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
/ / / C63: Computational Techniques

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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

2021

• Cherbonnier, Frédéric, 2021, "Optimal insurance for time-inconsistent agents," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1256, Sep.
• Damian Clarke & Kathya Tapia-Schythe, 2021, "Implementing the panel event study," Stata Journal, StataCorp LLC, volume 21, issue 4, pages 853-884, December, DOI: 10.1177/1536867X211063144.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen D. Younger, 2021, "The Impact of COVID-19 and Expanded Social Assistance on Inequality and Poverty in Argentina, Brazil, Colombia and Mexico," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 92, Jun.
• Emmanuel P. de Albuquerque, 2021, "The Creation and Diffusion of Knowledge - an Agent Based Modelling Approach," Working Papers, School of Economics, University College Dublin, number 202113, May.
• Vessela Daskalova & Nicolaas J. Vriend, 2021, "Learning Frames," Working Papers, School of Economics, University College Dublin, number 202118, Aug.
• Mohd Nor, Norma Azuli & Mohd Salleh, Norlida Hanim & Falatehan, A Faroby, 2021, "The Effect of Tourism Expenditure on the Economy: A New Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 3, pages 23-34, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Thomas Demuynck, 2021, "A Markov Chain Monte Carlo procedure to generate revealed preference consistent datasets," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/322198, Aug.
• Andrea Borsato, 2021, "Simple Matching Protocols for Agent-based Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-35.
• Florent Bordot & André Lorentz, 2021, "Automation and labor market polarization in an evolutionary model with heterogeneous workers," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-39.
• Paredes Chervellini, Luciano & Ritzen, Jo, 2021, "Simulating the impact of a raise in education salaries on economic growth in Peru," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2021-029, Jul.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2021, "Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach," Working Papers, University of Verona, Department of Economics, number 06/2021, Apr.
• Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021, "A Fully Quantization-based Scheme for FBSDEs," Working Papers, University of Verona, Department of Economics, number 07/2021, Apr.
• Kądziołka Kinga, 2021, "A Proposal of Data – Driven Method for Determining the Weights of Composite Indicators," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 1, pages 49-62, March, DOI: 10.15611/eada.2021.1.03.
• Lauraéus Theresa & Kaivo-oja Jari & Knudsen Mikkel S. & Kuokkanen Kimmo, 2021, "Market Structure analysis with Herfindahl-Hirchman Index and Lauraéus-Kaivo-Oja Indices in the Global Cobotics Markets," Economics and Culture, Sciendo, volume 18, issue 1, pages 70-81, June, DOI: 10.2478/jec-2021-0006.
• Kądziołka Kinga, 2021, "The Promethee II Method in Multi-Criteria Evaluation of Cryptocurrency Exchanges," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 14, issue 2, pages 131-145, June, DOI: 10.2478/ers-2021-0010.
• Kasprzyk Beata & Wojnar Jolanta, 2021, "An Evaluation of the Implementation of the Europe 2020 Strategy," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 14, issue 2, pages 146-157, June, DOI: 10.2478/ers-2021-0011.
• Kądziołka Kinga, 2021, "Ranking and Classification of Cryptocurrency Exchanges Using the Methods of a Multidimensional Comparative Analysis," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 2, pages 38-56, December, DOI: 10.2478/foli-2021-0015.
• Brun Daria & Szwed Cezary, 2021, "Improvement of Eyeglass Lens Production Using Simulation Modeling and Dynamic Buffer Optimization," Foundations of Management, Sciendo, volume 13, issue 1, pages 195-208, January, DOI: 10.2478/fman-2021-0015.
• Skoufias,Emmanuel & Vinha,Katja Pauliina & Beyene,Berhe Mekonnen, 2021, "Quantifying Vulnerability to Poverty in the Drought-Prone Lowlands of Ethiopia," Policy Research Working Paper Series, The World Bank, number 9534, Feb.
• Avner,Paolo & Viguié,Vincent & Jafino,Bramka Arga & Hallegatte,Stephane, 2021, "Flood Protection and Land Value Creation - Not All Resilience Investments Are Created Equal," Policy Research Working Paper Series, The World Bank, number 9744, Jul.
• Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021, "Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models," Econometrica, Econometric Society, volume 89, issue 5, pages 2375-2408, September, DOI: 10.3982/ECTA17434.
• Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021, "Inequality, Business Cycles, and Monetary‐Fiscal Policy," Econometrica, Econometric Society, volume 89, issue 6, pages 2559-2599, November, DOI: 10.3982/ECTA16414.
• Francesco Bianchi & Giovanni Nicolò, 2021, "A generalized approach to indeterminacy in linear rational expectations models," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 843-868, July, DOI: 10.3982/QE949.
