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

2012

• Ščasný, Milan & Rečka, Lukáš & Balajka, Jiří, 2012, "What Is Effect of Climate Change Mitigating Policies on Energy Sector in Slovakia?," MPRA Paper, University Library of Munich, Germany, number 66606, Sep.
• Beg, Ismat & Rashid, Tabasam, 2012, "Multi-criteria trapezoidal valued intuitionistic fuzzy decision making with Choquet integral based TOPSIS," MPRA Paper, University Library of Munich, Germany, number 95915, revised 2013.
• Pu-Yan Nie, 2012, "Maintenance Commitments for Monopolized Goods," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 18-29, DOI: 10.18267/j.pep.408.
• Eleonora Fendeková & Michal Fendek, 2012, "Podmienky optimálnosti Kuhna-Tuckera v modeloch rovnováhy trhu sieťových odvetví
  [Kuhn-Tucker Optimality Conditions in Equilibrium Models of Network Industries Market]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 6, pages 801-821, DOI: 10.18267/j.polek.878.
• Phil Wild & William Paul Bell & John Foster, 2012, "Impact of Carbon Prices: State Production Trends, Inter-state Trade and Carbon Emission Reduction Outcomes in the NEM over the period 2007- 2009," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 6-2012, Apr.
• Aude Ridier & Karim Chaib & Caroline Roussy, 2012, "The adoption of innovative cropping systems under price and production risks: a dynamic model of crop rotation choice," Working Papers SMART, INRAE UMR SMART, number 12-07.
• Antonella Tutino, 2012, "Online Appendix to "Rationally inattentive consumption choices"," Online Appendices, Review of Economic Dynamics, number 11-143, Apr.
• Harold Cole & Felix Kubler, 2012, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 479-500, October, DOI: 10.1016/j.red.2012.05.001.
• Matthias Messner & Nicola Pavoni & Christopher Sleet, 2012, "Recursive Methods for Incentive Problems," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 501-525, October, DOI: 10.1016/j.red.2012.07.002.
• G. Cornelis van Kooten & Craig Johnston & Zhen Xu, 2012, "Economics of Forest Carbon Sequestration," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2012-04, Aug.
• Nela Vlahinic-Dizdarevic & Alemka Segota, 2012, "Total-factor energy efficiency in the EU countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 2, pages 247-265.
• Naumov, Valeriy & Martikainen, Olli, 2012, "Queueing Systems with Fractional Number of Servers," Discussion Papers, The Research Institute of the Finnish Economy, number 1268.
• Vladimir Habrov, 2012, "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 35-62.
• Burcu Avci Ozturk & Zehra Baskaya, 2012, "Flour Supplier Selection in a Bread Factory With Fuzzy Analytic Hierarchy Process," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 131-131.
• Stephan Nagl & Michaela F√ºrsch & Dietmar Lindenberger, 2012, "The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-1, Jan.
• Moritz Paulus, 2012, "How are investment decisions in the steam coal market affected by demand uncertainty and buyer-side market power?," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-3, Mar.
• Michaela F√ºrsch & Simeon Hagspiel & Cosima J√§gemann & Stephan Nagl & Dietmar Lindenberger & Eckehard Tr√∂ster, 2012, "The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-4, Mar.
• Harald Hecking & Timo Panke, 2012, "COLUMBUS - A global gas market model," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-6, Mar.
• Michaela F√ºrsch & Stephan Nagl & Dietmar Lindenberger, 2012, "Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-8, May.
• Johannes Tr√ºby, 2012, "Strategic Behaviour in International Metallurgical Coal Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-12, Sep.
• Cosima J√§gemann, 2012, "Decarbonizing Europe‚Äôs power sector by 2050 - Analyzing the implications of alternative decarbonization pathways," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-13, Sep.
• Michaela F√ºrsch & Raimund Malischek & Dietmar Lindenberger, 2012, "Der Merit-Order-Effekt der erneuerbaren Energien - Analyse der kurzen und langen Frist," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-14, Sep.
• Caroline Dieckhoener & Harald Hecking, 2012, "Greenhouse Gas Abatement Cost Curves of the Residential Heating Market ‚Äì a Microeconomic Approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-16, Oct.
