Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2016

• Di Corato, Luca, 2016, "Rural land development under hyperbolic discounting: a real option approach," Working Paper Series, Swedish University of Agricultural Sciences, Department Economics, number 2016:8, Aug.
• Di Corato, Luca & Moretto, Michele, 2016, "Selling real assets: the impact of idiosyncratic project risk in an auction environment," Working Paper Series, Swedish University of Agricultural Sciences, Department Economics, number 2016:9, Aug.
• Eriksson, Mathilda, 2016, "The Role of the Forest in Climate Policy," Umeå Economic Studies, Umeå University, Department of Economics, number 927, Apr.
• Alexander Chigodaev, 2016, "Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach," HSE Working papers, National Research University Higher School of Economics, number WP BRP 53/FE/2016.
• Galanis, Giorgos & Veneziani, Roberto & Yoshihara, Naoki, 2016, "Growth, Exploitation and Class Inequalities," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 636, Feb.
• Ernesto A. Lagarda-Leyva, 2016, "Freshwater White Shrimp Supply Chain Performance Assessment, Evaluacion Del Desempeno De La Cadena De Suministro Del Camaron Blanco De Agua," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 1, pages 33-55.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Pierre, Erwan & Villeneuve, Stéphane & Warin, Xavier, 2016, "Numerical approximation of a cash-constrained firm value with investment opportunities," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 860, Mar.
• Sahba Fatima, 2016, "Performance Evaluation of Thermal Power Generation: Non-Parametric Frontier Approach," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 81-92, March.
• José Carlos Trejo García & Humberto Ríos Bolívar & Miguel Ángel Martínez García, 2016, "Análisis de la Administración del Riesgo Crediticio en México para Tarjetas de Crédito," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 103-121, Enero-Jun.
• Mahinda Wijesiri, 2016, "Weathering the storm: Ownership structure and performance of microfinance institutions in the wake of the global financial crisis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-002, Jan.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016, "Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-07, Apr.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016, "Spatial Ensemble Post-Processing with Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-08, Apr.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016, "Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-21, Jul.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016, "Tricks for improving non-homogeneous regression for probabilistic precipitation forecasts: Perfect predictions, heavy tails, and link functions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-28, Oct.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016, "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-31, Oct.
• Sandrine Kablan, 2013, "Microfinance efficiency in the West African economic and monetary union: have reforms promoted sustainability or outreach?," Working Papers, Department of Research, Ipag Business School, number 2013-25, Jan.
• Juan Aparicio & Javier Barbero & Magdalena Kapelko & Jesus T. Pastor & Jose L. Zofio, 2016, "Environmental Productivity Change in World Air Emissions: A new Malmquist-Luenberger Index Approach," JRC Research Reports, Joint Research Centre, number JRC104083, Dec.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2016, "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers, IRENE Institute of Economic Research, number 16-05, Oct.
• Lemoine, Derek & Rudik, Ivan, 2016, "Managing Climate Change Under Uncertainty: Recursive Integrated Assessment at an Inflection Point," ISU General Staff Papers, Iowa State University, Department of Economics, number 201610010700001015, Oct.
• Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi, 2016, "Systemically Important Banks:A Permutation Test Approach," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 70, issue 3, pages 41-52, July-Sept.
• Brixiova Schwidrowski, Zuzana & Kangoye, Thierry, 2016, "Start-Up Capital and Women's Entrepreneurship: Evidence from Swaziland," IZA Discussion Papers, IZA Network @ LISER, number 10279, Oct.
• Mª Pilar García-Alcober & Manuel Illueca & Diego Prior & Emili Tortosa-Ausina, 2016, "Risk-taking behavior, earnings quality, and performance in Spanish banking: A profit frontier approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/19.
• Kazuo Murota, 2016, "Discrete convex analysis: A tool for economics and game theory," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 1, issue 1, pages 151-273, December, DOI: 10.22574/jmid.2016.12.005.
• Drew Zhu, 2016, "Demand without Utility: The First Evidence," 2016 Papers, Job Market Papers, number pzh519, Nov.
• Fendel Tanja, 2016, "Migration and Regional Wage Disparities in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 1, pages 3-35, February, DOI: 10.1515/jbnst-2015-1001.
