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

2006

• Juan Carlos Duque & Raul Ramos & Jordi Suriñach, 2006, "Supervised regionalization methods, a survey," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200608, Dec, revised Dec 2006.
• Min Ouyang, 2006, "Plant Life Cycle and Aggregate Employment Dynamics," Working Papers, University of California-Irvine, Department of Economics, number 050632, Jul.
• António Afonso & Miguel St. Aubyn, 2006, "Relative Efficiency of Health Provision: a DEA Approach with Non-discretionary Inputs," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/33.
• Richard Dennis, 2006, "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 55-77, DOI: 10.1002/jae.808.
• Paul Mizen & Anindya Banerjee, 2006, "A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1249-1264, DOI: 10.1002/jae.892.
• Nils Boysen & Malte Fliedner & Armin Scholl, 2006, "Level-Scheduling bei Variantenfließfertigung: Klassifikation, Literaturüberblick und Modellkritik," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 26/2006, Oct.
• Christopher D. Carroll & Miles S. Kimball, 2006, "Precautionary Saving and Precautionary Wealth," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 530, Jan.
• Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006, "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 1, pages 49-75, DOI: 10.1002/for.974.
• Sergei LevendorskiĬ, 2006, "Consistency conditions for affine term structure models," Annals of Finance, Springer, volume 2, issue 2, pages 207-224, March, DOI: 10.1007/s10436-005-0035-6.
• M. Dempster & I. Evstigneev & M. Taksar, 2006, "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, volume 2, issue 4, pages 327-355, October, DOI: 10.1007/s10436-006-0042-2.
• David Kendrick & Hans Amman, 2006, "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 4, pages 453-481, June, DOI: 10.1007/s10614-005-9000-8.
• Francisco André & Emilio Cerdá, 2006, "On the Dynamics of Recycling and Natural Resources," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 33, issue 2, pages 199-221, February, DOI: 10.1007/s10640-005-3107-1.
• Natali Hritonenko & Yuri Yatsenko, 2006, "Optimization of Harvesting Return from Age-Structured Population," Journal of Bioeconomics, Springer, volume 8, issue 2, pages 167-179, August, DOI: 10.1007/s10818-006-9000-3.
• Ken Sennewald & Klaus Wälde, 2006, "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, volume 89, issue 1, pages 1-36, October, DOI: 10.1007/s00712-006-0203-9.
• Timothy Matisziw & Alan Murray, 2006, "Promoting species persistence through spatial association optimization in nature reserve design," Journal of Geographical Systems, Springer, volume 8, issue 3, pages 289-305, September, DOI: 10.1007/s10109-006-0020-2.
• E.-H. Yoo & P. Kyriakidis, 2006, "Area-to-point Kriging with inequality-type data," Journal of Geographical Systems, Springer, volume 8, issue 4, pages 357-390, October, DOI: 10.1007/s10109-006-0036-7.
• Juan Duque & Manuel Artís & Raúl Ramos, 2006, "The ecological fallacy in a time series context: evidence from Spanish regional unemployment rates," Journal of Geographical Systems, Springer, volume 8, issue 4, pages 391-410, October, DOI: 10.1007/s10109-006-0033-x.
• O. Olesen, 2006, "Comparing and Combining Two Approaches for Chance Constrained DEA," Journal of Productivity Analysis, Springer, volume 26, issue 2, pages 103-119, October, DOI: 10.1007/s11123-006-0008-4.
• Sanjeev Bordoloi, 2006, "A control rule for recruitment planning in engineering consultancy," Journal of Productivity Analysis, Springer, volume 26, issue 2, pages 147-163, October, DOI: 10.1007/s11123-006-0010-x.
• Arató, Miklós, 2006, "Lesz-e magánnyugdíj-pénztári járadék?. Hozzászólás Stahl János cikkéhez
  [Will there be annuities from voluntary pension funds?. A comment on János Stahls article]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 271-274.
• Stahl, János, 2006, "Néhány megjegyzés Arató Miklós hozzászólásához
  [Some remarks on Miklós Aratós comment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 275-276.
• Németh, György, 2006, "Kibújhat-e kényszerzubbonyából az aktuárius?. Észrevételek Stahl János cikkéhez és Arató Miklós hozzászólásához
  [Can actuaries wriggle out of their straitjackets?. Comments on Miklós Aratós contribution on János Stahls article]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 560-567.
