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

2005

• 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.
• Mohamed Mabrouk, 2005, "Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth II: Pareto optimality and some economic interpretations," GE, Growth, Math methods, University Library of Munich, Germany, number 0511007, Nov.
• Yulei Luo, 2005, "Consumption Dynamics under Information Processing Constraints," Macroeconomics, University Library of Munich, Germany, number 0505011, May, revised 04 Jun 2005.
• Pawel Kowal, 2005, "Solving Models with Imperfect and Asymmetric Information," Macroeconomics, University Library of Munich, Germany, number 0505025, May.
• Svetlana Boyarchenko & Sergei Levendorskii, 2005, "A theory of endogenous time preference, and discounted utility anomalies," Microeconomics, University Library of Munich, Germany, number 0506005, Jun.
• Timo Kuosmanen & Mika Kortelainen & Timo Sipiläinen & Laurens Cherchye, 2005, "Firm and Industry Level Profit Efficiency Analysis Under Incomplete Price Data: A Nonparametric Approach based on Absolute and Uniform Shadow Prices," Microeconomics, University Library of Munich, Germany, number 0509011, Sep.
• Svetlana Boyarchenko & Sergei Levendorskii, 2005, "Discount factors ex post and ex ante, and discounted utility anomalies," Microeconomics, University Library of Munich, Germany, number 0510013, Oct, revised 13 Dec 2005.
• Mika Kortelainen & Timo Kuosmanen, 2005, "Eco-Efficiency Analysis of Consumer Durables Using Absolute Shadow Prices," Public Economics, University Library of Munich, Germany, number 0511022, Nov.
• Laurens Cherchye & Erwin Oghe & Tom Van Puyenbroeck, 2005, "Robust human development rankings," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0516.

2004

• Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2004, "Existence of Optimal Strategies in linear Multisector Models," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/29, Jan.
• Helge Sanner, 2004, "Economy vs. History: What Does Actually Determine the Distribution of Firms' Locations in Cities?," Volkswirtschaftliche Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 67, Jun, revised Sep 2004.
• Mota, Rui Pedro & Domingos, Tiago, 2004, "Optimal ecosystem management with structural dynamics," MPRA Paper, University Library of Munich, Germany, number 13344, Feb.
• Antoci, Angelo & Borghesi, Simone & Russu, Paolo, 2004, "Biodiversity and economic growth: stabilization versus preservation of the ecological dynamics," MPRA Paper, University Library of Munich, Germany, number 13666.
• Mishra, SK, 2004, "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper, University Library of Munich, Germany, number 1782, Aug.
• Mishra, SK, 2004, "Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm," MPRA Paper, University Library of Munich, Germany, number 1783, Aug.
• Mishra, SK, 2004, "Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset," MPRA Paper, University Library of Munich, Germany, number 1809, Jun.
• Fleten, Stein-Erik & Lindset, Snorre, 2004, "Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach," MPRA Paper, University Library of Munich, Germany, number 220, Oct, revised Apr 2006.
• Maćkowiak, Piotr, 2004, "Uniform boundedness of feasible per capita output streams under convex technology and non-stationary labor," MPRA Paper, University Library of Munich, Germany, number 41891.
• Piotr, Maćkowiak, 2004, "Some remarks on lower hemicontinuity of convex multivalued mappings," MPRA Paper, University Library of Munich, Germany, number 41917, Sep.
• Kharlamov, Mikhail, 2004, "Управление Экономической Системой В Условиях Неопределенности: Извлечение Уроков
  [Control in economic system with indefinite parameters. History lessons]," MPRA Paper, University Library of Munich, Germany, number 53221, Sep.
• Michal Slavík, 2004, "Soudobá makroekonomie a teorie optimálního řízení
  [Contemporary macroeconomics and optimal control theory]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 4, pages 551-561, DOI: 10.18267/j.polek.475.