• Schleer Frauke & Semmler Willi, 2016, "Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 6, pages 609-638, December, DOI: 10.1515/jbnst-2015-1042.
• Anne-Christine Barthel & Tarun Sabarwal, 2016, "Directional Monotone Comparative Statics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201601, Jan.
• Kenneth Bruhn & Ninna Reitzel Jensen & Mogens Steffensen, 2016, "Smooth investment," Annals of Finance, Springer, volume 12, issue 3, pages 335-361, December, DOI: 10.1007/s10436-016-0283-7.
• David Hudgins & Joon Na, 2016, "Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 121-155, February, DOI: 10.1007/s10614-014-9472-5.
• Rolando Martínez, 2016, "Balancing Social Accounting Matrices with Artificial Polymorphus Ants," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 179-191, February, DOI: 10.1007/s10614-014-9476-1.
• Jevgenijs Steinbuks & Thomas Hertel, 2016, "Confronting the Food–Energy–Environment Trilemma: Global Land Use in the Long Run," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 3, pages 545-570, March, DOI: 10.1007/s10640-014-9848-y.
• Sturla Kvamsdal & Diwakar Poudel & Leif Sandal, 2016, "Harvesting in a Fishery with Stochastic Growth and a Mean-Reverting Price," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 3, pages 643-663, March, DOI: 10.1007/s10640-014-9857-x.
• Yacov Tsur & Amos Zemel, 2016, "The Management of Fragile Resources: A Long Term Perspective," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 65, issue 3, pages 639-655, November, DOI: 10.1007/s10640-016-0005-7.
• Tatiana Kiseleva, 2016, "Heterogeneous Beliefs and Climate Catastrophes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 65, issue 3, pages 599-622, November, DOI: 10.1007/s10640-016-0036-0.
• Thomas S. Lontzek & Daiju Narita & Ole Wilms, 2016, "Stochastic Integrated Assessment of Ecosystem Tipping Risk," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 65, issue 3, pages 573-598, November, DOI: 10.1007/s10640-016-0054-y.
• Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2016, "Congestion in production correspondences," Journal of Economics, Springer, volume 119, issue 1, pages 65-90, September, DOI: 10.1007/s00712-016-0484-6.
• Luca Corato, 2016, "Investment stimuli under government present-biased time preferences," Journal of Economics, Springer, volume 119, issue 2, pages 101-111, October, DOI: 10.1007/s00712-016-0494-4.
• Mette Asmild & Tomas Baležentis & Jens Hougaard, 2016, "Multi-directional program efficiency: the case of Lithuanian family farms," Journal of Productivity Analysis, Springer, volume 45, issue 1, pages 23-33, February, DOI: 10.1007/s11123-014-0419-6.
• Dimitris Despotis & Gregory Koronakos & Dimitris Sotiros, 2016, "Composition versus decomposition in two-stage network DEA: a reverse approach," Journal of Productivity Analysis, Springer, volume 45, issue 1, pages 71-87, February, DOI: 10.1007/s11123-014-0415-x.
• Jean-Philippe Boussemart & Hervé Leleu & Oluwaseun Ojo, 2016, "Exploring cost dominance in crop farming systems between high and low pesticide use," Journal of Productivity Analysis, Springer, volume 45, issue 2, pages 197-214, April, DOI: 10.1007/s11123-015-0443-1.
• Theodoros Skevas & Teresa Serra, 2016, "The role of pest pressure in technical and environmental inefficiency analysis of Dutch arable farms: an event-specific data envelopment approach," Journal of Productivity Analysis, Springer, volume 46, issue 2, pages 139-153, December, DOI: 10.1007/s11123-016-0476-0.
• Mette Asmild & Tomas Baležentis & Jens Leth Hougaard, 2016, "Multi-directional productivity change: MEA-Malmquist," Journal of Productivity Analysis, Springer, volume 46, issue 2, pages 109-119, December, DOI: 10.1007/s11123-016-0486-y.
• Matthias Göcke & Svetlana Fedoseeva, 2016, "Optimal Monopolist Export Pricing with Dynamic Demand and Learning Curve Effects," Open Economies Review, Springer, volume 27, issue 3, pages 447-469, July, DOI: 10.1007/s11079-015-9380-x.
