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

• 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.
• Komarek, Adam M. & Robinson, Sherman & Mason-D'Croz, Daniel, 2018, "The diet problem, nutrient supply, and the cost of diversity applied to livestock feeds," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1780, Dec.
• 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.

2017

• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017, "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-35, Oct.
• In-Koo Cho & Kenneth Kasa, 2017, "Gresham's Law of Model Averaging," American Economic Review, American Economic Association, volume 107, issue 11, pages 3589-3616, November.
• Michelangelo Vasta & Carlo Drago & Roberto Ricciuti & Alberto Rinaldi, 2017, "Reassessing the bank–industry relationship in Italy, 1913–1936: a counterfactual analysis," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 11, issue 2, pages 183-216, May, DOI: 10.1007/s11698-016-0142-9.
• De Cian, Enrica & Dasgupta, Shouro & Hof, Andries F. & van Sluisveld, Mariësse A.E. & Köhler, Jonathan & Pfluger, Benjamin & van Vuuren, Detlef P., undated, "Actors, Decision-making, and Institutions in Quantitative System Modelling," MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM), number 263485, DOI: 10.22004/ag.econ.263485.
• Sahrbacher, Amanda & Jordan Hristov, Jordan & Brady, Mark V., undated, "A combined approach to assess the impacts of Ecological Focus Areas on regional structural development and agricultural land use," Review of Agricultural, Food and Environmental Studies, Institut National de la Recherche Agronomique (INRA), volume 98, issue 3, DOI: 10.22004/ag.econ.281221.
• Letort, Elodie & Dupraz, Pierre & Piet, Laurent, 2017, "The impact of environmental regulations on the farmland market and farm structures: An agent-based model applied to the Brittany region of France," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 253784, DOI: 10.22004/ag.econ.253784.
• Jafari, Yaghoob & Britz, Wolfgang, 2017, "Brexit – an economy-wide Impact Assessment looking into trade, immigration, and Foreign Direct Investment," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332923.
• Cheung, Ka Chun & Denuit, Michel & Dhaene, Jan, 2017, "Tail mutual exclusivity and Tail-VaR lower bounds," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017004, Jan.
• Jovan Njegić & Dejan Živkov & Jelena Damnjanović, 2017, "Business Cycles Synchronisation between EU-15 and Selected Eastern European Countries – The Wavelet Coherence Approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 4, pages 539-556, December.
• Ufuk Çelik & Çağatay Başarır, 2017, "The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 1, pages 45-54, June, DOI: http://dx.doi.org/10.17093/alphanum.
• Engin Taş, 2017, "Classification of Gene Samples Using Pair-Wise Support Vector Machines," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 2, pages 283-292, November, DOI: http://dx.doi.org/10.17093/alphanum.
• Tuncay Özcan, 2017, "Application of Seasonal and Multivariable Grey Prediction Models for Short-Term Load Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 2, pages 329-338, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201706, May, revised May 2017.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Papers, arXiv.org, number 1703.10639, Mar, revised Apr 2017.
• Marco Pangallo & Torsten Heinrich & J Doyne Farmer, 2017, "Best reply structure and equilibrium convergence in generic games," Papers, arXiv.org, number 1704.05276, Apr, revised Sep 2018.
• Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer, 2017, "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Papers, arXiv.org, number 1705.03423, May, revised Aug 2018.
• Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017, "Inference on Estimators defined by Mathematical Programming," Papers, arXiv.org, number 1709.09115, Sep.
• Carlos Esteban Posada & Alfredo Villca, 2017, "Is a «Soft» Monetary Authority Appropriate?," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 2, issue 5, pages 57-77, Octubre.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers, Institute for Fiscal Studies, number 52/17, Nov, DOI: 10.1920/wp.cem.2017.5217.
• Iryna Fadyeyeva & Oksana Gryniuk, 2017, "Fuzzy Modelling In Risk Assessment Of Oil And Gas Production Enterprises' Activity," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-256-264.
• Vladimir A. Masch, 2017, "¡°Shifting the Paradigm¡± in Superintelligence," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 17-30, May.
• Maryna Tatar & Olena Sergienko & Sergii Kavun & Lidiya Guryanova, 2017, "Complex of Management Models of the Enterprise Competitiveness for Steel Industry in the Currency Instable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 102-124.
• Andrea Nocera, 2017, "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1703, Jun.
• Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017, "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers, Bank of Canada, number 17-21, DOI: 10.34989/swp-2017-21.
• Jose Fique, 2017, "Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data," Staff Working Papers, Bank of Canada, number 17-30, DOI: 10.34989/swp-2017-30.
• Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017, "Dynamic Bank Runs: an agent-based approach," Working Papers Series, Central Bank of Brazil, Research Department, number 465, Oct.
