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

2018

• Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale, 2018, "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England working papers, Bank of England, number 743, Jul.
• Pan Addison & Fabrizi Simona & Lippert Steffen, 2018, "Non-Congruent Views about Signal Precision in Collective Decisions," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 2, pages 1-24, July, DOI: 10.1515/bejte-2016-0185.
• Brorsen B. Wade & Fain James R. & Maples Joshua G., 2018, "Alternative Policy Responses to Increased Use of Formula Pricing," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 16, issue 1, pages 1-11, January, DOI: 10.1515/jafio-2017-0008.
• Hesamzadeh, M. & Holmberg, P. & Sarfati, M., 2018, "Simulation and Evaluation of Zonal Electricity Market Designs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1829, May.
• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part I: Concept Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1869, Nov.
• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part II: Solution Algorithm," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1870, Nov.
• Dana Galizia, 2018, "Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods," Carleton Economic Papers, Carleton University, Department of Economics, number 18-11, Sep.
• Matus Senaj & Zuzana Siebertova & Norbert Svarda & Jana Valachyova, 2018, "The evaluation of fiscal consolidation strategies," Working Papers, Council for Budget Responsibility, number Working Paper No. 2/2018, Sep.
• Meenagh, David & Minford, Patrick & Yang, Xiaoliang, 2018, "A heterogeneous-agent model of growth and inequality for the UK," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/17, Jun.
• Norbert Švarda & Jana Valachyová & Matúš Senaj & Zuzana Siebertová, 2018, "The Evaluation of Fiscal Consolidation Strategies," Discussion Papers, Central European Labour Studies Institute (CELSI), number 51, Oct.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "Price Overreactions in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6861.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "On the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7011.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2018, "Bitcoin Fluctuations and the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7280.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1917, Sep.
• Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2018, "Patience is a Virtue - In Value Investing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-26, Mar, revised Apr 2018.
• Roberto Steri, 2018, "A Corporate Financing-Based Asset Pricing Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-46, Jun.
• Stefan Ederer & Miriam Rehm, 2018, "Making Sense of Piketty’s ‘Fundamental Laws’ in a Post-Keynesian Framework: The Transitional Dynamics of Wealth Inequality," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, number 181.
• Rémi Stellian & Jenny Paola Danna-Buitrago & David Andr�s Londo�o Bedoya, 2018, "Fragilidad financiera empresarial y expectativas de ingresos: evidencias de un modelo multi-agentes," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 73.
• Carlos Esteban Posada & Santiago S�nchez, 2018, "Dynamic Macroeconomics: A Didactic Numeric Model," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16237, Apr.
• Juan Carlos Rivera & Samuel De Greiff, 2018, "Optimización de portafolios de inversión con costos de transacción utilizando un algoritmo genético multiobjetivo: caso aplicado a la Bolsa de Valores de Colombia," Estudios Gerenciales, Universidad Icesi, volume 34, issue 146, pages 74-88.
• Clark Granger-Castano & Jhon Fredy Moreno-Trujillo & Francisco Venegas-Mart�nez, 2018, "Efecto del tipo de cambio sobre el déficit fiscal: un modelo estocástico de reversión a la media con saltos para el caso colombiano," Revista de Economía del Rosario, Universidad del Rosario, volume 21, issue 2, pages 193-218.
• Norman Simón Rodríguez Cano, 2018, "Tendencias actuales en la evaluación de políticas públicas," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17296, Jul.
• Henk-Wim de Boer & Egbert Jongen & Patrick Koot, 2018, "Optimal Taxation of Secondary Earners in the Netherlands: Has Equity Lost Ground?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 375, Feb.
• Fernández-Villaverde, Jesús & Zarruk Valencia , David, 2018, "A Practical Guide to Parallelization in Economics," CEPR Discussion Papers, Centre for Economic Policy Research, number 12890, Apr.
• Bayer, Christian & Luetticke, Ralph, 2018, "Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods," CEPR Discussion Papers, Centre for Economic Policy Research, number 13071, Jul.
• Koenig, Michael & Hsieh, Chih-Sheng & Liu, Xiaodong, 2018, "Network Formation with Local Complements and Global Substitutes: The Case of R&D Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 13161, Sep.
• Coleman, Chase & Lyon, Spencer & Maliar, Serguei, 2018, "Matlab, Python, Julia: What to Choose in Economics?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13210, Sep.
• Taylor, John, 2018, "Taylor Rules and Forward Guidance: A Rule is not a Path," CEPR Discussion Papers, Centre for Economic Policy Research, number 13383, Dec.
