable!] 2004 Simulating Online Business Models by Schuster, Stephan & Gilbert, Nigel [Downloadable!] 2004 Equity Premiums In Small Open Economy by Douch, Mohamed [Downloadable!] 2004 Technological Innovation, Financial Fragility and Complex Dynamics by Domenico Delli Gatti & Mauro Gallegati & Alberto Russo [Downloadable!] 2004 The Economics of the Internet Backbone by Nicholas Economides [Downloadable!] 2004 Pricing of Complementary Goods and Network Effects by Nicholas Economides & V. Brian Viard [Downloadable!] 2004 Strip generation algorithms for constrained two-dimensional two-staged cutting problems : part II by Mhand Hifi & Rym M'Hallah 2004 An exact algorithm for the multiple-choice multidimensional knapsack problem by Mhand Hifi & Slim Sadfi & Abdelkader Sbihi 2004 Target zone rearrangements and exchange rate behavior in an options-based model by Anna Naszódi [Downloadable!] 2004 Reverse-Shooting versus Forward-Shooting over a Range of Dimensionalities by Ric D. Herbert & Peter J. Stemp [Downloadable!] 2004 Improving Tatonnement Methods of Solving Heterogeneous Agent Models by Alexander Ludwig [Downloadable!] 2004 Parameterized Expectations Algorithm: How To Solve For Labor Easily by Lilia Maliar & Serguei Maliar [Downloadable!] 2004 Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations by Lilia Maliar & Serguei Maliar [Downloadable!] 2004 Equilibrium Selection In The Nash Demand Game. An Evolutionary Approach by Juana Santamaria-Garcia [Downloadable!] 2004 The Climate Change Learning Curve by Andrew J. Leach [Downloadable!] 2004 Chinese Postman Games on a Class of Eulerian Graphs by D. Granot & H. Hamers & J. Kuipers & M. Maschler [Downloadable!] 2004 Simulating the New Economy by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol [Downloadable!] 2004 A method for numerical and analytical solutions to a class of nonlinear optimal control problems by Sandal, Leif K. & Berge, Gerhard [Downloadable!] 2004 Parametric covariance matrix modeling in Bayesian panel regression by Salabasis, Mickael [Downloadable!] 2004 Economic Cooperation and Social Identity: Towards a Model of Economic Cross-Cultural Integration by Olsen, Karsten Bjerring [Downloadable!] 2004 Modelling an artificial stock market: When cognitive institutions influence market dynamics by Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS) [Downloadable!] 2004 Reverse Shooting Made Easy: Solving for the Global Nonlinear Saddle Path by Manoj Atolia & Edward F. Buffie [Downloadable!] 2004 Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods by Manoj Atolia & Edward F. Buffie [Downloadable!] 2004 An Integrated Assessment Framework for Water Resources Management: A DSS Tool and a Pilot Study Application by Anita Fassio & Carlo Giupponi & Jaroslaw Mysiak [Downloadable!] 2004 Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited by Francesco Saraceno [Downloadable!] 2004 A Double-Sided Multiunit Combinatorial Auction for Substitutes: Theory and Algorithms by Henry Schellhorn [Downloadable!] 2004 Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints by Alexis Anagnostopoulos [Downloadable!] 2004 The detection of hidden periodicities: A comparison of alternative methods by Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO [Downloadable!] 2004 The short-run dynamics of optimal growth models with delays by Fabrice COLLARD & Omar LICANDRO & Luis A. PUCH [Downloadable!] 2004 Multi-dimensional transitional dynamics : a simple numerical procedure by Timo Trimborn & Karl-Josef Koch & Thomas M. Steger [Downloadable!] 2004 Pooled mean group estimation of dynamic heterogeneous panels by M Pesaran & Yongcheol Shin & Ron P Smith [Downloadable!] 2004 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy by Eric Swanson & Gary Anderson & Andrew Levin 2004 Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models by Christopher A. Sims & Jinill Kim & Sunghyun Kim [Downloadable!] 2004 Multivariate Hypernormal Densities by Andreas Gottschling & Christian Haefke 2004 Inflation Target as a Buffer against Liquidity Trap by Shin-Ichi Nishiyama [Downloadable!] 2004 Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series by Rodney C Wolff & Adrian G Barnett 2004 Optimal monetary policy under discretion with a zero bound on nominal interest rates by Klaus Adam & Roberto M. Billi [Downloadable!] 2004 Optimal monetary policy under commitment with a zero bound on nominal interest rates by Klaus Adam & Roberto M. Billi [Downloadable!] 2004 Processing games with restricted capacities by Meertens, M. & Borm, P.E.M. & Reijnierse, J.H. & Quant, M. [Downloadable!] 2004 Convex congestion network problems by Quant, M. & Reijnierse, J.H. [Downloadable!] 2004 Simulation-based solution of stochastic mathematical programs with complementarity constraints : sample-path analysis by Ilker Birbil, S. & Gurkan, G. & Listes, O. [Downloadable!] 2004 Using localised quadratic functions on an irregular grid for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 Pricing high-dimensional Americal options using local consistency conditions by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 An irregular grid approach for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 Equilibria with coordination failures by Herings, P.J.J. & Laan, G. van der & Talman, A.J.J. [Downloadable!] 2004 The computation of a coincidence of two mappings by Talman, A.J.J. & Yang, Z. [Downloadable!] 2004 The Welfare Cost of Business Cycles in an Economy with Non-Clearing Markets by Portier, Franck & Puch, Luis [Downloadable!] 2004 Valuation Of A Biotech Company: A Real Options Approach by Angel Leon & Diego Piñeiro [Downloadable!] 2004 Sequential Estimation Of Dynamic Discrete Games by Victor Aguirregabiria & Pedro Mira [Downloadable!] 2004 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates by Klaus Adam & Roberto M. Billi [Downloadable!] 2004 Computation of Business Cycle Models: A Comparison of Numerical Methods by Burkhard Heer & Alfred Maussner [Downloadable!] 2004 Intertemporal and Spatial Location of Disposal Facilities by Francisco J. André & Francisco Velasco & Luis González [Downloadable!] 2004 Regional impacts of trade liberalization strategies in Brazil by Edson Paulo Domingues & Mauro Borges Lemos [Downloadable!] 2004 Electricity Generation with Looped Transmission Networks: Bidding to an ISO by Hu, X. & Ralph, D. & Ralph, E.K. & Bardsley, P. & Ferris, M.C. [Downloadable!] 2004 ParallelKnoppix Tutorial by Michael Creel [Downloadable!] 