• Dana Galizia, 2021, "Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 869-901, July, DOI: 10.3982/QE1491.

2020

• Gabler, Janos & Raabe, Tobias & Röhrl, Klara & Gaudecker, Hans-Martin von, 2020, "Die Bedeutung individuellen Verhaltens über den Jahreswechsel für die Weiterentwicklung der Covid-19-Pandemie in Deutschland," IZA Standpunkte, Institute of Labor Economics (IZA), number 99, Dec.
• Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020, "Firm-bank credit network, business cycle and macroprudential policy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/16.
• Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020, "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/17.
• Jean Roch Donsimoni & René Glawion & Bodo Plachter & Klaus Wälde, 2020, "Projecting the Spread of COVID19 for Germany," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2006, Mar.
• Jean Roch Donsimoni & René Glawion & Bodo Plachter & Constantin Weiser & Klaus Wälde, 2020, "Should contact bans be lifted in Germany?," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2008, Apr.
• Philipp Harms & Claudia Landwehr & Maximilian Lutz & Markus Tepe, 2020, "Procedural Preferences, Self-Interest, and Communication. Evidence from a Laboratory Experiment," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2011, Apr.
• Jean Roch Donsimoni & Tobias Hartl & René Glawion & Jens Timmer & Bodo Plachter & Constantin Weiser & Enzo Weber & Klaus Wälde, 2020, "Covid-19 in Deutschland – Erklärung, Prognose und Einfluss gesundheitspolitischer Maßnahmen," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2012, Apr.
• Riccardo Brignone & Carlo Sgarra, 2020, "Asian options pricing in Hawkes-type jump-diffusion models," Annals of Finance, Springer, volume 16, issue 1, pages 101-119, March, DOI: 10.1007/s10436-019-00352-1.
• Katsuya Ito & Ryuta Sakemoto, 2020, "Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 325-342, September, DOI: 10.1007/s10690-019-09295-z.
• Alexandru Mandes, 2020, "Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 407-450, February, DOI: 10.1007/s10614-019-09891-1.
• Takeki Sunakawa, 2020, "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 845-874, March, DOI: 10.1007/s10614-019-09914-x.
• Yi-Ting Chen & Edward W. Sun & Yi-Bing Lin, 2020, "Machine learning with parallel neural networks for analyzing and forecasting electricity demand," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 2, pages 569-597, August, DOI: 10.1007/s10614-019-09960-5.
• Hans M. Amman & Marco P. Tucci, 2020, "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 3, pages 675-693, October, DOI: 10.1007/s10614-020-09968-2.
• Yaghoob Jafari & Wolfgang Britz, 2020, "Brexit: an economy-wide impact assessment on trade, immigration, and foreign direct investment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 1, pages 17-52, February, DOI: 10.1007/s10663-018-9418-6.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 251-266, September, DOI: 10.1007/s11408-020-00357-1.
• Burak Beyhan & Cüneyt Güler & Hidayet Tağa, 2020, "An algorithm for maximum inscribed circle based on Voronoi diagrams and geometrical properties," Journal of Geographical Systems, Springer, volume 22, issue 3, pages 391-418, July, DOI: 10.1007/s10109-020-00325-3.
• Sahar Fekih Romdhane & Chokri Aloui & Khaïreddine Jebsi, 2020, "On the Net Neutrality Efficiency under Congestion Price Discrimination," Networks and Spatial Economics, Springer, volume 20, issue 3, pages 833-872, September, DOI: 10.1007/s11067-020-09499-1.
• Eric Dunaway & Felix Munoz-Garcia, 2020, "Campaign contributions and policy convergence: asymmetric agents and donations constraints," Public Choice, Springer, volume 184, issue 3, pages 429-461, September, DOI: 10.1007/s11127-019-00732-1.
• Brett Hollenbeck, 2020, "Horizontal mergers and innovation in concentrated industries," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 1, pages 1-37, March, DOI: 10.1007/s11129-019-09218-2.
• Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2020, "Approaching rainfall-based weather derivatives pricing and operational challenges," Review of Derivatives Research, Springer, volume 23, issue 2, pages 163-190, July, DOI: 10.1007/s11147-019-09161-0.
• Erwinna Chendra & Kuntjoro A. Sidarto, 2020, "An improved of Hull–White model for valuing Employee Stock Options (ESOs)," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 651-669, February, DOI: 10.1007/s11156-019-00802-x.
• Yoichiro Tamanyu, 2020, "The Role of Nonlinearity in Indeterminate Models: An Application to Expectations-Driven Liquidity Traps," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2020-023, Nov.