• Maliar, Lilia, 2018, "Continuous Time Versus Discrete Time in the New Keynesian Model: Closed-Form Solutions and Implications for Liquidity Trap," CEPR Discussion Papers, Centre for Economic Policy Research, number 13384, Dec.
• Al-Sadoon, Majid M., 2018, "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, volume 34, issue 3, pages 628-658, June.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1371-1390, June.
• Parra-Alvarez, Juan Carlos, 2018, "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 6, pages 1555-1583, September.
• Dawid, Herbert & Harting, Philipp & Neugart, Michael, 2018, "Cohesion policy and inequality dynamics : insights from a heterogeneous agents macroeconomic model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 110857.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2018, "Exploitation, skills, and inequality," Working Paper Series, Dickinson College, Department of Economics, number 2018-01, Jan.
• Aleksandar Zaklan & Dawud Ansari & Claudia Kemfert, 2018, "Rohölmarkt: Iran-Sanktionen dürften zu moderatem Preisanstieg führen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 49, pages 1053-1059.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "Price Overreactions in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1718.
• Xiangcai Meng, 2018, "Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 125-133.
• Wossen, Tesfamicheal & Berger, Thomas & Haile, Mekbib G. & Troost, Christian, 2018, "Impacts of climate variability and food price volatility on household income and food security of farm households in East and West Africa," Agricultural Systems, Elsevier, volume 163, issue C, pages 7-15, DOI: 10.1016/j.agsy.2017.02.006.
• Breton, Michèle & Marzouk, Oussama, 2018, "Evaluation of counterparty risk for derivatives with early-exercise features," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 1-20, DOI: 10.1016/j.jedc.2018.01.014.
• Consiglio, Andrea & Zenios, Stavros A., 2018, "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 137-155, DOI: 10.1016/j.jedc.2018.01.001.
• Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018, "Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative," Journal of Economic Dynamics and Control, Elsevier, volume 89, issue C, pages 68-92, DOI: 10.1016/j.jedc.2018.01.002.
• Reiter, Michael, 2018, "Comments on “Exploiting MIT shocks in heterogeneous-agent economies: The impulse response as a numerical derivative” by T. Boppart, P. Krusell and K. Mitman," Journal of Economic Dynamics and Control, Elsevier, volume 89, issue C, pages 93-99, DOI: 10.1016/j.jedc.2018.01.009.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018, "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 366-389, DOI: 10.1016/j.jedc.2018.03.011.
• De Grauwe, Paul & Gerba, Eddie, 2018, "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 206-236, DOI: 10.1016/j.jedc.2018.02.012.
• Salle, Isabelle & Seppecher, Pascal, 2018, "Stabilizing an unstable complex economy on the limitations of simple rules," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 289-317, DOI: 10.1016/j.jedc.2018.02.014.
• Anufriev, Mikhail & Kopányi, Dávid, 2018, "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 84-103, DOI: 10.1016/j.jedc.2018.02.013.
• Lauretta, Eliana, 2018, "The hidden soul of financial innovation: An agent-based modelling of home mortgage securitization and the finance-growth nexus," Economic Modelling, Elsevier, volume 68, issue C, pages 51-73, DOI: 10.1016/j.econmod.2017.04.019.
• Hosoe, Nobuhiro, 2018, "Impact of border barriers, returning migrants, and trade diversion in Brexit: Firm exit and loss of variety," Economic Modelling, Elsevier, volume 69, issue C, pages 193-204, DOI: 10.1016/j.econmod.2017.09.018.
• Chaudhry, Muhammad Imran & Miranda, Mario J., 2018, "Complex price dynamics in vertically linked cobweb markets," Economic Modelling, Elsevier, volume 72, issue C, pages 363-378, DOI: 10.1016/j.econmod.2018.02.012.
• Benczúr, Péter & Kátay, Gábor & Kiss, Áron, 2018, "Assessing the economic and social impact of tax and benefit reforms: A general-equilibrium microsimulation approach applied to Hungary," Economic Modelling, Elsevier, volume 75, issue C, pages 441-457, DOI: 10.1016/j.econmod.2018.06.016.
• Atallah, Shady S. & Gómez, Miguel I. & Jaramillo, Juliana, 2018, "A Bioeconomic Model of Ecosystem Services Provision: Coffee Berry Borer and Shade-grown Coffee in Colombia," Ecological Economics, Elsevier, volume 144, issue C, pages 129-138, DOI: 10.1016/j.ecolecon.2017.08.002.
• Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2018, "An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector," Ecological Economics, Elsevier, volume 145, issue C, pages 274-300, DOI: 10.1016/j.ecolecon.2017.08.022.
• Halleck Vega, Solmaria & Mandel, Antoine, 2018, "Technology Diffusion and Climate Policy: A Network Approach and its Application to Wind Energy," Ecological Economics, Elsevier, volume 145, issue C, pages 461-471, DOI: 10.1016/j.ecolecon.2017.11.023.
• Lundberg, Liv & Persson, U. Martin & Alpizar, Francisco & Lindgren, Kristian, 2018, "Context Matters: Exploring the Cost-effectiveness of Fixed Payments and Procurement Auctions for PES," Ecological Economics, Elsevier, volume 146, issue C, pages 347-358, DOI: 10.1016/j.ecolecon.2017.11.021.
• Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2018, "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Ecological Economics, Elsevier, volume 150, issue C, pages 315-339, DOI: 10.1016/j.ecolecon.2018.03.023.
• Halleck-Vega, Solmaria & Mandel, Antoine & Millock, Katrin, 2018, "Accelerating diffusion of climate-friendly technologies: A network perspective," Ecological Economics, Elsevier, volume 152, issue C, pages 235-245, DOI: 10.1016/j.ecolecon.2018.05.007.
• Akcora, Cuneyt Gurcan & Dixon, Matthew F. & Gel, Yulia R. & Kantarcioglu, Murat, 2018, "Bitcoin risk modeling with blockchain graphs," Economics Letters, Elsevier, volume 173, issue C, pages 138-142, DOI: 10.1016/j.econlet.2018.07.039.
• Dias, Gustavo Fruet & Kapetanios, George, 2018, "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 75-91, DOI: 10.1016/j.jeconom.2017.06.022.
• Xu, Xingbai & Lee, Lung-fei, 2018, "Sieve maximum likelihood estimation of the spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 96-112, DOI: 10.1016/j.jeconom.2017.10.008.
• Giesecke, Kay & Schwenkler, Gustavo, 2018, "Filtered likelihood for point processes," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 33-53, DOI: 10.1016/j.jeconom.2017.11.011.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 107-123, DOI: 10.1016/j.ecosta.2017.02.002.
• Morini, Matteo & Pellegrino, Simone, 2018, "Personal income tax reforms: A genetic algorithm approach," European Journal of Operational Research, Elsevier, volume 264, issue 3, pages 994-1004, DOI: 10.1016/j.ejor.2016.07.059.
• Galay, Gregory, 2018, "The impact of spatial price differences on oil sands investments," Energy Economics, Elsevier, volume 69, issue C, pages 170-184, DOI: 10.1016/j.eneco.2017.11.008.
• Duan, Hongbo & Mo, Jianlei & Fan, Ying & Wang, Shouyang, 2018, "Achieving China's energy and climate policy targets in 2030 under multiple uncertainties," Energy Economics, Elsevier, volume 70, issue C, pages 45-60, DOI: 10.1016/j.eneco.2017.12.022.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018, "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, volume 72, issue C, pages 341-355, DOI: 10.1016/j.eneco.2018.03.038.
• Gorenstein Dedecca, João & Lumbreras, Sara & Ramos, Andrés & Hakvoort, Rudi A. & Herder, Paulien M., 2018, "Expansion planning of the North Sea offshore grid: Simulation of integrated governance constraints," Energy Economics, Elsevier, volume 72, issue C, pages 376-392, DOI: 10.1016/j.eneco.2018.04.037.
• Scheitrum, Daniel P. & Carter, Colin A. & Revoredo-Giha, Cesar, 2018, "WTI and Brent futures pricing structure," Energy Economics, Elsevier, volume 72, issue C, pages 462-469, DOI: 10.1016/j.eneco.2018.04.039.
• Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, volume 75, issue C, pages 14-27, DOI: 10.1016/j.eneco.2018.08.015.
• Matar, Walid, 2018, "Households' response to changes in electricity pricing schemes: Bridging microeconomic and engineering principles," Energy Economics, Elsevier, volume 75, issue C, pages 300-308, DOI: 10.1016/j.eneco.2018.08.028.
• Li, Shaomao & Park, Chan S., 2018, "Wind power bidding strategy in the short-term electricity market," Energy Economics, Elsevier, volume 75, issue C, pages 336-344, DOI: 10.1016/j.eneco.2018.08.029.
