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

2001

• 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.

2000

• Batabyal, Amitrajeet A., 2000, "An interdisciplinary research agenda for the study of ecological-economic systems in the American West," Resources Policy, Elsevier, volume 26, issue 2, pages 69-75, June.
• Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
• Amen, Matthias, 2000, "An exact method for cost-oriented assembly line balancing," International Journal of Production Economics, Elsevier, volume 64, issue 1-3, pages 187-195, March.
• Amen, Matthias, 2000, "Heuristic methods for cost-oriented assembly line balancing: A survey," International Journal of Production Economics, Elsevier, volume 68, issue 1, pages 1-14, October.
• Horsley, Anthony & Wrobel, Andrew J., 2000, "Efficiency rents of pumped-storage plants and their uses for operation and investment decisions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19336, Nov.
• Foldes, Lucien, 2000, "Valuation and Martingale properties of shadow prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5139, Mar.
• A. Mele, 2000, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-39.
• Nienhuys-Cheng, S-H. & van Laer, W. & Ramon, J. & de Raedt, L., 2000, "Generalizing Refinement Operators to Learn Prenex Conjunctive Normal Forms," 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-2000-39-LIS, Nov.
• Manfred Gilli & Evis Këllezi, 2000, "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp20, Oct.
• Richard Dennis, 2000, "Solving for Optimal Simple Rules in Rational-Expectations Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2000-14, Dec, DOI: 10.24148/wp2000-14.
• Cartigny, P. & Michel, P., 2000, "Selection of One Nash Equilibrium in the One-Dimensional Linear-Quadratic Differential Game," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a15.
• Drandakis, E., 2000, "Caratheodory's Theorem on Constrained Optimization and Comparative Statics," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 115.
• Drandakis, E., 2000, "The Envelope Theorem in Its Prpper Perspective," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 116r.
• Evstigneev, I.V. & Flam, S.D., 2000, "Convex Stochastic Duality and the "Biting Lemma"," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0300.
• Flam, S.D., 2000, "Reaching Equilibrium in the Capital Asset Pricing Model," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0700.
• Evstigneev, I.V. & Flam, S.D., 2000, "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 1100.
• Glazer, A., 2000, "Optimal Promotion and Span of Control," Papers, California Irvine - School of Social Sciences, number 99-00-22.
• Nesterov, Y. & Vial, J.-P., 2000, "Confidence Level Solutions for Stochastic Programming," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.05.
• Nesterov, Y. & Vial, J.P., 2000, "Augmented Self-Concordant Barriers and Nonlinear Optimization Problems with Finite Complexity," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.18.
• Demange, M. & Paradon, X. & Paschos, V.T., 2000, "On-line Maximum-order Induced Hereditary Subgraph Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.114.
• Demange, M. & Paschos, V.T., 2000, "Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples)," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.117.
• Blot, J. & Crettez, B., 2000, "On the Smoothness of Optimal Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.16.
• Blot, J. & Chebbi, H., 2000, "Discrete time Pontryagin Principles with Infinite Horizon," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.20.
• Hifi, M. & Roucairol, C., 2000, "Approximate and Exact Algorithms for Constrained (Un) Weighted Two-dimensional Two-staged Cutting Stock Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.25.
• Le Van, C. & Morhaim, L. & Dimaria, C.-H., 2000, "The Discrete Time Version of the Romer Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.63.
• Le Van, C. & Morhaim, L., 2000, "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.64.
• Courrege, P. & Lacroix, J. & Matarasso, P., 2000, "Dynamique et marche intertemporel : deroulement reel et anticipations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.66.
• Bennell, J.A. & Dowsland, K.A., 2000, "Hybridising Taby Search with Optimisation Techniques for Irregular Stock-Cutting," Papers, University of Southampton - Department of Accounting and Management Science, number 00-152.
• Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
• Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print, HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
• Michael Rockinger & Eric Jondeau, 2000, "Entropy Densities," Working Papers, HAL, number hal-00601485, Feb.
• Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2000, "Investment Timing under Incomplete Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 115, revised Apr 2004.
• Paterson, Iain, 2000, "New Models for Data Envelopment Analysis. Measuring Efficiency Outwith the VRS Frontier," Economics Series, Institute for Advanced Studies, number 84, Sep.
• SaangJoon Baak, 2000, "Heterogeneous Expectations, Volatility and Welfare," Working Papers, Research Institute, International University of Japan, number EMS_2000_01, Jun.
• Heer Burkhard & Trede Mark, 2000, "On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 1, pages 32-47, February, DOI: 10.1515/jbnst-2000-0104.