2004 ParallelKnoppix - Rapid Deployment of a Linux Cluster for MPI Parallel Processing Using Non-Dedicated Computers by Michael Creel [Downloadable!] 2004 Numerical Analysis Of Non-Closed Models by Mateescu, George Daniel 2004 How Accurate are the Swedish Forecasters on GDP-Growth, CPI-Inflation and Unemployment? (1993-2001) by Bharat Barot 2004 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2004 Experimental Design for Time-Dependent Models with Correlated Observations by Dariusz Ucinski & Anthony C. Atkinson [Downloadable!] 2004 Spatial Competition and Merger by Richard S. Higgins & Paul A. Johnson & John T. Sullivan [Downloadable!] 2003 On Higher Derivatives of Expectations by Robert de Rozario [Downloadable!] 2003 Structural, efficiency and income effects of direct payments: an analysis of different payment schemes for the German region 'Hohenlohe' by Kathrin Happe & Alfons Balmann & Konrad Kellermann [Downloadable!] 2003 Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited by Francesco Saraceno [Downloadable!] 2003 Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models? by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa [Downloadable!] 2003 Generalizing Gibrat. Reasonable Multiplicative Models of Firm Dynamics by Matteo Richiardi [Downloadable!] 2003 Is Batting Last an Advantage? by Theodore L. Turocy [Downloadable!] 2003 Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options by Allen Abrahamson [Downloadable!] 2003 A Note on Constructing 50-50 Step Probability Binomial Lattices to Replicate Wiener Diffusion by Allen Abrahamson [Downloadable!] 2003 A Virtual Dynamic Applied General Equilibrium Model Of Africa: Specifications And Simulations by GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2003 Solving The Poverty Crisis In Nigeria: An Applied General Equilibrium Approach by GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2003 Solving Finite Mixture Models in Parallel by Christopher Ferrall [Downloadable!] 2003 Imputation of Gross Amounts from Net Incomes in Household Surveys. An Application using EUROMOD by Herwig Immervoll & Cathal O'Donoghue [Downloadable!] 2003 Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries by David E.A. Giles & Hui Feng [Downloadable!] 2003 Maximization by Parts in Likelihood Inference by Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch [Downloadable!] 2003 Inventory-Routing Model, for a Multi-Period Problem with Stochastic and Deterministic Demand by Rita Ribeiro & Helena Ramalhinho-Lourenço [Downloadable!] 2003 Strategies for an Integrated Distribution Problem by Rita Ribeiro & Helena Ramalhinho-Lourenço [Downloadable!] 2003 Malliavin Calculus in Finance by Arturo Kohatsu & Montero Miquel [Downloadable!] 2003 The ‘problem of problem choice’: A model of sequential knowledge production within scientific communities cientific communities by Nicolas Carayol & Jean-Michel Dalle [Downloadable!] 2003 The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution by Johann Peter Murmann & Thomas Brenner 2003 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy by Eric Swanson & Gary Anderson & Andrew Levin 2003 Intermediaries in an Electronic Trade Network by Hans Amman & Floortje Alkemade & Han la Poutre [Downloadable!] 2003 Hedge Fund Classification using K-means Clustering Method by Nandita Das 2003 Variety of Agent-based Models for Computer Simulation of FX Rate by Lukas, L. 2003 Consumer Behaviour, Interpersonal Interaction and Fashions by Thomas Brenner 2003 Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms by John Ledyard & Jasmina Arifovic [Downloadable!] 2003 Perturbation Methods and Change of Variable Transformations by Kenneth L. Judd 2003 Solution Methods for Models with Quasi-Geometric Discounting by Kenneth L. Judd 2003 Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues by Ric D. Herbert & Peter J. Stemp 2003 Consistent High-Frequency Calibration by Kevin X.D. Huang & David Aadland [Downloadable!] 2003 A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint by Thomas Weitzenblum 2003 A Numerical Solution to American Style Options on Commodities by Kevin Burrage & Jamie Alcock & Monica Barbu 2003 Bundling and Pricing for Information Brokerage: Customer Satisfaction as a Means to Profit Optimization by J.A. La Poutre & D.J.A. Somefun [Downloadable!] 2003 Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary by Elias Tzavalis & Shijun Wang [Downloadable!] 2003 Metafrontier Functions for the Study of Inter-regional Productivity Differences by D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese [Downloadable!] 2003 Estimating contribution of factors to long-term growth in Romania by Albu, Lucian-Liviu [Downloadable!] 2003 Kvikt likan af vistvænum raforkumarkadi by Amundsen, Eirik S. & Baldursson, Fridrik M. [Downloadable!] 2003 Comparing Solution Methods for Dynamic Equilibrium Economies by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2003 Some Results on the Solution of the Neoclassical Growth Model by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2003 Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues by Peter Stemp & Ric D. Herbert [Downloadable!] 2003 Evaluating Portfolio Policies: A Duality Approach by Martin B. Haugh & Leonid Kogan & Jiang Wang [Downloadable!] 2003 The structure of Italian capitalism, 1952-1972: New evidence using the interlocking directorates technique by Alberto Rinaldi [Downloadable!] 2003 WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options by Oliver Kubertin & Michael H. Breitner 2003 Rufus Philip Isaacs and the Early Years of Differential Games by Michael H. Breitner 2003 SubGame, set and match. Identifying Incentive Response in a Tournament by Andrew J. Leach [Downloadable!] 2003 Self-Organizing Innovation Networks: When do Small Worlds Emerge? by Nicolas CARAYOL (BETA) & Pascale ROUX (GRES-LEREPS) [Downloadable!] 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example by Prasad Bidarkota [Downloadable!] 2003 Stochastic Capital Depreciation and the Comovement of Hours and Productivity by Fischer, Andreas & Michael J Dueker & Robert D Dittmar [Downloadable!] 2003 Existence of equilibrium and price adjustments in a finance economy with incomplete markets by Talman, A.J.J. & Thijssen, J.J.J. [Downloadable!] 2003 On the connectedness of coincidences and zero points of mappings by Talman, D. & Yang, Z. [Downloadable!] 2003 Random matching models and money : the global structure and approximation of the set of stationary equilibria by Kamiya, K. & Talman, D. [Downloadable!] 