• Arató, Miklós, 2006, "Kit tessékeljünk ki a nyugdíjpénztárakból?. Rövid reakció Németh György észrevételeire
  [Who shall we bow out of the pension funds?. A short reaction to the comments of György Németh]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 568-569.
• Cuong Le Van & John Stachurski, 2006, "Parametric Continuity of Stationary Distributions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 616, Apr.
• John Stachurski, 2006, "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 618, Apr.
• Hongyan Li & Joern Meissner, 2006, "Competition under Dynamic Lot Sizing Costs with Capacity Acquisition," Working Papers, Department of Management Science, Lancaster University, number MRG/0006, Jun, revised Apr 2010.
• Kocher, Martin G. & Luptácik, Mikulás & Sutter, Matthias, 2006, "Measuring productivity of research in economics: A cross-country study using DEA," Munich Reprints in Economics, University of Munich, Department of Economics, number 18192.
• Haruo Kataoka & Hiroaki Hashimoto, 2006, "The Constant Hamiltonian and a Generalized Form of the Ramsey Rule," Discussion Papers, Meisei University, School of Economics, number 1, Dec.
• Ahmad Naimzada & Giorgio Ricchiuti, 2006, "Heterogeneous Fundamentalists and Imitative Processes," Working Papers, University of Milano-Bicocca, Department of Economics, number 104, Nov, revised Nov 2006.
• Christian Bayer & Falko Juessen, 2006, "On the Dynamics of Interstate Migration: Migration Costs and Self-Selection," Discussion Papers in Economics, University of Dortmund, Department of Economics, number 06_03, Dec.
• Haluk SEZER, 2006, "A discussion of different methods of constructing regional welfare weights," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-021, Oct.
• Emile QUINET, 2006, "Transport cost benefit analysis in France: Recent changes, progress and shortcomings," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-022, Oct.
• Per-Olov JOHANSSON, 2006, "On the definition and estimation of the value of a ?statistical life?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-023, Oct.
• Haluk SEZER, 2006, "A discussion of different methods of constructing regional welfare weights," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-21, Oct.
• Emile QUINET, 2006, "Transport cost benefit analysis in France: Recent changes, progress and shortcomings," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-22, Oct.
• Per-Olov JOHANSSON, 2006, "On the definition and estimation of the value of a “statistical life”," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-23, Oct.
• Milenko Popovic, 2006, "Capital Augmenting And Labor Augmenting Approach In Measuring Contribution Of Human Capital And Education To Economic Growth," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), volume 2, issue 4, pages 71-108.
• John Stachurski, 2006, "Continuous State Dynamic Programming via Nonexpansive Approximation," Department of Economics - Working Papers Series, The University of Melbourne, number 961.
• Martin Hellwig, 2006, "Incentive Problems with Unidimensional Hidden Characteristics: A Unified Approach," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2006_26, Dec, revised Apr 2010.
• Monique Florenzano & Stella Kanellopoulou & Yannis Vailakis, 2006, "Equilibrium of incomplete markets with money and intermediate banking system," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06068, Nov.
• Alex Coad & Rekha Rao, 2006, "As luck would have it: innovation and market value in "complex technology" sectors," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number r06069, Nov.
• Lionel Ragot & Katheline Schubert, 2006, "The optimal carbon sequestration in agricultural soils: does the dynamics of the physical process matter?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v06040, Mar, DOI: 10.1016/j.jedc.2008.03.007.
• Gregory Erin Givens & Michael K. Salemi, 2006, "Generalized Method of Moments and Inverse Control," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200603, Jun.
• Marc Giannoni, 2006, "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 11942, Jan.
• James J. Heckman & Paul LaFontaine, 2006, "Bias Corrected Estimates of GED Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12018, Feb.
• Pierpaolo Benigno & Michael Woodford, 2006, "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 12672, Nov.
• Lubo Schmidt, 2006, "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 267, Jan.
• John Quah, 2006, "Additional Notes on the Comparative Statics of Constrained Optimization Problems," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W09, Aug.
• Ken-ichi Mitsui & Yoshio Tabata, 2006, "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-26, Sep.