• Varga, Attila, 2020, "A tudástermelési függvénytől a fejlesztéspolitikai hatáselemzésig
  [From the knowledge production function to development policy-impact modelling]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 537-556, DOI: 10.18414/KSZ.2020.6.537.
• Csató, László & Petróczy, Dóra Gréta, 2020, "Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja?
  [Why is qualification for the 2020 European association football championship unfair?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 734-747, DOI: 10.18414/KSZ.2020.7-8.734.
• Philipp Renner, 2020, "An augmented first-order approach for incentive problems," Working Papers, Lancaster University Management School, Economics Department, number 297498586.
• José Mauricio Gil-León & Andrés Felipe Suárez-Cant, 2020, "Implications of risk premium shocks in a small and open economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 133-172, Enero-Jun, DOI: 10.17533/udea.le.n92a05.
• Riyanto & Chaikal Nuryakin & Setya Agung Riyadi & Natanael Waraney Gerald Massie, 2020, "Estimating the Total Cost of Ownership (TCO) of Electrified Vehicle in Indonesia," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 202043, revised 2020.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2020, "Computational Methods and Classical-Marxian Economics," Working Papers, University of Massachusetts Boston, Economics Department, number 2020-02, Sep.
• S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
• J. C. Arismendi-Zambrano & T. Ramos-Almeida & J. C. Reboredo & M. A. Rivera-Castro, 2020, "Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n305-20.pdf.
• Sotoudeh Mollashahi, Vahideh & Talebi, Mohammad & Rastegar, Mohammad Ali & Mojab, Ramin, 2020, "Does One Size Fit All? The Impact of Liquidity Requirements on Bank's Insolvency: Evidence from Iranian Listed Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 2, pages 181-197, April.
• Frank T Denton & Byron G Spencer, 2020, "In Living Memory: The Dynamics of Event Recollection in a Stable Population," Department of Economics Working Papers, McMaster University, number 2020-04, May.
• Frank T Denton & Byron G Spencer & Terry A Yip, 2020, "Changes and Stability in Marital Status: Evidence from Canadian Income Tax Returns," Department of Economics Working Papers, McMaster University, number 2020-07, Jun.
• František Dařena & Martin Süss, 2020, "Quality of Word Vectors and its Impact on Named Entity Recognition in Czech," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 6, issue 2, pages 154-169, DOI: 10.11118/ejobsat.2020.010.
• Andras Borsos & Martin Stancsics, 2020, "Unfolding the hidden structure of the Hungarian multi-layer firm network," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/139.
• Andras Borsos & Bence Mero, 2020, "Shock Propagation in the Banking System with Real Economy Feedback," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/6.
• Giovanni Dosi & Richard B. Freeman & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2020, "The Impact of Deunionization on the Growth and Dispersion of Productivity and Pay," NBER Working Papers, National Bureau of Economic Research, Inc, number 26634, Jan.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020, "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 26922, Apr.
• Makarov, V. & Bakhtizin, A. & Sushko, E., 2020, "Agent-based model as a tool for controlling environment of the region," Journal of the New Economic Association, New Economic Association, volume 45, issue 1, pages 151-171, DOI: 10.31737/2221-2264-2020-45-1-6.
• Oriol Valles Codina, 2020, "Economic Production as Life: A Classical Approach to Computational Social Science," Working Papers, New School for Social Research, Department of Economics, number 2001, Jan.
• Federico Bassi & Tom Bauermann & Dany Lang & Mark Setterfield, 2020, "Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization," Working Papers, New School for Social Research, Department of Economics, number 2007, Jun, revised Aug 2021.
• Adélaïde Favrat & Vincent Lignon & Muriel Pucci, 2020, "Financial Support for Young Adults Through Tax and Social Transfers – Defamilialisation Scenarios," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 514-515-5, pages 49-70, DOI: https://doi.org/10.24187/ecostat.20.
• Nicolas Woloszko, 2020, "Adaptive Trees: a new approach to economic forecasting," OECD Economics Department Working Papers, OECD Publishing, number 1593, Jan, DOI: 10.1787/5569a0aa-en.
• FLORI Maria, 2020, "Qualitative Study Of A Computer Model In The Cybernetic Field," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 276-283, December.
• Jean Roch Donsimoni & René Glawion & Bodo Plachter & Klaus Wälde & Constantin Weiser, 2020, "Should Contact Bans Have Been Lifted More in Germany?," CESifo Economic Studies, CESifo Group, volume 66, issue 2, pages 115-133.
• Michael Christensen & Thorbjørn Knudsen, 2020, "Division of roles and endogenous specialization," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 29, issue 1, pages 105-124.