2003 Derivation of monotone decision models from non-monotone data by Daniels, H. & Velikova, M. [Downloadable!] 2003 Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 2003 The Computation of Counterfactual Equilibria in Homothetic Walrasian Economies by Donald J. Brown & Ravi Kannan [Downloadable!] 2003 Indeterminacy, Nonparametric Calibration and Counterfactual Equilibria by Donald J. Brown & Ravi Kannan [Downloadable!] 2003 Análisis de multiplicadores lineales en una economía regional abierta by Maria Llop & Antonio Manresa [Downloadable!] 2003 The Effects of Common Advice on One-shot Traveler’s Dilemma Games: Explaining Behavior through an Introspective Model with Errors by C. Monica Capra & Susana Cabrera & Rosario Gómez [Downloadable!] 2003 Income Distribution in a Regional Economy: A SAM Model by Maria Llop & Antonio Manresa [Downloadable!] 2003 Generalizing Gibrat Reasonable Stochastic Multiplicative Models of Firm Dynamics with Entry and Exit by Matteo Richiardi [Downloadable!] 2003 Gains from second-order approximations by Matthias Paustian [Downloadable!] 2003 Does bounded rationality lead to individual heterogeneity? The impact of the experimentation process and of memory constraints by Marco Casari [Downloadable!] 2003 Determination of free energies on a simulation model by Josip Kasac [Downloadable!] 2003 Time Series Analysis Using Abstract Systems Having An Infinite Number Of Equations by Mateescu, George Daniel 2003 Solving Continuous-Time Optimal- Control Problems with a Spreadsheet by Eric Nævdal [Downloadable!] 2003 A Simple Linear Programming Approach to Gain, Loss and Asset Pricing by Iñaki Rodríguez Longarela [Downloadable!] 2003 Intangible Assets and Economic Growth by Rossitsa Rangelova [Downloadable!] 2002 Genetic algorithms : a tool for optimization in econometrics - basic concept and an example for empirical applications by Doherr, Thorsten & Czarnitzki, Dirk [Downloadable!] 2002 The Empirical Performance of Option Based Densities of Foreign Exchange by Keller, Joachim G. & Craig, Ben R. [Downloadable!] 2002 A Simple Decentralized Institution for Learning Competitive Equilibrium by Stephen E. Spear & Sean Crockett & Shyam NMI Sunder [Downloadable!] 2002 Local Trade Networks and Spatially Persistent Unemployment by Nienke Oomes [Downloadable!] 2002 Sovereign Risk and Real Business Cycles in a Small Open Economy by Franz Hamann [Downloadable!] 2002 Emission Policies And The Nigerian Economy: Simulations From A Dynamic Applied General Equilibrium Model by GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2002 Markov Chain Approximations For Term Structure Models by David Backus & Liuren Wu & Stanley Zin [Downloadable!] 2002 All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form by Allen Abrahamson [Downloadable!] 2002 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk by Ali Bora Yigitbasioglu [Downloadable!] 2002 A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse by Chokri Dridi [Downloadable!] 2002 Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets by Marco LiCalzi & Paolo Pellizzari [Downloadable!] 2002 Consistent High-Frequency Calibration by David Aadland & Kevin Huang [Downloadable!] 2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!] 2002 Stochastic approximation, Momentum, and Nash play by Berglann, Helge & Flåm, Sjur [Downloadable!] 2002 A simulative frame to study the integration of defectors in a cooperative setting by Bissey, Marie-Edith & Ortona, Guido [Downloadable!] 2002 Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics by Lars Gruene & Willi Semmler 2002 An evolutionary model of substitution-diffusion processes by Witold Kwasnicki 2002 Evaluating the CDF for m weighted sums of n correlated lognormal random variables by Lars Rasmusson 2002 Optimal Monetary Policy When Interest Rates are Bounded at Zero by R. Kato & S. Nishiyama [Downloadable!] 2002 Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models by gary anderson 2002 Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models by gary anderson 2002 Nonlinear estimation algorithms in econometric packages: a comparative analysis by Giuseppe Bruno 2002 Asset Price Bubbles and Crashes With Zero--Intelligence Traders by John Duffy & M. Utku Unver 2002 An algorithm for the quasivariational inequality arising in option pricing with transaction costs II by Tetsuya Noguchi & Berc Rustem [Downloadable!] 2002 An algorithm for the quasivariational inequality arising in option pricing with transaction costs I by Tetsuya Noguchi & Berc Rustem 2002 Cultural drift induced diversity in a model for the transmission of culture by Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel 2002 APT At Work: Finding The Relevant Risk Factors For Asset Pricing by Dietmar Maringer 2002 Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model by Carlos Carreira & Paulino Teixeira 2002 A Simulation Framework for Heterogeneous Agents by David Meyer & Alexandros Karatzoglou & Christian Buchta & Friedrich Leisch & Kurt Hornik 2002 fiscal policy and endogenous fluctuations by pietro senesi 2002 Programming by Charlotte Bruun 2002 Traders’ long-run wealth in an artificial financial market by Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi 2002 Computation of the value function indiscrete stochastic optimal growth models by Thorsten Pampel [Downloadable!] 2002 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange by NUÑEZ, Laura [Downloadable!] 2002 Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets by Kenneth L. Judd 2002 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models by Aaron D. Smallwood & Paul M. Beaumont [Downloadable!] 2002 Optimal Policies for Patent Races by Ken Judd & Karl Schmedders & Sevin Yeltekin 2002 Intertemporal valuation and decissionin stochastic optimal growth models by Thorsten Pampel [Downloadable!] 2002 A Percolation Model of Innovation in Complex Technology Spaces by Gerald Silverberg & Bart Verspagen [Downloadable!] 2002 Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method by Olivier Epelly & Jacek Gondzio 2002 Controlling Chaos in Higher Dimensional Maps by Cristian Wieland 2002 Numerical solution of some optimal control problems arising from innovation diffusion by Luigi De Cesare & Andrea Di Liddo & Stefania Ragni [Downloadable!] 2002 Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection by Stuart McDonald 2002 Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype by Riccardo Boero & Marco Castellani & Flaminio Squazzoni 2002 Quasi-Perfect Rationality, Playing Automata Dynamic Games by Fernando S. Oliveira [Downloadable!] 