• David F Muñoz & Arturo Palacios & Miguel Lascurain, 2012, "Modeling, simulation and analysis of a securities settlement system:The case of Central Securities Depository of Mexico," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 17, issue 33, pages 48-69.
• Dominik Korniluk, 2012, "Optymalizacja wartości parametrów reguły wydatkowej za pomocą algorytmu genetycznego," MF Working Papers, Ministry of Finance in Poland, number 16, Nov.
• Purica, Ionut, 2012, "Control and Crisis in a City Seen as a Reactor of Economic Transactions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 116-127, March.
• Purica, Ionut, 2012, "Oscillatory Dynamics of Industrial Production," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 117-128, December.
• Catalin-Gabriel Chirea & Gabriel Bazacliu, 2012, "Optimization of a tour in a distribution network," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 49-56, Decembre.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A New Lp Model For Enhanced Indexation," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0168, Nov.
• Carmelo Pierpaolo Parello, 2012, "Indeterminacy in a Dynamic Small Open Economy with International Migration," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 159, Nov.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012, "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 53, Jul.
• Tomasz Kuszewski & Agata Sielska, 2012, "Efektywność sektora rolnego w województwach przed i po akcesji Polski do Unii Europejskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 19-42.
• Bouguerra Rabah & Akkari Mostefa, 2012, "Using Data Envelopment Analysis (Dea) In Capital Rationing For Evaluating And Ranking Projects Investment: The Case Of Hodna Milk-Algeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 2 (July), pages 194-208.
• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Ahmad Mohammad Hassan & Jorn Altmann & Victor Lopez, 2012, "Control Plane Framework Emergence and its Deployment Cost Estimation," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201294, Jun, revised Jun 2012.
• Selam Abrham Gebregiorgis & Jorn Altmann, 2012, "IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201295, Jun, revised Jun 2012.
• Ivan Breskovic & Jorn Altmann & Ivona Brandic, 2012, "Creating Standardized Products for Electronic Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201296, Sep, revised Sep 2012.
• Soyoung Kim & Junseok Hwang & Jorn Altmann, 2012, "Dynamic Scenarios of Trust Establishment in the Public Cloud Service Market," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201298, Jun, revised Jun 2012.
• Mehmet ÇOLAK & Aydın ULUCAN, 2012, "Mobilya Endüstrisinde Kârlılığı Etkileyen Faktörlerin UTADIS Yaklaşımı ile Belirlenmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 17(17).
• Manfred Gilli & Enrico Schumann, 2012, "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, volume 193, issue 1, pages 129-158, March, DOI: 10.1007/s10479-011-0862-y.
• Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, volume 201, issue 1, pages 325-343, December, DOI: 10.1007/s10479-012-1229-8.
• Jen-Jia Lin & Yu-Hung Liu, 2012, "Developing regional cooperation strategies by multi-criteria decision making approaches," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 1, pages 191-211, August, DOI: 10.1007/s00168-011-0436-6.
• Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012, "A comparison of algorithms for the multivariate L 1 -median," Computational Statistics, Springer, volume 27, issue 3, pages 393-410, September, DOI: 10.1007/s00180-011-0262-4.
• Yuichi Takano & Renata Sotirov, 2012, "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, volume 52, issue 3, pages 645-666, July, DOI: 10.1007/s10589-011-9436-9.
• Werner Hürlimann, 2012, "Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 171-202, November, DOI: 10.1007/s10203-011-0117-z.
• Giorgia Callegaro & Monique Jeanblanc & Wolfgang Runggaldier, 2012, "Portfolio optimization in a defaultable market under incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 91-111, November, DOI: 10.1007/s10203-011-0116-0.
• Makiko Nakano & Shunsuke Managi, 2012, "Waste generations and efficiency measures in Japan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 14, issue 4, pages 327-339, October, DOI: 10.1007/s10018-012-0038-2.
• John Schoenmakers, 2012, "A pure martingale dual for multiple stopping," Finance and Stochastics, Springer, volume 16, issue 2, pages 319-334, April, DOI: 10.1007/s00780-010-0149-1.
• Jun Sekine, 2012, "Long-term optimal portfolios with floor," Finance and Stochastics, Springer, volume 16, issue 3, pages 369-401, July, DOI: 10.1007/s00780-012-0175-2.
