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

2002

• Hans Föllmer & Alexander Schied, 2002, "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, volume 6, issue 4, pages 429-447.
• Harvey E. Lapan & David A. Hennessy, 2002, "Symmetry and order in the portfolio allocation problem," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 4, pages 747-772.
• Lisa Morhaim & Charles-Henri Dimaria & Cuong Le Van, 2002, "The discrete time version of the Romer model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 133-158.
• Kevin X.D. Huang, 2002, "Valuation in infinite-horizon sequential markets with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 189-198.
• Takashi Kamihigashi, 2002, "A simple proof of the necessity of the transversality condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 2, pages 427-433.
• Kieran P. Donaghy, 2002, "research notes and comments: The "green book" twenty years on: A new look at the research program of Isard and Liossatos's "spatial dynamics and optimal space-time development"," Papers in Regional Science, Springer;Regional Science Association International, volume 81, issue 4, pages 499-509.
• Winfried J. Steiner & Harald Hruschka, 2002, "Produktliniengestaltung mit Genetischen Algorithmen," Schmalenbach Journal of Business Research, Springer, volume 54, issue 7, pages 575-601, November, DOI: 10.1007/BF03372688.
• Mustafa Akan, 2002, "Policy Implications of Solutions of Dynamic Optimal Production Problems for Disinflationary Economic Policies," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 1, pages 65-73.
• Stan van Hoesel & H. Edwin Romeijn & Dolores Romero Morales & Albert P.M. Wagelmans, 2002, "Polynomial Time Algorithms for Some Multi-Level Lot-Sizing Problems with Production Capacities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-066/4, Jun.
• Wilco van den Heuvel & Albert P.M. Wagelmans, 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-067/4, Jun.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002, "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-126/1, Dec.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Lutgens, F. & Sturm, J.F., 2002, "Robust One Period Option Modelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-114.
• Sturm, J.F., 2002, "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-73.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-108.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc1f47c6-314f-4932-80c6-1.
• Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002, "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0212, Nov.
• Jean-Marc Bonnisseau & Jorge Rivera Cayupi, 2002, "The equilibrium manifold with Boundary constraints on the Consumption sets," Working Papers, University of Chile, Department of Economics, number wp196, Oct.
• van Hoesel, C.P.M. & Romeijn, H.E. & Romero Morales, M.D. & Wagelmans, A., 2002, "Polynomial time algorithms for some multi-level lot-sizing problems with production capacities," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 018, Jan, DOI: 10.26481/umamet.2002018.
• Juan P. Soto & Helena Ramalhinho-Lourenço, 2002, "A recoverable production planning model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 636, Jul.
• Daniel Serra & Francisco Silva, 2002, "Locating emergency services with priority rules: The priority queuing covering location problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 642, Sep, revised May 2008.
• Carl Chiarella & Andrew Ziogas, 2002, "Evaluation of American Strangles," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 83, Jun.
• Andrea Gamba & Alberto Micalizzi, 2002, "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers, University of Verona, Department of Economics, number 01/2002, Dec.
• Pavel Cizek, 2002, "Robust Estimation with Discrete Explanatory Variables," Econometrics, University Library of Munich, Germany, number 0203001, Mar.
• David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
• V.-P. Heikkinen & & Timo Kuosmanen, 2002, "Stochastic Dominance Portfolio Analysis of Forestry Assets," Finance, University Library of Munich, Germany, number 0210002, Oct.
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002, "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance, University Library of Munich, Germany, number 0211003, Nov, revised 28 Nov 2002.
• Stein W. Wallace & Stein-Erik Fleten, 2002, "Stochastic programming in energy," GE, Growth, Math methods, University Library of Munich, Germany, number 0201001, Jan, revised 13 Nov 2003.
• Danyang Xie, 2002, "Explicit Transitional Dynamics in Growth Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0207003, Aug.
• Danyang Xie, 2002, "Divergence in Economic Performance: Transitional Dynamics with Multiple Equilibria," GE, Growth, Math methods, University Library of Munich, Germany, number 0210002, Oct.
• M. Zarichnyi, 2002, "Correspondences of probability measures with restricted marginals revisited," GE, Growth, Math methods, University Library of Munich, Germany, number 0210006, Oct.
