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

2004

• Mitra, Tapan, 2004, "Intergenerational Equity and the Forest Management Problem," Working Papers, Cornell University, Center for Analytic Economics, number 04-17, Dec.
• P. Dorian Owen & R. Quentin Grafton & Tom Kompas, 2004, "Productivity, Factor Accumulation and Social Networks: Theory and Evidence," Econometric Society 2004 Australasian Meetings, Econometric Society, number 224, Aug.
• Aditya Goenaka & Odile Poulsen, 2004, "Factor Intensity reversal and Chaos I," Econometric Society 2004 Australasian Meetings, Econometric Society, number 86, Aug.
• Kazuo Nishimura & Tapan Mitra, 2004, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 543, Aug.
• Lars J. Olson & Hojeong Park, 2004, "Investment Effect of Emission Permits Banking under Technological Uncertainty," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 677, Aug.
• Andrew Ching, 2004, "A Dynamic Oligopoly Structural Model for the Prescription Drug Market After Patent Expiration," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 735, Aug.
• Andrew Ching & Antonio Merlo, 2004, "The Role of Campaign War Chest in Congressional Careers," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 739, Aug.
• Kwan Koo Yun, 2004, "Efficient Pareto-improving Processes," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 784, Aug.
• Juan F. Castro, 2004, "On the Reasons Behind Fear of Floating: Pass-through Effects vs. Contractionary Depreciations," Econometric Society 2004 Latin American Meetings, Econometric Society, number 268, Aug.
• Jose Luis Lima R & Andres Gomez Lobo, 2004, "Good Regulatory Lags for Price Cap and Rolling Cap contracts," Econometric Society 2004 Latin American Meetings, Econometric Society, number 278, Aug.
• Vladimir K. Teles & Ronaldo A. Arraes, 2004, "Optimal Environmental Protection and Environmental Kuznets Curve," Econometric Society 2004 Latin American Meetings, Econometric Society, number 60, Aug.
• John K.-H. Quah, 2004, "Comparative Statics with Concave and Supermodular Functions," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 358, Aug.
• Yi Deng, 2004, "A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 389, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2004, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 576, Aug.
• Aadland, David, 2004, "Cattle cycles, heterogeneous expectations and the age distribution of capital," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 10, pages 1977-2002, September.
• Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004, "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1079-1113, March.
• Dennis, Richard, 2004, "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 8, pages 1635-1660, June.
• Laussel, Didier & de Montmarin, Maxime & Van Long, Ngo, 2004, "Dynamic duopoly with congestion effects," International Journal of Industrial Organization, Elsevier, volume 22, issue 5, pages 655-677, May.
• Le Van, Cuong & Cagri Saglam, H., 2004, "Optimal growth models and the Lagrange multiplier," Journal of Mathematical Economics, Elsevier, volume 40, issue 3-4, pages 393-410, June.

2003

• Arriaza Balmón, Manuel & Avilés, Pedro Ruiz & Gomez-Limon, Jose Antonio, 2003, "Evaluacion de alternativas de desacoplamiento total de ayudas COP: el caso de la agricultura de regadio en el valle del Guadalquivir," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 3, issue 06, pages 1-25, DOI: 10.22004/ag.econ.28799.
• Weber, Gerald, 2003, "Internationaler Handel und multifunktionale Landwirtschaft : Ein Agrarsektormodell zur Analyse Politischer Optionen und Entscheidungsunterstutzung," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18824, DOI: 10.22004/ag.econ.18824.
• Gomez-Limon, Jose Antonio & Riesgo, Laura & Arriaza Balmón, Manuel, 2003, "Multi-Criteria Analysis Of Factors Use Level: The Case Of Water For Irrigation," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa, International Association of Agricultural Economists, number 25836, DOI: 10.22004/ag.econ.25836.
• Spreen, Thomas H. & Brewster, Charlene & Brown, Mark G., 2003, "The Free Trade Area of the Americas and the Market for Processed Orange Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-20, April, DOI: 10.22004/ag.econ.37837.
• Scaletta, Timi M. & Stokes, Jeffrey R., 2003, "Optimal Agricultural Credit Association Branch Office Locations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-18, April, DOI: 10.22004/ag.econ.37838.