• Zhengjun Jiang & Martijn Pistorius, 2012, "Optimal dividend distribution under Markov regime switching," Finance and Stochastics, Springer, volume 16, issue 3, pages 449-476, July, DOI: 10.1007/s00780-012-0174-3.
• Lihua Bai & Martin Hunting & Jostein Paulsen, 2012, "Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints," Finance and Stochastics, Springer, volume 16, issue 3, pages 477-511, July, DOI: 10.1007/s00780-011-0169-5.
• Christopher Lorenz & Alexander Schied, 2013, "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, volume 17, issue 4, pages 743-770, October, DOI: 10.1007/s00780-013-0211-x.
• Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2012, "An entropy approach to size and variance heterogeneity in U.S. commercial banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 728-749, July, DOI: 10.1007/s12197-010-9148-5.
• Faye Duchin & Stephen Levine, 2012, "The rectangular sector-by-technology model: not every economy produces every product and some products may rely on several technologies simultaneously," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 1, issue 1, pages 1-11, December, DOI: 10.1186/2193-2409-1-3.
• Larry Karp & Jiangfeng Zhang, 2012, "Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 2, pages 371-409, February, DOI: 10.1007/s00199-010-0561-y.
• Francisco Fatás-Villafranca & Gloria Jarne & Julio Sánchez-Chóliz, 2012, "Innovation, cycles and growth," Journal of Evolutionary Economics, Springer, volume 22, issue 2, pages 207-233, April, DOI: 10.1007/s00191-011-0263-z.
• Péter Biró & Walter Kern & Daniël Paulusma, 2012, "Computing solutions for matching games," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 1, pages 75-90, February, DOI: 10.1007/s00182-011-0273-y.
• Erik J. Balder, 2012, "Exact and Useful Optimization Methods for Microeconomics," Lecture Notes in Economics and Mathematical Systems, Springer, in: Wim Heijman & Pierre Mouche, "New Insights into the Theory of Giffen Goods", DOI: 10.1007/978-3-642-21777-7_3.
• Tapan Mitra & Kazuo Nishimura, 2012, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Springer Books, Springer, chapter 0, in: John Stachurski & Alain Venditti & Makoto Yano, "Nonlinear Dynamics in Equilibrium Models", DOI: 10.1007/978-3-642-22397-6_9.
• Jin XU & Panagiotis ZERVOPOULOS & Zhenhua QIAN & Gang CHENG, 2012, "A Universal Solution For Units - Invariance In Data Envelopment Analysis," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 3, issue 2, pages 121-128.
• Rolf Golombek & Arvid Raknerud, 2012, "Exit dynamics of start-up firms. Does profit matter?," Discussion Papers, Statistics Norway, Research Department, number 706, Oct.
• Sasan Bakhtiari, 2012, "Small Business Redefined: A Quasi-Linear Fuzzy Classification of Firm Size," Discussion Papers, School of Economics, The University of New South Wales, number 2012-24, Apr.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1227.
• Liana PATER, 2012, "Building mathematical models in dynamic programming," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 823-828, May.
• Jean-Olivier Hairault & Fran ois Langot & S bastien Menard & Thepthida Sopraseuth, 2012, "Optimal Unemployment Insurance for Older Workers," TEPP Working Paper, TEPP, number 2012-07.
• Grass, D. & Chahim, M., 2012, "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-081.
• Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012, "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-053.
• Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012, "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-079.
• Engwerda, J.C., 2012, "Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-052.
• Gorissen, B.L. & den Hertog, D., 2012, "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-031.
• Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012, "Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-001.
• Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012, "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-076.
• Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012, "Product Innovation with Lumpy Investment," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-074.
• Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012, "Product Innovation with Lumpy Investment," Other publications TiSEM, Tilburg University, School of Economics and Management, number f68a548c-8246-4e8c-bc75-8.
• Massimo Di Matteo & Serena Sordi, 2012, "Goodwin in Siena – Economist, Social Philosopher and Artist," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1220.
• Giancarlo Gandolfo, 2012, "The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1221.
• Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," TSE Working Papers, Toulouse School of Economics (TSE), number 12-330, Apr.