• Isabel Almudi & Francisco Fatas-Villafranca & Carlos M Fernández-Márquez & Jason Potts & Francisco J Vazquez, 2020, "Absorptive capacity in a two-sector neo-Schumpeterian model: a new role for innovation policy," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 29, issue 2, pages 507-531.
• Kriz, Jiri & Dohnal, Mirko & Fojtu, Katerina, 2020, "Models of Strategic Management Scanning Based on Trend Heuristics as the Least Information Intensive Quantifiers || Modelos de escaneo de gestión estratégica basados en tendencias heurísticas como cuantificadores intensivos de menor información," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 116-130, June.
• Zapata Quimbayo, Carlos Andrés, 2020, "Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito || Probability of default in infrastructure projects: analysis from structural models of credit risk," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 327-345, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Bernd Scherer, 2020, "Alternative risk premia: contagion and portfolio choice," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 178-191, May, DOI: 10.1057/s41260-020-00158-1.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Michael Hanias & Stefanos Tsakonas & Lykourgos Magafas & Eleftherios I. Thalassinos & Loukas Zachilas, 2020, "Deterministic chaos and forecasting in Amazon’s share prices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 253-273, June, DOI: 10.24136/eq.2020.012.
• Andrea Caravaggio & Mauro Sodini, 2020, "Local Environmental Quality and Heterogeneity in an OLG Agent-Based Model with Network Externalities," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2020/257, May.
• Mahdavi, Shahrzad & Panamtash, Hossein & Norouzi, Yaser & Norouzi, Somayyeh, 2020, "Atrial fibrillation detection method based on converting ECG to signal using both symptoms of AF," MPRA Paper, University Library of Munich, Germany, number 100690, May, revised 02 May 2020.
• Bisin, Alberto & Moro, Andrea, 2020, "Learning Epidemiology by Doing: The Empirical Implications of a Spatial SIR Model with Behavioral Responses," MPRA Paper, University Library of Munich, Germany, number 101059, Jun.
• Clarke, Damian & Tapia Schythe, Kathya, 2020, "Implementing the Panel Event Study," MPRA Paper, University Library of Munich, Germany, number 101669, Jul.
• Maulana, Ardian & Situngkir, Hokky, 2020, "Measuring Media Partisanship during Election: The Case of 2019 Indonesia Election," MPRA Paper, University Library of Munich, Germany, number 101950, May.
• Maulana, Ardian & Situngkir, Hokky, 2020, "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper, University Library of Munich, Germany, number 101957, Jun.
• Ramaharo, Franck M., 2020, "A simplified macroeconomic framework," MPRA Paper, University Library of Munich, Germany, number 102086, Jul.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2020, "Impact of (SARS-CoV-2) COVID 19 on the five main indigenous language-speaking areas in Veracruz Mexico: The case of the Nahuatl of the Zongolica Zone," MPRA Paper, University Library of Munich, Germany, number 102529, Aug.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2020, "Impact of (SARS-CoV-2) COVID 19 on the five main indigenous language- speaking areas in Veracruz Mexico: The case of the Nahuatl from the Pajapan Zone," MPRA Paper, University Library of Munich, Germany, number 102559, Aug.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2020, "Impact of (SARS-CoV-2) COVID 19 on the indigenous language-speaking population in Mexico," MPRA Paper, University Library of Munich, Germany, number 102579, Aug.
• Papadopoulos, Georgios, 2020, "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper, University Library of Munich, Germany, number 102749, Sep.
• Vartanov, Sergey & Bogatova, Irina & Denisova, Irina & Kucheryanu, Valerian & Tourdyeva, Natalia & Chubarova, Tatyana & Shakleina, Marina & Polterovich, Victor, 2020, "Экономическая Эффективность Доклинической Диагностики Болезни Паркинсона: Марковская Модель
  [Cost-effectiveness of preclinical Parkinsonism diagnosis: a Markov model]," MPRA Paper, University Library of Munich, Germany, number 103096, Sep.
• Chiba, Asako, 2020, "Modeling the effects of contact-tracing apps on the spread of the coronavirus disease: mechanisms, conditions, and efficiency," MPRA Paper, University Library of Munich, Germany, number 103299, Oct.
• Mellacher, Patrick, 2020, "COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model," MPRA Paper, University Library of Munich, Germany, number 103661, Oct.
• Baschieri, Davide & Magni, Carlo Alberto & Marchioni, Andrea, 2020, "Comprehensive Financial Modeling of Solar PV Systems," MPRA Paper, University Library of Munich, Germany, number 103886, Sep.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper, University Library of Munich, Germany, number 103889, Oct, revised 31 Oct 2020.