• Martin E. Diedrich, 2002, "Emission Targets and Equilibrium Choice of Technique," GE, Growth, Math methods, University Library of Munich, Germany, number 0211001, Nov.
• Chi-wa Yuen & Danyang Xie, 2002, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," Macroeconomics, University Library of Munich, Germany, number 0207009, Aug.
• Danyang Xie, 2002, "On Time Inconsistency: A Technical Issue in Stackelberg Differential Games," Macroeconomics, University Library of Munich, Germany, number 0212004, Dec.
• K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
• Laurens Cherchye & & Timo Kuosmanen, 2002, "Benchmarking Sustainable Development: A Synthetic Meta-index Approach," Others, University Library of Munich, Germany, number 0210001, Oct, revised 04 Dec 2002.
• Laurens Cherchye & Piet Vanden Abeele, 2002, "On Research Efficiency: A Micro-Analysis of Dutch University Research in Economics and Business Management," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0206.
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Lévy processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Regular Lévy Processes of Exponential type in 1D," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Pricing and hedging of contingent claims of European type," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Perpetual American options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "American options: finite time horizon," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "First-touch digitals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Barrier options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Multi-asset contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Investment under uncertainty and capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Endogenous default and pricing of the corporate debt," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Fast pricing of European options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Discrete time models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Feller processes of normal inverse Gaussian type," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Pseudo-differential operators with constant symbols," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Elements of calculus of pseudodifferential operators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Non-Gaussian Merton-Black-Scholes Theory".
• Maitreesh Ghatak & Massimo Morelli & Tomas Sjostrom, 2002, "Credit Rationing, Wealth Inequality, and Allocation of Talent," Economics Working Papers, Institute for Advanced Study, School of Social Science, number 0026, Oct.
• Benjamin, Catherine & Piot-Lepetit, Isabelle, 2002, "Measuring the Effects of Alternative Support Policy Instruments on Beef Supply," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24781, DOI: 10.22004/ag.econ.24781.
• Mittenzwei, Klaus, 2002, "Policy Design as an Irreversible Investment Under Uncertainty: Norwegian Agriculture and the WTO," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24875, DOI: 10.22004/ag.econ.24875.
• Mathews, Kenneth H., Jr., 2002, "Economic Effects Of A Ban Against Antimicrobial Drugs Used In U.S. Beef Production," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 34, issue 3, pages 1-18, December, DOI: 10.22004/ag.econ.15068.
• Kancs, d'Artis, 2002, "Modelling Renewable Energy Policies," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331030.
• Rossen Nikolaev, 2002, "Risk Evaluation in Multiactive Portfolio of Shares," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 135-146.
• van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2017, "Perfection and stability of stationary points with applications to noncooperative games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 344, Apr.
• Francisco J. André & Emilio Cerdá, 2002, "Landfilling, Set-Up Costs and Optimal Capacity," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2002/05.
• Maitreesh Ghatak & Massimo Morelli & Tomas Sjostrom, 2002, "Credit Rationing, Wealth Inequality, and Allocation of Talent," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 441, Oct.
• Ngo Van Long & Koji Shimomura, 2002, "A New Proof Of The Maximum Principle," CIRANO Working Papers, CIRANO, number 2002s-04, Jan.
• Marcela Montoya Múnera & Danny Garc�a Callejas, 2002, "Economía y relaciones sexuales: un modelo económico, su verificación empírica y posibles recomendaciones para disminuir los casos de sida," Borradores del CIE, Universidad de Antioquia, CIE, number 2398, Nov.
• CARTIGNY, Pierre & MICHEL, Philippe, 2002, "On the selection of one feedback Nash equilibrium in discounted linear-quadratic games," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002034, May.
• LE VAN, Cuong & VAILAKIS, Yiannis, 2002, "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002055, Oct.
• Basak, Suleyman & Shapiro, Alex, 2002, "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3413, Jun.
• Paolo Battocchio & Francesco Menoncin, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 19, Mar.
• Paolo BATTOCCHIO, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002005, Feb.
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002, "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002021, Jun.