• Rahobisoa Herimalala & Olivier Gaussens, 2012, "X-Efficiency of Innovation Processes: Evaluation Based on Data Envelopment Analysis," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201215, Mar.
• James J. Heckman & John Eric Humphries & Paul A. LaFontaine & Pedro L. Rodríguez, 2012, "Taking the Easy Way Out: How the GED Testing Program Induces Students to Drop Out," Journal of Labor Economics, University of Chicago Press, volume 30, issue 3, pages 495-520, DOI: 10.1086/664924.
• Juan Aparicio & Jesus T. Pastor & Subhash Ray, 2012, "An Overall Measure of Technical Inefficiency at the Firm and at the Industrial Level: The 'Lost Return on the Dollar' Revisited," Working papers, University of Connecticut, Department of Economics, number 2012-02, Jan.
• Subhash Ray, 2012, "Productivity Change over Time and the Dynamics of Cost Competitiveness: A Nonparametric Analysis of U.S. Manufacturing Data," Working papers, University of Connecticut, Department of Economics, number 2012-39, Nov.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2012, "A matching estimator based on a bi-level optimization problem," Working Papers, University of Chile, Department of Economics, number wp351, Mar.
• Sucihatiningsih Dian Wisika Prajanti, 2012, "Farming Efficiency And Agricultural Extension Performance In Central Java," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 4, issue 1, pages 87-95.
• Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña, 2012, "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 24/12, Dec.
• Csapó, G. & Müller, R.J., 2012, "Optimal mechanism design for the private supply of a public good," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 037, Jan, DOI: 10.26481/umamet.2012037.
• Prokic-Breuer, T. & Dronkers, J., 2012, "The high performance of Dutch and Flemish 15-year-old native pupils: explaining country differences in math scores between highly stratified educational systems," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 038, Jan, DOI: 10.26481/umamet.2012038.
• Amnon Levy & Benoît Freyens, 2012, "Optimal Control of Broadcasting Spectrum with Variety-Reception Trade-off and Consumers’ Income Sensitivity," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp12-10.
• Arne Strauss & Kalyan Talluri, 2012, "A tractable consideration set structure for network revenue management," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1303, Feb, revised Oct 2012.
• Sumit Kunnumkal & Kalyan Talluri, 2012, "A new compact linear programming formulation for choice network revenue management," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1349, Dec.
• Robert BUCKI & Petr SUCHÃ NEK, 2012, "Computational Modelling Of The Parallel Logistic System," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 17-23.
• Ion IONESCU & Daniel GOAGÄ‚RÄ‚ & Oana STÄ‚ICULESCU, 2012, "Possibilities Of Cost Optimization In Public Passenger Transportation For R.A.T. Craiova," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 2(20)/ Su, pages 123-130.
• Yun Bao & Carl Chiarella & Boda Kang, 2012, "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 299, Jan.
• Francesco Bertoluzzo & Marco Corazza, 2012, "Reinforcement Learning for automatic financial trading: Introduction and some applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:33, revised 2012.
• Silvia Faggian & Luca Grosset, 2012, "Optimal Investment in Age-Structured Goodwill," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_07.
• Monica Billio & Massimiliano Caporin & Michele Costola, 2012, "Backward/forward optimal combination of performance measures for equity screening," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_13.
• Diana Barro & Elio Canestrelli, 2012, "Downside risk in multiperiod tracking error models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_17.
• Diana Barro & Elio Canestrelli, 2012, "Dynamic tracking error with shortfall control using stochastic programming," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_18, revised 2012.
• Andrea Borghesan & Daniela Favaretto & Francesco Mason, 2012, "Constrained matchings in bipartite graphs," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 22, Nov.
• Rosen Nikolaev & Tanka Milkova, 2012, "Models For Optimal Attachment Of Consumers To Suppliers," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 84, issue 1, pages 133-179, January.
• Graeme J. Doole & Alvaro J. Romera & Alfredo A. Adler, 2012, "A Mathematical Optimisation Model of a New Zealand Dairy Farm: The Integrated Dairy Enterprise (IDEA) Framework," Working Papers in Economics, University of Waikato, number 12/01, Apr.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012, "Investment strategies beating the market. What can we squeeze from the market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-04.
• Hiroshi Sakamoto, 2012, "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers, European Regional Science Association, number ersa12p139, Oct.