• Archer, David W. & Gesch, Russell W., 2003, "Value of Temperature-Activated Polymer-Coated Seed in the Northern Corn Belt," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-13, December, DOI: 10.22004/ag.econ.43198.
• Flanders, Archie & White, Fred C. & Shurley, W. Donald & Brown, Steve M., 2003, "Profit and Variance Analysis of Cotton Production Technologies and Rotation Crops in Georgia," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-10, December, DOI: 10.22004/ag.econ.43204.
• Andersen, Jesper Levring & Bogetoft, Peter, 2003, "Quota Trading and Profitability: Theoretical Models and Applications to Danish Fisheries," Unit of Economics Working Papers, Royal Veterinary and Agricultural University, Food and Resource Economic Institute, number 24180, DOI: 10.22004/ag.econ.24180.
• Rossen Nikolaev, 2003, "Conditions for existence of optimal biactive portfolio," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 79-100.
• Olivier Ledoit & Michael Wolf, 2015, "Honey, I Shrunk the Sample Covariance Matrix," Working Papers, Barcelona School of Economics, number 92, Sep.
• Ailton Cassetari, 2003, "The Maximum Entropy Principle and the Modern Portfolio Theory," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 2, pages 271-300.
• Farah, N. & Satchell, S.E., 2003, "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0333, Jul.
• Sudhir A. Shah, 2003, "Optimal Management of Durable Pollution," Working papers, Centre for Development Economics, Delhi School of Economics, number 113, Jan.
• José A. Gómez-Limón & Laura Riesgo & Manuel Arriaza, 2003, "Multi-Criteria Analysis of Factors Use Level: The Case of Water for Irrigation," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/18.
• Renan Goetz & Angels Xabadia, 2003, "Applications of Distributed Optimal Control in Economics-The Case of Forest Management," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/37.
• Anastasios Xepapadeas, 2003, "Regulation and Evolution of Harvesting Rules and Compliance in Common Pool Resources," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/39.
• Jean-Paul Decamps & Thomas Mariotti & Stephane Villeneuve, 2003, "Investment Timing under Incomplete Information," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 444, Jan.
• Martin Meurers, 2003, "Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13.
• Dieter Dziadkowski & Andrea Gebauer & W. Christian Lohse & Chang Woon Nam & Rüdiger Parsche, 2002, "Development of Recent VAT Revenues and Anticipated Fiscal Effects of Reform Proposals for VAT System," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13.
• Meritxell Albertí & Ángel León & Gerard Llobet, 2003, "Evaluation of a Taxi Sector Reform: A Real Options Approach," Working Papers, CEMFI, number wp2003_0312.
• Leopoldo Fergusson, 2003, "Tributaci√Ìn, Crecimiento Y Bienestar: El Caso Colombiano(1970-1999)," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3662, Feb.
• Fergusson Leopoldo, 2003, "Impuestos, crecimiento económico y bienestar en Colombia (1970-1999)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Luis Ángel Medina, 2003, "Aplicación de la teoría del portafolio en el mercado accionario colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Danny García Callejas, 2003, "La ética de los estudiantes frente a los exámenes académicos: un problema relacionado con beneficios económicos y probabilidades," Borradores del CIE, Universidad de Antioquia, CIE, number 3008, Nov.
• Jill Harrison & Glyn Wittwer, 2003, "RunMONASH: Automating A Dynamic, Recursive CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number c14, Oct.
• LE VAN, Cuong & SAGLAM, Cagri, 2003, "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003083, Nov.
• Wieland, Volker, 2003, "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3811, Mar.
• Francesco, MENONCIN, 2003, "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003015, Nov.
• Ning Sun & Zaifu Yang, 2003, "Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 51-71, May.
• Spreen, Thomas H. & Brewster, Charlene & Brown, Mark G., 2003, "The Free Trade Area of the Americas and the Market for Processed Orange Products," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 1, pages 107-126, April.
• Scaletta, Timi M. & Stokes, Jeffrey R., 2003, "Optimal Agricultural Credit Association Branch Office Locations," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 1, pages 127-141, April.