• Martin Diedrich, 2000, "Differential Interest Rates on Unbalanced Growth Paths," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 2000/13, Dec.
• Martin Diedrich, 2000, "Land Rents and Competitive Equilibrium," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 2000/19, revised Mar 2001.
• Takashi Kamihigashi, 2000, "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 115, Nov.
• Benedek, Gábor, 2000, "Evolúciós alkalmazások előrejelzési modellekben I
  [Evolutionary applications in forecasting models, Part I]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 988-1007.
• Stachurski, J., 2000, "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series, The University of Melbourne, number 746.
• H. Naci Mocan & Stephen C. Billups & Jody Overland, 2000, "A Dynamic Model of Differential Human Capital and Criminal Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 7584, Mar.
• Nathaniel O. Keohane & Benjamin Van Roy & Richard J. Zeckhauser, 2000, "Controlling Stocks and Flows to Promote Quality: The Environment, With Applications to Physical and Human Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 7727, Jun.
• Richard Mash, 2000, "The Time Inconsistency of Monetary Policy with Inflation Persistence," Economics Series Working Papers, University of Oxford, Department of Economics, number 15, Jul.
• Petrick, Martin & Ditges, C. Markus, 2000, "Risk in agriculture as impediment to rural lending: the case of North-Western Kazakhstan," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 24.
• Wiebelt, Manfred, 2000, "Measuring the benefit-cost ratio of public IPM technology transfer programs: an optimal control framework and an application to Nepalese agriculture," Kiel Working Papers, Kiel Institute for the World Economy, number 989.
• David M., Ramsey & Krzysztof, Szajowski, 2000, "Bilateral Approach to the Secretary Problem," MPRA Paper, University Library of Munich, Germany, number 19888, revised 2003.
• Fent, Thomas, 2000, "Wissen gewinnen und gewinnen durch Wissen
  [Gaining knowledge and winning with knowledge]," MPRA Paper, University Library of Munich, Germany, number 2838, Aug.
• Chodak, Grzegorz & Kwaśnicki, Witold, 2000, "Genetic algorithms in seasonal demand forecasting," MPRA Paper, University Library of Munich, Germany, number 34099.
• Jellal, Mohamed & Zenou, Yves, 2000, "A dynamic efficiency wage model with learning by doing," MPRA Paper, University Library of Munich, Germany, number 38513.
• Ayub, Mehar & Ahsanuddin, Muhammad, 2000, "A computational model for inventory management and planning," MPRA Paper, University Library of Munich, Germany, number 600, revised 2002.
• Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000, "Mutual Insurance, Individual Savings and Limited Commitment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 3, issue 2, pages 216-246, April, DOI: 10.1006/redy.1999.0081.
• Agapie, Adriana, 2000, "Estimating The Expected Unemployment As A Function Of The Speed Of Restructuring – The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 63-77, June.
• Agapie, Adriana, 2000, "Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 110-121, December.
• David M. Aadland, 2000, "The Economics Of Cattle Supply," Computing in Economics and Finance 2000, Society for Computational Economics, number 57, Jul.
• Wilfredo L. Maldonado & Aloisio P. Araujo, 2000, "Ergodic chaos, learning and sunspot equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 1, pages 163-184.
• Jorge DurÂn, 2000, "On dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 339-352.
• Kenneth Matheny & Charles Noussair, 2000, "An experimental study of decisions in dynamic optimization problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 389-419.
• Takashi Kamihigashi, 2000, "A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 463-468.
• Takashi Kamihigashi, 2000, "Indivisible labor implies chaos," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 3, pages 585-598.
• Aldo Rustichini & Anne P. Villamil, 2000, "Intertemporal pricing in laboratory posted offer markets with differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 3, pages 613-637.
• Arvid Raknerud & Rolf Golombek, 2000, "Exit Dynamics with Rational Expectations," Discussion Papers, Statistics Norway, Research Department, number 291, Dec.
• Arjen H. Siegmann & André Lucas, 2000, "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-041/2, May.
• Sánchez-Soriano, J. & Llorca, N. & Tijs, S.H. & Timmer, J.B., 2000, "On the Core of Semi-Infinite Transportation Games with Divisible Goods," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-89.
• Liski, M. & Kort, P.M. & Novak, A.J., 2000, "Increasing Returns and Cycles in Fishing," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-57.
• Sánchez-Soriano, J. & Llorca, N. & Tijs, S.H. & Timmer, J.B., 2000, "Semi-Infinite Assignment and Transportation Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-43.
