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

2015

• 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.
• Dmitri Blueschke & Ivan Savin, 2015, "No such thing like perfect hammer: comparing different objective function specifications for optimal control," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2015-005, May.
• Dimitri Blueschke & Viktoria Blüschke-Nikolaeva & Ivan Savin, 2015, "Slow and steady wins the race: approximating Nash equilibria in nonlinear quadratic tracking games," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2015-011, Jul.
• William A. Barnett & Guo Chen, 2015, "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201411, Apr, revised Apr 2015.
• Bo Yi & Frederi Viens & Baron Law & Zhongfei Li, 2015, "Dynamic portfolio selection with mispricing and model ambiguity," Annals of Finance, Springer, volume 11, issue 1, pages 37-75, February, DOI: 10.1007/s10436-014-0252-y.
• Guillaume Coqueret, 2015, "Diversified minimum-variance portfolios," Annals of Finance, Springer, volume 11, issue 2, pages 221-241, May, DOI: 10.1007/s10436-014-0253-x.
• Andrew Heunis, 2015, "Quadratic minimization with portfolio and terminal wealth constraints," Annals of Finance, Springer, volume 11, issue 2, pages 243-282, May, DOI: 10.1007/s10436-014-0254-9.
• Ting-Kam Wong, 2015, "Optimization of relative arbitrage," Annals of Finance, Springer, volume 11, issue 3, pages 345-382, November, DOI: 10.1007/s10436-015-0261-5.
• Daniela Neykova & Marcos Escobar & Rudi Zagst, 2015, "Optimal investment in multidimensional Markov-modulated affine models," Annals of Finance, Springer, volume 11, issue 3, pages 503-530, November, DOI: 10.1007/s10436-015-0268-y.
• Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015, "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 2, pages 261-284, February, DOI: 10.1007/s10614-014-9419-x.
• David Aadland & Charles Sims & David Finnoff, 2015, "Spatial Dynamics of Optimal Management in Bioeconomic Systems," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 4, pages 545-577, April, DOI: 10.1007/s10614-014-9442-y.
• Edward Sun & Timm Kruse & Min-Teh Yu, 2015, "Financial Transaction Tax: Policy Analytics Based on Optimal Trading," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 1, pages 103-141, June, DOI: 10.1007/s10614-014-9473-4.
• Florian Hauser & Jürgen Huber & Bob Kaempff, 2015, "Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 2, pages 205-229, August, DOI: 10.1007/s10614-014-9439-6.
• Pasquale L. Scandizzo & Marco Ventura, 2015, "Organized crime, extortion and entrepreneurship under uncertainty," European Journal of Law and Economics, Springer, volume 39, issue 1, pages 119-144, February, DOI: 10.1007/s10657-014-9479-3.
• Adriana Piazza & Bernardo Pagnoncelli, 2015, "The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases," Journal of Economics, Springer, volume 115, issue 2, pages 175-194, June, DOI: 10.1007/s00712-014-0414-4.
• Vladimir Krivonozhko & Finn Førsund & Andrey Lychev, 2015, "Terminal units in DEA: definition and determination," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 151-164, April, DOI: 10.1007/s11123-013-0375-6.
• Constantin Belu, 2015, "Are distance measures effective at measuring efficiency? DEA meets the vintage model," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 237-248, June, DOI: 10.1007/s11123-015-0438-y.
• Sung Li & Long Zhao, 2015, "The competitiveness and development strategies of provinces in China: a data envelopment analysis approach," Journal of Productivity Analysis, Springer, volume 44, issue 3, pages 293-307, December, DOI: 10.1007/s11123-015-0445-z.
• Mei-Ying Huang & Jia-Ching Juo & Tsu-tan Fu, 2015, "Metafrontier cost Malmquist productivity index: an application to Taiwanese and Chinese commercial banks," Journal of Productivity Analysis, Springer, volume 44, issue 3, pages 321-335, December, DOI: 10.1007/s11123-014-0411-1.
• Jan Abrell & Friedrich Kunz, 2015, "Integrating Intermittent Renewable Wind Generation - A Stochastic Multi-Market Electricity Model for the European Electricity Market," Networks and Spatial Economics, Springer, volume 15, issue 1, pages 117-147, March, DOI: 10.1007/s11067-014-9272-4.