• Monti, Francesca V., 2003, "Implementing optimal control in cointegrated I(1) structural VAR models," Working Paper Series, European Central Bank, number 288, Nov.
• Castelnuovo, Efrem & Paolo Surico, 2003, "Why are Federal Funds Rates so Smooth?," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 39, Jun.
• Peter Arcidiacono & John Bailey Jones, 2003, "Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm," Econometrica, Econometric Society, volume 71, issue 3, pages 933-946, May.
• Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2219-2242, September.
• Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2219-2242, DOI: 10.1016/S0165-1889(02)00123-9.
• Borm, Peter & Vermeulen, Dries & Voorneveld, Mark, 2003, "The structure of the set of equilibria for two person multicriteria games," European Journal of Operational Research, Elsevier, volume 148, issue 3, pages 480-493, August.
• Mahadevan, B. & Pyke, David F. & Fleischmann, Moritz, 2003, "Periodic review, push inventory policies for remanufacturing," European Journal of Operational Research, Elsevier, volume 151, issue 3, pages 536-551, December.
• Ledoit, Olivier & Wolf, Michael, 2003, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 603-621, December.
• Kamihigashi, Takashi, 2003, "Necessity of transversality conditions for stochastic problems," Journal of Economic Theory, Elsevier, volume 109, issue 1, pages 140-149, March.
• Jerez, Belen, 2003, "A dual characterization of incentive efficiency," Journal of Economic Theory, Elsevier, volume 112, issue 1, pages 1-34, September.
• Edvardsen, Dag Fjeld & Forsund, Finn R., 2003, "International benchmarking of electricity distribution utilities," Resource and Energy Economics, Elsevier, volume 25, issue 4, pages 353-371, October.
• Arkin Vadim & Arkina Svetlana & Slastnikov Alexander, 2003, "Investment Stimulation by a Depreciation Mechanism," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 02-05e, Feb.
• Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stephane, 2003, "Investment timing under incomplete information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19325, Jan.
• Birbil, S.I. & Fang, S-C. & Frenk, J.B.G. & Zhang, S., 2003, "Recursive Approximation of the High Dimensional max Function," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number ERS-2003-003-LIS, Jan.
• Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003, "Combining Column Generation and Lagrangian Relaxation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-092-LIS, Jan.
• Lentink, R.M. & Fioole, P-J. & Kroon, L.G. & van 't Woudt, C., 2003, "Applying Operations Research techniques to planning of train shunting," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-094-LIS, Jan.
• Birbil, S.I. & Fang, S-C. & Frenk, J.B.G. & Zhang, S., 2003, "Recursive Approximation of the High Dimensional max Function," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-003-LIS, Jan.
• Degraeve, Z. & Jans, R.F., 2003, "A New Dantzig-Wolfe Reformulation And Branch-And-Price Algorithm For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-010-LIS, Mar.
• Degraeve, Z. & Jans, R.F., 2003, "Improved Lower Bounds For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-026-LIS, May.
• Mostard, J. & Teunter, R.H. & de Koster, M.B.M., 2003, "The distribution-free newsboy problem with resalable returns," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-068-LIS, Oct.
• Evangelos I. Kaisar & Mark Austin & Vasilios Lagakos & Stratos Papadimitriou & Ali Haghani, 2003, "Hierarchal Object-Oriented Models for Management of Narrow Passageways," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 95-108, July - De.
• Anindya BANERJEE & Paul MIZEN, 2003, "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers, European University Institute, number ECO2003/11.
• Stefano Bosi & Francesco Magris & Alain Venditti, 2003, "Indeterminacy in a Cash-in-Advance Two-Sector Economy," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-04.
• Stefano Bosi & Francesco Magris & Alain Venditti, 2003, "Sunspot Fluctuations in Two-Sector Economies with Heterogeneous Agents," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-12.
• Andriy DEMCHUK,, 2003, "Sovereign Debt Contract and Optimal Consumption-Investment Strategies," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp104, Feb.
• Richard Dennis, 2003, "Inferring Policy Objectives from Economic Outcome," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-05, Jun, DOI: 10.24148/wp2003-05.
• Jacques Olivier & José M. Marin, 2003, "On the impact of leverage constraints on asset prices and trading volume," Post-Print, HAL, number hal-00460077, Jun, DOI: 10.1007/s101080300063.