2002 Testing for Indeterminacy in Linear Rational Expectations Models by Thomas Lubik & Frank Schorfheide [Downloadable!] 2002 A Dynamic Market Oriented Model for Network Resource Allocation by Masayuki ISHINISHI & Hajime Kita [Downloadable!] 2002 A contractive method for computing the stationary solution of the Euler equation by Wilfredo Maldonado & Humberto Moreira 2002 Design Patterns in Models of Emergence by C. R. Birchenhall 2002 New product introduction: determining optimal advertising policies by Bruno Viscolani 2002 Multivariate GARCH models and their Estimation by L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts 2002 Optimisation of Stochastic Systems and Worst-case Analysis by S Zakovic & B. Rustem & V. Wieland 2002 A hybrid clustering scheme for time series forecasting by A. Sfetsos & C. Siriopoulos [Downloadable!] 2002 Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting by Arpad Jeno Abraham 2002 The Organisation of Innovative Activity in Complex Fitness Landscapes by Koen Frenken & Marco Valente 2002 Heterogeneous Preferences and the Representative Investor by Frank Niehaus 2002 Reverse Shooting In A Multi-Dimensional Setting by Ric D Herbert & Peter J Stemp 2002 Computing Sunspots in Linear Rational Expectations Models by Thomas Lubik & Frank Schorfheide 2002 Neuro-dynamic Programming in Economics by Mico Mrkaic 2002 Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates by Fausto Gozzi & Simona Sanfelici 2002 Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates by Fausto Gozzi & Simona Sanfelici 2002 Intergenerational Dynamic Production Teams by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum 2002 Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez 2002 An Algorithm for On-Line Price Discrimination by D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre 2002 Numerical Simulation of the Term Structure of Interest Rates using a Random Field by Stuart McDonald & Rodney Beard 2002 Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments by Gang Gong & Willi Semmler 2002 Solving Ecological Mangement Problems Using Dynamic Programming by Mika Kato & Lars Gruene & Willi Semmler 2002 Ferebees Algorithm by Malte Sieveking 2002 A Simple Second-Order Solution Method for Dynamic General Equilibrium Models by Alan Sutherland [Downloadable!] 2002 Estimation and Inference in Social Experiments by Christopher Ferral [Downloadable!] 2002 ECHANGE 2.0 - Marché sur réseau - Guide d'installation et manuel d'utilisation by Buda, Rodolphe [Downloadable!] 2002 Stable Sunspot Equilibira in a Cash-in-Advance Economy by George W. Evans & Seppo Honkapohja & Ramon Marimon [Downloadable!] 2002 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function by Stephanie Schmitt-Grohe & Martin Uribe [Downloadable!] 2002 Estimation of Hyperbolic Diffusion Using MCMC Method by Y.K. Tse & Xibin Zhang & Jun Yu [Downloadable!] 2002 Reverse Shooting In A Multi-Dimensional Setting by Ric D. Herbert & Peter J. Stemp [Downloadable!] 2002 Punishing Free Riders: how group size affects mutual monitoring and the provision of public goods by Jeffrey Carpenter [Downloadable!] 2002 Semi-Parametric Predictions of the Intertemporal Approach to the Current Account by M-A. Letendre [Downloadable!] 2002 Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model by Wang, Cheng 2002 Cournot or Walras? Agent Based Learning, Rationality, and Long Run Results in Oligopoly Games by Riechmann, Thomas [Downloadable!] 2002 Analytic Hessian Matrices and the Computation of FIGARCH Estimates by Marco J. Lombardi & Giampiero M. Gallo [Downloadable!] 2002 An Agent-Based Model of Wealth Distribution by Giammario Impullitti & C. Matthias Rebmann [Downloadable!] 2002 A Comparison of Marginal Likelihood Computation Methods by Charles S. Bos [Downloadable!] 2002 An irregular grid approach for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2002 Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 2002 Technology adoption under embodiment : A two-stage optimal control approach by Raouf, BOUCEKKINE & Cagri, SAGLAM & Thomas, VALLEE [Downloadable!] 2002 Optimal pattern of technology adoption under embodiment with a finite planning horizon : A multi-stage optimal control approach by Huseyin cagri SAGLAM [Downloadable!] 2002 Embodied technological change learning-by-doing and the productivity slowdown by Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO [Downloadable!] 2002 Information Technologies, Economic Growth and Productivity Shocks by Claudio MATTALIA [Downloadable!] 2002 Technological convergence and the connections between adoption, maintenance and investment activities by Blanca MARTINEZ [Downloadable!] 2002 Adoption Costs, Age of Capital and Technological Substitution by Blanca MARTINEZ [Downloadable!] 2002 Rational Expectations for Large Models: A Practical Algorithm and a Policy Application by Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer [Downloadable!] 2002 Inter- vs Intra-generational Production Teams: A Young Worker's Perspective by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum [Downloadable!] 2002 The Measurement of Human Capital in the U.S. Economy by John M. Abowd & Paul A. Lengermann & Kevin L. McKinney [Downloadable!] 2002 Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? by Alfonso Novales & Javier J. Pérez [Downloadable!] 2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!] 2002 Can genetic algorithms explain experimental anomalies? An application to common property resources by Marco Casari [Downloadable!] 2002 A comparison between the log-linear and the parameterized expectations methods by Ilaski Barañano & Amaia Iza & Jesús Vázquez [Downloadable!] 2002 research article : Verifying gross substitutability by Jos A.M. Potters & Anita van Gellekom & Hans Reijnierse [Downloadable!] 2002 Fourier series method for measurement of multivariate volatilities by Maria Elvira Mancino & Paul Malliavin [Downloadable!] 2002 Spatial economic networks with multicriteria producers and consumers: Statics and dynamics by Ding Zhang & June Dong & Anna Nagurney [Downloadable!] 2002 Normalizing biproportional methods by Louis de Mesnard [Downloadable!] 2001 Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach by Author: A.G.Perison [Downloadable!] 2001 Systems Theory of Macroeconomics, Introduction to by A.G.Perison [Downloadable!] 