• Hesamzadeh, M.R. & Rosellón, J. & Gabriel, S.A. & Vogelsang, I., 2018, "A simple regulatory incentive mechanism applied to electricity transmission pricing and investment," Energy Economics, Elsevier, volume 75, issue C, pages 423-439, DOI: 10.1016/j.eneco.2018.08.033.
• Tiwari, Aviral Kumar & Khalfaoui, Rabeh & Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Energy Economics, Elsevier, volume 76, issue C, pages 470-494, DOI: 10.1016/j.eneco.2018.10.037.
• Shi, Xunpeng & Rioux, Bertrand & Galkin, Philipp, 2018, "Unintended consequences of China’s coal capacity cut policy," Energy Policy, Elsevier, volume 113, issue C, pages 478-486, DOI: 10.1016/j.enpol.2017.11.034.
• Hanna, Alan J., 2018, "A top-down approach to identifying bull and bear market states," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 93-110, DOI: 10.1016/j.irfa.2017.11.001.
• Feldman, Todd, 2018, "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 278-288, DOI: 10.1016/j.frl.2017.09.024.
• Jang, Bong-Gyu & Tae, Hyeon-Wuk, 2018, "Option pricing under regime switching: Integration over simplexes method," Finance Research Letters, Elsevier, volume 24, issue C, pages 301-312, DOI: 10.1016/j.frl.2017.09.021.
• Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Lu, 2018, "The missing links: A global study on uncovering financial network structures from partial data," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 107-119, DOI: 10.1016/j.jfs.2017.05.012.
• Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018, "The systemic implications of bail-in: A multi-layered network approach," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 81-97, DOI: 10.1016/j.jfs.2017.12.001.
• Zhang, Huanren, 2018, "Errors can increase cooperation in finite populations," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 203-219, DOI: 10.1016/j.geb.2017.10.023.
• Gambaro, Anna Maria & Casalini, Riccardo & Fusai, Gianluca & Ghilarducci, Alessandro, 2018, "Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts," Insurance: Mathematics and Economics, Elsevier, volume 81, issue C, pages 117-129, DOI: 10.1016/j.insmatheco.2017.10.005.
• Jeon, Junkee & Kwak, Minsuk, 2018, "Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 93-109, DOI: 10.1016/j.insmatheco.2018.09.006.
• Pezzino, Mario, 2018, "Online assessment, adaptive feedback and the importance of visual learning for students. The advantages, with a few caveats, of using MapleTA," International Review of Economics Education, Elsevier, volume 28, issue C, pages 11-28, DOI: 10.1016/j.iree.2018.03.002.
• Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard, 2018, "Detecting money market bubbles," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 369-379, DOI: 10.1016/j.jbankfin.2017.10.017.
• Cardaci, Alberto, 2018, "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, volume 149, issue C, pages 434-458, DOI: 10.1016/j.jebo.2018.01.010.
• Dawid, H. & Harting, P. & Neugart, M., 2018, "Cohesion policy and inequality dynamics: Insights from a heterogeneous agents macroeconomic model," Journal of Economic Behavior & Organization, Elsevier, volume 150, issue C, pages 220-255, DOI: 10.1016/j.jebo.2018.03.015.
• Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018, "Market entry waves and volatility outbursts in stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 153, issue C, pages 19-37, DOI: 10.1016/j.jebo.2018.03.022.
• Bidder, R.M. & Smith, M.E., 2018, "Doubts and variability: A robust perspective on exotic consumption series," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 689-712, DOI: 10.1016/j.jet.2018.02.007.
• Boháček, Radim & Kejak, Michal, 2018, "Optimal government policies in models with heterogeneous agents," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 834-858, DOI: 10.1016/j.jet.2018.05.008.
• Marling, Tina Gottschalk & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter, 2018, "Decomposing bivariate dominance for social welfare comparisons," Mathematical Social Sciences, Elsevier, volume 95, issue C, pages 1-8, DOI: 10.1016/j.mathsocsci.2018.06.005.
• Ágoston, Kolos Csaba & Biró, Péter & Szántó, Richárd, 2018, "Stable project allocation under distributional constraints," Operations Research Perspectives, Elsevier, volume 5, issue C, pages 59-68, DOI: 10.1016/j.orp.2018.01.003.
• Pal, Debdatta & Mitra, Subrata K., 2018, "Interdependence between crude oil and world food prices: A detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1032-1044, DOI: 10.1016/j.physa.2017.11.033.
• D’Amico, Guglielmo & Scocchera, Stefania & Storchi, Loriano, 2018, "Financial risk distribution in European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 252-267, DOI: 10.1016/j.physa.2018.03.069.