• Löfgren, Åsa, 2003, "Habit Formation in the Environmental Quality: Dynamic Optimal Environmental Taxation," Working Papers in Economics, University of Gothenburg, Department of Economics, number 92, Mar.
• Seierstad, Atle, 2003, "Conditions implying the vanishing of the Hamiltonian at the infinite horizon in optimal control problems," Memorandum, Oslo University, Department of Economics, number 22/2002, Jun.
• Seierstad, Atle, 2003, "Maximum principle for stochastic control in continuous time with hard end constraints," Memorandum, Oslo University, Department of Economics, number 24/2002, Jun.
• Seierstad, Atle, 2003, "Piecewise deterministic optimal control problems," Memorandum, Oslo University, Department of Economics, number 39/2003, Dec.
• Marklund, Per-Olov, 2003, "Analyzing Interplant Marginal Abatement Cost Differences: A Directional Output Distance Function Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 618, Dec.
• Marklund, Per-Olov, 2003, "Environmental Regulation and Firm Efficiency: Studying the Porter Hypothesis using a Directional Output Distance Function," Umeå Economic Studies, Umeå University, Department of Economics, number 619, Dec.
• Marklund, Per-Olov & Samakovlis, Eva, 2003, "What is Driving the EU Burden-Sharing Agreement: Efficiency or Equity?," Umeå Economic Studies, Umeå University, Department of Economics, number 620, Dec.
• Claudio Mattalia, 2003, "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 02-2003, Jan.
• Emili Tortosa-Ausina, 2003, "Bank cost efficiency as distribution dynamics: controlling for specialization is important," Investigaciones Economicas, Fundación SEPI, volume 27, issue 1, pages 71-96, January.
• Saïd Hanchane & David Touahri, 2003, "Diversité des sources d'incertitude et accumulation de capital humain sur le cycle de vie," IDEP Working Papers, Institut d'economie publique (IDEP), Marseille, France, number 0310, Oct.
• Michael H. Breitner, 2003, "Rufus Philip Isaacs and the Early Years of Differential Games," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 1, Jan.
• Oliver Kubertin & Michael H. Breitner, 2003, "WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 5, May.
• Nagaev, Sergei A., 2003, "A Diffusion Approximation for the Riskless Profit under Selling of Discrete Time Call Options," Economics Series, Institute for Advanced Studies, number 137, Sep.
• Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2003, "Prior Information In Stochastic Optimization: Quasigradient Methods," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 2, pages 175-192, Junio 200.
• Schöler Klaus & Kneis Gert, 2003, "Zur Begründung der linearen Nachfragefunktion in der Haushaltstheorie / Reasons for the Linear Demand Function in Consumer Theory," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 5, pages 571-580, October, DOI: 10.1515/jbnst-2003-0505.
• Thomas Eichner & Marco Runkel, 2003, "Efficient Management of Product Durability and Recyclability under Utilitarian and Chichilnisky Preferences," Journal of Economics, Springer, volume 80, issue 1, pages 43-75, August, DOI: 10.1007/s00712-002-0607-0.
• Tülin Erdem & Susumu Imai & Michael Keane, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 1, pages 5-64, March, DOI: 10.1023/A:1023536326497.
• Takashi Kamihigashi, 2003, "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 137, May.
• Takashi Kamihigashi & Santanu Roy, 2003, "A Nonsmooth, Nonconvex Model of Optimal Growth," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 139, Aug.
• Takashi Kamihigashi, 2003, "Almost Sure Convergence to Zero in Stochastic Growth Models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 140, Sep.
• Ngo Van Long & Koji Shimomura, 2003, "A Note on Transversality Conditions," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 144, Nov.
• Takashi Kamihigashi & Santanu Roy, 2003, "A Nonsmooth, Nonconvex Model of Optimal Growth," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 158, Dec.
• Takashi Kamihigashi, 2003, "Almost sure convergence to zero in stochastic growth models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 170, Sep, revised May 2005.
• Diderik Lund, 2003, "How to analyze the investment–uncertainty relationship in real option models?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-17, Nov.