2001 Dollarization: An Irreversible Decision by Roger Craine [Downloadable!] 2001 Computing Equilibria in Finance Economies by P.J.J. Herings & F. Kubler [Downloadable!] 2001 Universally Stable Adjustment Processes - A Unifying Approach by P.J.J. Herings [Downloadable!] 2001 A Globally Convergent Algorithm to Compute Stationary Equilibria in Stochastic Games by P.J.J. Herings & R. Peeters [Downloadable!] 2001 Minimum Weighted Residual Methods in Endogeneous Growth Models by Michal Kejak [Downloadable!] 2001 Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities by Norbert Jobst & Stavros A. Zenios [Downloadable!] 2001 Exploiting Fitness Distance Correlation of Set Covering Problems by Markus Finger & Thomas Stützle & Helena Ramalhinho-Lourenço [Downloadable!] 2001 Supply Chain Management: An Opportunity for Metaheuristics by Helena Ramalhinho-Lourenço [Downloadable!] 2001 Assigning Proctors to Exams with Scatter Search by Helena Ramalhinho-Lourenço & Rafael Martí & Manuel Laguna [Downloadable!] 2001 A Multi-objective Model for a Multi-period Distribution Management Problem by Rita Ribeiro & Helena Ramalhinho-Lourenço [Downloadable!] 2001 Diversity of innovative strategy as a source of technological performance by Patrick LLERENA & Vanessa OLTRA [Downloadable!] 2001 Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider by Christiane Clemens and Thomas Riechmann 2001 Evolutionary Learning in the Ultimatum Game by Thomas Riechmann 2001 Dynamic Production Teams with Strategic Behavior by Michele Breton, Pascal St-Amour and D. Vencatachellum 2001 Threshold Accepting for Index Tracking by Manfred Gilli and Evis Kellezi 2001 Asset Pricing in Models with incomplete markets and default by Karl Schmedders, Felix Kubler 2001 Reserve Price Auctions with a Strong Bidder by M. Utku Unver and A. Alexander Elbittar [Downloadable!] 2001 Modeling the Lucas critique as an open loop feedback process with time-varying parameters by Hans Amman and David Kendrick 2001 Internet Auctions with Artificial Adaptive Agents by M. Utku Unver [Downloadable!] 2001 Dynamic optimization and Skiba sets in economic examples by W.-J. Beyn, T. Pampel, W.Semmler 2001 Modeling an Indexed Portfolio for the Italian Market by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy 2001 Very High Order Lattice Methods for One Factor Models by Jonathan Alford and Nick Webber 2001 Imitation and the diffusion of innovation in e-commerce by Mario Eboli 2001 Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress by Robert Stehrer 2001 Structural Estimation of Marriage Models by Linda Y. Wong 2001 Numerical methods for the solution of a human capital model by Sisira K. Sarma 2001 Recursive Solution Of Heterogeneous Agent Models by Michael Reiter 2001 On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms by Christian Keber, Dietmar G. Maringer 2001 Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach by John Duffy and Jim Engle-Warnick 2001 Studying Real Options with Genetic Algorithms by Alfons Balmann, Oliver Musshoff 2001 Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach by Alfons Balmann, Kathrin Happe, Konrad Kellermann, Anne Kleingarn 2001 Cost of Business Cycles under Incomplete Markets by Yann Algan and Olivier Allais 2001 Constrained Optimal Control Under Limited Knowledge by Ric D. Herbert and Rod D. Bell [Downloadable!] 2001 Practical by Gary Anderson 2001 Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models by gary anderson and raymond board 2001 A computational model for incomplete contracts by Juan D. Montoro-Pons 2001 Evolving Automata Negotiate with a Variety of Opponents by D.D.B. van Bragt and J.A. La Poutre [Downloadable!] 2001 Parallelization and Performance of Portfolio Choice Models by A. Abdelkhalek, A. Bilas and A. Michaelides [Downloadable!] 2001 Krylov Methods and Preconditioning in Computational Economics Problems by Mico Mrkaic and Giorgio Pauletto 2001 Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models by Kenneth L. Judd 2001 An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games by Baoline Chen and Peter Zadrozny 2001 Optimal Discretization of Continuous-Time Control Problems by Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim 2001 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function by Stephanie Schmitt-Grohe & Martin Uribe [Downloadable!] 2001 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk by Ali Bora Yigitbasioglu [Downloadable!] 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique by Buda, Rodolphe [Downloadable!] 2001 Arbitrage and Optimal Portfolio Choice with Financial Constraints by Helmut Elsinger & Martin Summer [Downloadable!] 2001 Inferring Buyer Strategies and their Impact on Monopolist Pricing by Jim Engle-Warnick & Bradley Ruffle [Downloadable!] 2001 Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2001 Asymptotic Methods for Asset Market Equilibrium Analysis by Kenneth L. Judd & Sy-Ming Guu [Downloadable!] 2001 Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress by Robert Stehrer [Downloadable!] 2001 A Presentation of Genetic Algorithms and Their Applications in Economics (in French) by Thomas Vallée (LEN-C3E) & Murat Yildizoglu (IFREDE-E3i) [Downloadable!] 2001 Hedging Barrier Options: Current Methods and Alternatives by Dupont, Dominique Y. [Downloadable!] 2001 A method to generate multivariate data with moments arbitrary close to the desired moments by Lyhagen, Johan [Downloadable!] 2001 An Extension of Good-Deal Asset Price Bounds by Longarela, Iñaki R. [Downloadable!] 2001 A Finite Element Implementation of Passport Options by Topper, Jürgen [Downloadable!] 2001 Worst Case Pricing of Rainbow Options by Topper, Jürgen [Downloadable!] 2001 A Simple and Intuitive Method to Solve Small Rational Expectations Models by Holger Strulik & Martin Brunner [Downloadable!] 2001 Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing by Evis KËLLEZI, & Giorgio PAULETTO [Downloadable!] 2001 Imputation Of Gross Amounts From Net Incomes In Household Surveys: An Application Using EUROMOD by Immervoll H & O'donoghue C [Downloadable!] 2001 Quantity Constrained Equilibria by P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman [Downloadable!] 2001 Reducing the Dimensionality of Linear Quadratic Control Problems by Ronald J. Balvers & Douglas W. Mitchell [Downloadable!] 2001 Return-based style analysis with time-varying exposures by Swinkels, L. & Sluis, P.J. van der [Downloadable!] 2001 Quantity constrained equilibria by Herings, P.J.J. & Laan, G. van der & Talman, D. [Downloadable!] 