• Weron, Tomasz & Kowalska-Pyzalska, Anna & Weron, Rafał, 2018, "The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 591-600, DOI: 10.1016/j.physa.2018.03.086.
• Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018, "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, volume 68, issue C, pages 226-238, DOI: 10.1016/j.regsciurbeco.2017.10.015.
• Barbero, Javier & Behrens, Kristian & Zofío, José L., 2018, "Industry location and wages: The role of market size and accessibility in trading networks," Regional Science and Urban Economics, Elsevier, volume 71, issue C, pages 1-24, DOI: 10.1016/j.regsciurbeco.2018.04.005.
• Levy, Nadav & Klein, Ido & Ben-Elia, Eran, 2018, "Emergence of cooperation and a fair system optimum in road networks: A game-theoretic and agent-based modelling approach," Research in Transportation Economics, Elsevier, volume 68, issue C, pages 46-55, DOI: 10.1016/j.retrec.2017.09.010.
• Giudici, Paolo, 2018, "Financial data science," Statistics & Probability Letters, Elsevier, volume 136, issue C, pages 160-164, DOI: 10.1016/j.spl.2018.02.024.
• Doubravsky, Karel & Dohnal, Mirko, 2018, "Qualitative equationless macroeconomic models as generators of all possible forecasts based on three trend values—Increasing, constant, decreasing," Structural Change and Economic Dynamics, Elsevier, volume 45, issue C, pages 30-36, DOI: 10.1016/j.strueco.2018.01.001.
• Korzinov, Vladimir & Savin, Ivan, 2018, "General Purpose Technologies as an emergent property," Technological Forecasting and Social Change, Elsevier, volume 129, issue C, pages 88-104, DOI: 10.1016/j.techfore.2017.12.011.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
• Duan, Hongbo & Mo, Jianlei & Fan, Ying & Wang, Shouyang, 2018, "Achieving China's energy and climate policy targets in 2030 under multiple uncertainties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86481, Feb.
• de Grauwe, Paul & Gerba, Eddie, 2018, "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87942, Mar.
• M. R. Hesamzadeh & P. Holmberg & M. Sarfati, 2018, "Simulation and Evaluation of Zonal Electricity Market Design," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1813, May.
• M. Sarfati & M.R. Hesamzadeh & P. Holmberg, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets – Part I: Concept Analysis," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1837, Nov.
• M. Sarfati & M.R. Hesamzadeh & P. Holmberg, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets – Part II: Solution Algorithm," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1838, Nov.
• Estévez Schwarz, Diana & Sommer, Eric, 2018, "Smooth income tax schedules: derivation and consequences," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM11/18, May.
• Giovanni Dosi & M.C. Peirera & Roventini Andrea & M.E. Vigillito, 2018, "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-04, Jan.
• Giovanni Dosi & M.C. Pereira & Andrea Roventini & M. E. Virgillito, 2018, "The labour Augmented K+S model : a laboratory for the analysis of institutional and policy regimes," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-27, Sep.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018, "And then He wasn't a She : Climate change and green transitions in an agent-based model integrated assessment model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-28, Sep.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2018, "The Debunking the Granular origins of Aggregate fluctuations : from real Business Cycles back to Keynes," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-29, Sep.
• Jacopo Staccioli & Mauro Napoletano, 2018, "An agent-based model of intra day financial markets dynamics," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-34, Oct.
• Christopher J. Erceg & James Hebden & Michael T. Kiley & J. David López-Salido & Robert J. Tetlow, 2018, "Some Implications of Uncertainty and Misperception for Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-059, Aug, DOI: 10.17016/FEDS.2018.059.
• Gary S. Anderson, 2018, "Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-070, Oct, DOI: 10.17016/FEDS.2018.070.
• Dheeraj Kumar Joshi & Ismat Beg & Sanjay Kumar, 2018, "Hesitant Probabilistic Fuzzy Linguistic Sets with Applications in Multi-Criteria Group Decision Making Problems," Mathematics, MDPI, volume 6, issue 4, pages 1-20, March.
• Dan Cao, 2018, "Recursive Equilibrium in Krusell and Smith (1998)," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-13, Sep.
• Solmaria Halleck Vega & Antoine Mandel & Katrin Millock, 2018, "Accelerating diffusion of climate-friendly technologies: A network perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01885446, Oct, DOI: 10.1016/j.ecolecon.2018.05.007.
• Solmaria Halleck Vega & Antoine Mandel, 2018, "Technology Diffusion and Climate Policy: A Network Approach and its Application to Wind Energy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01905996, Mar, DOI: 10.1016/j.ecolecon.2017.11.023.
• Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018, "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Post-Print, HAL, number hal-01612320, Dec, DOI: 10.1093/icc/dty011.
• Coro Chasco & Julie Le Gallo & Fernando López, 2018, "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Post-Print, HAL, number hal-01868546, Jan, DOI: 10.1016/j.regsciurbeco.2017.10.015.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print, HAL, number hal-02084910, Apr, DOI: 10.1007/s10614-017-9655-y.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018, "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Post-Print, HAL, number hal-03399637, Mar, DOI: 10.1016/j.ecolecon.2018.03.023.
• Alberto Cardaci & Francesco Saraceno, 2018, "Between Scylla and Charybdis: income distribution, consumer credit, and business cycles," Post-Print, HAL, number hal-03409051, Dec, DOI: 10.1111/ecin.12749.
• Aviral Kumar Tiwari & Rabeh Khalfaoui & Sakiru Adebola Solarin & Muhammad Shahbaz, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Post-Print, HAL, number hal-03797590, Oct, DOI: 10.1016/j.eneco.2018.10.037.
• Solmaria Halleck Vega & Antoine Mandel & Katrin Millock, 2018, "Accelerating diffusion of climate-friendly technologies: A network perspective," Post-Print, HAL, number halshs-01885446, Oct, DOI: 10.1016/j.ecolecon.2018.05.007.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018, "Ambiguity and the historical equity premium," Post-Print, HAL, number halshs-01886571, Jul, DOI: 10.3982/QE708.
• Solmaria Halleck Vega & Antoine Mandel, 2018, "Technology Diffusion and Climate Policy: A Network Approach and its Application to Wind Energy," Post-Print, HAL, number halshs-01905996, Mar, DOI: 10.1016/j.ecolecon.2017.11.023.
• Solmaria Halleck Vega & Antoine Mandel & Katrin Millock, 2018, "Accelerating diffusion of climate-friendly technologies: A network perspective," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01885446, Oct, DOI: 10.1016/j.ecolecon.2018.05.007.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018, "Ambiguity and the historical equity premium," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01886571, Jul, DOI: 10.3982/QE708.
• Solmaria Halleck Vega & Antoine Mandel, 2018, "Technology Diffusion and Climate Policy: A Network Approach and its Application to Wind Energy," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01905996, Mar, DOI: 10.1016/j.ecolecon.2017.11.023.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018, "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Sciences Po Economics Publications (main), HAL, number hal-03399637, Mar, DOI: 10.1016/j.ecolecon.2018.03.023.
• Alberto Cardaci & Francesco Saraceno, 2018, "Between Scylla and Charybdis: income distribution, consumer credit, and business cycles," Sciences Po Economics Publications (main), HAL, number hal-03409051, Dec, DOI: 10.1111/ecin.12749.
• Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018, "The labour-augmented K+S model : a laboratory for the analysis of institutional and policy regimes," Sciences Po Economics Publications (main), HAL, number hal-03443457, Sep.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2018, "The Debunking the Granular Origins of Aggregate Fluctuations: From Real Business Cycles back to Keynes," Sciences Po Economics Publications (main), HAL, number hal-03443460, Sep.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018, "And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model," Sciences Po Economics Publications (main), HAL, number hal-03443464, Sep.
• Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018, "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," Sciences Po Economics Publications (main), HAL, number hal-03458460, Jan.
• Jacopo Staccioli & Mauro Napoletano, 2018, "An agent-based model of intra-day financialmarkets dynamics," Sciences Po Economics Publications (main), HAL, number hal-03471566, Oct.
• Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018, "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Working Papers, HAL, number hal-01486597, Jun, DOI: 10.1093/icc/dty011.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers, HAL, number hal-01758922, Apr.
• Nimonka Bayale, 2018, "Aide et Croissance dans les pays de l’Union Economique et Monétaire Ouest Africaine (UEMOA) : retour sur une relation controversée," Working Papers, HAL, number hal-01765313, Apr.
• Ítalo Pedrosa & Dany Lang, 2018, "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," Working Papers, HAL, number hal-01937186, Nov.
• Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018, "The labour-augmented K+S model : a laboratory for the analysis of institutional and policy regimes," Working Papers, HAL, number hal-03443457, Sep.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2018, "The Debunking the Granular Origins of Aggregate Fluctuations: From Real Business Cycles back to Keynes," Working Papers, HAL, number hal-03443460, Sep.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018, "And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model," Working Papers, HAL, number hal-03443464, Sep.
• Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018, "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," Working Papers, HAL, number hal-03458460, Jan.
• Jacopo Staccioli & Mauro Napoletano, 2018, "An agent-based model of intra-day financialmarkets dynamics," Working Papers, HAL, number hal-03471566, Oct.
• Agnes Cseh & Jannik Matuschke, 2018, "New and simple algorithms for stable flow problems," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1817, Aug.
• Agnes Cseh & Tamás Fleiner, 2018, "The complexity of cake cutting with unequal shares," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1819, Aug.
• Agnes Cseh & Martin Skutella, 2018, "Paths to stable allocations," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1820, Aug.
• Hesamzadeh, Mohammad Reza & Holmberg, Pär & Sarfati, Mahir, 2018, "Simulation and Evaluation of Zonal Electricity Market Designs," Working Paper Series, Research Institute of Industrial Economics, number 1211, May.
• Sarfati, Mahir & Hesamzadeh, Mohammad Reza & Holmberg, Pär, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets –​ Part I: Concept Analysis," Working Paper Series, Research Institute of Industrial Economics, number 1253, Nov.
• Sarfati, Mahir & Hesamzadeh, Mohammad Reza & Holmberg, Pär, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets –​ Part II: Solution Algorithm," Working Paper Series, Research Institute of Industrial Economics, number 1254, Nov.
• Aleksandra Zhukova & Igor Pospelov, 2018, "Model of Optimal Consumption with Possibility of Taking Loans at Random Moments of Time," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 3, pages 330-361.
• Andrey Leonidov & Vladimir Nechitailo & Ekaterina Serebryannikova, 2018, "Interbank Network Topology in the Agent-based Model of Banking System," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 3, pages 387-417.
• Dávid Csercsik & Hubert János Kiss, 2018, "Optimal Payments to Connected Depositors in Turbulent Times: A Markov Chain Approach," Complexity, Hindawi, volume 2018, pages 1-14, April, DOI: 10.1155/2018/9434608.
• Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2018, "Exploitation, Skills, and Inequality," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 683, Oct.
• Eloisa Bernardett Villalobos Oliver & Ma. del Carmen Cornejo Serrano & Pedro Alberto Quintana Hernandez & Jose Alfredo Ramos Beltran & Claudia Artemisa Torres Guerrero, 2018, "Analysis Of Achievment Rates In Subsecuent Math Courses When Geogebra Software Is Used In Differential Calculus Teaching Analisis De Los Indices De Aprovechamiento En Las Asignaturas De Matematicas Posteriores A Calculo Diferencial, Cuando Se Uso El ," Revista Global de Negocios, The Institute for Business and Finance Research, volume 6, issue 7, pages 67-76.
• Zárate, Héctor & Zapata-Sanabria, Daniel R., 2018, "Forecasting Inflation Expectations from the CESifo World Economic Survey: An Empirical Application in Inflation Targeting," IDB Publications (Working Papers), Inter-American Development Bank, number 9053, Jul, DOI: http://dx.doi.org/10.18235/0001264.
• Cathal O'Donoghue & Gijs Dekkers, 2018, "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 1, pages 61-96.
• Ismail Saglam, 2018, "A New Heuristic in Mutual Sequential Mate Search," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 2, pages 122-145.
• Ross Richardson & Lia Pacelli & Ambra Poggi & Matteo Richiardi, 2018, "Female Labour Force Projections Using Microsimulation for Six EU Countries," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 2, pages 5-51.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 100-121.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime APPENDIX," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 122-133.
• Matus Senaj & Zuzana Siebertova & Norbert Svarda & Jana Valachyova, 2018, "The Evaluation of Fiscal Consolidation Strategies," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 39-58.
• Matus Senaj & Zuzana Siebertova & Norbert Svarda & Jana Valachyova, 2018, "The Evaluation of Fiscal Consolidation Strategies APPENDIX," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 59-77.
• Stefan Ederer & Miriam Rehm, 2018, "Making sense of Piketty's 'Fundamental Laws' in a Post-Keynesian Framework: The transitional dynamics of wealth inequality," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 35-2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201805, Mar, revised Mar 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201806, Mar, revised Mar 2018.
• Estévez Schwarz, Diana & Sommer, Eric, 2018, "Smooth Income Tax Schedules: Derivation and Consequences," IZA Discussion Papers, IZA Network @ LISER, number 11493, Apr.
• Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018, "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/15.
• Haris Aziz, 2018, "Mechanisms for House Allocation with Existing Tenants under Dichotomous Preferences," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 3, issue 1, pages 97-110, December, DOI: 10.22574/jmid.2018.12.004.