• Malo, Pekka & Eskelinen, Juha & Zhou, Xun & Kuosmanen, Timo, 2020, "Computing Synthetic Controls Using Bilevel Optimization," MPRA Paper, University Library of Munich, Germany, number 104085, Nov.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
• Teglio, Andrea, 2020, "On the typicality of the representative agent," MPRA Paper, University Library of Munich, Germany, number 105407, Oct.
• Marchioni, Andrea & Magni, Carlo Alberto & Baschieri, Davide, 2020, "Investment and financing perspectives for a solar photovoltaic project," MPRA Paper, University Library of Munich, Germany, number 107374, Nov.
• FORTES, Roberta & Le Guenedal, Theo, 2020, "Tracking ECB's communication: Perspectives and Implications for Financial Markets," MPRA Paper, University Library of Munich, Germany, number 108746, Dec.
• Li, Bin, 2020, "Why is Algorithmic Theory a Necessary Basis of Economics?," MPRA Paper, University Library of Munich, Germany, number 110581, Jun.
• Pourghorban, Mojtaba & Mamipour, Siab, 2020, "Modeling and Forecasting the Electricity Price in Iran Using Wavelet-Based GARCH Model," MPRA Paper, University Library of Munich, Germany, number 115042, Aug.
• Bertani, Filippo & Raberto, Marco & Teglio, Andrea, 2020, "The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment," MPRA Paper, University Library of Munich, Germany, number 98233, Jan.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2020, "Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl," MPRA Paper, University Library of Munich, Germany, number 98387, Jan.
• Sen, Sugata & Sengupta, Soumya, 2020, "Misleading Estimation of Backwardness through NITI Aayog SDG index: A study to find loopholes and construction of alternative index with the help of Artificial Intelligence," MPRA Paper, University Library of Munich, Germany, number 98534, Feb.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2020, "Firm-bank credit networks, business cycle and macroprudential policy," MPRA Paper, University Library of Munich, Germany, number 98928, Jan.
• Lensberg, Terje & Schenk-Hoppé, Klaus R., 2020, "Cold play: Learning across bimatrix games," MPRA Paper, University Library of Munich, Germany, number 99095, Mar.
• Cerulli, Giovanni, 2020, "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper, University Library of Munich, Germany, number 99111, Mar.
• Adeniyi, Isaac Adeola, 2020, "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper, University Library of Munich, Germany, number 99165, Mar.
• Shin, Inyong, 2020, "An Optimal Policy for Social Resources Allocation: When Outbreak of Infectious Diseases," MPRA Paper, University Library of Munich, Germany, number 99936, Apr.
• Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
• Andrea Marchioni & Carlo Alberto Magni & Davide Baschieri, 2020, "Investment and Financing Perspectives for a Solar Photovoltaic Project," MIC 2020: The 20th Management International Conference, University of Primorska Press.
• John C. Boik, 2020, "Science-Driven Societal Transformation, Part I: Worldview," Working Paper, Principled Societies Project, number 0010, Apr, DOI: 10.3390/su12176881.
• John C. Boik, 2020, "Science-Driven Societal Transformation, Part II: Motivation and Strategy," Working Paper, Principled Societies Project, number 0011, Apr, DOI: 10.3390/su12198047.
• John C. Boik, 2020, "Science-Driven Societal Transformation, Part III: Design," Working Paper, Principled Societies Project, number 0012, Apr.
• Cristian STEFAN & Logica BANICA, 2020, "Leveraging The Scalability: A Distributed Cloud For Tomorrow’S Internet Of Autonomous Things," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 19, issue 1, pages 22-29.
• Luiz Brotherhood, 2020, "An economic model of the Covid-19 pandemic with young and old agents: Behavior, testing and policies," Working Papers, Banco de Portugal, Economics and Research Department, number w202014.
• Luiz Brotherhood, 2020, "Slums and Pandemics," Working Papers, Banco de Portugal, Economics and Research Department, number w202015.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper, Economics Department, Queen's University, number 1425, Nov.
• Christopher Ferrall, 2020, "Object Oriented (Dynamic) Programming: Replication, Innovation and "Structural" Estimation," Working Paper, Economics Department, Queen's University, number 1432, Jun.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2020, "Computational Methods and Classical-Marxian Economics," Working Papers, Queen Mary University of London, School of Economics and Finance, number 913, Oct.
• Alexander Mihailov, 2020, "Quantifying the Macroeconomic Effects of the COVID-19 Lockdown: Comparative Simulations of the Estimated Galí-Smets-Wouters Model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-07, Apr.
• Andrew Clark, 2020, "A Pound Centric look at the Pound vs. Krona Exchange Rate Movement from 1844 to 1965," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-22, Oct.