2001 The components of income inequality in Belgium : applying the Shorrocks-decomposition with bootstrapping by Dekkers, G.J.M. & Nelissen, J.H.M. [Downloadable!] 2001 Avoiding numerical cancellation in the interior point method for solving semidefinite programs by Sturm, J.F. [Downloadable!] 2001 Capital Maintenance and Investment : Complements or Substitutes ? by BOUCEKKINE, Raouf & RUIZ-TAMARIT Ramon [Downloadable!] 2001 Structural Estimation of Marriage Models by Wong, Linda [Downloadable!] 2001 A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm by Javier J. Pérez [Downloadable!] 2001 Dynamics of Organizations: Computational Modeling and Organizational Theories by 2001 symposium articles : Contractual restrictions on insider trading: a welfare analysis by Antonio E. Bernardo [Downloadable!] 2001 symposium articles : Monopolistic security design in finance economies by Karl Schmedders [Downloadable!] 2001 symposium articles : Numerical solution of dynamic oligopoly games with capital investment by Dmitry V. Vedenov & Mario J. Miranda [Downloadable!] 2001 symposium articles : Dynamic labor contracts with temporary layoffs and permanent separations by Sevin Yeltekin & Christopher Sleet [Downloadable!] 2001 symposium articles: A differentiable homotopy to compute Nash equilibria of n -person games by P. Jean-Jacques Herings & Ronald J.A.P. Peeters [Downloadable!] 2001 symposium articles : Asymptotic methods for asset market equilibrium analysis by Sy-Ming Guu & Kenneth L. Judd [Downloadable!] 2001 Stochastic flows and the forward measure by Robert J. Elliott & John van der Hoek [Downloadable!] 2001 Convergence Of Repetitive Guesstimation Algorithm On A Linear Regression Problem by Agapie, Adriana 2000 Decomposing the cost of Kyoto : a global CGE analysis of multilateral policy impacts by Böhringer, Christoph & Rutherford, Thomas F. [Downloadable!] 2000 Computing Classical Power Indices For Large Finite Voting Games by Leech, D. [Downloadable!] 2000 Local Interactions and Global Persistence by Nienke A. Oomes [Downloadable!] 2000 A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions by Giulia Iori [Downloadable!] 2000 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach by Jim Engle-Warnick [Downloadable!] 2000 Iterated Local Search by Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle [Downloadable!] 2000 Pédagogie des comptes nationaux et "esprit économique critique" by Buda, Rodolphe [Downloadable!] 2000 Wissen gewinnen und gewinnen durch Wissen by Fent, Thomas [Downloadable!] 2000 Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world by Robalino, David & Lempert, Robert [Downloadable!] 2000 About the criteria of output coincidence for forecasts to determine the orientation of the economy. Application for France, 1980-1997 by MESNARD, Louis de [Downloadable!] 2000 Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect by MESNARD, Louis de [Downloadable!] 2000 Gain, Loss, and Asset Pricing: It is Much Easier. A note by Longarela, Iñaki R. [Downloadable!] 2000 A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch by Riechmann, Thomas [Downloadable!] 2000 The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach- by Tabata, K. & Ohkusa, Y. 2000 The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach- by Tabata, K. & Ohkusa, Y. 2000 Equilibrium Selection in Games with Macroeconomic Complementarities by Kaarboe, O.M. & Tieman, A.F. 2000 Looking for Arbitrage by Flam, S.D. 2000 A Heuristic Approach to Portfolio Optimization by Manfred Gilli & Evis Këllezi [Downloadable!] 2000 A note on Lopez-Hernandez procedure: New no-hierarchical algorithms in classification of data by Araceli Garin [Downloadable!] 2000 Double checking for two error types by Raats, V.M. & Moors, J.J.A. [Downloadable!] 2000 How to Compute Equilibrium Prices in 1891 by William C. Brainard & Herbert E. Scarf [Downloadable!] 2000 Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress by Raouf BOUCEKKINE & Aude POMMERET [Downloadable!] 2000 Information technologies, embodiment and growth by de la Croix, David & Boucekkine, Raouf [Downloadable!] 2000 A Schumpeterian Vintage Capital Model: An Attempt at Synthesis by Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar 2000 The importance of the embodied question revisited by Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar 2000 A computational General Equilibrium Model with Vintage Capital by Loic Cadiou & Stephane Dees & Jean-Pierre Laffargue [Downloadable!] 2000 The Malleability of Undiscounted Utilitarianism as a Criterion of Intergenerational Justice by Geir Asheim & Wolfgang Buchholz [Downloadable!] 2000 Computing turning point monthly probability of the Argentinian economy according to the leading index: 1973 - 2000 by Juan Mario Jorrat & Ana María Cerro [Downloadable!] 2000 A simple regime switching term structure model by Asbjørn T. Hansen & Rolf Poulsen [Downloadable!] 2000 Horizontal Information Flows in A Simple Model of Multilevel Planning by T. R. Kundu 1999 Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation by Roger Craine [Downloadable!] 1999 ECM-algorithms that converge at the rate of EM by Joe Sexton and Anders Rygh Swensen [Downloadable!] 1999 Quantitative Economic Modeling vs Methodological Individualism ? by Buda, Rodolphe [Downloadable!] 1999 Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market by Fent, Thomas [Downloadable!] 1999 Adaptive agents in the House of Quality by Fent, Thomas [Downloadable!] 1999 Pauvreté vulnérabilité et marché du travail : le cas du Burkina Faso et de la Mauritanie ; Programmes SPSS et Limdep ; syntaxe et résultats by Jean-Pierre Lachaud 1999 The Reparametrization of Linear Models Subject to Exact Linear Restrictions by Hirschberg, J.G. & Slottje, D.J. 1999 Interpretation of the RAS method : absorption and fabrication effects are incorrect by MESNARD, Louis de [Downloadable!] 1999 Bicausative matrices to measure structural change: are they a good tool? by MESNARD, Louis de [Downloadable!] 1999 A Pure Binary LP Model to the Facility Layout Problem by Papahristodoulou, Christos [Downloadable!] 1999 On Makeham's formula and xed income mathematics by Jensen, Bjarne Astrup [Downloadable!] 1999 Die Berechnung von Passport-Optionen mit Finiten Elementen by Topper, Jürgen [Downloadable!] 1999 A Pure Binary LP Model to the Facility Layout Problem by Papahristodoulou, C. 1999 A Pure Binary LP Model to the Facility Layout Problem by Papahristodoulou, C. 1999 On the Nucleous of Neighbour Games by Klijn, F. & Vermeulen, D. & Hamers, H. & Solymosi, T. & Tijs, S. 