• Jakša Cvitanić & Ali Lazrak & Lionel Martellini & Fernando Zapatero, 2006, "Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1113-1156.
• G. Hernández-Díaz, Alfredo & Guerrero Casas, Flor M. & Caballero Fernández, Rafael & Molina Luque, Julián, 2006, "Algoritmo Tabú para un problema de distribución de espacios = Tabu Search Algorithm for a Room Allocation Problem," 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 1, issue 1, pages 25-37, June.
• Santana Quintero, Luis Vicente & Coello Coello, Carlos A., 2006, "Una introducción a la computación evolutiva y algunas de sus aplicaciones en Economía y Finanzas = An Introduction to Evolutionary Computation and Some of its Applications in Economics and Finance," 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 2, issue 1, pages 3-26, December.
• Francisco J. André & Laura Riesgo, 2006, "A Duality Procedure to Elicit Nonlinear Multiattribute Utility Functions," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.02, Mar.
• Francisco J. André & Carlos Romero, 2006, "On the equivalence between compromise programming and the use of composite compromise metrics," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.33, Dec.
• Óscar Afonso & Rui Henrique Alves, 2006, "“To Deficit or Not to Deficit”: Should European Fiscal Rules Differ Among Countries?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 219, Jul.
• Mishra, SK, 2006, "Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions," MPRA Paper, University Library of Munich, Germany, number 1005, Oct.
• Mishra, SK, 2006, "A Note on Numerical Estimation of Sato’s Two-Level CES Production Function," MPRA Paper, University Library of Munich, Germany, number 1019, Nov, revised 02 Dec 2006.
• Francesc Trillas & Daniel Montolio & Néstor Duch, 2006, "Productive efficiency and regulatory reform: The case of vehicle inspection services," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number CREAP2006-02, Sep, revised Sep 2006.
• Viola Angelini, 2006, "Consumption and Habit Formation when Time Horizon is Finite," Discussion Papers, Department of Economics, University of York, number 06/27, Dec.
• Orlando Gomes, 2006, "Endogenous Business Cycles in the Ramsey Growth Model," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 9, issue 2, pages 13-36, November.
• Riedel, Frank & Su, Xia, 2006, "On Irreversible Investment," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 13/2006.
• Alfarano, Simone & Lux, Thomas, 2006, "A minimal noise trader model with realistic time series properties," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-11.
• Carroll, Christopher D. & Kimball, Miles S., 2006, "Precautionary Saving and Precautionary Wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/02.
• Parpas, Panos & Rustem, Berc & Wieland, Volker & Zakovic, Stan, 2006, "Mean variance optimization of non-linear systems and worst-case analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/03.
• Popović, Milenko, 2006, "Capital Augmenting and Labor Augmenting Approach in Measuring Contribution of Human Capital and Education to Economic Growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 2, issue 4, pages 71-108.
• Kozhan, Roman, 2006, "Multiple Priors And No-Transaction Region," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,4.
• Bayer, Christian & Juessen, Falko, 2006, "On the Dynamics of Interstate Migration: Migration Costs and Self-Selection," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,38.
• Uhlig, Harald, 2006, "Approximate solutions to dynamic models: Linear methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-030.
• Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2006, "GHICA: Risk analysis with GH distributions and independent components," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-078.
• Schirwitz, Beate & Dittrich, Marcus, 2006, "A Dynamic Model of Union Behaviour. The Role of an Endogenous Outside Option and Bargaining Centralisation," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 07/06.
• Rutherford, Thomas F. & Böhringer, Christoph, 2006, "Combining Top-Down and Bottom-up in Energy Policy Analysis: A Decomposition Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-007.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.

2005

• Alfarano, Simone & Lux, Thomas, 2005, "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-13.
• Bethmann, Dirk, 2005, "Notes on an endogenous growth model with two capital stocks II: The stochastic case," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-033.
• Sennewald, Ken, 2005, "Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/05.
• Sennewald, Ken & Wälde, Klaus, 2005, ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 04/05.
• Sennewald, Ken & Wälde, Klaus, 2005, ""Ito's Lemma" and the Bellman equation for Poisson processes: An applied view," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 58.
• Löschel, Andreas & Rübbelke, Dirk T. G., 2005, "Impure Public Goods and Technological Interdependencies," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-19.