• Ingrid Kubin & Laura Gardini, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp137, Mar.
• Kubin, Ingrid & Gardini, Laura, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 137, Mar.
• Gregory E. Givens, 2012, "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1033-1061, September, DOI: 10.1111/j.1538-4616.2012.00522.x.
• Robert H. Beach & Yuquan W. Zhang & Bruce A. Mccarl, 2012, "Modeling Bioenergy, Land Use, And Ghg Emissions With Fasomghg: Model Overview And Analysis Of Storage Cost Implications," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 1-34, DOI: 10.1142/S2010007812500121.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-15, DOI: 10.1142/S0219024911006553.
• Edwin J Elton & Martin J Gruber (ed.), 2010, "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034, ISBN: ARRAY(0x536aa100), March.
• Luiz Moutinho & Kun-Huang Huarng (ed.), 2012, "Quantitative Modelling in Marketing and Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8503, ISBN: ARRAY(0x56313100), March.
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x5364d8a0), March.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hamed Amini & Rama Cont & Andreea Minca, 2012, "Stress Testing The Resilience Of Financial Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Attakrit Asvanunt & Mark Broadie & Suresh Sundaresan, 2012, "Managing Corporate Liquidity: Strategies And Pricing Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• T. R. Bielecki & S. Crépey & M. Jeanblanc & B. Zargari, 2012, "Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2012, "Information-Based Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• René Carmona & Sergey Nadtochiy, 2012, "Tangent Models As A Mathematical Framework For Dynamic Calibration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Patrick Cheridito & Michael Kupper, 2012, "Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Giuseppe Di Graziano & Lorenzo Torricelli, 2012, "Target Volatility Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Damir Filipović & Lane P. Hughston & Andrea Macrina, 2012, "Conditional Density Models For Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hans Föllmer & Irina Penner, 2012, "Monetary Valuation Of Cash Flows Under Knightian Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Emanuela Rosazza Gianin, 2012, "On The Penalty Function And On Continuity Properties Of Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Marco Maggis, 2012, "Conditional Certainty Equivalent," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Pavel V. Gapeev, 2012, "Pricing Of Perpetual American Options In A Model With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Gassiat & Huyên Pham & Mihai Sîrbu, 2012, "Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Alexander Schied, 2012, "Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Tai-Ho Wang, 2012, "The Heat-Kernel Most-Likely-Path Approximation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Glasserman & Qi Wu, 2012, "Forward And Future Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Svante Janson & Sokhna M'Baye & Philip Protter, 2012, "Absolutely Continuous Compensators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dilip B. Madan & Wim Schoutens, 2012, "Conic Finance And The Corporate Balance Sheet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Michael Monoyios & Andrew Ng, 2012, "Optimal Exercise Of An Executive Stock Option By An Insider," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• M. Musiela & T. Zariphopoulou, 2012, "Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jan Obłój & Frédérik Ulmer, 2012, "Performance Of Robust Hedges For Digital Double Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Thorsten Schmidt & Jerzy Zabczyk, 2012, "Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Daniel Toro-Gonzalez & Jia Yan & Karina Gallardo & Jill McCluskey, 2012, "Quality Differentiation with Flavors: Demand Estimation of Unobserved Attributes," Working Papers, School of Economic Sciences, Washington State University, number 2012-6, Aug.
• Jude Bayham & Jonathan K. Yoder, 2012, "Wildfire Hazards: A Model of Disaster Response," Working Papers, School of Economic Sciences, Washington State University, number 2012-9.
• Anna Kowalska-Pyzalska, 2012, "Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/07.
• Martin Forster & Davide La Torre & Peter Lambert, 2012, "Optimal control of inequality under uncertainty," Discussion Papers, Department of Economics, University of York, number 12/07, Mar.
• Bosello, Francesco & De Cian, Enrica & Ferranna, Licia, 2012, "Choosing the optimal climate change policy in the presence of catastrophic risk," EIB Working Papers, European Investment Bank (EIB), number 2012/03.
• Mumm, Harald, 2012, "Optimale Lösungen von Tourenoptimierungsproblemen mit geteilter Belieferung, Zeitfenstern, Servicezeiten und vier LKW-Typen," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 08/2012.