• Steven Brams & Richard Potthoff, 2015, "The paradox of grading systems," Public Choice, Springer, volume 165, issue 3, pages 193-210, December, DOI: 10.1007/s11127-015-0303-6.
• Bryan Bollinger, 2015, "Green technology adoption: An empirical study of the Southern California garment cleaning industry," Quantitative Marketing and Economics (QME), Springer, volume 13, issue 4, pages 319-358, December, DOI: 10.1007/s11129-015-9163-0.
• Bryan Bollinger, 2015, "Green technology adoption: An empirical study of the Southern California garment cleaning industry," Quantitative Marketing and Economics (QME), Springer, volume 13, issue 4, pages 319-358, December, DOI: 10.1007/s11129-015-9163-0.
• Ruoyang Li & Alva Svoboda & Shmuel Oren, 2015, "Efficiency impact of convergence bidding in the california electricity market," Journal of Regulatory Economics, Springer, volume 48, issue 3, pages 245-284, December, DOI: 10.1007/s11149-015-9281-3.
• Jason West, 2015, "Capital valuation and sustainability: a data programming approach," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 591-608, October, DOI: 10.1007/s11156-014-0448-2.
• Joern Meissner & Olga Rusyaeva, 2015, "Approximate Dynamic Programming for lateral transshipment problems in multi-location inventory systems," Working Papers, Department of Logistics, Kuehne Logistics University, number MRG/0025, Feb, revised Mar 2016.
• Ken-Ichi Akao & Takashi Kamihigashi & Kazuo Nishimura, 2015, "Critical Capital Stock in a Continuous-Time Growth Model with a Convex-Concave Production Function," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2015-39, Sep.
• Stelios Arvanitis & Mark Hallam & Thierry Post, 2015, "Stochastic Spanning," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1505, Apr.
• Thierry Post & Milos Kopa, 2015, "Portfolio Choice based on Third-degree Stochastic Dominance, With an Application to Industry Momentum," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1527, Dec.
• Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo, 2015, "Constrained Optimization Approaches to Estimation of Structural Models: Comment," Discussion Papers, University of Copenhagen. Department of Economics, number 15-05, Mar.
• Martin Kaae Jensen, 2015, "Distributional Comparative Statics," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/14, Jul.
• Martin Kaae Jensen, 2015, "Existence, Uniqueness, and Comparative Statics in Contests," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/16, Jul.
• Eric N. Kéré & Serge Garcia & Arnaud Dragicevic, 2015, "Decisions to Harvest and Spatial Interactions," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2015-08, Aug, revised Aug 2015.
• Arnaud Dragicevic & Ahmed Barkaoui, 2015, "Network Price Identity," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2015-11, Nov, revised Nov 2015.
• Anne Stenger & Marco Buso, 2015, "Adaptation to climate change: when is the public-private governance a good solution?," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2015-14, revised 2015.
• Giovanni Bella, 2015, "Homoclinic Bifurcation and Endogenous Cycles in the Dynamic IS-LM Model," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 242-250.
• Somdeb Lahiri, 2015, "Rationality in a general model of choice," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 43-52, October.
• Srinivas K. Reddy & Antonie Stam & Per J. Agrell, 2015, "Brand Equity, Efficiency and Valuation of Professional Sports Franchises: The Case of Major League Baseball," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 1, pages 63-89, January.
• Luisito Bertinelli & Amer Tabakovic & Luca Marchiori & Benteng Zou, 2015, "Transboundary Pollution Abatement: The Impact of Unilateral Commitment in Differential Games," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-02.
• Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2015, "Institutional dynamics under revenue volatility and revenue-dependent lobbying power: A stochastic differential game approach," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-08.
• Raouf Boucekkine & Patrick Pintus & Benteng Zou, 2015, "Stochastic stability of endogenous growth:Theory and applications," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-09.
• Luc Bissonnette & David Boisclair & François Laliberté-Auger & Steeve Marchand & Pierre-Carl Michaud, 2015, "Changements démographiques au Québec : vers une décroissance de l’emploi d’ici 2050 ?," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1518.