• Nicola Curci & Marco Savegnago & Marika Cioffi, 2017, "BIMic: the Bank of Italy microsimulation model for the Italian tax and benefit system," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 394, Sep.
• Daniele Coin, 2017, "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1096, Feb.
• Hector M. Zarate-Solano & Daniel R. Zapata-Sanabria, 2017, "Clustering and forecasting inflation expectations using the World Economic Survey: the case of the 2014 oil price shock on inflation targeting countries," Borradores de Economia, Banco de la Republica de Colombia, number 993, May, DOI: 10.32468/be.993.
• Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017, "The impact of macroprudential housing finance tools in Canada," BIS Working Papers, Bank for International Settlements, number 632, May.
• Alexey Ponomarenko & Andrey Sinyakov, 2017, "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Jul.
• Nico Pestel & Eric Sommer, 2017, "Shifting Taxes from Labor to Consumption: More Employment and more Inequality?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 63, issue 3, pages 542-563, September.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England Staff Working Paper series, Bank of England, number 674, Sep.
• Miyajima Ken, 2017, "An Empirical Investigation of Oil-Macro-financial Linkages in Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, volume 13, issue 2, pages 1-15, August, DOI: 10.1515/rmeef-2017-0018.
• Ajevskis Viktors, 2017, "Semi-global solutions to DSGE models: perturbation around a deterministic path," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 2, pages 1-28, April, DOI: 10.1515/snde-2016-0065.
• Chu Shiou-Yen & Shane Christopher, 2017, "Using the hybrid Phillips curve with memory to forecast US inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-16, September, DOI: 10.1515/snde-2016-0088.
• Deininger, Sebastian & Maringer, Dietmar, 2017, "Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector," Working papers, Faculty of Business and Economics - University of Basel, number 2017/07.
• Farmer, Leland E. & Toda, Alexis Akira, 2017, "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4jk1h0kk, May.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 329-349, November.
• Andrew Foote & Mark J. Kutzbach & Lars Vilhuber, 2017, "Recalculating... : How Uncertainty in Local Labor Market Definitions Affects Empirical Findings," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 17-49, Jan.
• Tomas Klinger & Petr Teply, 2017, "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp602, Aug.
• Sander Renes & Floris Zoutman, 2017, "As Easy as ABC? Multidimensional Screening in Public Finance," CESifo Working Paper Series, CESifo, number 6301.
• Guglielmo Maria Caporale & Alex Plastun, 2017, "The Day of the Week Effect in the Crypto Currency Market," CESifo Working Paper Series, CESifo, number 6716.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017, "Estimation of Heterogeneous Agent Models: A Likelihood Approach," CESifo Working Paper Series, CESifo, number 6717.
• Ricardo Crisóstomo, 2017, "Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Carlos E. Posada & Alfredo Villca, 2017, "¿Es conveniente una autoridad monetaria “blanda”?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15673, Aug.
• Santiago Quintero Ramírez & Walter Lugo Ruiz Casta�eda & Jorge Robledo Vel�squez, 2017, "Representation of unlearning in the innovation systems: A proposal from agent-based modeling," Estudios Gerenciales, Universidad Icesi, volume 33, issue 145, pages 366-376.
• Leonardo Hernán Talero Sarmiento & uan Benjam�n Duarte-Duarte & Laura Daniela Garc�s-Carre�o, 2017, "La complejidad del mercado bursátil latinoamericano a partir de un modelo autómata celular conductual," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 64, pages 199-223.
• Henk-Wim de Boer & Egbert Jongen, 2017, "Optimal Income Support for Lone Parents in the Netherlands: Are We There Yet?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 361, Sep.
• Bianchi, Francesco & Nicolo, Giovanni, 2017, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 12130, Jul.
• Kollmann, Robert, 2017, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 12262, Aug.
• Boppart, Timo & Krusell, Per & Mitman, Kurt, 2017, "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," CEPR Discussion Papers, Centre for Economic Policy Research, number 12520, Dec.
• Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017, "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 2, pages 336-361, March.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 206-226, June.
• Michael R. Powers & Martin Shubik, 2017, "The Best and Worst of All Possible Worlds: Some Crude Evaluations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2093, Jun.
• Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton, 2017, "Continuous Workout Mortgages: Efficient Pricing and Systemic Implications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2116, Dec.
• Florentin ŞERBAN & Anca-Teodora ŞERBAN-OPRESCU & George-Laurenţiu ŞERBAN-OPRESCU, 2017, "Appraisal of Scientific Research in European Countries. An Entropy-Based Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 103-116.
• Zheng-Xin Wang, 2017, "A Weighted Non-linear Grey Bernoulli Model for Forecasting Non-linear Economic Time Series with Small Data Sets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 169-186.
• Radek DOSKOČIL & Karel DOUBRAVSKÝ, 2017, "Qualitative Evaluation of Knowledge Based Model of Project Time-Cost as Decision Making Support," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 263-280.