• J. AZNAR-MARQUEZ & J.R. Ruiz-Tamarit, 2002, "Closed-Form Solution for a Two-Sector Endogenous Growth Model with two Controls," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002030, Jun.
• Mathews, Kenneth H., 2002, "Economic Effects of a Ban Against Antimicrobial Drugs Used in U.S. Beef Production," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 34, issue 3, pages 513-530, December.
• Eric Young, 2002, "Code for "Approximate Aggregation"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 149, revised Apr 2005.
• VIEILLE, Nicolas & WEIBULL, Jörgen W., 2002, "Uniqueness in infinitely repeated decision problems," HEC Research Papers Series, HEC Paris, number 755, Apr.
• Mash, Richard, 2002, "New Keynesian Microfoundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 138, Aug.
• Mitra, Tapan & Nishimura, Kazuo, 2002, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Working Papers, Cornell University, Center for Analytic Economics, number 02-06, Aug.
• Mitra, Tapan, 2002, "A Characterization of the Turnpike Property of Optimal Paths in the Aggregative Model of Intertemporal Allocation," Working Papers, Cornell University, Center for Analytic Economics, number 02-17, Nov.
• Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002, "Consumption Over the Life Cycle," Econometrica, Econometric Society, volume 70, issue 1, pages 47-89, January.
• Federico Echenique, 2002, "Comparative Statics by Adaptive Dynamics and the Correspondence Principle," Econometrica, Econometric Society, volume 70, issue 2, pages 833-844, March.
• Martin F. Hellwig & Klaus M. Schmidt, 2002, "Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Econometrica, Econometric Society, volume 70, issue 6, pages 2225-2264, November.
• Chen, Baoline & Zadrozny, Peter A., 2002, "An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1397-1416, August.
• Horsley, Anthony & Wrobel, Andrew J., 2002, "Efficiency rents of pumped-storage plants and their uses for operation and investment decisions," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 1, pages 109-142, November.
• Huang, Kevin X. D., 2002, "On infinite-horizon minimum-cost hedging under cone constraints," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 2, pages 283-301, December.
• Rockinger, Michael & Jondeau, Eric, 2002, "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 119-142, January.
• Sanchez-Soriano, Joaquin & Llorca, Natividad & Tijs, Stef & Timmer, Judith, 2002, "On the core of semi-infinite transportation games with divisible goods," European Journal of Operational Research, Elsevier, volume 142, issue 3, pages 463-475, November.
• Le Van, Cuong & Morhaim, Lisa, 2002, "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, volume 105, issue 1, pages 158-187, July.
• Dutta, Jayasri & Kapur, Sandeep, 2002, "Default and efficient debt markets," Journal of Mathematical Economics, Elsevier, volume 38, issue 1-2, pages 249-270, September.
• d'Artis Kancs & Hans Kremers, 2002, "Assessing Impacts of Alternative Renewable Energy Strategies," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2002_03, Mar.
• Pak, K. & Piersma, N., 2002, "airline revenue management," 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-2002-12-LIS, Jan.
• Lentink, R.M. & Odijk, M.A. & van Rijn, E., 2002, "Crew Rostering for the High Speed Train," 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-2002-07-LIS, Mar.
• Mahadevan, B. & Pyke, D.F. & Fleischmann, M., 2002, "Periodic Review, Push Inventory Policies for Remanufacturing," 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-2002-35-LIS, Mar.
• van den Heuvel, W. & Wagelmans, A.P.M., 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," 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-2002-63-LIS, Jul.
• Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002, "Shunting of Passenger Train Units in a Railway Station," 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-2002-74-LIS, Sep.
• Birbil, S.I. & Fang, S-C. & Han, J., 2002, "Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints," 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-2002-71-LIS, Sep.
• Jean-Guillaume Sahuc, 2002, "Influence of Parameter Estimation Uncertainty on the European Central Banker Behavior: An Extension," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 02-18.
• José Manuel Madeira Belbute, 2002, "Estabilidade Local em Problemas de Controle Óptimo com duas variáveis de Estado: Uma Extensão do Teorema de Dockner," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2002.
• Andriy Demchuk, 2002, "Portfolio Optimization with Concave Transaction Costs," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp103, Dec.
• Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002, "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp48, Apr.