• Tijs, S.H. & Timmer, J.B. & Llorca, N. & Sánchez-Soriano, J., 2000, "The Owen Set and the Core of Semi-Infinite Linear Production Situations," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-49.
• van Groezen, B.J.A.M. & Leers, T. & Meijdam, A.C., 2000, "Family Size, Looming Demographic Changes and the Efficiency of Social Security Reform," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-27.
• Baveja, A. & Feichtinger, G. & Hartl, R.F. & Haunschmied, J.L. & Kort, P.M., 2000, "A resource-constrained optimal control model for crackdown on illicit drug markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 15ffe163-821b-458a-80ef-d.
• Liski, M. & Kort, P.M. & Novak, A.J., 2000, "Increasing Returns and Cycles in Fishing," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5123ff94-84a5-429b-970a-7.
• Federico Echenique., 2000, "Comparative Statics by Adaptive Dynamics and The Correspondence Principle," Economics Working Papers, University of California at Berkeley, number E00-273, Jan.
• Herings, P.J.J. & Kubler, F., 2000, "The Robustness of CAPM-A Computational Approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2000002.
• Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
• de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
• Vladimir Marianov & Daniel Serra, 2000, "Hierarchical location-allocation models for congested systems," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 425, Jan.
• Vladimir Marianov & Daniel Serra, 2000, "Location models for airline hubs behaving as M/D/c queues," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 453, Mar.
• José Niño-Mora, 2000, "On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 456, Apr.
• Daniel Serra & Rosa Colomé, 2000, "Supermarket key attributes and location decisions: A comparative study between British and Spanish consumers," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 469, Jun.
• Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle, 2000, "Iterated local search," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 513, Nov.
• José Niño-Mora, 2000, "Beyond Smith's rule: An optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 514, Nov.
• Federico Echenique, 2000, "Comparative Statics by Adaptive Dynamics and The Correspondence Principle," GE, Growth, Math methods, University Library of Munich, Germany, number 9912002, Feb.
• Weeds, H., 2000, "Strategic Delay in a Real Optimna Model of R&D Competition," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 576.
• Goetz, Renan-Ulrich & Zilberman, David, 2000, "The Economics Of Land-Zoning," 2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21828, DOI: 10.22004/ag.econ.21828.
• Petrick, Martin & Ditges, C. Markus, 2000, "Risk In Agriculture As Impediment To Rural Lending - The Case Of North-Western Kazakhstan," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14939, DOI: 10.22004/ag.econ.14939.
• Drandakis, E., 2000, "Caratheodory's Theorem on Constrained Optimization and Comparative Statics," DEOS Working Papers, Athens University of Economics and Business, number 0020-01.
• Drandakis, E., 2000, "The Envelope Theorem in Its Prpper Perspective," DEOS Working Papers, Athens University of Economics and Business, number 0020-03.
• Bruno De Borger & Kristiaan Kerstens, 2000, "The Malmquist Productivity Index and Plant Capacity Utilization," Scandinavian Journal of Economics, Wiley Blackwell, volume 102, issue 2, pages 303-310, June, DOI: 10.1111/1467-9442.00201.
• Small, Kenneth A. & Chu, Xuehao, 2000, "Hypercongestion," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt3nn3733q, Dec.
• Anthony Horsley & Andrew J Wrobel, 2000, "Efficiency Rents of Pumped-Storage Plants and their Uses for Operation and Investment Decisions," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 405, Nov.
• Gourinchas, Pierre-Olivier & Parker, Jonathan A, 2000, "Consumption Over the Life-Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 2345, Jan.
• Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10089, Nov.
• Duran, Jorge, 2000, "Discounting Long Run Average Growth in Stochastic Dynamic Programs," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000006, Feb.
• Yunhong Yang, 2000, "Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 117-146, May.
• Tabata, K. & Ohkusa, Y., 2000, "The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0506, Jan.
• Arcidiacono, Peter & Jones, John B., 2000, "Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm," Working Papers, Duke University, Department of Economics, number 00-16.
• ROCKINGER, Michael & JONDEAU, Eric, 2000, "Entropy densities," HEC Research Papers Series, HEC Paris, number 709, Feb.
• P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
• Ruqu Wang, 2000, "The Optimal Consumption and the Quitting of Harmful Addictive Goods," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1122, Aug.
• Federico Echenique, 2000, "Comparative Statics by Adaptive Dynamics and The Correspondence Principle," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1906, Aug.