• Constantinos Maglaras & Joern Meissner, 2003, "Dynamic Pricing Strategies for Multi-Product Revenue Management Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0002, Jul, revised Nov 2005.
• Tatiana Ermolieva & Yuri Ermoliev & Guenther Fischer & Istvan Galambos, 2003, "The Role of Financial Instruments in Integrated Catastrophic Flood Management," Multinational Finance Journal, Multinational Finance Journal, volume 7, issue 3-4, pages 207-230, September.
• Sjur Didrik Flåm & Alf Erling Risa, 2003, "Ability, Self-Confidence, and Search," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 3, pages 439-456, September.
• Norman Brown & Paolo Vanini, 2003, "On Habits and Addictions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 4, pages 603-626, December.
• Hsiao-chuan Chang, 2003, "Do Immigrants Rob Jobs? A Case Study Of Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 883.
• Juan E. Martinez-Legaz & John K.-H. Quah, 2003, "Risk Aversion over Incomes and Risk Aversion over Commodities," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W09, Mar.
• John Creedy, 2003, "Survey Reweighting for Tax Microsimulation Modelling," Treasury Working Paper Series, New Zealand Treasury, number 03/17, Sep.
• Marco Schulmerich & Siegfried Trautmann, 2003, "Local Expected Shortfall-Hedging in Discrete Time," Review of Finance, European Finance Association, volume 7, issue 1, pages 75-102.
• Aleš Černý, 2003, "Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets," Review of Finance, European Finance Association, volume 7, issue 2, pages 191-233.
• Antonio Mele, 2003, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 3, pages 679-716, July.
• Richard Mash, 2003, "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 173, Oct.
• Richard Mash, 2003, "New Keynesian Microfoundations Revisited: A Calvo-Taylor-Rule-of-Thumb Model and Optimal Monetary Policy Delegation," Economics Series Working Papers, University of Oxford, Department of Economics, number 174, Oct.
• Danyang Xie & Chi-Wa Yuen, 2003, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 2, pages 1-6.
• Alvaro Aguiar & Manuel M. F. Martins, 2003, "Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 123, Mar.
• Albu, Lucian-Liviu, 2003, "Underground economy modelling: simple models with complicated dynamics," MPRA Paper, University Library of Munich, Germany, number 12447.
• Photis, Yorgos N. & Grekoussis, George, 2003, "Assesing demand in stochastic locational planning problems: An Artificial Intelligence approach for emergency service systems," MPRA Paper, University Library of Munich, Germany, number 20678.
• Fleten, Stein-Erik & Näsäkkälä, Erkka, 2003, "Gas fired power plants: Investment timing, operating flexibility and abandonment," MPRA Paper, University Library of Munich, Germany, number 217, Mar, revised Jun 2006.
• Mariolis, Theodore, 2003, "Controllability, Observability, Regularity, and the so-called Problem of Transforming Values into Prices of Production," MPRA Paper, University Library of Munich, Germany, number 24043, Dec.
• Krähmer, Daniel, 2003, "Learning and self-confidence in contests
  [Lernen und Selbstvertrauen in Wettkämpfen]," Discussion Papers, Research Unit: Market Processes and Governance, WZB Berlin Social Science Center, number SP II 2003-10.
• Yashkir, Olga & Yashkir, Yuriy, 2003, "Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates," MPRA Paper, University Library of Munich, Germany, number 46391, May.
• Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 52516.
• Vargas, Martin, 2003, "Estimación del Modelo Probit Multivariante: Una Mejora," MPRA Paper, University Library of Munich, Germany, number 591.
• Andreou, Andreas S. & Parsopoulos, Konstantine & Vrachatis, Michael & Zombanakis, George A., 2003, "Optimal Versus Required Defence Expenditure Revisited," MPRA Paper, University Library of Munich, Germany, number 78765, Jul, revised 14 Jul 2003.
• Miloslav Vošvrda & Lukáš Vácha, 2003, "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 2, pages 155-168, DOI: 10.18267/j.pep.212.
• Carol Alexandra & Jacques Pezier, 2003, "On the Aggregation of Market and Credit Risks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-13, Oct.
• Laxminarayan, Ramanan, 2003, "ACT Now or Later: The Economics of Malaria Resistance," RFF Working Paper Series, Resources for the Future, number dp-03-51, Oct.