• Hervé Le Bihan & Jean-Guillaume Sahuc, 2002, "Règles de Politique Monétaire en Présence d’Incertitude : Une Synthèse," Post-Print, HAL, number hal-01612723.
• Nicolas Vieille & Jörgen Weibull, 2002, "Uniqueness in infinitely repeated decision problems," Working Papers, HAL, number hal-00593648.
• Berglann, Helge & Flåm, Sjur Didrik, 2002, "Stochastic Approximation, Momentum, and Nash Play," Working Papers in Economics, University of Bergen, Department of Economics, number 09/02, Apr.
• Førsund, Finn R. & Hjalmarsson, Lennart, 2002, "Are all Scales Optimal in DEA? Theory and Empirical Evidence," Working Papers in Economics, University of Gothenburg, Department of Economics, number 66, Mar.
• Johansson, Per-Olov, 2002, "On the Definition and Age-Dependency of the Value of a Statistical Life. A Review and Extension," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 490, Jan, revised 29 Jan 2002.
• Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002, "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 508, Sep.
• Vieille, Nicolas & Weibull, Jörgen W., 2002, "Uniqueness in Infinitely Repeated Decision Problems," Working Paper Series, Research Institute of Industrial Economics, number 577, Apr.
• Finn R. FF8rsund & Ove Wolfgang, 2002, "The Compensation mechanism in the rains model: the Norwegian targets for acidification," ICER Working Papers, ICER - International Centre for Economic Research, number 13-2002, Feb.
• Lennart Hjalmarsson & Finn R. FF8rsund, 2002, "Are all scales optimal in Dea? Theory and empirical evidence," ICER Working Papers, ICER - International Centre for Economic Research, number 14-2002, Feb.
• Finn R. FF8rsund & Lennart Hjalmarsson, 2002, "Calculating the scale elasticity in DEA models," ICER Working Papers, ICER - International Centre for Economic Research, number 28-2002, Jun.
• Finn R. FF8rsund & Roberto Zanola, 2002, "The performance of auction houses selling Picasso Prints," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2002, Jun.
• Guido Cozzi & Fabio Privileggi, 2002, "Wealth Polarization and Pulverization in Fractal Societies," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 39-2002, Sep.
• Jesús Ruiz, 2002, "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, volume 26, issue 1, pages 35-57, January.
• Dorofeenko, Victor & Shorish, Jamsheed, 2002, "Dynamical Modeling of the Demographic Prisoner's Dilemma," Economics Series, Institute for Advanced Studies, number 124, Nov.
• Finn R. Forsund, 2002, "Categorical Variables in DEA," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 33-44, April.
• Rafikul Islam, 2002, "Modified Nominal Group Technique For Group Decision-Making," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 10, issue 2, pages 151-178, August.
• Danyang Xie & Chi-Wa Yuen, 2002, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," IMF Working Papers, International Monetary Fund, number 2002/041, Feb.
• Crespi Giovanni & Ginchev Ivan & Rocca Matteo, 2002, "Existence of solutions and star-shapedness in Minty variational inequalities," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0211, Jul.
• Lapan, Harvey E. & Hennessy, David A., 2002, "Symmetry and Order in the Portfolio Allocation Problem," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5106, Jun.
• Jorge Durán, 2002, "Discounting Long Run Average Growth In Stochastic Dynamic Programs," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-08, Jul.
• Emili Tortosa Ausina, 2002, "Sensitivity Analysis Of Efficiency And Malmquist Productivity Indices: An Application To Spanish Savings Banks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-30, Nov.
• Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim, 2002, "An Adverse Selection Model of Optimal Unemployment Insurance," IZA Discussion Papers, IZA Network @ LISER, number 681, Dec.
• Martin Diedrich, 2002, "Emission Targets and Equilibrium Choice of Technique," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2002/12, Sep.
• Takashi Kamihigashi, 2002, "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 128, Apr.
• Walter, György, 2002, "VaR-limitrendszer melletti hozammaximalizálás: a kaszinóhatás
  [Maximizing yield against a VaR limit system: the casino effect]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 212-234.