• Gomes, Orlando, 2012, "Information stickiness in general equilibrium and endogenous cycles," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2012-46.
• Delzeit, Ruth & Britz, Wolfgang, 2012, "An economic assessment of biogas production and land use under the German renewable energy source act," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1767.
• Delzeit, Ruth & Britz, Wolfgang & Kreins, Peter, 2012, "An economic assessment of biogas production and land use under the German renewable energy source act," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1767 [rev.].
• Schmidt, Sebastian & Wieland, Volker, 2012, "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 52.
• Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 44, DOI: 10.5445/IR/1000029307.
• Stahl, Stefan, 2012, "Investitionsbewertung unter Berücksichtigung von Umweltschutz als eigenständigem Formalziel," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 128.
• Lan, Hong & Meyer-Gohde, Alexander, 2012, "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-015.
• Hirschberger, Markus & Steuer, Ralph E. & Utz, Sebastian & Wimmer, Maximilian, 2012, "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-025.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
• Winkler, Roland & Wohltmann, Hans-Werner, 2012, "Rational Expectations Models with Anticipated Shocks and Optimal Policy," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62030.
• Bilkic, Natasa & Gries, Thomas, 2012, "When to Attack an Oppressive Government?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62031.
• Gustman, Alan L. & Steinmeier, Thomas L., 2012, "Policy effects in hyperbolic vs. exponential models of consumption and retirement," Journal of Public Economics, Elsevier, volume 96, issue 5, pages 465-473, DOI: 10.1016/j.jpubeco.2012.02.001.
• Hairault, Jean-Olivier & Langot, François & Ménard, Sébastien & Sopraseuth, Thepthida, 2012, "Optimal unemployment insurance for older workers," Journal of Public Economics, Elsevier, volume 96, issue 5, pages 509-519, DOI: 10.1016/j.jpubeco.2012.02.002.
• Onori, Daria, 2012, "Welfare, competition, specialization and growth," Research in Economics, Elsevier, volume 66, issue 4, pages 355-370, DOI: 10.1016/j.rie.2012.07.002.
• Roumasset, James A. & Wada, Christopher A., 2012, "Ordering the extraction of renewable resources: The case of multiple aquifers," Resource and Energy Economics, Elsevier, volume 34, issue 1, pages 112-128, DOI: 10.1016/j.reseneeco.2011.10.003.
• Zemel, Amos, 2012, "Precaution under mixed uncertainty: Implications for environmental management," Resource and Energy Economics, Elsevier, volume 34, issue 2, pages 188-197, DOI: 10.1016/j.reseneeco.2011.11.002.
• Ben Abdallah, Skander & Lasserre, Pierre, 2012, "A real option approach to the protection of a habitat dependent endangered species," Resource and Energy Economics, Elsevier, volume 34, issue 3, pages 295-318, DOI: 10.1016/j.reseneeco.2011.11.003.
• Liu, Yu-hong & Jiang, I-ming, 2012, "Influence of investor subjective judgments in investment decision-making," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 129-142, DOI: 10.1016/j.iref.2012.01.002.
• Chevalier, Philippe & Thomas, Isabelle & Geraets, David & Goetghebeur, Els & Janssens, Olivier & Peeters, Dominique & Plastria, Frank, 2012, "Locating fire stations: An integrated approach for Belgium," Socio-Economic Planning Sciences, Elsevier, volume 46, issue 2, pages 173-182, DOI: 10.1016/j.seps.2012.02.003.
• D’Agata, Antonio & Mori, Kenji, 2012, "A dynamic linear economy with characteristic-based endogenous technical coefficients," Structural Change and Economic Dynamics, Elsevier, volume 23, issue 3, pages 195-204, DOI: 10.1016/j.strueco.2012.03.003.
• Ana Paula Martins, 2012, "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 1-45.
• Ana Paula Martins, 2012, "Portfolio Selection – A Technical Note," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 78-99.
• Ana Paula Martins, 2012, "Portfolio Selection – A Technical Note," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_17, Nov.
• Mehmet Emre GULER, 2012, "Prioritization of Revenue Management Factors:A Synthetic Extent Analysis Approach," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 161-170.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012, EcoMod, number 4380, Jul.