• Francesco Menoncin, 2003, "Optimal Asset Allocation for HARA Consumers with Labour Income," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 3, pages 357-381.
• M. Jose Aracil & Javier Aracil & Francisco Gordillo, 2003, "Analyzing qualitative behavior in a policy design system dynamics model," European Journal of Economic and Social Systems, Lavoisier, volume 16, issue 2, pages 197-217.
• Francesc Hernández Sancho & Vicent Soler i Marco, 2003, "Assessment of the «district effect» through non-radial measures of technical efficiency," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 3, pages 25-39.
• Albu, Lucian Liviu, 2003, "Underground Economy Modelling: Simple Models With Complicated Dynamics (Part I)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 79-85, June.
• Emilio Barucci & Roberto Monte & Roberto Reno, 2003, "Asset Price Anomalies Under Bounded Rationality," CEIS Research Paper, Tor Vergata University, CEIS, number 19, Jun.
• Hsiao-chuan Chang, 2003, "Is International Trade Guilty for an Enlarging Wage Differential? A Dynamic Intertemporal General Equilibrium Model," Computing in Economics and Finance 2003, Society for Computational Economics, number 1, Aug.
• Hans M. Amman & David A. Kendrick, 2003, "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003, Society for Computational Economics, number 114, Aug.
• Leonardo Souza & Gustavo Raposo, 2003, "Valuing Interest Rates Derivatives," Computing in Economics and Finance 2003, Society for Computational Economics, number 179, Aug.
• Yi Deng, 2003, "A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes," Computing in Economics and Finance 2003, Society for Computational Economics, number 189, Aug.
• Arnulfo Rodriguez & Fidel Gonzalez, 2003, "Robust Control: A Note on the Response of the Control to Changes in the Free Parameter," Computing in Economics and Finance 2003, Society for Computational Economics, number 207, Aug.
• Michael Reiter, 2003, "Dynamic Programming And Shape-Preserving Interpolation," Computing in Economics and Finance 2003, Society for Computational Economics, number 208, Aug.
• Ozyildirim, S. & Gunalay, Y., 2003, "Impact of Strategic Inventory Level and Acceptable Wages in Contract Renewals," Computing in Economics and Finance 2003, Society for Computational Economics, number 220, Aug.
• Michel Juillard, 2003, "What is the contribution of a k order approximation," Computing in Economics and Finance 2003, Society for Computational Economics, number 286, Aug.
• Andrew Ziogas & Carl Chiarella, 2003, "McKean’s Method applied to American Call Options on Jump-Diffusion Processes," Computing in Economics and Finance 2003, Society for Computational Economics, number 39, Aug.
• M. A. Kaboudan, 2003, "Forecasting Demand for Natural Gas Using GP-Econometric Integrated Systems," Computing in Economics and Finance 2003, Society for Computational Economics, number 44, Aug.
• Willi Semmler & Gang Gong, 2003, "Business Cycles, Wage Stickiness and Nonclearing Labor Market," Computing in Economics and Finance 2003, Society for Computational Economics, number 53, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2003, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2003, Society for Computational Economics, number 64, Aug.
• M. A. Kaboudan, 2003, "Genetic Programming Software to Forecast Time Series," Computing in Economics and Finance 2003, Society for Computational Economics, number 97, Aug.
• Dimitris Balios & Manolis Xanthakis, 2003, "International interdependence and dynamic linkages between developed stock markets," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 1, issue 1, pages 105-130.
• Konstantina Pendaraki & Michael Doumpos & Constantin Zopounidis, 2003, "Assessing Equity Mutual Funds' Performance Using a Multicriteria Methodology: A Comparative Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 1, issue 1, pages 85-104.
• I. Hakan Yetkiner, 2003, "A Short Note On The Solution Procedure Of Barro And Sala-I-Martin For Restoring Constancy Conditions," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-24, Apr, revised Apr 2003.
• I. Hakan Yetkiner, 2003, "Is There An Indispensable Role For Government During Recovery From An Earthquake? A Theoretical Elaboration," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-25, Apr, revised Apr 2003.