• Joachim Bertsch & Simeon Hagspiel & Lisa Just, 2016, "Congestion management in power systems," Journal of Regulatory Economics, Springer, volume 50, issue 3, pages 290-327, December, DOI: 10.1007/s11149-016-9310-x.
• Marcos Escobar & Daniel Krause & Rudi Zagst, 2016, "Stochastic covariance and dimension reduction in the pricing of basket options," Review of Derivatives Research, Springer, volume 19, issue 3, pages 165-200, October, DOI: 10.1007/s11147-016-9119-x.
• Michelle Sovinsky & Steven Stern, 2016, "Dynamic modelling of long-term care decisions," Review of Economics of the Household, Springer, volume 14, issue 2, pages 463-488, June, DOI: 10.1007/s11150-013-9236-3.
• Masayuki Yao, 2016, "Recursive Utility and the Solution to the Bellman Equation," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2016-08, Feb.
• Ayse Kabukcuoglu & Enrique Martínez-García, 2016, "The Market Resources Method for Solving Dynamic Optimization Problems," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1607, Jul.
• George E. HALKOS & George J. PAPAGEORGIOU, 2016, "Dynamical Methods Applied in Natural Resource Economics," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 1, pages 12-31, March.
• Tarik AKIN & Abbas MIRAKHOR, 2016, "Efficiency with Rule-Compliance: A Contribution to the Theory of the Firm in Islamic Economics," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 560-574, September.
• Zuzana Brixiová & Thierry Kangoye, 2016, "Start-Up Capital and Women's Entrepreneurship: Evidence from Swaziland," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 192.
• Anthony Kudjo Gborgenu & Frank B. K. Twenefour & Mathias Gyamfi, 2016, "Achieving Efficiency in Gas Pipeline Connection: Evidence from Ghana," International Journal of Business and Social Research, LAR Center Press, volume 6, issue 5, pages 28-42, May.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2016, "Economic growth and agricultural land conversion under uncertain productivity improvements in agriculture," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 240, Jun.
• Thierry Kame Babilla & Adele Ngo Bilong & Sandra Kendo & Martin Jaures Ndzana Eloundou, 2016, "Macroeconomics implications of female entrepreneurs facing financial frictions to access to credit: A DSGE model approach in Cameroon," Working Papers MPIA, PEP-MPIA, number 2016-02.
• Amrita Chatterjee & Arpita Ghose, 2016, "Consumer’s Acceptance towards Genetically Modified Crops and Growth of the Economy: A Theoretical Approach," Working Papers, Madras School of Economics,Chennai,India, number 2016-137, Jan.
• Alexandru Mandes, 2016, "Algorithmic and High-Frequency Trading Strategies: A Literature Review," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201625.
• Fekri, Roxana & Amiri, Maghsoud & Sajjad, Rasoul & Golestaneh, Ramin, 2016, "Optimization of Bank Portfolio Investment Decision Considering Resistive Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 375-400, October.
• Dilem Yıldırım, 2016, "Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1604, Apr, revised Apr 2016.
• Massimiliano Kaucic & Roberto Daris, 2016, "Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 4 (Winter, pages 359-384.
• Anthony Kudjo Gborgenu & Frank B. K. Twenefour & Mathias Gyamfi, 2016, "Achieving Efficiency in Gas Pipeline Connection: Evidence from Ghana," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 6, issue 5, pages 28-42, May.
• Jozsef Moczar, 2016, "Noether's Theorem and the Lie Symmetries of Goodwin-model," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1601, Oct.
• Alexandre Skoda, 2016, "Convexity of Network Restricted Games Induced by Minimum Partitions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16019, Mar.
• Alexandre Skoda, 2016, "Inheritance of Convexity for Partition Restricted Games," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16040, May, DOI: 10.1016/j.disopt.2017.01.004.
• Przemysław Włodarczyk, 2016, "Modele reprezentatywnych podmiotów gospodarczych jako narzędzie analizy w nowej syntezie neoklasycznej," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 6, pages 553-584.
• Arkadiusz Florczak & Janusz Jabłonowski, 2016, "Consumption over the life cycle in Poland," NBP Working Papers, Narodowy Bank Polski, number 252.
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
• Dan Cao & Iván Werning, 2016, "Dynamic Savings Choices with Disagreements," NBER Working Papers, National Bureau of Economic Research, Inc, number 22007, Feb.
• Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016, "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22012, Feb.
• Frank N. Caliendo & Maria Casanova & Aspen Gorry & Sita Slavov, 2016, "The Welfare Cost of Retirement Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 22609, Sep.
• Alan L. Gustman & Thomas L. Steinmeier & Nahid Tabatabai, 2016, "A Structural Analysis of the Effects of the Great Recession on Retirement and Working Longer by Members of Two-Earner Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 22984, Dec.
• Arkin, V. & Slastnikov, A., 2016, "Optimization of Budget Subsidies on Credits for Investment Projects," Journal of the New Economic Association, New Economic Association, volume 29, issue 1, pages 12-26.
• Churashev V. N. & Markova V. M., 2016, "Efficiency of Power Technologies of Utilization of Thermal Waste from Positions of Regional System (For the Kemerovo Region). Part 2," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 1, pages 39-49.
• Suslov N. I. & Buzulutskov V. F., 2016, "Assessment of macroeconomic effects from using alternative technologies for production of cold with application of OMMM - Holod model," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 2, pages 16-33.
• Тоkarev А.N., 2016, "Analysis of the impact of institutional environment on the policy of oil companies in the sphere of subsoil use," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 2, pages 132-144.
• Blam Yu. Sh. & Mashkina L. V. & Stoylova A. S., 2016, "Optimization of the Russian macroeconomic policy for 2016–2020," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 4, pages 39-47.
• Ingersoll, Jonathan E., 2016, "Cumulative Prospect Theory, Aggregation, and Pricing," Critical Finance Review, now publishers, volume 5, issue 2, pages 305-350, December, DOI: 10.1561/104.00000018.
• Prakash Kumar Shrestha, Ph.D., 2016, "Macroeconomic Impact of International Reserves: Empirical Evidence from South Asia," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 28, issue 1, pages 1-26, April.
• Justin van de Ven, 2016, "LINDA: A dynamic microsimulation model for analysing policy effects on the evolving population cross-section," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 459, May.
• Justin Van de Ven, 2016, "Parameterising the LINDA microsimulation model of benefit unit savings and labour supply," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 464, Aug.
• Adrian-Mihai Zaharia-Radulescu & Ioan Radu, 2016, "Neuro-Fuzzy Modeling Applied In Program Management To Increase Local Public Administration Performance," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 968-975, July.
• John Quah, 2016, "Supermodular Correspondences," Economics Series Working Papers, University of Oxford, Department of Economics, number 795, Apr.
• Pawel Dziewulski, 2016, "Eliciting the just-noticeable difference," Economics Series Working Papers, University of Oxford, Department of Economics, number 798, Jul.
• Luca Di Corato & Michele Moretto & Gianpaolo Rossini, 2016, "Financing ?exibility: the case of outsourcing," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0206, May.

2015

• Ruiz-Villaverde, Alberto & Picazo-Tadeo, Andrés J. & González-Gómez, Francisco, 2015, "The ‘social choice’ of privatising urban water services: A case study of Madrid in Spain," Journal of Policy Modeling, Elsevier, volume 37, issue 4, pages 616-629, DOI: 10.1016/j.jpolmod.2015.04.005.
• Huang, Weihong & Chen, Zhenxi, 2015, "Heterogeneous agents in multi-markets: A coupled map lattices approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 108, issue C, pages 3-15, DOI: 10.1016/j.matcom.2013.10.004.
• Borissov, Kirill & Dubey, Ram Sewak, 2015, "A characterization of Ramsey equilibrium in a model with limited borrowing," Journal of Mathematical Economics, Elsevier, volume 56, issue C, pages 67-78, DOI: 10.1016/j.jmateco.2014.12.004.
• Becker, Robert A. & Borissov, Kirill & Dubey, Ram Sewak, 2015, "Ramsey equilibrium with liberal borrowing," Journal of Mathematical Economics, Elsevier, volume 61, issue C, pages 296-304, DOI: 10.1016/j.jmateco.2015.09.009.
• Koenig, Matthias & Meissner, Joern, 2015, "Value-at-risk optimal policies for revenue management problems," International Journal of Production Economics, Elsevier, volume 166, issue C, pages 11-19, DOI: 10.1016/j.ijpe.2015.03.027.