• Benedek, Gábor & Kóbor, Ádám & Pataki, Attila, 2002, "A kapcsolatszorosság mérése m-dimenziós kopulákkal és értékpapírportfólió-alkalmazások
  [Measuring dependence with m-dimensional copulas and applications of this]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 105-125.
• Awi Federgruen & Joern Meissner & Michal Tzur, 2002, "Progressive Interval Heuristics for Multi-Item Capacitated Lot-Sizing Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0001, Sep, revised Nov 2004.
• Hellwig, Martin F. & Schmidt, Klaus M., 2002, "Discrete-time approximations of the Holmström-Milgrom brownian-motion model of intertemporal incentive provision," Munich Reprints in Economics, University of Munich, Department of Economics, number 19425.
• Hsiao-chuan Chang, 2002, "Do Foreign Workers Have An Adverse Effect On The Native Unskilled Labor In Taiwan?," Department of Economics - Working Papers Series, The University of Melbourne, number 837.
• Hsiao-chuan Chang, 2002, "Are Foreign Workers Responsible For The Increasing Unemployment Rate In Taiwan?," Department of Economics - Working Papers Series, The University of Melbourne, number 853.
• Hsiao-chuan Chang, 2002, "The Impact Of Immigration On The Wage Differential In Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 859.
• Krtscha, Manfred & Kalckreuth, Ulf von, 2002, "Stable Solutions to Homogeneous Difference : Differential Equations with Constant Coefficients," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 608.
• William H. Sandholm, 2002, "Evolutionary Implementation and Congestion Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 3, pages 667-689.
• Helen Weeds, 2002, "Strategic Delay in a Real Options Model of R&D Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 3, pages 729-747.
• Richard Mash, 2002, "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers, University of Oxford, Department of Economics, number 108, Jul.
• Richard Mash, 2002, "New Keynesian Microfundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting," Economics Series Working Papers, University of Oxford, Department of Economics, number 109, Jul.
• Gert Kneis & Klaus Schöler, 2002, "Zur Begründung der linearen Nachfragefunktion in der Haushaltstheorie," Volkswirtschaftliche Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 48.

2001

• Amen, Matthias, 2001, "Heuristic methods for cost-oriented assembly line balancing: A comparison on solution quality and computing time," International Journal of Production Economics, Elsevier, volume 69, issue 3, pages 255-264, February.
• Liski, Matti & Kort, Peter M. & Novak, Andreas, 2001, "Increasing returns and cycles in fishing," Resource and Energy Economics, Elsevier, volume 23, issue 3, pages 241-258, July.
• Bar-Isaac, Heski, 2001, "Self-confidence and survival," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19329, Oct.
• Goldman, P. & Freling, R. & Pak, K. & Piersma, N., 2001, "Models and Techniques for Hotel Revenue Management Using a Roling Horizon," 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-2001-80-LIS, Jan.
• Kaymak, U. & Sousa, J.M., 2001, "Weighted Constraints in Fuzzy Optimization," 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-2001-19-LIS, Apr.
• Hervé Le Bihan & Jean-Guillaume Sahuc, 2001, "Règles de politique monétaire en présence d’incertitude : Une synthèse," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 01-08.
• Domenico Cuoco & Hua He & Sergei Issaenko, 2001, "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp60, Dec.
• Richard Dennis, 2001, "The Policy Preferences of the U.S. Federal Reserve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-08, Jul, DOI: 10.24148/wp2001-08.
• Richard Dennis, 2001, "Precommitment, the Timeless Perspective, and Policymaking from Behind a Veil of Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-19, Aug, DOI: 10.24148/wp2001-19.
• Heski Bar-Isaac, 2001, "Self-Confidence and Survival," FMG Discussion Papers, Financial Markets Group, number dp395, Oct.
• Christophe Courcelle & Dominique Gusbin, 2001, "Planning Paper 88 - Perspectives énergétiques 2000-2020 - Scénarios exploratoires pour la Belgique
  [Planning Paper 88 - Energievooruitzichten 2000-2020 - Verkennende scenario’s voor België]," Planning Papers, Federal Planning Bureau, Belgium, number 88, Jan.
• Flam, S.D. & Risa, A.E., 2001, "Ability, Self-confidence and Search," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 1601.