• Winkler, Ralph & Brandt-Pollmann, Ulrich & Moslener, Ulf & Schlöder, Johannes, 2005, "On the Transition from Instantaneous to Time-Lagged Capital Accumilation: The Case of Leontief Type Production Functions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-30.
• Böhringer, Christoph & Rutherford, Thomas F., 2005, "Integrating Bottom-Up into Top-Down: A Mixed Complementarity Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-28.
• Böhringer, Christoph & Löschel, Andreas & Rutherford, Thomas F., 2005, "Decomposing Integrated Assessment Climate Change," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-07.
• Albu, Lucian-Liviu, 2005, "A dynamic model to estimate the “pure” productivity," MPRA Paper, University Library of Munich, Germany, number 13425, Mar.
• Desai, Meghnad & Veneziani, Roberto, 2005, "Rosa Luxemburg’s critique of Marx’s schemes of reproduction: a re-evaluation and a possible generalisation," MPRA Paper, University Library of Munich, Germany, number 30449.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Barthel, Jens, 2005, "Environmental policy in dynamic models: The impact of the elasticity of substitution if consumers pollute," MPRA Paper, University Library of Munich, Germany, number 8228, Nov.
• Lukáš Vácha & Miloslav S. Vošvrda, 2005, "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, volume 2005, issue 2, pages 163-170, DOI: 10.18267/j.pep.260.
• Jose M. Plehn-Dujowich, 2005, "The Optimality of a Control Band Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 4, pages 877-901, October, DOI: 10.1016/j.red.2005.05.001.
• Nicola Pavoni & Ramon Marimon & Matthias Messner, 2005, "On the Recursive Saddle Point Method," 2005 Meeting Papers, Society for Economic Dynamics, number 294.
• Yulei Luo, 2005, "Consumption Dynamics, Asset Pricing, and Welfare Effects under Information Processing Constraints," 2005 Meeting Papers, Society for Economic Dynamics, number 345.
• Ivan Werning & Emmanuel Farhi, 2005, "Inequality, Social Discounting and Estate Taxation," 2005 Meeting Papers, Society for Economic Dynamics, number 358.
• Thomas Hintermaier & Emilio Espino, 2005, "Asset Trading Volume in a Production Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 363.
• Susumu Imai & Neelam Jain, 2005, "Bayesian Estimation of Dynamic Discrete Choice Models," 2005 Meeting Papers, Society for Economic Dynamics, number 432.
• Christopher D. Carroll, 2005, "Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints," 2005 Meeting Papers, Society for Economic Dynamics, number 628.
• Jia Liu & G. Cornelis van Kooten & Lawrence Pitt, 2005, "Integrating Wind Power in Electricity Grids: An Economic Analysis," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2005-02, Jun.
• Emina Krcmar & H. Nelson & G. Cornelis van Kooten & Ilan Vertinsky & J. Webb, 2005, "Can Forest Management Strategies Sustain The Development Needs Of The Little Red River Cree First Nation?," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2005-04, Jun.
• Christos Karpetis & Erotokritos Varelas, 2005, "Money, Income, Inflation and the Acceleration Principle," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 2, pages 179-201.
• Peter Allen & Mark Strathern & James Baldwin, 2005, "Models of Self-organisation and Evolution in Socio-Economic Systems," European Journal of Economic and Social Systems, Lavoisier, volume 18, issue 2, pages 171-199.
• D. L. Salin & W. F. Hahn, 2005, "Economic Evaluation of Non-Tariff Trade Barriers: Sanitary Regulations and the Broiler Market in the Western Hemisphere," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 158-184.
• Marta Guijarro Garvi & María Hierro Franco, 2005, "A Dynamic Analysis for inter-regional migratory movements in Spain (1986-2001) based on the MCC Method," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 6, pages 125-140.
• Albu, Lucian Liviu, 2005, "A Dynamic Model To Estimate The “Pure” Productivity," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 1, pages 30-34.
• Mateescu, George Daniel, 2005, "Optimization By Using Evolutionary Algorithms With Genetic Acquisitions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 26-30.
• Mark Neal, 2005, "The potential cost to New Zealand dairy farmers from the introduction of nitrate-based stocking rate restrictions," Murray-Darling Program Working Papers, Risk and Sustainable Management Group, University of Queensland, number WP8M05, Dec.