• Gerhardus Van Der Westhuizen, 2012, "Estimating Productivity Change in South African Banks: Decomposing Productity Index Numbers," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 13, issue 2-1, pages 65-86, Winter-Su.
• arnaud dragicevic, 2012, "Bayesian Population Dynamics of Spreading Species," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-30.
• Callan, Tim & van de Ven, Justin & Keane, Claire & O'Connell, Philip J., 2012, "A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model," Book Chapters, Economic and Social Research Institute (ESRI), in: Callan, Tim, "Analysing Pensions: Modelling and Policy Issues".
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012, "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers, eSocialSciences, number id:5087, Aug.
• Carlo Andrea Bollino & Gianfranco Di Vaio & Paolo Polinori, 2012, "Spillovers ed eterogeneit? spaziale nell?analisi dell?efficienza economica a livello comunale: un?applicazione per i comuni dell?Emilia Romagna," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2012, issue 3, pages 13-37.
• George E. Halkos & George J. Papageorgiou, 2012, "Pollution Control Policy: A Dynamic Taxation Scheme," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 6, issue 1, pages 14-37, March.
• Martin Branda & Miloš Kopa, 2012, "DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 106-124, May.
• Thieme Claudio & Prior Diego & Giménez García Víctor & Tortosa-Ausina Emili, 2012, "Desempeño de los centros educativos: ¿Un problema de recursos o de capacidades organizacionales?," Working Papers, Fundacion BBVA / BBVA Foundation, number 2012108, Feb.
• Stergios Athanassoglou & Valentina Bosetti & Gauthier de Maere d'Aertrycke, 2012, "Ambiguous Aggregation of Expert Opinions: The Case of Optimal R&D Investment," Working Papers, Fondazione Eni Enrico Mattei, number 2012.04, Jan.
• Cesare Dosi & Michele Moretto, 2012, "Procurement with Unenforceable Contract Time and the Law of Liquidated Damages," Working Papers, Fondazione Eni Enrico Mattei, number 2012.45, Jun.
• Etienne Espagne & Baptiste Perrissin Fabert & Antonin Pottier & Franck Nadaud & Patrice Dumas, 2012, "Disentangling the Stern/Nordhaus Controversy: Beyond the Discounting Clash," Working Papers, Fondazione Eni Enrico Mattei, number 2012.61, Sep.
• Baptiste Perrissin Fabert & Etienne Espagne & Antonin Pottier & Patrice Dumas, 2012, "The “Doomsday” Effect in Climate Policies. Why is the Present Decade so Crucial to Tackling the Climate Challenge?," Working Papers, Fondazione Eni Enrico Mattei, number 2012.62, Sep.
• William A. Brock & Anastasios Xepapadeas & Athanasios N. Yannacopoulos, 2012, "Optimal Agglomerations in Dynamic Economics," Working Papers, Fondazione Eni Enrico Mattei, number 2012.64, Sep.
• Lion Hirth & Falko Ueckerdt, 2012, "Redistribution Effects of Energy and Climate Policy: The Electricity Market," Working Papers, Fondazione Eni Enrico Mattei, number 2012.82, Nov.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating high-dimensional dynamic models: sieve value function iteration," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1210, DOI: 10.26509/frbc-wp-201210.
• Marc Giannoni & Michael Woodford, 2012, "Optimal target criteria for stabilization policy," Staff Reports, Federal Reserve Bank of New York, number 535.
• Mette Asmild & Bruce Hollingsworth & Stephen Birch, 2012, "The scale of hospital production in different settings: One size does not fit all," MSAP Working Paper Series, University of Copenhagen, Department of Food and Resource Economics, number 04_2012.
• Lara-Velázquez, P. & Gallardo-López, L. & de-los-Cobos-Silva, S.G. & Gutiérrez-Andrade, M.Á. & Rincón-García, E.A., 2012, "Optimal Use Of Cellphone Frequencies With Robust Graph Coloring," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 59-68, November.
• Christoph Himmels & Tatiana Kirsanova, 2012, "Escaping Expectation Traps: How Much Commitment is Required?," Working Papers, Business School - Economics, University of Glasgow, number 2012_18, Dec.
• Rui Pascoal, 2012, "Macroeconomic Factors of Household Default. Is There Myopic Behaviour?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-20, Nov.