• Morteza Yazdani & Ali Jahan & Ed. Kazimieras Zavadskas, 2017, "Analysis in Material Selection: Influence of Normalization Tools on COPRAS-G," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 59-74.
• Santoyo Federico GONZÁLEZ & Romero Beatriz FLORES & Ana María GIL LAFUENTE & Juan FLORES J., 2017, "Fuzzy Logic in the Design of Public Policies: Application of Law," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 281-290.
• Dilbagh PANCHAL & Prasenjit CHATTERJEE & Rajendra Kumar SHUKLA & Tanupriya CHOUDHURY & Jolanta TAMOSAITIENE, 2017, "Integrated Fuzzy AHP-Codas Framework for Maintenance Decision in Urea Fertilizer Industry," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 179-196.
• Aleksandar Zaklan & Dawud Ansari & Claudia Kemfert, 2017, "Crude Oil: Market Trends and Simulations Point toward Stable Equilibrium," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 51/52, pages 567-573.
• Aleksandar Zaklan & Dawud Ansari & Claudia Kemfert, 2017, "Rohöl: Marktdaten und Simulationen deuten auf stabiles Gleichgewicht hin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 48, pages 1098-1104.
• Guglielmo Maria Caporale & Alex Plastun, 2017, "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1694.
• Frutos de Andres, Juan Carlos & Papsdorf, Patrick & Arciero, Luca & Hellqvist, Matti & Heyvaert, Patrick & Kaliontzoglou, Alexandros & König, Ronald & Korpinen, Kasperi & Martin, Clement & Müller, Ale, 2017, "Stress-Testing of liquidity risk in TARGET2," Occasional Paper Series, European Central Bank, number 183, Feb.
• Deinhammer, Harald & Ladi, Anna, 2017, "Modelling euro banknote quality in circulation," Occasional Paper Series, European Central Bank, number 204, Dec.
• Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017, "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series, European Central Bank, number 2010, Feb.
• Farnè, Matteo & Vouldis, Angelos, 2017, "Business models of the banks in the euro area," Working Paper Series, European Central Bank, number 2070, May.
• Tobback, Ellen & Nardelli, Stefano & Martens, David, 2017, "Between hawks and doves: measuring central bank communication," Working Paper Series, European Central Bank, number 2085, Jul.
• Consiglio, A. & Zenios, S. A., 2017, "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-02.
• Irina Glazyrina & Sergey Lavlinskii, 2017, "Transaction Costs and Prospects for Public-private Partnership in the Russian Mineral Resourse Sector," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 403-413.
• Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017, "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 166-174.
• Bertsch, Valentin & Geldermann, Jutta & Lühn, Tobias, 2017, "What drives the profitability of household PV investments, self-consumption and self-sufficiency?," Applied Energy, Elsevier, volume 204, issue C, pages 1-15, DOI: 10.1016/j.apenergy.2017.06.055.
• Druedahl, Jeppe & Jørgensen, Thomas Høgholm, 2017, "A general endogenous grid method for multi-dimensional models with non-convexities and constraints," Journal of Economic Dynamics and Control, Elsevier, volume 74, issue C, pages 87-107, DOI: 10.1016/j.jedc.2016.11.005.
• Fischer, Thomas, 2017, "Thomas Piketty and the rate of time preference," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 111-133, DOI: 10.1016/j.jedc.2017.02.006.
• Berardi, Michele & Galimberti, Jaqueson K., 2017, "On the initialization of adaptive learning in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 78, issue C, pages 26-53, DOI: 10.1016/j.jedc.2017.03.002.
• Levintal, Oren, 2017, "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 1-16, DOI: 10.1016/j.jedc.2017.04.007.
• Dosi, G. & Pereira, M.C. & Roventini, A. & Virgillito, M.E., 2017, "When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 162-186, DOI: 10.1016/j.jedc.2017.02.005.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Alós-Ferrer, Carlos & Buckenmaier, Johannes, 2017, "Cournot vs. Walras: A reappraisal through simulations," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 257-272, DOI: 10.1016/j.jedc.2017.07.001.
• Yang, Nian & Chen, Nan & Liu, Yanchu & Wan, Xiangwei, 2017, "Approximate arbitrage-free option pricing under the SABR model," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 198-214, DOI: 10.1016/j.jedc.2017.08.004.
• Kukacka, Jiri & Barunik, Jozef, 2017, "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 21-45, DOI: 10.1016/j.jedc.2017.09.006.
• Halkos, George E. & Tsilika, Kyriaki D., 2017, "Climate change effects and their interactions: An analysis aiming at policy implications," Economic Analysis and Policy, Elsevier, volume 53, issue C, pages 140-146, DOI: 10.1016/j.eap.2017.01.005.