• Mario Samano & Marc Santugini, 2015, "Long-Run Market Configurations in a Dynamic Quality-Ladder Model with Heterogeneity," Cahiers de recherche, CIRPEE, number 1503.
• Amrita Chatterjee & Arpita Ghose, 2015, "A Dynamic Economic Model of Soil Conservation Involving Genetically Modified Crop," Working Papers, Madras School of Economics,Chennai,India, number 2015-096, Jan.
• Matthias Göcke & Jolita Matulaityte, 2015, "Modelling economic hysteresis losses caused by sunk adjustment costs," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201536.
• Shima'a Hanafy & Marcus Marktanner, 2015, "Sectoral FDI, Absorptive Capacity and Economic Growth — Empirical Evidence from Egyptian Governorates," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201537.
• Srinivas K. Reddy & Antonie Stam & Per J. Agrell, 2015, "Brand Equity, Efficiency and Valuation of Professional Sports Franchises: The Case of Major League Baseball," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 1, pages 63-89, January.
• Abbas Valadkhani & Israfil Roshdi & Russell Smyth, 2015, "A multicomponent DEA approach to measure the economic and energy efficiencies of OECD countries," Monash Economics Working Papers, Monash University, Department of Economics, number 09-15, Jan.
• 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," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15007, Jan.
• Lorenzo Cerda Planas, 2015, "The Evolution of a "Kantian Trait": Inferring from the Dictator Game," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15032, Mar.
• Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015, "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15053, Jun.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017, DOI: 10.1007/s00500-019-04607-x.
• Skander BEN ABDALLAH & Pierre LASSERRE, 2015, "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2015.
• Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015, "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21155, May.
• Garth Heutel & Juan Moreno Cruz & Soheil Shayegh, 2015, "Solar Geoengineering, Uncertainty, and the Price of Carbon," NBER Working Papers, National Bureau of Economic Research, Inc, number 21355, Jul.
• Frank N. Caliendo & Aspen Gorry & Sita Slavov, 2015, "The Cost of Uncertainty about the Timing of Social Security Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 21585, Sep.
• Garth Heutel & Juan Moreno Cruz & Soheil Shayegh, 2015, "Climate Tipping Points and Solar Geoengineering," NBER Working Papers, National Bureau of Economic Research, Inc, number 21589, Sep.
• Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015, "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 21590, Sep.
• Barnett, William A. & Chen, Guo, 2015, "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, volume 8, issue 1-2, pages 1-144, September, DOI: 10.1561/0800000026.
• Färe, R. & Grosskopf, S. & Margaritis, D., 2015, "Directional Distance Functions Revisited: Selective Overview and Update," Data Envelopment Analysis Journal, now publishers, volume 1, issue 2, pages 57-79, July, DOI: 10.1561/103.00000006.
• Hakhu, Antra Bhatt, 2015, "Productive Public Expenditure and Debt Dynamics: An Error Correction Representation using Indian Data," Working Papers, National Institute of Public Finance and Policy, number 15/149, May.
• Smilen Kouzmanov, 2015, "Analysis and Classification of Business Software Systems Integration Approaches," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 77-94, April.
• Maria Marzovanova, 2015, "Intelligent Tagging and Search as a Fully Automated System," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 95-100, April.
• Paulo Chahuara, 2015, "Internet y Eficiencia Tecnica en la Mype Peruana," Documentos de Trabajo, OSIPTEL, number 30.
• David Kiefer & Codrina Rada, 2015, "Profit maximising goes global: the race to the bottom," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 5, pages 1333-1350.
• Massimo Di Matteo & Serena Sordi, 2015, "Goodwin in Siena: economist, social philosopher and artist," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 6, pages 1507-1527.
• Giancarlo Gandolfo, 2015, "The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 6, pages 1629-1643.
• Cesare Dosi & Michele Moretto, 2015, "Procurement with Unenforceable Contract Time and the Law of Liquidated Damages," The Journal of Law, Economics, and Organization, Oxford University Press, volume 31, issue 1, pages 160-186.
• Franziska Holz & Philipp M. Richter & Ruud Egging, 2015, "A Global Perspective on the Future of Natural Gas: Resources, Trade, and Climate Constraints," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, volume 9, issue 1, pages 85-106.
