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

2016

• Luigi Bonatti & Lorenza Lorenzetti, 2016, "The co-evolution of tax evasion, social capital and policy responses: A theoretical approach," DEM Working Papers, Department of Economics and Management, number 2016/08.
• Kankanamge, Sumudu & Weitzenblum, Thomas, 2016, "Time-consistent unemployment insurance," TSE Working Papers, Toulouse School of Economics (TSE), number 16-657, May.
• Vicent Alcantara & Emilio Padilla & Matías Piaggio, 2016, "NOx emissions and productive structure in Spain: an input-output perspective," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1601, Jan.
• Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016, "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-05, Apr.
• Nikolas Tsakas, 2016, "On decay centrality," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 04-2016, Apr.
• Uwe Cantner & Ivan Savin & Simone Vannuccini, 2016, "Replicator dynamics in value chains: explaining some puzzles of market selection," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-09.
• Johannes Herrmann & Ivan Savin, 2016, "Optimal Policy Identification: Insights from the German Electricity Market," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-16.
• Vladimir Korzinov & Ivan Savin, 2016, "Pervasive Enough? General Purpose Technologies as an Emergent Property," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-49.
• Vicent Alcántara & Emilio Padilla & Matias Piaggio, 2016, "NOx emissions and productive structure in Spain: An input–output perspective," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 16-02, Feb.
• Fatemeh Dehdar & Su-Fei Yap & M.S. Naghavi & M. Mahdi Dehdar, 2016, "Charting the Future Global Status of Oil and Natural Gas using Grey Forecasting," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 8, issue 3, pages 105-125, July.
• Majid M. Al-Sadoon, 2016, "The linear systems approach to linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1511, Jan.
• Pascal Seppecher, 2016, "Modèles multi-agents et stock-flux cohérents : une convergence logique et nécessaire," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2016-03, Apr.
• Bogdan - Alexandru Furduescu, 2016, "Theories Used in Neuro-Linguistic Progromming (NLP) for Motivation," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 7, issue 1, pages 75-89, January.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2016, "A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 374, Aug.
• Jan Baldeaux & Katja Ignatieva & Eckhard Platen, 2016, "Detecting Money Market Bubbles," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 378, Oct.
• Alessandro Moro, 2016, "Distribution Dynamics of Property Crime Rates in the United States," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:13.
• Roberto Roson, 2016, "PAMS.py: a GAMS-like Modeling System based on Python and SAGE," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:23.
• Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi, 2016, "Systemically Important Banks: A Permutation Test Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:28.
• Martina Nardon & Paolo Pianca, 2016, "Covered call writing in a cumulative prospect theory framework," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:35.
• Olga Tarasova, 2016, "Simulation modelling of public-private partnership in the Arctic regions," ERSA conference papers, European Regional Science Association, number ersa16p196, Dec.
• Rémi Lemoy & Charles Raux & Pablo Jensen, 2016, "Where in cities do "rich" and "poor" people live? The urban economics model revisited," ERSA conference papers, European Regional Science Association, number ersa16p524, Dec.
• Paul R. Nail & Katarzyna Sznajd-Weron, 2016, "The diamond model of social response within an agent-based approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/02, Feb.
• Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron, 2016, "Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/03, Mar.
• Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Rafal Weron, 2016, "Impact of social interactions on demand curves for innovative products," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/04, Mar.
• Anna Kowalska-Pyzalska, 2016, "What makes consumers adopt to innovative energy services in the energy market?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/09, Oct.
• Ozana Nadoveza Tomislav Sekur Marija Beg, 2016, "General Equilibrium Effects of Lower Labor Tax Burden in Croatia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 19, issue SCI, pages 1-13, December.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 107.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 111.
• Crowley, Patrick M. & Hudgins, David, 2016, "Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2016.
• Krug, Sebastian & Wohltmann, Hans-Werner, 2016, "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2016-08.
• Muck, Johannes, 2016, "Tariff-mediated network effects with incompletely informed consumers," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 210.
• Pejanović, Radovan & Sedlak, Otilija & Ćirić, Zoran & Grubić-Nešić, Leposava & Mitrović, Slavica & Eremić-Đođić, Jelica, 2016, "Marketing Decision Making by Applying the Expert System," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016".