• Gustman, Alan L. & Steinmeier, Thomas L., 2015, "Effects of social security policies on benefit claiming, retirement and saving," Journal of Public Economics, Elsevier, volume 129, issue C, pages 51-62, DOI: 10.1016/j.jpubeco.2015.07.005.
• Stucchi, Patrizia, 2015, "A unified approach to portfolio selection in a tracking error framework with additional constraints on risk," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 165-174, DOI: 10.1016/j.qref.2014.09.008.
• Okullo, Samuel J. & Reynès, Frédéric & Hofkes, Marjan W., 2015, "Modeling peak oil and the geological constraints on oil production," Resource and Energy Economics, Elsevier, volume 40, issue C, pages 36-56, DOI: 10.1016/j.reseneeco.2015.01.002.
• Framstad, Nils Chr. & Strand, Jon, 2015, "Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions," Resource and Energy Economics, Elsevier, volume 41, issue C, pages 1-18, DOI: 10.1016/j.reseneeco.2015.03.003.
• Melstrom, Richard T., 2015, "Cyclical harvesting in fisheries with bycatch," Resource and Energy Economics, Elsevier, volume 42, issue C, pages 1-15, DOI: 10.1016/j.reseneeco.2015.05.003.
• Six, M. & Wirl, F., 2015, "Optimal pollution management when discount rates are endogenous," Resource and Energy Economics, Elsevier, volume 42, issue C, pages 53-70, DOI: 10.1016/j.reseneeco.2015.06.002.
• Yang, Zhaojun & Zhang, Chunhong, 2015, "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 254-273, DOI: 10.1016/j.iref.2014.11.027.
• Stijepic, Denis, 2015, "A geometrical approach to structural change modelling," Structural Change and Economic Dynamics, Elsevier, volume 33, issue C, pages 71-85, DOI: 10.1016/j.strueco.2015.04.001.
• Philipp M. Richter & Roman Mendelevitch & Frank Jotzo, 2015, "Market Power Rents and Climate Change Mitigation: A Rationale for Coal Taxes?," CCEP Working Papers, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University, number 1507, Aug.
• Neven Vidakovic, 2015, "Bank’s choice of loan portfolio under high regulation – example of Croatia," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 2, issue 1, pages 29-44.
• Neven Vidakovic, 2015, "Exchange Rate Regime And A Household’s Choice Of Debt," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0001, Nov.
• David Quiroz & Luis Arce, 2015, "Mathematical Formalization of the Economic Social Communitarian Productive Model," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 1, issue 1, pages 1-31, October.
• David Quiroz & Luis Arce, 2015, "Formalización Matemática del Modelo Económico Social Comunitario Productivo," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 1, issue 1, pages 81-120, Octubre.
• Pach, János & Swanepoel, Konrad J., 2015, "Double-normal pairs in the plane and on the sphere," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57687.
• Matsuyama, Kiminori & Sushko, Iryna & Gardini, Laura, 2015, "Globalization and synchronization of innovation cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86282, Dec.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2015, "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015, EcoMod, number 8380, Jul.
• Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015, "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-21.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-32, Nov.
• Zuidwijk, R.A., 2015, "Are we connected?," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number Reference number ERIM: EI, Nov.
• Christian Cordes & Tong-Yaa Su & Pontus Strimling, 2015, "Going Through a Crisis: Firm Devekopment and Firm SIze Distributions," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2015-06, Dec.
• Biresh K Sahoo & Ramadhar Singh & Bineet Mishra & Krithiga Sankaran, 2015, "Research Productivity in Management Schools of India: A Directional Benefit-of-Doubt Model Analysis," Working Papers, eSocialSciences, number id:7139, Jul.
• Brogueira, Joao; Schuetze, Fabian, 2015, "Existence and uniqueness of equilibrium in Lucas' asset pricing model when utility is unbounded," Economics Working Papers, European University Institute, number ECO2015/02.
• Yuri Yatsenko, 2015, "Models and Games with Adaptation and Mitigation," CEEES Paper Series, European University at St. Petersburg, Department of Economics, number CE3S-01/15, Nov.
• Anastasios Xepapadeas & Athanasios Yannacopoulos, 2015, "Spatial Resource Management under Pollution Externalities," CEEES Paper Series, European University at St. Petersburg, Department of Economics, number CE3S-05/15, Nov.