• Emilio Espino, 2005, "Equilibrium Portfolios in the Neoclassical Growth Model," Working Papers, Universidad de San Andres, Departamento de Economia, number 87, Dec, revised Dec 2005.
• Michel Juillard & Ondra Kamenik, 2005, "Solving SDGE Models: Approximation About The Stochastic Steady State," Computing in Economics and Finance 2005, Society for Computational Economics, number 106, Nov.
• Rita L. D’Ecclesia & Rosella Castellano, 2005, "Long Swings in the US-Dollar: a Stochastic Control Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 117, Nov.
• Marian Leimbach & Ottmar Edenhofer, 2005, "Capital Mobility and spillovers within a modular approach to multiregion modeling," Computing in Economics and Finance 2005, Society for Computational Economics, number 135, Nov.
• Eric R Young, 2005, "Approximate Aggregation," Computing in Economics and Finance 2005, Society for Computational Economics, number 141, Nov.
• Eric Swanson & Gary Anderson & Andrew Levin, 2005, "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2005, Society for Computational Economics, number 146, Nov.
• Jean Utke & Paul D Hovland, 2005, "An Overview of Automatic Differentiation," Computing in Economics and Finance 2005, Society for Computational Economics, number 149, Nov.
• Richard G. Pierse & Andrew P. Blake, 2005, "Time Consistency and Targeting Rules in Singular Rational Expectations Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 166, Nov.
• Mark Loewenstein & Jerome Detemple & Suresh Govindaraj, 2005, "Wealth-Robust Intertemporal Incentive Contracts," Computing in Economics and Finance 2005, Society for Computational Economics, number 171, Nov.
• Volker Wieland, 2005, "A Numerical Dynamic Programming Algorithm for Optimal Learning Problems," Computing in Economics and Finance 2005, Society for Computational Economics, number 193, Nov.
• Min Ouyang, 2005, "The Scarring Effect of Recessions," Computing in Economics and Finance 2005, Society for Computational Economics, number 205, Nov.
• Ilir Roko & Pierangelo Ciurlia, 2005, "Alternative Characterizations of the European Continuous-Installment Option Valuation Problem," Computing in Economics and Finance 2005, Society for Computational Economics, number 221, Nov.
• Arnab Sarkar & N. Hemachandra, 2005, "Pricing bonds in an incomplete market: Linear and Dynamic Programming approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 227, Nov.
• Laurent Cellarier, 2005, "Learning and Endogenous Business Cycles in a Standard Growth Model," Computing in Economics and Finance 2005, Society for Computational Economics, number 240, Nov.
• Baoline Chen & Peter A. Zadrozny, 2005, "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 254, Nov.
• Volker Wieland & Berc Rustem & Stanislav Zakovic, 2005, "Mean Variance Optimization of Forward Looking Systems and Worst-case Analysis," Computing in Economics and Finance 2005, Society for Computational Economics, number 267, Nov.
• Andreas Pollak, 2005, "Optimal Unemployment Insurance in a Search Model with Variable Human Capital," Computing in Economics and Finance 2005, Society for Computational Economics, number 324, Nov.
• Manoj Atolia & Edward F. Buffie, 2005, "Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods," Computing in Economics and Finance 2005, Society for Computational Economics, number 336, Nov.
• Fidel Gonzalez, 2005, "Taxes and quotas for a Stock Pollutant with Multiplicative Uncertainty: A Comment," Computing in Economics and Finance 2005, Society for Computational Economics, number 364, Nov.
• Gorkem Ozer & Paul Beaumont, 2005, "Noisy Earnings Reports and the Equity Premium," Computing in Economics and Finance 2005, Society for Computational Economics, number 389, Nov.
• Noah Williams, 2005, "Efficient Allocations in a Dynamic Moral Hazard Economy," Computing in Economics and Finance 2005, Society for Computational Economics, number 61, Nov.
• Andrew Ziogas & Carl Chiarella, 2005, "Pricing American Options under Stochastic Volatility," Computing in Economics and Finance 2005, Society for Computational Economics, number 77, Nov.
• Shailesh Bhandari & Ph. D., 2005, "A Welfare Analysis of Progressive Tax and Transfer Policies: Is the Present System Better than the Flat Tax System?," Computing in Economics and Finance 2005, Society for Computational Economics, number 99, Nov.