• Rosa Colomé & Helena Lourenço & Daniel Serra, 2003, "A New Chance-Constrained Maximum Capture Location Problem," Annals of Operations Research, Springer, volume 122, issue 1, pages 121-139, September, DOI: 10.1023/A:1026194423072.
• Douglas P. Ward & Alan T. Murray & Stuart R. Phinn, 2003, "Integrating spatial optimization and cellular automata for evaluating urban change," The Annals of Regional Science, Springer;Western Regional Science Association, volume 37, issue 1, pages 131-148, February, DOI: 10.1007/s001680200113.
• Jen-Jia Lin & Cheng-Min Feng, 2003, "A bi-level programming model for the land use – network design problem," The Annals of Regional Science, Springer;Western Regional Science Association, volume 37, issue 1, pages 93-105, February, DOI: 10.1007/s001680200112.
• Charlotte Markussen & Michael I. Taksar, 2003, "Optimal dynamic reinsurance policies for large insurance portfolios," Finance and Stochastics, Springer, volume 7, issue 1, pages 97-121.
• Guillaume Carlier & Rose-Anne Dana, 2003, "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 4, pages 871-893, June, DOI: 10.1007/s00199-002-0281-z.
• Jorge Durán, 2003, "Discounting long run average growth in stochastic dynamic programs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 2, pages 395-413, September, DOI: 10.1007/s00199-002-0316-5.
• Ngo Van Long & Koji Shimomura, 2003, "A new proof of the maximum principle," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 3, pages 671-674, October, DOI: 10.1007/s00199-002-0313-8.
• Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003, "The nature of the steady state in models of optimal growth under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 23, issue 1, pages 39-71, December, DOI: 10.1007/s00199-002-0340-5.
• P. Cartigny & P. Michel, 2003, "On the Selection of One Feedback Nash Equilibrium in Discounted Linear-Quadratic Games," Journal of Optimization Theory and Applications, Springer, volume 117, issue 2, pages 231-243, May, DOI: 10.1023/A:1023699021996.
• Felisa J. Vazquez-Abad & Bernd Heidergott, 2003, "Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-057/4, Jul.
• van den Goorbergh, R.W.J. & Huisman, K.J.M. & Kort, P.M., 2003, "Risk Aversion, Price Uncertainty and Irreversible Investments," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-119.
• Kamiya, K. & Talman, A.J.J., 2003, "Random Matching Models and Money : The Global Structure and Approximation of Stationary Equilibria," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-70.
• Luo, Z-Q & Sturm, J.F. & Zhang, S., 2003, "Multivariate Nonnegative Quadratic Mappings," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-7.
• Andre, F.J. & Cerda, E., 2003, "Landfill Construction and Capacity Expansion," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-115.
• Kort, P.M. & Pawlina, G., 2003, "Strategic capital budgeting : Asset replacement under uncertainty," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6cdd5963-f015-4454-8c84-d.
• Andre, F.J. & Cerda, E., 2003, "Landfill Construction and Capacity Expansion," Other publications TiSEM, Tilburg University, School of Economics and Management, number 812d24f5-7962-4dac-989e-1.
• Borm, P.E.M. & Vermeulen, D. & Voorneveld, M., 2003, "The structure of the set of equilibria for two person multicriteria games," Other publications TiSEM, Tilburg University, School of Economics and Management, number ecf9e80b-f56a-4669-b647-e.
• Kenneth A. Small & Xuehao Chu, 2003, "Hypercongestion," Journal of Transport Economics and Policy, University of Bath, volume 37, issue 3, pages 319-352, September.
• Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003, "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 735-747, August.
• Vincent (Vincent Peter) Hogan & Ian Walker, 2003, "Education choice under uncertainty and public policy," Working Papers, School of Economics, University College Dublin, number 200302, Jan.
• Linda Y. Wong, 2003, "Structural Estimation of Marriage Models," Journal of Labor Economics, University of Chicago Press, volume 21, issue 3, pages 699-728, July, DOI: 10.1086/374964.
• Jean-Marc Bonnisseau & Jorge Rivera Cayupi, 2003, "The equilibrium manifold with boundary constraints on the consumption sets," Estudios de Economia, University of Chile, Department of Economics, volume 30, issue 2 Year 20, pages 225-240, December.