• Pintus, Patrick & Sands, Duncan & de Vilder, Robin, 2000, "On the transition from local regular to global irregular fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 2, pages 247-272, February.
• Jellal, Mohamed & Zenou, Yves, 2000, "A dynamic efficiency wage model with learning by doing," Economics Letters, Elsevier, volume 66, issue 1, pages 99-105, January.

1999

• Robert W. Fogel, 1999, "Catching Up with the Economy," American Economic Review, American Economic Association, volume 89, issue 1, pages 1-21, March.
• Harald Uhlig & Martin Lettau, 1999, "Rules of Thumb versus Dynamic Programming," American Economic Review, American Economic Association, volume 89, issue 1, pages 148-174, March.
• J. Barkley Rosser, 1999, "On the Complexities of Complex Economic Dynamics," Journal of Economic Perspectives, American Economic Association, volume 13, issue 4, pages 169-192, Fall.
• Sandholm,W.H., 1999, "Evolutionary implementation and congestion pricing," Working papers, Wisconsin Madison - Social Systems, number 38.
• Drandakis, E., 1999, "The Envelope Theorem in its Proper Perspective," DEOS Working Papers, Athens University of Economics and Business, number 0099-01.
• John Ruggiero & Donald F. Vitaliano, 1999, "Assessing The Efficiency Of Public Schools Using Data Envelopment Analysis And Frontier Regression," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 3, pages 321-331, July, DOI: 10.1111/j.1465-7287.1999.tb00685.x.
• Sciubba, E., 1999, "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9909, Jun.
• Mausumi Das, 1999, "Optimal Growth with Variable Rate of Time Preference," Working papers, Centre for Development Economics, Delhi School of Economics, number 70, Dec.
• Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999, "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt93s6p8gb, Feb.
• Alexis Derviz, 1999, "Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 1999/12, Oct.
• Giovanni Fraquelli & Fabrizio Erbetta, 1999, "Privatization in Italy: an analysis of factors productivity and technical efficiency," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 199905, Jun.
• Askenazy, P., 1999, "Lois de conservation en contrôle optimal," DELTA Working Papers, DELTA (Ecole normale supérieure), number 1999-07.
• Asea, Patrick K. & Zak, Paul J., 1999, "Time-to-build and cycles," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 8, pages 1155-1175, August.
• Reiter, Michael, 1999, "Solving higher-dimensional continuous-time stochastic control problems by value function regression," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1329-1353, September.
• Soderlind, Paul, 1999, "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, volume 43, issue 4-6, pages 813-823, April.
• Marianov, Vladimir & Serra, Daniel & ReVelle, Charles, 1999, "Location of hubs in a competitive environment," European Journal of Operational Research, Elsevier, volume 114, issue 2, pages 363-371, April.
• Amundsen, Eirik S. & Nesse, Arvid & Tjotta, Sigve, 1999, "Deregulation of the Nordic power market and environmental policy," Energy Economics, Elsevier, volume 21, issue 5, pages 417-434, October.
• Askenazy, Philippe & Le Van, Cuong, 1999, "A Model of Optimal Growth Strategy," Journal of Economic Theory, Elsevier, volume 85, issue 1, pages 24-51, March.
• Winter, Joachim, 1999, "Strukturelle ökonometrische Verfahren zur Analyse von Renteneintrittsentscheidungen," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 99-03, Jan.
• Reiss, Ariane, 1999, "Discrete and continuous time dynamic mean-variance analysis," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 168.
• Carreras, Miquel & Serra, Daniel, 1999, "On optimal location with threshold requirements," Socio-Economic Planning Sciences, Elsevier, volume 33, issue 2, pages 91-103, June.
• Arkin Vadim & Shevtsova Elmira & Slastnikov Alexander, 1999, "Tax Incentives for Investment Projects in the Russian Economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-03e, Jun.
• Horsley, Anthony & Wrobel, Andrew J., 1999, "Efficiency rents of storage plants in peak-load pricing, ii: hydroelectricity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19342, Oct.
• Edoardo Gaffeo, 1999, "Multilevel interactions with a Keynesian flavour in a stochastic macroeconomic model," Chapters, Edward Elgar Publishing, chapter 3, in: Mauro Gallegati & Alan Kirman, "Beyond the Representative Agent".
• A. de Palma & F. Marchal, 1999, "Analysis of travel cost components using large-scale dynamic traffic models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-12.
• Berkelaar, A.B. & Dert, C.L. & Oldenkamp, K.P.B. & Zhang, S., 1999, "A primal-dual decomposition based interior point approach to two-stage stochastic linear programming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9918-/A, Apr.