• Pawel Dziewulski, 2015, "Revealed time-preference," Economics Series Working Papers, University of Oxford, Department of Economics, number 748, Jun.
• Alan Beggs, 2015, "Sensitivity Analysis of Boundary Equilibria," Economics Series Working Papers, University of Oxford, Department of Economics, number 762, Oct.
• Gutiérrez Carmona, Cristina & Berraquero Taravillo, Raquel & De Jorge Moreno, Justo, 2015, "Influencia de la regulación regional en la eficiencia en el sector minorista (1999-2012) || Influence of regional regulation on efficiency in the retail sector in the period 1999-2012," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 19, issue 1, pages 101-146, June.
• Christian Meier & Dennis Kundisch & Jochen Willeke, 2015, "Is it Worth the Effort? - A Decision Model to Evaluate Resource Interactions in IS Project Portfolios," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 21, Jun.
• Nicola Acocella, 2015, "I messaggi subliminali di Federico Caffè (Subliminal messages by Federico Caffè)," Il Pensiero Economico Italiano, Fabrizio Serra Editore, Pisa - Roma, volume 23, issue 2, pages 104-111.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Lukáš Turèok & Athanasios Podaras, 2015, "A VBA model for calculating partnership efficiency," Working Papers, Institute of Economic Research, number 88/2015, Apr, revised Apr 2015.
• Cătălin-Ilie Mitran, 2015, "On some models of linear optimization with applications," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 15, issue 1, pages 223-230.
• Osti, Davide, 2015, "Dynamic optimization; lecture notes," MPRA Paper, University Library of Munich, Germany, number 115635, May.
• Michael, Bryane, 2015, "What Does Brunei Teach Us About Using Human Development Index Rankings as a Policy Tool?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 107401.
• Nie, Pu-Yan & Yang, Yong-Cong, 2015, "Cost-reduction innovation under mixed economy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-68.
• Kemptner, Daniel & Haan, Peter & Prowse, Victoria, 2015, "Inequality and Defined Benefit Pensions when Life Expectancy is Heterogeneous," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112867.
• Mendelevitch, Roman & Richter, Phillip & Jotzo, Frank, 2015, "Market Power Rents and Climate Change Mitigation: A Rationale for Coal Export Taxes?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112896.
• Glanemann, Nicole & Belaia, Mariia & Funke, Michael, 2015, "Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113037.
• Meyer-Gohde, Alexander, 2015, "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113057.
• Woll, Oliver, 2015, "Mean-risk hedging strategies in electricity markets with limited liquidity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-056.
• Hübler, Michael & Schenker, Oliver & Fischer, Carolyn, 2015, "Second-best analysis of European energy policy: Is one bird in the hand worth two in the bush?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-079.

2014

• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 95979, Apr.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "A finite set of equilibria for the indeterminacy of linear rational expectations models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 99752, Jul.
• Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-33.
• Singh, Ajay Pratap & Nikolaou, Michael, 2014, "Optimal rules for central bank interest rates subject to zero lower bound," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-67, DOI: 10.5018/economics-ejournal.ja.2014-.
• Calzadilla, Alvaro & Delzeit, Ruth & Klepper, Gernot, 2014, "DART-BIO: Modelling the interplay of food, feed and fuels in a global CGE model," Kiel Working Papers, Kiel Institute for the World Economy, number 1896.
• Martin, Alexander & Weibelzahl, Martin, 2014, "Where and when to pray? Optimal mass planning and efficient resource allocation in the church," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 06/2014.
• Hillebrand, Marten, 2014, "Existence of bubbly equilibria in overlapping generations models with stochastic production," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 57, DOI: 10.5445/IR/1000041179.
• Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas, 2016, "Optimal consumption and investment with Epstein-Zin recursive utility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 52, revised 2016, DOI: 10.2139/ssrn.2444747.
• Radev, Deyan, 2014, "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 70, DOI: 10.2139/ssrn.2514279.
• Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-001.
• Meyer-Gohde, Alexander, 2014, "Risky linear approximations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-034.