• Robert A. Becker & Kirill Borissov & Ram Sewak Dubey, 2015, "Ramsey Equilibrium with Liberal Borrowing," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2015/02, May.
• Keqing Liu, 2015, "Bank Equity and Macroprudential Policy," Discussion Papers, University of Exeter, Department of Economics, number 1503.
• Prudence Dato, 2015, "Energy transition under irreversibility: a two-sector approach," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2015.05, Feb.
• Shilei Wang, 2015, "The Iterative Nature of a Class of Economic Dynamics," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 9, issue 3, pages 155-168, December.
• Andras Simonovits, 2015, "Benefit-Retirement Age Schedules and Redistribution in Public Pension Systems," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 5, pages 362-376, October.
• Francesco Bosello, 2015, "Catastrophic Risk, Precautionary Abatement, and Adaptation Transfers," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, September.
• Francesco Bosello & Enrica De Cian & Licia Ferranna, 2015, "Catastrophic Risk, Precautionary Abatement, and Adaptation Transfers," Working Papers, Fondazione Eni Enrico Mattei, number 2014.108, Jan.
• Elorri Igos & Benedetto Rugani & Sameer Rege & Enrico Benetto & Laurent Drouet & Dan Zachary & Tom Hass, 2015, "Implications of Weak Near-term Climate Policies on Long-term Mitigation Pathways," Working Papers, Fondazione Eni Enrico Mattei, number 2015.09, Feb.
• Michael Hübler & Oliver Schenker & Carolyn Fischer, 2015, "Second-Best Analysis of European Energy Policy: Is One Bird in the Hand Worth Two in the Bush?," Working Papers, Fondazione Eni Enrico Mattei, number 2015.106, Oct.
• Delavane B. Diaz, 2015, "Estimating Global Damages from Sea Level Rise with the Coastal Impact and Adaptation Model (CIAM)," Working Papers, Fondazione Eni Enrico Mattei, number 2015.63, Jul.
• Delavane B. Diaz, 2015, "Integrated Assessment of Climate Catastrophes with Endogenous Uncertainty: Does the Risk of Ice Sheet Collapse Justify Precautionary Mitigation?," Working Papers, Fondazione Eni Enrico Mattei, number 2015.64, Jul.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015, "Measuring Ambiguity Aversion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-105, Nov, DOI: 10.17016/FEDS.2015.105.
• Yulei Luo & Jun Nie & Eric Young, 2015, "Robust permanent income in general equilibrium," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-14, Oct, DOI: 10.18651/RWP2015-14.
• Lindsay Shutes & Marijke Kuiper, 2015, "Expanding the household coverage of global simulation models: an application to Ghana," FOODSECURE Technical papers, LEI Wageningen UR, number 3, Jan.
• G.N. Botzoris & K. Papadopoulos & B.K. Papadopoulos, 2015, "A Method For The Evaluation And Selection Of An Appropriate Fuzzy Implication By Using Statistical Data," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 19-29, November.
• Andrea Bonilla Bolaños, 2015, "Initiative for Infrastructure Integration in South America : Way toward Regional Convergence," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1521.
• Yuting Bai & Tatiana Kirsanova & Campbell Leith, 2015, "Nominal Targeting in an Economy with Government Debt," Working Papers, Business School - Economics, University of Glasgow, number 2015_16, Jun.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-05, Mar.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Portfolio Management With Higher Moments: The Cardinality Impact," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-15, Jul.
• Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2015, "Survival Maximizing Leverage of an Economy: The Case of Greece," Working Papers, University of Guelph, Department of Economics and Finance, number 1503.
• T Azomahou & Bity Diene & Mbaye Diene & Luc Soete, 2015, "Optimal health investment and preferences structure," CERDI Working papers, HAL, number halshs-01144802, Apr.
• Takashi Kamihigashi & Cuong Le Van, 2015, "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01159177, Jan.
• Thomas. Olivier Léautier & Genviève Gauthier, & Diego Amaya,, 2015, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," Post-Print, HAL, number hal-01316860, DOI: 10.1111/jori.12025.