• Jason Choi & Andrew Foerster, 2020, "Online Appendix to "Optimal Monetary Policy Regime Switches"," Online Appendices, Review of Economic Dynamics, number 19-148.
• Jason Choi & Andrew Foerster, 2020, "Code and data files for "Optimal Monetary Policy Regime Switches"," Computer Codes, Review of Economic Dynamics, number 19-148, revised .
• Sydney Benson & Regina Burroughs & Vladimir Ladyzhets & Jessica Mohr & Arkady Shemyakin & David Walczak & Huan Zhang, 2020, "Copula models of economic capital for life insurance companies," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 32-54.
• Giovanni Cunico & Eirini Aivazidou & Edoardo Mollona, 2020, "European Cohesion Policy performance and citizens’ awareness: A holistic System Dynamics framework," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 46, pages 131-162.
• Hongbing OUYANG & Xiaolu WEI & Qiufeng WU, 2020, "Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 58-72, July.
• Anand Sahasranaman & Vishnu Prasad & Aditi Balachander, 2020, "Housing Choice as a Function of Risks Confronting Low-income Households," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 1, pages 100-118, April, DOI: 10.1177/0972652719877475.
• László Csató, 2020, "Optimal Tournament Design: Lessons From the Men’s Handball Champions League," Journal of Sports Economics, , volume 21, issue 8, pages 848-868, December, DOI: 10.1177/1527002520944442.
• Rachel Moore & Brandon Pecoraro, 2020, "Dynamic Scoring: An Assessment of Fiscal Closing Assumptions," Public Finance Review, , volume 48, issue 3, pages 340-353, May, DOI: 10.1177/1091142120915759.
• L. Antonov A. & Л. Антонов А., 2020, "Аналитическое обобщение амортизационного мультипликатора как фактора расширенного воспроизводства основных средств с учетом их возрастной структуры // Analytical Generalization of the Depreciation Multiplier as a Factor of Extended Reproduction of Fi," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 5, pages 41-61.
• Jae Won Lee & Woong Yong Park, 2020, "Solving Reduced-form Linear Rational Expectations," Working Paper Series, Institute of Economic Research, Seoul National University, number no132, May.
• Zeynep Burcu BULUT-ÇEVİK, 2020, "Fiscal Decentralization with a Redistribution Rule vs. Fiscal Centralization," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
• Onur YENİ & Zeynep YENER-GÖK & Özgür TEOMAN, 2020, "Irrigation Systems Transformation in Cotton Production in the Harran District, Turkey: Implications of an Agent-Based Model," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali, 2020, "Long-term individual financial planning under stochastic dominance constraints," Annals of Operations Research, Springer, volume 292, issue 2, pages 973-1000, September, DOI: 10.1007/s10479-019-03253-8.
• Julie Le Gallo & Fernando A. López & Coro Chasco, 2020, "Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 287-312, April, DOI: 10.1007/s00168-019-00919-w.
• Tobias Schoch & André Müller, 2020, "Treatment of sample under-representation and skewed heavy-tailed distributions in survey-based microsimulation: An analysis of redistribution effects in compulsory health care insurance in Switzerland
  [Methoden zur Behandlung von Unterrepräsentati," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 3, pages 267-304, December, DOI: 10.1007/s11943-020-00275-8.
• Antoine Mandel & Solmaria Halleck Vega & Dan-Xia Wang, 2020, "The contribution of technological diffusion to climate change mitigation: a network-based approach," Climatic Change, Springer, volume 160, issue 4, pages 609-620, June, DOI: 10.1007/s10584-019-02517-3.
• JeongHoe Lee & Navid Sabbaghi, 2020, "Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets," Digital Finance, Springer, volume 2, issue 1, pages 15-37, September, DOI: 10.1007/s42521-019-00016-9.
• Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020, "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, volume 59, issue 5, pages 2423-2442, November, DOI: 10.1007/s00181-019-01802-5.
• F. Cerina & L. Cocco & K. Mannaro & M. Marchesi & F. Pigliaru, 2020, "Insularity and the development of a local railway network," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 37, issue 2, pages 683-702, July, DOI: 10.1007/s40888-019-00158-4.
• Davide Bazzana, 2020, "Ageing population and pension system sustainability: reforms and redistributive implications," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 37, issue 3, pages 971-992, October, DOI: 10.1007/s40888-020-00183-8.
• Christin Thum & Thomas Lenarz & Anke Lesinski-Schiedat & Steffen Fleßa, 2020, "Lifetime cost of unilateral cochlear implants in adults: a Monte Carlo simulation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 6, pages 963-975, August, DOI: 10.1007/s10198-020-01188-7.