• Thorsten V. Koeppl, 2004, "Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited," Working Paper, Economics Department, Queen's University, number 1049, Dec.
• Jose Miguel Albala-Bertrand, 2004, "Can the Composition of Capital Constrain Potential Output? A Gap Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 510, Feb.
• Carol Alexander & Anca Dimitriu, 2004, "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-01, Jan.
• Marcus Hagedorn & Ashok Kaul, 2004, "An Adverse Selection Model of Optimal Unemployment Insurance," 2004 Meeting Papers, Society for Economic Dynamics, number 331.
• Florian Pelgrin & Michel Juillard, 2004, "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers, Society for Economic Dynamics, number 635.
• Emina Krcmar & Ilan Vertinsky & G. Cornelis van Kooten, 2004, "Modeling Alternative Zoning Strategies in Forest Management," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2004-06.
• Margolis, Michael & Naevdal, Eric, 2004, "Safe Minimum Standards in Dynamic Resource Problems—Conditions for Living on the Edge of Risk," RFF Working Paper Series, Resources for the Future, number dp-04-03, Apr.
• Giancarlo Marini & Pietro Senesi, 2004, "Multiplicity of Dynamic Equilibria and Global Efficiency," CEIS Research Paper, Tor Vergata University, CEIS, number 57, Jun.
• Bruce Mizrach, 2004, "A Video Interview of Buz Brock," Departmental Working Papers, Rutgers University, Department of Economics, number 200417, Sep.
• Luigi De Cesare & Andrea Di Liddo, 2004, "Optimal marketing decisions in a micro-level framework," Computing in Economics and Finance 2004, Society for Computational Economics, number 100, Aug.
• Sharon I. O'Donnell & W. Davis Dechert, 2004, "A Stochastic Lake Game," Computing in Economics and Finance 2004, Society for Computational Economics, number 104, Aug.
• Arnulfo Rodriguez & Fidel Gonzalez, 2004, "Robust Control: A Note on the Response of the Control to Changes in the," Computing in Economics and Finance 2004, Society for Computational Economics, number 114, Aug.
• Marco P. Tucci, 2004, "Comparing robust control with optimal control with time-varying parameters," Computing in Economics and Finance 2004, Society for Computational Economics, number 127, Aug.
• Sergey Levendorskiy & Svetlana Boyarchenko, 2004, "Practical guide to real options in discrete time," Computing in Economics and Finance 2004, Society for Computational Economics, number 137, Aug.
• Arnulfo Rodriguez, 2004, "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004, Society for Computational Economics, number 147, Aug.
• F. Velasco & F.J. André, 2004, "Intertemporal and Spatial Location of Disposal Facilities," Computing in Economics and Finance 2004, Society for Computational Economics, number 153, Aug.
• Marcus Hagedorn & Ashok Kaul, 2004, "An Adverse Selection Model of Optimal Unemployment Insurance," Computing in Economics and Finance 2004, Society for Computational Economics, number 154, Aug.
• Dietmar Maringer & Peter Winker, 2004, "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 155, Aug.
• Chia-Hsuan Yeh, 2004, "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 156, Aug.
• Andrew Ziogas & Carl Chiarella, 2004, "Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions," Computing in Economics and Finance 2004, Society for Computational Economics, number 177, Aug.
• Florian Wagener, 2004, "Structural analysis of optimal investment for firms with non-concave revenues," Computing in Economics and Finance 2004, Society for Computational Economics, number 187, Aug.
• Tina Yu & Shu-Heng Chen, 2004, "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules," Computing in Economics and Finance 2004, Society for Computational Economics, number 200, Aug.
• S. Zakovic & V. Wieland & B. Rustem, 2004, "Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design," Computing in Economics and Finance 2004, Society for Computational Economics, number 213, Aug.
• Ondrej Kamenik, 2004, "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004, Society for Computational Economics, number 222, Aug.