• Hubert Stahn & Agnès Tomini, 2015, "Rainwater Harvesting under Endogenous Capacity of Storage: a Solution to Aquifer Preservation?," Post-Print, HAL, number hal-01457327, Dec, DOI: 10.15609/annaeconstat2009.119-120.2.
• Claire Naiditch & Agnès Tomini & Christian Ben Lakhdar, 2015, "Remittances and incentive to migrate: An epidemic approach of migration," Post-Print, HAL, number hal-01457400, Aug, DOI: 10.1016/j.inteco.2015.03.001.
• Jean-Philippe Boussemart & Herve Leleu & Oluwaseun Ojo, 2015, "Exploring cost dominance in crop farming systems between high and low pesticide use," Post-Print, HAL, number hal-01533552, Apr, DOI: 10.1007/s11123-015-0443-1.
• Giorgio Fabbri & Silvia Faggian & Giuseppe Freni, 2015, "On the Mitra–Wan forest management problem in continuous time," Post-Print, HAL, number hal-01615431, May, DOI: 10.1016/j.jet.2015.03.004.
• Sophie S. Drogue & Romain Vignes & Marie Josèphe Amiot, 2015, "The impact of optimized diet patterns at a macro-level: the case of Tunisia," Post-Print, HAL, number hal-02796604, May.
• L. Zhang & L. Botti & Sylvain Petit, 2015, "Destination performance: Introducing the utility function in the Mean-Variance space," Post-Print, HAL, number hal-02974984, Jun.
• Takashi Kamihigashi & Cuong Le Van, 2015, "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Post-Print, HAL, number halshs-01159177, Jan.
• Théophile Azomahou & Bity Diene & Mbaye Diene & Luc Soete, 2015, "Optimal health investment and preference structure," Post-Print, HAL, number halshs-01228716, DOI: 10.1007/s00199-015-0896-5.
• Anna Creti & Alena Kotelnikova & Guy Meunier & Jean-Pierre Ponssard, 2015, "Defining the abatement cost in presence of learning-by-doing: application to the fuel cell electric vehicle," Working Papers, HAL, number hal-01158461, Jun.
• Giorgio Fabbri, 2015, "Ecological barriers and convergence: a note on geometry in spatial growth models," Working Papers, HAL, number hal-01159253, May.
• Marc Baudry & Clément Bonnet, 2015, "Market pull instruments and the development of wind power in Europe: a counterfactual analysis," Working Papers, HAL, number hal-04141408.
• Raouf Boucekkine & Fouad El Ouardighi, 2015, "Optimal Growth with Polluting Waste and Recycling," Working Papers, HAL, number halshs-01126636, Mar.
• T Azomahou & Bity Diene & Mbaye Diene & Luc Soete, 2015, "Optimal health investment and preferences structure," Working Papers, HAL, number halshs-01144802, Apr.
• Prudence Dato, 2015, "Energy transition under irreversibility: a two-sector approach," Working Papers, HAL, number halshs-01172146, Jul.
• Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2018, "Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying," Working Papers, HAL, number halshs-01181214, Jan.
• Raouf Boucekkine & Patrick Pintus & Benteng Zou, 2015, "Stochastic Stability of Endogenous Growth: Theory and Applications," Working Papers, HAL, number halshs-01181505, Jul.
• Andrea Bonilla, 2015, "Initiative for Infrastructure Integration in South America: Way toward Regional Convergence," Working Papers, HAL, number halshs-01189319.
• Giorgio Fabbri, 2015, "International Borrowing Without Commitment and Informational Lags: Choice under Uncertainty," Working Papers, HAL, number halshs-01191796, Sep.
• Peter Biro & Walter Kern & Daniel Paulusma & Peter Wojuteczky, 2015, "The Stable Fixtures Problem with Payments," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1545, Sep.
• Belik, Ivan & Jörnsten, Kurt, 2015, "Shapley-Based Stackelberg Leadership Formation in Networks," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/16, Apr.
• Nævdal, Eric, 2015, "Catastrophes and Expected Marginal Utility – How The Value Of The Last Fish In A Lake Is Infinity And Why We Shouldn't Care (Much)," Memorandum, Oslo University, Department of Economics, number 08/2015, Mar.
• Førsund, Finn, 2015, "Economic Perspectives on DEA," Memorandum, Oslo University, Department of Economics, number 10/2015, Apr.