• Van Delft, Ch. & Vial, J-Ph., 2001, "Quantitative Analysis of Multi-Periodic Supply Chain Contracts with Options via Stochastic Programming," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.05.
• Domenach, F. & Leclerc, B., 2001, "On the Roles og Galois Connections in Classification," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.25.
• Aubin, J.P. & Haddad, G., 2001, "Detectability Through Measurements Under Impulse Differential Inclusions," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.30.
• Baillon, J.B. & Cominetti, R., 2001, "A Convergence Result for Non-Autonomous Subgradient Evolution Equations and Its Application to the Steepest Descent Exponential Penality Trajectory in Linear Programming," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.33.
• Blot, J. & Michel, P., 2001, "On the Value-Function of an Infinite-Horizon Linear-Quadratic Problem," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.34.
• De Werra, D. & Hansen, P., 2001, "Panchromatic Chains and Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.40.
• Holger Strulik & Martin Brunner, 2001, "A Simple and Intuitive Method to Solve Small Rational Expectations Models," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20106, Jun.
• Topper, Jürgen, 2001, "A Finite Element Implementation of Passport Options," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224e, Nov.
• Kjoeserud,G.G. & Kvamme,O.J. & Kittelsen,S.A.C., 2001, "Errors in survey based quality evaluation variables in efficiency models of primary care physicians," Memorandum, Oslo University, Department of Economics, number 24/2001.
• Førsund, Finn R & Wolfgang, Ove, 2001, "The Compensation Mechanism in the RAINS Model: The Norwegian Targets for Acidification," Memorandum, Oslo University, Department of Economics, number 34/2001, Nov.
• Førsund, Finn R & Edvardsen, Dag F., 2001, "International Benchmarking of Electricity Distribution Utilities," Memorandum, Oslo University, Department of Economics, number 35/2001, Dec.
• Dag Fjeld Edvardsen & Finn R. FF8rsund, 2001, "International benchmarking of electricity distribution utilities," ICER Working Papers, ICER - International Centre for Economic Research, number 08-2002, Dec.
• Luigi Montrucchio & Fabio Privileggi, 2001, "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 05-2001, Jan.
• Maitreesh Ghatak & Massimo Morelli & Tomas Sjoström, 2001, "Credit rationing, wealth inequality, and allocation of talent," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 23-2001, Jul.
• Tom Kompas & Omar Abdel-Razeq, 2001, "A Simple Monetary Growth Model with Variable Rates of Time Preference," International and Development Economics Working Papers, International and Development Economics, number idec01-10.
• Johanna Francis & Tom Kompas, 2001, "Uzawa's Transformation and Optimal Control Problems with Variable Rates of Time Preference," International and Development Economics Working Papers, International and Development Economics, number idec01-12.
• Hlouskova, Jaroslava & Lee, Gabriel S., 2001, "Legal Restrictions on Portfolio Holdings: Some Empirical Results," Economics Series, Institute for Advanced Studies, number 93, Jan.
• Emilio Barucci & Fausto Gozzi, 2001, "Technology adoption and accumulation in a vintage-capital model," Journal of Economics, Springer, volume 74, issue 1, pages 1-38, February, DOI: 10.1007/BF01231214.
• Takashi Kamihigashi, 2001, "A Simple Proof of the Necessity of the Transversality Condition," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 116, Jan.
• Benedek, Gábor, 2001, "Evolúciós alkalmazások előrejelzési modellekben II
  [Evolutionary applications in forecasting models, Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 18-30.
• Hellwig, Martin F. & Schmidt, Klaus M., 2001, "Discrete-Time Approximations of the Holmström-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Discussion Papers in Economics, University of Munich, Department of Economics, number 22, Jul.
• Chang, H.-C., 2001, "Technological Change and Wage Differentials Results and Policy Implications From a Dynamic Intertemporal General Equilibrium Model," Department of Economics - Working Papers Series, The University of Melbourne, number 790.
• Hsiao-Chuan Chang, 2001, "A New Look at the Impact of Migration on the Wage Differential," Department of Economics - Working Papers Series, The University of Melbourne, number 827.
• Takashi Kamihigashi, 2001, "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-02.
• Helmut Elsinger & Martin Summer, 2001, "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 49, Aug.