• Bauer, Christian & Ernstberger, Philip, 2014, "The Dynamics of Currency Crises - Results from Intertemporal Optimization and Viscosity Solutions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100300.
• Kemptner, Daniel & Timm, Boenke & Holger, Luethen, 2014, "The introduction of disincentives for early retirement and its effect on labor market participation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100446.
• Zerrahn, Alexander & Huppmann, Daniel, 2014, "Network Expansion to Mitigate Market Power: How Increased Integration Fosters Welfare," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100459.
• Schleer, Frauke & Semmler, Willi & Illner, Julian, 2014, "Overleveraging in the banking sector: Evidence from Europe," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-066.
• Krouglov, Alexei, 2014, "Monetary part of Abenomics: a simplified model," MPRA Paper, University Library of Munich, Germany, number 53397, Feb.
• Kliber, Pawel, 2014, "Optimal consumption and investment in the economy with infinite number of consumption goods," MPRA Paper, University Library of Munich, Germany, number 53636, Feb.
• Hwang, In Chang & Reynes, Frederic & Tol, Richard, 2014, "The effect of learning on climate policy under fat-tailed uncertainty," MPRA Paper, University Library of Munich, Germany, number 53681, Feb.
• Fafaliou, Irene & Zervopoulos, Panagiotis, 2014, "Strategy in practice: a quantitative approach to target setting," MPRA Paper, University Library of Munich, Germany, number 54054, Jan.
• Vidakovic, Neven, 2014, "Exchange rate regime and household's choice of debt," MPRA Paper, University Library of Munich, Germany, number 54219, Mar.
• d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Herman Jan, 2014, "Multiple Solutions in Systems of Functional Differential Equations," MPRA Paper, University Library of Munich, Germany, number 54777, Mar.
• Hwang, In Chang, 2014, "A recursive method for solving a climate-economy model: value function iterations with logarithmic approximations," MPRA Paper, University Library of Munich, Germany, number 54782, Mar.
• Halkos, George & Papageorgiou, George, 2014, "Exploring the optimality of cyclical emission rates," MPRA Paper, University Library of Munich, Germany, number 54915, Mar.
• Chen, Kaihua, 2014, "Weighted Additive DEA Models Associated with Dataset Standardization Techniques," MPRA Paper, University Library of Munich, Germany, number 55072, Feb.
• Ajevskis, Viktors, 2014, "Global Solutions to DSGE Models as a Perturbation of a Deterministic Path," MPRA Paper, University Library of Munich, Germany, number 55145, Apr.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper, University Library of Munich, Germany, number 55282, Apr.
• Tang, Liwei & Hu, Zongyi & Zhang, Yongjun, 2014, "基于非径向bml-Dea模型的中国地区工业环境绩效测度
  [The measurement of regional industrial Environmental Performance——based on non-radial BML-DEA model]," MPRA Paper, University Library of Munich, Germany, number 55380, Jan.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav, 2014, "Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
  [Comparative analysis of european capital market and Dow Jones Industrial Average Index]," MPRA Paper, University Library of Munich, Germany, number 55555, Jun.
• Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014, "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper, University Library of Munich, Germany, number 55612, Apr.
• Halkos, George & Tzeremes, Nickolaos & Kourtzidis, Stavros, 2014, "Measuring the efficiency of banking systems: A relational two-stage window DEA approach," MPRA Paper, University Library of Munich, Germany, number 55671, May.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014, "On the convexity of the cost function for the (Q,R) inventory model," MPRA Paper, University Library of Munich, Germany, number 55675, May.
• Miglo, Anton, 2014, "Choice of financing mode as a stochastic bounded control problem," MPRA Paper, University Library of Munich, Germany, number 56323.
• Diallo, Ibrahima Amadou, 2014, "The environmental Kuznets curve in a public spending model of economic growth," MPRA Paper, University Library of Munich, Germany, number 56528, Jun.
• Dominique, C-Rene, 2014, "On Market Economies: How Controllable Constructs Become Complex," MPRA Paper, University Library of Munich, Germany, number 56579, Jun, revised 10 Jun 2014.
• Dziewulski, Pawel, 2014, "Revealed time-preference," MPRA Paper, University Library of Munich, Germany, number 56596, Jun.