• Tipparat Pongthanapanich, 2005, "Options and Tradeoffs in Krabi's Coastal Land Use," Working Papers, University of Southern Denmark, Department of Sociology, Environmental and Business Economics, number 66/05, Dec.
• David Maradan & Anatoli Vassiliev, 2005, "Marginal Costs of Carbon Dioxide Abatement: Empirical Evidence from Cross-Country Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 141, issue 3, pages 377-410, September.
• Dritan Osmani & Richard S.J. Tol, 2005, "The case of two self-enforcing international agreements for environmental protection," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-82, Aug, revised May 2006.
• Karl-Josef Koch & Timo Trimborn & Thomas M. Steger, 2005, "Multi-Dimensional Transitional Dynamics: A Simple Numerical Procedure," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 121-05.
• Rolf Golombek & Arvid Raknerud, 2005, "Exit Dynamics with Adjustment Costs," Discussion Papers, Statistics Norway, Research Department, number 442, Dec.
• Faye Duchin, 2005, "A world trade model based on comparative advantage with m regions, n goods, and k factors," Economic Systems Research, Taylor & Francis Journals, volume 17, issue 2, pages 141-162, DOI: 10.1080/09535310500114903.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 200054, Aug.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep4, Aug.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005, "Computing Integral Solutions of Complementarity Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-006/1, Jan.
• Robin P. Nicolai & Rommert Dekker, 2005, "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-042/4, Apr.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-106/1, Nov.
• Engwerda, J.C. & Douven, R.C.M.H., 2005, "On the Sensitivity Matrix of the Nash Bargaining Solution," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-35.
• Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005, "Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-81.
• Engwerda, J.C., 2005, "Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-32.
• de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005, "On the Complexity of Optimization over the Standard Simplex," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-125.
• Engwerda, J.C., 2005, "The Open-Loop Linear Quadratic Differential Game Revisited," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-34.
• Stinstra, E. & den Hertog, D., 2005, "Robust Optimization Using Computer Experiments," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-90.
• de Klerk, E. & Pasechnik, D.V., 2005, "Solving SDP's in Non-commutative Algebras Part I : The Dual-Scaling Algorithm," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-17.
• Engwerda, J.C., 2005, "Uncertainty in a Fishery Management Game," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-36.
• de Klerk, E. & Pasechnik, D.V., 2005, "A Note on the Stability Number of an Orthogonality Graph," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-66.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-122.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Computing Integral Solutions of Complementarity Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-5.
• de Klerk, E. & Pasechnik, D.V., 2005, "A Linear Programming Reformulation of the Standard Quadratic Optimization Problem," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-24.
• Engwerda, J.C. & Douven, R.C.M.H., 2005, "On the Sensitivity Matrix of the Nash Bargaining Solution," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0343e0fd-68d8-47b8-bc9a-6.
• Motchenkova, E. & Kort, P.M., 2006, "Analysis of current penalty schemes for violations of antitrust laws," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0cbc7914-8fbb-40f5-8feb-c.
• Engwerda, J.C., 2005, "The Open-Loop Linear Quadratic Differential Game Revisited," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4401001c-9004-478f-bd33-8.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9bd940ee-3fe6-4201-aede-7.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Computing Integral Solutions of Complementarity Problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number b8e0c74e-2219-4ab0-99a2-0.
• K. Vela Velupillai, 2005, "Morishima's nonlinear model of the cycle: simplifications and generalizations," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0515.
• Zofío, José Luis & Prieto, Angel, 2005, "Return to Dollar, Generalized Distance Function and the Fisher Productivity Index," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2005/01, Dec.
• Francesco Menoncin & Rosella Nicolini, 2005, "The optimal behaviour of firms facing stochastic costs," Working Papers, University of Brescia, Department of Economics, number ubs0501.
• Mitra, Tapan & Privileggi, Fabio, 2005, "Cantor Type Attractors in Stochastic Growth Models," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 43, Feb.
• Suleyman Basak & Alexander Shapiro, 2005, "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, volume 78, issue 4, pages 1215-1266, July, DOI: 10.1086/430859.
• Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
• Subhash C. Ray, 2005, "Shadow Profit Maximization and a Generalized Measure of Inefficiency," Working papers, University of Connecticut, Department of Economics, number 2005-14, May.