• Hatem Ben-Ameur & Michèle Breton, 2004, "A Dynamic Programming Approach for Pricing Options Embedded in Bonds," Computing in Economics and Finance 2004, Society for Computational Economics, number 237, Aug.
• Daniel Ramirez A. & Juan M. Gómez G., 2004, "Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation," Computing in Economics and Finance 2004, Society for Computational Economics, number 246, Aug.
• Carl Chiarella & Roberto Dieci, 2004, "Asset price and wealth dynamics in a financial market with heterogeneous agents," Computing in Economics and Finance 2004, Society for Computational Economics, number 261, Aug.
• F. Fatas-Villafranca, 2004, "Public Opinion Formation in Policy Issues. An evolutionary approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 28, Aug.
• Richard E. Hawkins, 2004, "A rational expectatons critque of the Hahn-Solow critique of rational expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 289, Aug.
• Masaaki Kijima & Hajime Fujiwara, 2004, "Pricing a Path-dependent American Option by Monte Carlo Simulation," Computing in Economics and Finance 2004, Society for Computational Economics, number 293, Aug.
• Sander van der Hoog, 2004, "Credit and Cash-in-Advance in Disequilibrium Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 294, Aug.
• Jamsheed Shorish & Victor Dorofeenko, 2004, "On the Dynamics of Finite Memory Distributed Systems," Computing in Economics and Finance 2004, Society for Computational Economics, number 298, Aug.
• Simone Alfarano & Friedrich Wagner, 2004, "Critical behaviour and system size in agent-based models: an explanation," Computing in Economics and Finance 2004, Society for Computational Economics, number 315, Aug.
• Turalay Kenc, 2004, "Robust control, Regime Switching Risk and Asset Prices," Computing in Economics and Finance 2004, Society for Computational Economics, number 335, Aug.
• Laurent Cellarier, 2004, "Bounded Rationality, Learning, and Business Cycles in a Standard Neoclassical Growth Model," Computing in Economics and Finance 2004, Society for Computational Economics, number 343, Aug.
• Florian PELGRIN & Michel JUILLARD, 2004, "Which order is too much? An application to a model with staggered price and wage contratcs," Computing in Economics and Finance 2004, Society for Computational Economics, number 58, Aug.
• Willi Semmler & Lars Grüne, 2004, "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004, Society for Computational Economics, number 59, Aug.
• Carl Chiarella & Chih-ying Hsiao, 2004, "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004, Society for Computational Economics, number 73, Aug.
• Marji Lines, 2004, "Working women and their fertility choices," Computing in Economics and Finance 2004, Society for Computational Economics, number 87, Aug.
• Alfredo Medio, 2004, "Backward dynamics, inverse limits and global sunspots," Computing in Economics and Finance 2004, Society for Computational Economics, number 90, Aug.
• W. Souma & H. Aoyama & L. Gruene, 2004, "Distribution and Fluctuation of Firm Size in the Long-Run," Computing in Economics and Finance 2004, Society for Computational Economics, number 92, Aug.
• John R. Roy & Jean-Claude Thill, 2004, "Spatial interaction modelling," Advances in Spatial Science, Springer, in: Raymond J. G. M. Florax & David A. Plane, "Fifty Years of Regional Science", DOI: 10.1007/978-3-662-07223-3_15.
• A. S. Andreou & K. E. Parsopoulos & M. N. Vrahatis & G. A. Zombanakis, 2004, "An alliance between Cyprus and Greece: assessing its partners' relative security contribution," Defence and Peace Economics, Taylor & Francis Journals, volume 15, issue 5, pages 481-495, DOI: 10.1080/10242690420001688224.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004, "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-112/1, Oct.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-30.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-113.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-18.
• Berridge, S.J. & Schumacher, J.M., 2004, "Pricing High-Dimensional American Options Using Local Consistency Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-19.
• Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004, "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-25.
• Bellemare, C., 2004, "A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-29.