• Førsund, Finn. R., 2015, "Productivity Interpretations of the Farrell Efficiency Measures and the Malmquist Index and its Decomposition," Memorandum, Oslo University, Department of Economics, number 14/2015, Aug.
• Lusby, Richard Martin & Range, Troels Martin & Larsen, Jesper, 2015, "A Benders decomposition-based Matheuristic for the Cardinality Constrained Shift Design Problem," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 9/2015, Apr.
• Di Corato, Luca & Dosi, Cesare & Moretto, Michele, 2015, "Multidimensional auctions for long-term procurement contracts under the threat of early exit: the case of conservation auctions," Working Paper Series, Swedish University of Agricultural Sciences, Department Economics, number 2015:6, Aug.
• Larsson, Bo & Wijkander, Hans, 2015, "Dynamic Banking with Endogenous Risk Based Funding Cost: Value Maximization, Risk-taking, Responses to Regulation and Credit Contraction," Research Papers in Economics, Stockholm University, Department of Economics, number 2015:3, Mar.
• Andrei S. Akhremenko & Alexander P. Petrov & Egor A. Yureskul, 2015, "Cyclically Balanced Growth Paths in a Model of Economic Growth with Endogenous Policy Switching," HSE Working papers, National Research University Higher School of Economics, number WP BRP 109/EC/2015.
• Nikolay P. Pilnik & Igor Pospelov & Ivan P. Stankevich, 2015, "Multiproduct Model Decomposition of Components of Russian GDP," HSE Working papers, National Research University Higher School of Economics, number WP BRP 111/EC/2015.
• Misha Gavrilovich & Victoriya Kreps, 2015, "On a Class of Optimization Problems with No “Effectively Computable” Solution," HSE Working papers, National Research University Higher School of Economics, number WP BRP 112/EC/2015.
• Nikolay A. Andreev, 2015, "Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits," HSE Working papers, National Research University Higher School of Economics, number WP BRP 45/FE/2015.
• Igor G. Pospelov & Stanislav A. Radionov, 2015, "Optimal Dividend Policy When Cash Surplus Follows The Telegraph Process," HSE Working papers, National Research University Higher School of Economics, number WP BRP 48/FE/2015.
• Dmitry Dagaev & Alex Suzdaltsev, 2015, "Seeding, Competitive Intensity and Quality in Knock-Out Tournaments," HSE Working papers, National Research University Higher School of Economics, number WP BRP 91/EC/2015.
• Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015, "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers, Hoover Institution, Stanford University, number 15105, Mar.
• Prabir C. Bhattacharya, 2015, "A Model of Optimal Development," Heriot-Watt University Economics Discussion Papers, Department of Economics, School of Management and Languages, Heriot Watt University, number 1504.
• Prabir C. Bhattacharya, 2015, "A Model of Optimal Development: Further Results," Heriot-Watt University Economics Discussion Papers, Department of Economics, School of Management and Languages, Heriot Watt University, number 1504a.
• Francesco Menoncin & Luca Regis, 2015, "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers, IMT School for Advanced Studies Lucca, number 2/2015, May, revised May 2015.
• Jorge A. Restrepo M & Lorenzo Portocarrero S & Juan Gabriel Vanegas L, 2015, "Industrial Sector Exports In Colombia: Efficient Frontier Analysis," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 85-97.
• Popirlan Cristina, 2015, "Parallel projection algorithm for solving economics systems," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, volume 2.
• Popirlan Cristina, 2015, "Iterative methods used to solve economic systems," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, volume 3.
• Kiminori Matsuyama & Iryna Sushko & Laura Gardini, 2015, "Revisiting the Model of Credit Cycles with Good and Bad Projects," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-02, Feb.
• Grey Gordon & Shi Qiu, 2015, "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-002, Feb.
• Robert A. Becker & Kirill Borissov & Ram Sewak Dubey, 2015, "Ramsey Equilibrium with Liberal Borrowing," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-003, Sep.
• Meryem Duygun & Diego Prior & Mohamed Shaban & Emili Tortosa-Ausina, 2015, "Disentangling the European Airlines efficiency puzzle:A network data envelopment analysis approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/04.
• Chaoying Qi & James Juniper & James Xiaohe Zhang, 2015, "“Minsky Moment” and financial fragility : The case of China," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 279-291, Special I.