• Stefano Bosi & Francesco Magris, 1999, "Endogenous Business Cycles and Liquidity Constraint," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 99-18.
• Catania, S., 1999, "Fiscal Policies in an OLG Model with Imperfect Altruism and Endogenous Labor Supply," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a39.
• Bolgot, S. & Terraza, M., 1999, "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b02.
• Drandakis, E., 1999, "The Envelope Theorem in its Proper Perspective," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 106.
• Amundsen, E.S. & Nesse, A. & Tjotta, S., 1999, "Deregulation of the Nordic Power Market and Environmental Policy," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 194.
• Goffin, J.-L. & Vial, J.-P., 1999, "Convex Nondifferentiable Optimization: a Survey Focussed on the Analytic Center Cutting Plane Method," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.2.
• Condevaux-Lanloy, C. & Fragniere, E., 1999, "Including Uncertainty Management in Energy and Environmental Planning," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.6.
• Martin L. Weitzman, 1999, "Making Dynamic Welfare Comparisons," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1859.
• Huang, K.X., 1999, "Infinite-Horizon Optimal Hedging Under Cone Constraints," Papers, Minnesota - Center for Economic Research, number 304.
• Hifi, M., 1999, "Exact Algorithms for Large-Scale Unconstrained Two and Three Staged Cutting Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-26.
• Soner, H.M. & Touzi, N., 1999, "Stochastic Target Problems, Dynamic Programming and Viscosity Solutions," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.109.
• Touzi, N., 1999, "Direct Characterization of the Value of Super-Replication under Stochastic Volatility and Portfolio Constraints," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.111.
• Barinci, J.-P. & Drugeon, J.-P., 1999, "A Geometric Approach to Local Indeterminacy & Local Bifurcations in Three-Dimensional Dynamical Systems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.40.
• Courrege, P. & Gourdel, P. & Loridan, P. & Matarasso, P., 1999, "Schemas intertemporels de la mondialisation macroeconomique et theorie du controle: simulation, optimisation, anticipations et regulation," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.49.
• Soner, H.M. & Touzi, N., 1999, "Super-Replication Under Gamma Constraints," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.85.
• de Palma, A. & Marchal, F., 1999, "Analysis of Travel Cost Components using Large-Scale Dynamic Traffic Models," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-12.
• Papahristodoulou, C., 1999, "A Pure Binary LP Model to the Facility Layout Problem," Papers, Uppsala - Working Paper Series, number 1999:13.
• Topper, Jürgen, 1999, "Die Berechnung von Passport-Optionen mit Finiten Elementen," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224, Aug.
• Forsund,F.R., 1999, "Efficiency and productivity of Norwegian colleges," Memorandum, Oslo University, Department of Economics, number 11/1999.
• Berglund, Elisabet, 1999, "Options, Timing, and Regional Entry of Firms," Umeå Economic Studies, Umeå University, Department of Economics, number 505, Apr.
• Papahristodoulou, Christos, 1999, "A Pure Binary LP Model to the Facility Layout Problem," Working Paper Series, Uppsala University, Department of Economics, number 1999:13, Sep.
• Emili Tortosa Ausina, 1999, "-Convergence In Efficiency Of The Spanish Banking Firms As Distribution Dynamics," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-14, Nov.
• Emili Tortosa Ausina, 1999, "-Bank Cost Efficiency As Distribution Dynamics: Controlling For Specialization Is Important," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-15, Nov.
• Francesc Hernández Sancho & Andrés Picazo & Ernest Reig Martínez, 1999, "- Shadow Prices And Distance Functions: An Analysis For Firms Of The Spanish Ceramic Pavements Industry," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-19, Dec.
• Goetz Renan-Ulrich & Keusch Alois, 1999, "Methoden und Anwendungen der dynamischen Optimierung in der Umwelt- und Ressourcenökonomie / Methods and Applications of Dynamic Optimization Techniques in Environmental and Resource Economics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 326-343, June, DOI: 10.1515/jbnst-1999-3-422.
• Seel Barbara, 1999, "Familiäre Arbeitsteilung - Versagt der ökonomische Erklärungsansatz? / The Division of Labour between Family Members - Is the Economic Approach Obsolete?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 692-711, October, DOI: 10.1515/jbnst-1999-5-627.
• Swapan Dasgupta & Tapan Mitra, 1999, "Infinite-horizon competitive programs are optimal," Journal of Economics, Springer, volume 69, issue 3, pages 217-238, October, DOI: 10.1007/BF01231160.