• Holden, Tom D., 2016, "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 127430, Feb.
• Holden, Tom, 2016, "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130143, Apr.
• Holden, Tom D., 2016, "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 144569.
• Kukacka, Jiri & Barunik, Jozef, 2016, "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 63.
• Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016, "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 65.
• Wozniak, Marcin, 2016, "Job placement agencies in an agent-based model of the local labor market with the long-term unemployed and on-the-job flows," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-24.
• Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias, 2016, "Prudential regulation in an artificial banking system," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-27.
• Wozniak, Marcin, 2016, "Job placement agencies in an artificial labor market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-54, DOI: 10.5018/economics-ejournal.ja.2016-.
• Quinaz, Pedro Dias & Curto, José Dias, 2016, "Prudential regulation in an artificial banking system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-55, DOI: 10.5018/economics-ejournal.ja.2016-.
• Vermeulen, Ben & Pyka, Andreas, 2016, "Agent-based modeling for decision making in economics under uncertainty," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2016-.
• Benček, David, 2016, "Opportunistic candidates and knowledgeable voters: A recipe for extreme views," Kiel Working Papers, Kiel Institute for the World Economy, number 2047.
• Marchal, Léa & Naiditch, Claire, 2016, "A micro-funded theory of multilateral resistance to migration," Kiel Working Papers, Kiel Institute for the World Economy, number 2051.
• Bode, Eckhardt & Brunow, Stephan & Ott, Ingrid & Sorgner, Alina, 2016, "Worker personality: Another skill bias beyond education in the digital age," Kiel Working Papers, Kiel Institute for the World Economy, number 2057.
• Beznoska, Martin, 2016, "Dokumentation zum Steuer-, Abgaben- und Transfer-Mikrosimulationsmodell des IW Köln (STATS)," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 27/2016.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2016, "Systemic risk spillovers in the European banking and sovereign network," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 79, DOI: 10.5445/IR/1000051810.
• Cantner, Uwe & Savin, Ivan & Vannuccini, Simone, 2016, "Replicator dynamics in value chains: Explaining some puzzles of market selection," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 83, DOI: 10.5445/IR/1000052372.
• Herrmann, Johannes Karl & Savin, Ivan, 2016, "Optimal policy identification: Insights from the German electricity market," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 87, DOI: 10.5445/IR/1000055424.
• Korzinov, Vladimir & Savin, Ivan, 2016, "Pervasive enough? General purpose technologies as an emergent property," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 95, DOI: 10.5445/IR/1000062013.
• Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-040.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016, "Factorisable multi-task quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-057.
• Abrell, Jan & Rausch, Sebastian, 2016, "Combining Price and Quantity Controls under Partitioned Environmental Regulation," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145726.
• Christoph Böhringer & Florian Landis & Miguel Angel Tovar Reaños, 2016, "Cost-Effectiveness and Incidence of Renewable Energy Promotion in Germany," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 66 / 2016, Oct, revised Oct 2016.
• Slaven Smojver, 2016, "Inspecting compliance to many rules: an agent-based model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 14, issue 3, pages 277-295.
• Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-15, May.
• Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-21, Aug.
• Jonas Björnerstedt & Frank Verboven, 2016, "Does Merger Simulation Work? Evidence from the Swedish Analgesics Market," American Economic Journal: Applied Economics, American Economic Association, volume 8, issue 3, pages 125-164, July.
• Alan Kirman, 2016, "Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kupers's Complexity and the Art of Public Policy," Journal of Economic Literature, American Economic Association, volume 54, issue 2, pages 534-572, June.
• Palma, Marco & Li, Yajuan & Vedenov, Dmitry & Bessler, David, 2016, "The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235990, DOI: 10.22004/ag.econ.235990.
• Takahashi, Taro & Nakajima, Toru & Matsutaka, Daiki & Dwyer, Janet, 2016, "Random-parameter PSM: a novel method of program evaluation for situations when participation is affected by unobservable variables," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236068, DOI: 10.22004/ag.econ.236068.