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Bauwens, L. & Bos, C.S. & Van Dijk, H.K. 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Bauwens, L. & Bos, C.S. & Van Dijk, H.K. 1999 A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method by Vial, J.-P. 1999 Estimating Gram-Charlier Expansions with Positivity Constraints by Jondeau, E. & Rockinger, M. 1999 On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models by Desgranges, G. & Gauthier, S. 1999 On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models by Desgranges, G. & Gauthier, S. 1999 Equilibrium Selection in Games with Macroeconomic Complementarities by Oddvar M. Kaarbøe & Alexander F. Tieman [Downloadable!] 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Luc Bauwens & Charles S. Bos & Herman K. van Dijk [Downloadable!] 1999 The robustness of the capm : a computational approach by Herings, P.J.J. & Kubler, F. [Downloadable!] 1999 Double checking for two error types by Moors, J.J.A. [Downloadable!] 1999 On the nucleolus of neighbour games by Hamers, H. & Klijn, F. & Solymosi, T. [Downloadable!] 1999 Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk by L. Bauwens & C.S. Bos & H.K. van Dijk [Downloadable!] 1999 Machine Replacement, Technology Adoption and Convergence by Boucekkine, Raouf & Martinez, Blanca [Downloadable!] 1999 Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models by Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar [Downloadable!] 1999 Accuracy of stochastic perturbuation methods: the case of asset pricing models by Collard, Fabrice & Juillard, Michel [Downloadable!] 1999 Endogenous vs exogenously driven fluctuations in vintage capital models by Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar [Downloadable!] 1999 Decomposing Simulation Results with Respect to Exogenous Shocks by W. Jill Harrison & J. Mark Horridge & K.R. Pearson [Downloadable!] 1999 Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk by Dietmar P.J. Leisen [Downloadable!] 1999 research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model by Guoqiang Shen [Downloadable!] 1999 Norms as emergent properties of adaptive learning: The case of economic routines by Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi [Downloadable!] 1999 Connecting discrete and continuous path-dependent options by Paul Glasserman & S.G. Kou & Mark Broadie [Downloadable!] 1998 Computing Power Indices for Large Voting Games: A New Algorithm by Leech, D. 1998 Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm by Paul McNelis & John Duffy [Downloadable!] 1998 A Polynomial Algorithm for Special Case of the One-machine Scheduling Problem with Time-lags by Helena Ramalhinho-Lourenço [Downloadable!] 1998 Metaheuristics for The Bus-Driver Scheduling Problem by Helena Ramalhinho-Lourenço & José Pinto & Rita Portugal [Downloadable!] 1998 Parameterized Expectations Approach; Some Practical Issues by Albert Marcet & Guido Lorenzoni [Downloadable!] 1998 Adaptive Approach Heuristics for The Generalized Assignment Problem by Helena Ramalhinho-Lourenço & Daniel Serra [Downloadable!] 1998 On the Throughput-WIP Trade-off in Queueing Systems, Diminishing Returns and the Threshold Property: A Linear Programming Approach by José Niño-Mora [Downloadable!] 1998 Solutions to Linear Rational Expectations Models: A Compact Exposition by Bennett T. McCallum [Downloadable!] 1998 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients by Lawrence J. Christiano [Downloadable!] 1998 A Comparison of Alternative Estimators for Binary Panel Probit Models by Harris, M.N. & Macquarie, L.R. & Siouclis, A.J. 1998 Analyzing structural change: the biproportional mean filter and the biproportional bimarkovian filter by MESNARD, Louis de [Downloadable!] 1998 Genetic Algorithms and Economic Evolution by Riechmann, Thomas [Downloadable!] 1998 Finite Element Modelling of Exotic Options by Topper, Jürgen [Downloadable!] 1998 Solution of Perfect Foresight Saddlepoint Problems: A Simple Method and Applications by Martin Brunner & Holger Strulik [Downloadable!] 1998 Aggregation and Mixed Integer Rounding to Solve MIPs by Marchand, H. & Wolsey, L.A. 1998 A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine by Fragniere, E. & Gondzio, J. & Vial, J.-P. 1998 Risk Neutral Forecasting by Skouras, S. 1998 Price-quantity Adjustment in a Keynesian Economy by P. Jean-Jacques Herings & Gerard van der Laan & A.J.J. Dolf Talman 1998 Computation of the Nash equilibrium selected by the tracing procedure in n-person games by Herings, P.J.J. & Elzen, A. van den [Downloadable!] 1998 Numerical Solution of Dynamic Economic Models by Manuel Santos 1998 Estimating Gram-Charlier Expansions with Positivity Constraints by Jondeau, E. & Rockinger, M. [Downloadable!] 1998 Technological Competition a Qualitative Product Life Cycle by Marco Valente [Downloadable!] 1998 Laboratory for Simulation Development by Marco Valente [Downloadable!] 1998 An evolutionary approach to the examination of capital market efficiency by Joachim Coche [Downloadable!] 1997 Extended Sensitivity Analysis for Applied General Equilibrium Models by Dawkins, C. 1997 Testing for a unique equilibrium in applied general equilibrium models by Sami Dakhlia [Downloadable!] 1997 The Random-Time Binomial Model by Dietmar P.J. Leisen [Downloadable!] 1997 A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem by Alistair Windsor & Jacek B. Krawczyk [Downloadable!] 1997 An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains by Jacek B. Krawczyk & Alistair Windsor [Downloadable!] 1997 Relaxation Algorithms in Finding Nash Equilibria by Jacek B. Krawczyk & Steffan Berridge [Downloadable!] 1997 SEARCH, Variable Sample Size, A Computational Solution by Pedro Cosme [Downloadable!] 1997 Estimation of Dynamic Programming Models with Censored Dependent Variables by Aguirregabiria, V. 1997 A Sequential Game Model of Sports Championship Series: Theory and Estimation by Christopher Ferrall & Anthony A. Smith, Jr. [Downloadable!] 1997 Algorithms for Solving Dynamic Models with Occasionally Binding Constraints by Lawrence J. Christiano & Jonas D.M. Fisher 1997 An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model by Sanjiv Ranjan Das [Downloadable!] 1997 Computational Economics and Economic Theory: Substitutes or Complements by Kenneth L. Judd [Downloadable!] 1997 Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms by Riechmann, Thomas [Downloadable!] 