• Vinicius V. L. Albani & Jorge P. Zubelli, 2020, "A splitting strategy for the calibration of jump-diffusion models," Finance and Stochastics, Springer, volume 24, issue 3, pages 677-722, July, DOI: 10.1007/s00780-020-00425-4.
• Anirban Kundu, 2020, "Impact of trade liberalisation on formal–informal interlinkages in India: does sectoral labour mobility matter?," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-29, December, DOI: 10.1186/s40008-020-00217-1.
• Andrea Mazzocchetti & Eliana Lauretta & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2020, "Systemic financial risk indicators and securitised assets: an agent-based framework," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 9-47, January, DOI: 10.1007/s11403-019-00268-z.
• Yuri Biondi & Simone Righi, 2020, "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 333-362, April, DOI: 10.1007/s11403-017-0201-8.
• Michel Alexandre & Gilberto Tadeu Lima, 2020, "Combining monetary policy and prudential regulation: an agent-based modeling approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 385-411, April, DOI: 10.1007/s11403-017-0209-0.
• Mitja Steinbacher & Timotej Jagrič, 2020, "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 471-499, April, DOI: 10.1007/s11403-018-0228-5.
• Alessio Emanuele Biondo, 2020, "Information versus imitation in a real-time agent-based model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 3, pages 613-631, July, DOI: 10.1007/s11403-019-00249-2.
• Giorgio Fagiolo & Daniele Giachini & Andrea Roventini, 2020, "Innovation, finance, and economic growth: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 3, pages 703-736, July, DOI: 10.1007/s11403-019-00258-1.
• Sjur Didrik Flåm, 2020, "Emergence of price-taking Behavior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 3, pages 847-870, October, DOI: 10.1007/s00199-019-01232-5.
• Laura Carvalho & Corrado Di Guilmi, 2020, "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, volume 30, issue 1, pages 39-73, January, DOI: 10.1007/s00191-019-00628-9.
• Reiner Franke, 2020, "Heterogeneity in the Harrodian sentiment dynamics, entailing also some scope for stability," Journal of Evolutionary Economics, Springer, volume 30, issue 2, pages 347-374, April, DOI: 10.1007/s00191-019-00627-w.
• Meihan He & Jongsu Lee, 2020, "Social culture and innovation diffusion: a theoretically founded agent-based model," Journal of Evolutionary Economics, Springer, volume 30, issue 4, pages 1109-1149, September, DOI: 10.1007/s00191-020-00665-9.
• Stancu Ana-Maria Ramona & Cristescu Marian Pompiliu & Miglena Stoyanova, 2020, "Data Mining Algorithms for Knowledge Extraction," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Silvia L. Fotea & Ioan Ş. Fotea & Sebastian A. Văduva, "Challenges and Opportunities to Develop Organizations Through Creativity, Technology and Ethics", DOI: 10.1007/978-3-030-43449-6_20.
• Frank Beckenbach, 2020, "A value-theoretic approach to economic dynamics and evolution—synthesizing different Marxian modules in a simulation model," Review of Evolutionary Political Economy, Springer, volume 1, issue 1, pages 103-135, May, DOI: 10.1007/s43253-020-00007-2.
• Frank Beckenbach, 2020, "A value-theoretic approach to economic dynamics and evolution—synthesizing different Marxian modules in a simulation model," Review of Evolutionary Political Economy, Springer, volume 1, issue 2, pages 221-243, August, DOI: 10.1007/s43253-020-00008-1.
• Filippo Bertani & Marco Raberto & Andrea Teglio, 2020, "The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment," Review of Evolutionary Political Economy, Springer, volume 1, issue 3, pages 329-355, November, DOI: 10.1007/s43253-020-00022-3.
• Román Mínguez & Roberto Basile & María Durbán, 2020, "An alternative semiparametric model for spatial panel data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 29, issue 4, pages 669-708, December, DOI: 10.1007/s10260-019-00492-8.
• Giovanni Dosi & Richard B. Freeman & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2020, "The Impact of Deunionization on the Growth and Dispersion of Productivity and Pay," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/02, Jan.
• Carlo Alberto Magni & Stefano Malagoli & Andrea Marchioni & Giovanni Mastroleo, 2020, "Rating firms and sensitivity analysis," Journal of the Operational Research Society, Taylor & Francis Journals, volume 71, issue 12, pages 1940-1958, December, DOI: 10.1080/01605682.2019.1650626.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Dieter Wang & Julia Schaumburg, 2020, "Smooth marginalized particle filters for dynamic network effect models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-023/III, May.
• Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020, "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-035/III, Jun.
• Berndsen, Ron, 2020, "Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8f0f2fa5-5fb2-46fb-9756-d.