• d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Herman Jan, 2014, "Stability and Determinacy Conditions for Mixed-type Functional Differential Equations," MPRA Paper, University Library of Munich, Germany, number 56600, Jun.
• Casasnovas, Valero L. & Aldanondo, Ana M., 2014, "Input aggregation bias in technical efficiency with multiple criteria analysis," MPRA Paper, University Library of Munich, Germany, number 56778, Jun.
• Mishra, Sudhanshu K, 2014, "What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?," MPRA Paper, University Library of Munich, Germany, number 56861, Jun.
• Bechlioulis, Alexandros & Brissimis, Sophocles, 2014, "Consumer default and optimal consumption decisions," MPRA Paper, University Library of Munich, Germany, number 56864, Jun.
• Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur, 2014, "Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities," MPRA Paper, University Library of Munich, Germany, number 56951, Jun.
• Mazurek, Jiří, 2014, "Modelování optimální výše zápisného na české veřejné vysoké školy
  [Modeling the optimal level of the enrollment fee at Czech public universities]," MPRA Paper, University Library of Munich, Germany, number 57136, Jul.
• Przyłuski, K. Maciej, 2014, "On Infinite Dimensional Linear-Quadratic Problem with Fixed Endpoints. Continuity Question," MPRA Paper, University Library of Munich, Germany, number 57430.
• Jean-Bernard, Chatelain & Kirsten, Ralf, 2014, "A finite set of equilibria for the indeterminacy of linear rational expectations models," MPRA Paper, University Library of Munich, Germany, number 57506, Jul.
• Stijepic, Denis, 2014, "A Theorem on the Limit-Properties of Structural Change and some Implications," MPRA Paper, University Library of Munich, Germany, number 57580, Jun.
• Mishra, SK, 2014, "A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves," MPRA Paper, University Library of Munich, Germany, number 57594, Jul.
• Brown, Adam & Badurdeen, Fazleena, 2014, "Supply Chain Disruption Management: Review of Issues and Research Directions," MPRA Paper, University Library of Munich, Germany, number 57949, Jun.
• Taha, Raghda & Abdallah, Khaled & Sadek, Yomma & El-Kharbotly, Amin & Afia, Nahid, 2014, "Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 58062, May.
• Luo, Yulei, 2014, "Strategic Consumption-Portfolio Rules and Precautionary Savings with Informational Frictions," MPRA Paper, University Library of Munich, Germany, number 58077, Aug.
• Mari, Sonia Irshad & Lee, Young Hae & Memon, Muhammad Saad & Cho, Su Yeon, 2014, "A Three-level Sustainable and Resilient Supply Chain Network Design under Disruption," MPRA Paper, University Library of Munich, Germany, number 58228, Aug.
• Corbin, Charles, 2014, "Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration," MPRA Paper, University Library of Munich, Germany, number 58318, May.
• Batchuluun, Altantsetseg & Luo, Yulei & Young, Eric, 2014, "Portfolio Choice with Information-Processing Limits," MPRA Paper, University Library of Munich, Germany, number 58538.
• Arango, Efraín, 2014, "Curvas de Oferta-Precio No lineales para el caso de preferencias de consumo Cuasi-lineales
  [Nonlinear Price-Consumption Paths for Quasilinear preferences]," MPRA Paper, University Library of Munich, Germany, number 58661, Sep.
• Halkos, George & Papageorgiou, George, 2014, "Controlling polluting firms: Nash and Stackelberg strategies," MPRA Paper, University Library of Munich, Germany, number 58947, Sep.
• Krawczyk, Jacek B. & Judd, Kenneth L., 2014, "Which economic states are sustainable under a slightly constrained tax-rate adjustment policy," MPRA Paper, University Library of Munich, Germany, number 59027.
• Aristovnik, Aleksander, 2014, "Efficiency of the R&D Sector in the EU-27 at the Regional Level: An Application of DEA," MPRA Paper, University Library of Munich, Germany, number 59081, Jul.
• Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric, 2014, "What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium," MPRA Paper, University Library of Munich, Germany, number 59182.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014, "Optimal inventory policies with an exact cost function under large demand uncertainty," MPRA Paper, University Library of Munich, Germany, number 60545, Dec.