1997 ESFQ: Une discipline equitable, minimisant la dispersion et adaptee aux bas debits by Abuamsha, O. & Fourneau, J.-M. & Pekergin, N. 1997 An Application of Cox's Non-Nested Test to trinomial Logit and Probit Models by Monfardini, C. 1997 Social Interactions, Local Spillovers and Unemployment by Topa, Giorgio [Downloadable!] 1997 A Subgroup Decomposable Measure of Relative Income Mobility by Fields, Gary S. & Ok, Efe A. [Downloadable!] 1997 A Note on Agent Based Imperfect Competition by Rocher, F. & Vila, X. 1997 A note on the forward measure by Mark Davis [Downloadable!] 1996 Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Method: Part II, the Multi-Station Case by Dimitris Bertsimas & José Niño-Mora [Downloadable!] 1996 Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Approach: Part I, the Single-Station Case by Dimitris Bertsimas & José Niño-Mora [Downloadable!] 1996 On the Mark(s) Optimim Currency Areas in Germany by Ghosh, A.R. & Wolf, H.C. 1996 The Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk by Arifovic, J & Eaton, C 1996 Policy Variability and Economic Growth by Hopenhayn, H. & Maniagurria, M.E. 1996 Do Financial Incentives Encourage Welfare Recipients to Work? Early Findings from the Canadian Self Sufficiency Project by David Card & Philip Robins [Downloadable!] 1996 Strain and the inflation - unemployment relationship: a conceptual and empirical investigation by Daianu, Daniel & Albu, Lucian-Liviu [Downloadable!] 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey by Kaufmann, Sylvia & Scheicher, Martin [Downloadable!] 1996 The Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk by Arifovic, J & Eaton, C 1996 Comparative Performance of Worker Co-operatives with Artificial Adaptive Agents by Novkovic, S 1996 The Analysis of VAR, Deltas and State Prices: A New Approach by Grundy, B.D. & Wiener, Z. 1996 Optimal Portfolio Selection and Financial Planning by Purcal, S.T. 1996 Computability of Preference, Utility, and Demand by Richter, M.K. & Wong, K-C. 1996 Bounded Rationalities and Computable Economies by Richter, M.K. & Wong, K-C. 1996 Pricing American-Style Securities Using Simulation by Broadie, M. & Glasserman, P. 1996 Numerical analysis of strategic contingent claims models by Anderson, Ronald W. & Tu, Cheng [Downloadable!] 1996 The Transition from a Drze Equilibrium to a Walrasian Equilibrium by Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard [Downloadable!] 1996 Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation by Binder, M. & Pesaran, H. 1996 Simultaneous Evolution of Learning Rules and Strategies by Kirchkamp, Oliver [Downloadable!] 1996 Learning of cycles and sunspot equilibria by Genetic Algorithms (*) by Herbert Dawid 1996 Economic evolution and the science of synergetics by John Foster & Phillip Wild 1996 Financial laws with algebraic automata theory by Salvador Cruz Rambaud [Downloadable!] 1995 An Analysis of International CO2 agreements by Amundsen, Eirik S. & Lønning, Dag & Rasmussen, Heine [Downloadable!] 1995 Sparse Direct Methods for Model Simulation by Manfred Gilli & Giorgio Pauletto [Downloadable!] 1995 Rule of Thumb and Dynamic Programming by Lettau, M. & Uhlig, H. [Downloadable!] 1995 Spatial Evolution of Automata in the Prisoners' Dilemma by Kirchkamp, Oliver 1995 Social Learning and Rational Expectations by Vives, X..A. 1995 Los sistemas financieros a través de la teoría algebraica de autómatas by Salvador Cruz Rambaud [Downloadable!] 1994 Recursive Contracts by Albert Marcet & Ramon Marimon [Downloadable!] 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement by Buda, Rodolphe [Downloadable!] 1994 How Many Monies? A Genetic Approach to Finding Optimum Currency Areas by Atish R. Ghosh & Holger C. Wolf [Downloadable!] 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models by Urzúa, Carlos M. [Downloadable!] 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models by Urzúa, Carlos M. [Downloadable!] 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models by Urzúa, Carlos M. 1993 Coherent Belief Revision and Equilibrium Selection in Games by Debra J. Holt 1993 Computing Equilibria of Non-Optimal Economies by Jean-Pierre DANTHINE & John B. DONALDSON 1991 An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming by William Cook & Thomas Rutherford & Herbert E. Scarf & David F. Shallcross [Downloadable!] On infinite-horizon minimum-cost hedging under cone constraints by Kevin Huang [Downloadable!] Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models by Raouf Boucekkine & Omar Licandro & Christopher Paul [Downloadable!] Collective Dynamics of Interacting Agents when Driven by PAM by Rainer Hegselmann & Ulrich Krause [Downloadable!] Toward a Theory and Agent-Based Model of the Networked Economy by Sergei Parinov [Downloadable!] Differentiability of the Value Function without Interiority Assumptions by Manuel Santos & Juan Pablo Rincon-Zapatero [Downloadable!] Incomplete-Market Equilibria Solved Recursively on an Event Tree by Bernard DUMAS & Andrew LYASOFF [Downloadable!] Constructing Long/Short Portfolios with the Omega ratio by Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ [Downloadable!] Distributed Optimisation of a Portfolio's Omega by Manfred Gilli & Enrico Schumann [Downloadable!] A review of heuristic optimization methods in econometrics by Manfred GILLI & Peter WINKER [Downloadable!] Barrier Option Pricing Using Adjusted Transition Probabilities by Giovanni Barone-Adesi & Nicola Fusari & John Theal [Downloadable!] A Data-Driven Optimization Heuristic for Downside Risk Minimization by Manfred Gilli & Evis Këllezi & Hilda Hysi [Downloadable!] Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market by Lux, T. & M. Marchesi Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents by Lux, T. & M. Marchesi Neighborhood effects and the distribution of income in cities by James Dow [Downloadable!] Proximity Relations, Partnership Structure and Supporting Institutions in an Agent-Based Model of an Industrial District Prototype by Riccardo Boero, Flaminio Squazzoni [Downloadable!] Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach by D.D.B. van Bragt, E.H. Gerding, J.A. La Poutre [Downloadable!] Comments on the paper Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination , by Chen, Duffy and Yeh by Marco Valente [Downloadable!] Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game by Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