• Subhash C. Ray & Kankana Mukherjee, 2005, "The Validity of Input Aggregation in DEA Models: A Statistical Test," Working papers, University of Connecticut, Department of Economics, number 2005-54, Oct, revised Nov 2006.
• Bollen, P.W.L. & Simons, John, 2005, "A synthesis of Quality Criteria for requirements Elicitation Methods," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 042, Jan, DOI: 10.26481/umamet.2005042.
• Kóczy, L.Á., 2005, "The core can be accessed with a bounded number of blocks," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 043, Jan, DOI: 10.26481/umamet.2005043.
• Fabio Trojani & Roberto G. Ferretti, 2005, "General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-02, Jan.
• Fabio Trojani & Markus Leippold & Paolo Vanini, 2005, "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-03, Jan.
• Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
• Carl Chiarella & Andrew Ziogas, 2005, "Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 145, Jan.
• Carl Chiarella & Thuy-Duong To, 2005, "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 150, Jan.
• Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005, "Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 166, Sep.
• Ernst Juerg Weber, 2005, "Optimal Control Theory for Undergraduates," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 05-07, Jan.
• Angelo Zago, 2005, "Tecnhnology estimation for quality pricing in supply-chain relationships," Working Papers, University of Verona, Department of Economics, number 27/2005, Sep.
• Diderik Lund, 2005, "How to analyze the investment–uncertainty relationship in real option models?," Review of Financial Economics, John Wiley & Sons, volume 14, issue 3-4, pages 311-322, DOI: 10.1016/j.rfe.2004.10.001.
• Andreas Pollak, 2005, "Optimal Unemployment Insurance and Voting," Computational Economics, University Library of Munich, Germany, number 0505002, May.
• Xavier Brusset & Nico Temme, 2005, "Transport contract optimization under information asymmetry: an example," Econometrics, University Library of Munich, Germany, number 0512005, Dec.
• Xavier Brusset, 2005, "Comparison between minimum purchase, quantity flexibility contracts and spot procurement in a supply chain," Econometrics, University Library of Munich, Germany, number 0512007, Dec.
• Xavier Brusset, 2005, "How information influences the cost of transport in a supply chain, a monte carlo simulation," Econometrics, University Library of Munich, Germany, number 0512008, Dec.
• Dr.Vsr.Subramaniam, 2005, "Socio-Economic Development : Mathematical Models By Dr.Vsrs," Econometrics, University Library of Munich, Germany, number 0512010, Dec.
• Svetlana Boyarchenko & Sergei Levendorskii, 2005, "Practical guide to real options in discrete time II," Finance, University Library of Munich, Germany, number 0501014, Jan.
• Yan Olszewski, 2005, "Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach," Finance, University Library of Munich, Germany, number 0507018, Jul, revised 13 Dec 2005.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005, "Agent Behaviour, Financial Market and Welfare Theory," Finance, University Library of Munich, Germany, number 0508001, Aug, revised 02 Aug 2005.
• Svetlana Boyarchenko & Sergei Levendorskii, 2005, "General option exercise rules, with applications to embedded options and monopolistic expansion," Finance, University Library of Munich, Germany, number 0511001, Nov.
• Svetlana Boyarchenko, 2005, "Buridan's Ass and a Menu of Options," Game Theory and Information, University Library of Munich, Germany, number 0501006, Jan, revised 13 Dec 2005.
• Sunanda Roy & Tarun Sabarwal, 2005, "Comparative Statics with Never Increasing Correspondences," Game Theory and Information, University Library of Munich, Germany, number 0505001, May, revised 21 Oct 2005.
• Pawel Kowal, 2005, "An Algorithm for Solving Arbitrary Linear Rational Expectations Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0501001, Jan, revised 12 Jun 2005.
• Colin Rowat, 2005, "Non-linear strategies in a linear quadratic differential game," GE, Growth, Math methods, University Library of Munich, Germany, number 0502001, Feb.
• Diana Barro & Elio Canestrelli, 2005, "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods, University Library of Munich, Germany, number 0510011, Oct.
• Mohamed Mabrouk, 2005, "Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth I: Consensual optimality," GE, Growth, Math methods, University Library of Munich, Germany, number 0510013, Oct.