• Damian Clarke & Joseph P. Romano & Michael Wolf, 2020, "The Romano–Wolf multiple-hypothesis correction in Stata," Stata Journal, StataCorp LLC, volume 20, issue 4, pages 812-843, December, DOI: 10.1177/1536867X20976314.
• Stephen D. Younger & Albert Musisi & Wilson Asiimwe & Nicole Ntungire & Jakob Rauschendorfer & Priya Manwaring, 2020, "Estimating Income Losses and Consequences of the COVID-19 Crisis in Uganda," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 110, Nov.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen D. Younger, 2020, "The Impact of COVID-19 Lockdowns and Expanded Social Assistance on Inequality, Poverty and Mobility in Argentina, Brazil, Colombia and Mexico," Working Papers, Tulane University, Department of Economics, number 2012, Nov.
• Nora Lustig & Valentina Martinez Pabon & Guido Neidhöfer & Mariano Tommasi, 2020, "Short and Long-Run Distributional Impacts of COVID-19 in Latin America," Working Papers, Tulane University, Department of Economics, number 2013, Nov.
• Nora Lustig & Valentina Martinez Pabon, 2020, "The Impact of COVID-19 Economic Shock on Inequality and Poverty in Mexico," Working Papers, Tulane University, Department of Economics, number 2014, Nov.
• Damian Clarke & Kathya Tapia Schythe, 2020, "Implementing the Panel Event Study," Working Papers, University of Chile, Department of Economics, number wp497, Jul.
• Thomas Demuynck & Per Hjertstrand, 2020, "Samuelson’s Approach to Revealed Preference Theory: Some Recent Advances," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/314701.
• G. B. Korovin, 2020, "Architecture of the agent-based model for the region’s industrial complex digital transformation," Journal of New Economy, Ural State University of Economics, volume 21, issue 3, pages 158-174, October, DOI: 10.29141/2658-5081-2020-21-3-8.
• Riccardo (Jack) Lucchetti & Luca Pedini, 2020, "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:28.
• Alessandro Gnoatto & Athena Picarelli & Christoph Reisinger, 2020, "Deep xVA solver - A neural network based counterparty credit risk management framework," Working Papers, University of Verona, Department of Economics, number 07/2020, May.
• Salvatore Russo & Stefano Landi, 2020, "Cost-effectiveness analysis for the treatment of Diabetic foot ulcer in France: PRP vs standard of care," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 04, Aug.
• Radović Ognjen & Tomić Zoran & Stanković Jelena Z., 2020, "Two-Phase Exponential Model of Wealth Distribution," Economic Themes, Sciendo, volume 58, issue 1, pages 33-52, March, DOI: 10.2478/ethemes-2020-0003.
• Zaborski Artur, 2020, "The Use of the Incomplete Tetrad Method for Measuring the Similarities in Nonmetric Multidimensional Scaling," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 519-530, June, DOI: 10.2478/foli-2020-0030.
• Szwarc Eryk & Wikarek Jarosław, 2020, "Proactive Planning of Project Team Members’ Competences," Foundations of Management, Sciendo, volume 12, issue 1, pages 71-84, January, DOI: 10.2478/fman-2020-0006.
• Szwarc Eryk & Wikarek Jarosław, 2020, "Proactive Planning of Project Team Members’ Competences," Foundations of Management, Sciendo, volume 12, issue 1, pages 71-84, January, DOI: 10.2478/fman-2020-0006.
• Michael Ryan, 2020, "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics, University of Waikato, number 20/10, Nov.
• Takashi Kurihara & Koichi Suga, 2020, "Decision–making on public facility location by using social choice rules with a deliberative suggestion," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1924, Mar.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Margaret Insley & Yichun Huang, 2020, "The economics of water conservation regulations under uncertainty: An application to Alberta's Lower Athabasca River Region," Working Papers, University of Waterloo, Department of Economics, number 2003, Jul, revised Jul 2020.
• Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020, "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1289-1323, November, DOI: 10.3982/QE1360.
• Andrey Itkin, 2020, "Fitting Local Volatility:Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11623, ISBN: ARRAY(0x84fc9398).
• Andrey Itkin, 2020, "Local Volatility and Dupire’s Equation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Local Volatility Surface and No-arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Analytical Methods of Building the Local Volatility Surface," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Regression-based Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Geometric Local Variance Gamma Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020, "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 160.
• Gurgone, Andrea & Iori, Giulia, 2020, "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 164.
• Crowley, Patrick M. & Hudgins, David, 2020, "How effective is the Taylor rule? Some insights from the time-frequency domain," BoF Economics Review, Bank of Finland, number 1/2020.