• Motchenkova, E. & Kort, P.M., 2004, "Analysis of the Properties of Current Penalty Schemes for Violations of Antitrust Law," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-97.
• Berridge, S.J. & Schumacher, J.M., 2004, "Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-20.
• Le Blanc, H.M. & van Krieken, M.G.C. & Krikke, H.R. & Fleuren, H.A., 2004, "Advanced Planning Concepts in the Closed-Loop Container Network of ARN," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-103.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Other publications TiSEM, Tilburg University, School of Economics and Management, number 47f9b977-1482-4099-a451-3.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7199ad17-969b-4bd5-b82a-f.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7371422b-c2a8-4b71-8749-6.
• Pawlina, G. & Kort, P.M., 2005, "Investment under uncertainty and policy change," Other publications TiSEM, Tilburg University, School of Economics and Management, number dc869876-eaea-427c-ad5f-5.
• Engwerda, J.C., 2004, "The open-loop linear quadratic differential game revisited," Other publications TiSEM, Tilburg University, School of Economics and Management, number ff4e8556-547a-4157-a832-a.
• Laurens Cherchye & Timo Kuosmanen, 2004, "Benchmarking Sustainable Development: A Synthetic Meta-index Approach," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2004-28.
• Charles ReVelle & Alan T. Murray & Daniel Serra, 2004, "Location models for ceding market share and shrinking services," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 753, May.
• Vladimir Marianov & Daniel Serra, 2004, "Location models in the public sector," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 755, May.
• Carl Chiarella & Andrew Ziogas, 2004, "McKean's Methods Applied to American Call Options on Jump-Diffusion Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 117, Feb.
• Carl Chiarella & Adam Kucera & Andrew Ziogas, 2004, "A Survey of the Integral Representation of American Option Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 118, Feb.
• Carl Chiarella & Roberto Dieci & Laura Gardini, 2004, "Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 134, Oct.
• Angelo Zago, 2004, "Quality Production and Quality Indicators in Intermediate Products," Working Papers, University of Verona, Department of Economics, number 16/2004, Dec.
• María José Moral, 2004, "An approach to the demand of durable and differentiated products," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0412, Dec.
• Juan Carlos Duque & Raúl Ramos, 2004, "Design of homogenous territorial units: a methodological proposal," ERSA conference papers, European Regional Science Association, number ersa04p6, Aug.
• Juan Carlos Duque & Raúl Ramos, 2004, "Spanish unemployment: normative versus analytical regionalisation procedures," ERSA conference papers, European Regional Science Association, number ersa04p7, Aug.
• Mika Kortelainen & Timo Kuosmanen, 2004, "Measuring Eco-efficiency of Production: A Frontier Approach," Econometrics, University Library of Munich, Germany, number 0411006, Nov.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "Real options and the universal bad news principle," Finance, University Library of Munich, Germany, number 0405011, May.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "Practical guide to real options in discrete time," Finance, University Library of Munich, Germany, number 0405016, May.
• Svetlana Boyarchenko & Sergei Levendorskii, 2004, "American options: the EPV pricing model," Finance, University Library of Munich, Germany, number 0405024, May.
• Cornelis A. Los, 2004, "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance, University Library of Munich, Germany, number 0409047, Sep.
• Orlando Gomes, 2004, "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance, University Library of Munich, Germany, number 0409055, Sep.
• Svetlana Boyarchenko & Sergey Levendorskiy, 2004, "Optimal stopping made easy," Finance, University Library of Munich, Germany, number 0410016, Oct.
• Kae Nemoto & Michael J Gagen, 2004, "Cooperative equilibria in the finite iterated prisoner's dilemma," Game Theory and Information, University Library of Munich, Germany, number 0404001, Apr.
• Valeri Zakamouline, 2004, "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods, University Library of Munich, Germany, number 0404003, Apr, revised 28 Apr 2004.