• Savin Ivan & Blueschke Dmitri & Blueschke-Nikolaeva Viktoria, 2018, "Slow and Steady Wins the Race: Approximating Nash Equilibria in Nonlinear Quadratic Tracking Games Steter Tropfen höhlt den Stein: Approximation von Nash Gleichgewichten in Nicht-linearen Dynamischen Spielen," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 6, pages 541-569, October, DOI: 10.1515/jbnst-2017-0132.
• Savin Ivan & Blueschke Dmitri & Blueschke-Nikolaeva Viktoria, 2018, "Slow and Steady Wins the Race: Approximating Nash Equilibria in Nonlinear Quadratic Tracking Games Steter Tropfen höhlt den Stein: Approximation von Nash Gleichgewichten in Nicht-linearen Dynamischen Spielen," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 6, pages 541-569, October, DOI: 10.1515/jbnst-2017-0132.
• Vladislav Krasin & Ivan Smirnov & Alexander Melnikov, 2018, "Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes," Annals of Finance, Springer, volume 14, issue 2, pages 195-209, May, DOI: 10.1007/s10436-017-0309-9.
• Hwan C. Lin & L. F. Shampine, 2018, "R&D-based Calibrated Growth Models with Finite-Length Patents: A Novel Relaxation Algorithm for Solving an Autonomous FDE System of Mixed Type," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 1, pages 123-158, January, DOI: 10.1007/s10614-016-9597-9.
• Hong Lan, 2018, "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 1, pages 1-34, January, DOI: 10.1007/s10614-017-9670-z.
• Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2018, "Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 339-378, March, DOI: 10.1007/s10614-016-9599-7.
• Alessandro Andreoli & Luca Vincenzo Ballestra & Graziella Pacelli, 2018, "Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 379-406, March, DOI: 10.1007/s10614-016-9608-x.
• Alexander Ludwig & Matthias Schön, 2018, "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 463-492, March, DOI: 10.1007/s10614-016-9611-2.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 493-511, March, DOI: 10.1007/s10614-016-9615-y.
• Richard W. Evans & Kerk L. Phillips, 2018, "Advantages of an Ellipse when Modeling Leisure Utility," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 513-533, March, DOI: 10.1007/s10614-016-9619-7.
• Hwan C. Lin, 2018, "Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 677-696, March, DOI: 10.1007/s10614-016-9633-9.
• Hwan C. Lin, 2018, "Erratum to: Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 697-697, March, DOI: 10.1007/s10614-017-9710-8.
• Filip Stanek & Jiri Kukacka, 2018, "The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 865-892, April, DOI: 10.1007/s10614-017-9649-9.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018, "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 913-940, April, DOI: 10.1007/s10614-017-9651-2.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 991-1020, April, DOI: 10.1007/s10614-017-9655-y.
• George E. Halkos & Kyriaki D. Tsilika, 2018, "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 299-311, June, DOI: 10.1007/s10614-016-9604-1.
• Anirban Ghatak & Diganta Mukherjee & K. S. Mallikarjuna Rao, 2018, "A Spatial Game Theoretic Analysis of Conflict and Identity," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 493-519, August, DOI: 10.1007/s10614-017-9684-6.
• Yi-Ting Chen & Edward W. Sun & Min-Teh Yu, 2018, "Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 653-684, August, DOI: 10.1007/s10614-017-9711-7.
• Sander Hoog, 2018, "The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 3, pages 873-920, October, DOI: 10.1007/s10614-017-9714-4.
• Jörg Paetzold & Markus Tiefenbacher, 2018, "Distributional and revenue effects of a tax shift from labor to property," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 25, issue 5, pages 1215-1251, October, DOI: 10.1007/s10797-018-9484-5.
• André Sabino & Pedro Poseiro & Armanda Rodrigues & Maria Teresa Reis & Conceição J. Fortes & Rui Reis & João Araújo, 2018, "Coastal risk forecast system," Journal of Geographical Systems, Springer, volume 20, issue 2, pages 159-184, April, DOI: 10.1007/s10109-018-0266-5.
• Jia Zhai & Yi Cao & Xuemei Ding, 2018, "Data analytic approach for manipulation detection in stock market," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 897-932, April, DOI: 10.1007/s11156-017-0650-0.
• Jonathan Cogliano & Roberto Veneziani & Naoki Yoshihara, 2018, "Exploitation, skills, and inequality," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2018-14, Oct, revised Oct 2018.