• Ragona, Maddalena & Vitali, Giuliano & Bazzani, Gian Maria, , "A fuzzy multi-criteria approach for assessing sustainability of Italian farms," 2016 Fifth AIEAA Congress, June 16-17, 2016, Bologna, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 242441, DOI: 10.22004/ag.econ.242441.
• Cai, Yongyang & Brock, William & Xepapadeas, Anastasios, 2016, "Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois, Agricultural and Applied Economics Association, number 251833, Dec, DOI: 10.22004/ag.econ.251833.
• Schumacher, Maximilian & Hirth, Lion, , "How much Electricity do we Consume? A Guide to German and European Electricity Consumption and Generation Data," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 230596, DOI: 10.22004/ag.econ.230596.
• Emmerling, Johannes & Drouet, Laurent Drouet & Reis, Lara Aleluia & Bevione, Michela & Berger, Loic & Bosetti, Valentina & Carrara, Samuel & De Cian, Enrica & De Maere D'Aertrycke, Gauthier & Longden,, , "The WITCH 2016 Model - Documentation and Implementation of the Shared Socioeconomic Pathways," MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM), number 240748, DOI: 10.22004/ag.econ.240748.
• Karnai, Laura, 2016, "A Hazai Kézműves Bonbongyártás Technológiája És Költség Viszonya," Acta Carolus Robertus, Karoly Robert University College, volume 6, issue 01, pages 1-9, DOI: 10.22004/ag.econ.233825.
• Szöllősi, László & Dorka, Nikolett, 2016, "A Vágócsirke Hizlalás Naturális Hatékonyságának Gazdasági Szerepe Egy Magyarországi Korszerű Telep Adatai Alapján," Acta Carolus Robertus, Karoly Robert University College, volume 6, issue 01, pages 1-10, DOI: 10.22004/ag.econ.233913.
• Jozwiak, Akos & Milkovics, Matyas & Lakner, Zoltan, None, "A Network-Science Support System for Food Chain Safety: A Case from Hungarian Cattle Production," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 19, issue A, pages 1-26, DOI: 10.22004/ag.econ.240694.
• Abrell, Jan & Rausch, Sebastian, 2016, "Combining Price and Quantity Controls under Partitioned Environmental Regulation," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332672.
• Kostrova, Alisa & Britz, Wolfgang & Djanibekov, Utkur & Finger, Robert, , "Monte-Carlo Simulation and Stochastic Programming in Real Options Valuation: the Case of Perennial Energy Crop Cultivation," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 250253, DOI: 10.22004/ag.econ.250253.
• Rötter, Reimund & Sehomi, Fanou & Höhn, Jukka & Niemi, Jarkko & van den Berg, Marrit, 2016, "On the use of agricultural system models for exploring technological innovations across scales in Africa: A critical review," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 243219, Jul, DOI: 10.22004/ag.econ.243219.
• Weese, Eric & Trebbi, Francesco, 2016, "Insurgency and small Wars: Estimation of Unobserved Coalition Structures," Center Discussion Papers, Yale University, Economic Growth Center, number 236712, May, DOI: 10.22004/ag.econ.236712.
• Seppecher, P. & Salle, I. & Lang, D., 2016, "Is the Market Really a Good Teacher?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-04.
• Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti, 2016, "Measures of variance for smoothed disturbances in linear state-space models: a clarification," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 3, Jul.
• Ömer Faruk Sezer & Erman Coşkun, 2016, "Energy Saving In Continuous Annealing Line Using Heating Optimization," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 73-83, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Ufuk Çelik & Eyüp Akçetin & Abdulkadir Yaldır, 2016, "Analysis of Volvo IT's Closed Problem Management Processes By Using Process Mining Software ProM and Disco," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 171-182, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Özcan Mutlu & Muhammed Ordu & Olcay Polat, 2016, "Comparison of Individual Pension System and Bank's Deposit System for Low-Risk Investors," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 95-114, September, DOI: http://dx.doi.org/10.17093/aj.2016..
• Veysel Fuat Hatipoğlu, 2016, "Application of a New Quantitative Approach to Stock Markets: Minimum Spanning Tree," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 1, pages 163-169, June, DOI: http://dx.doi.org/10.17093/alphanum.
• Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016, "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 039.
• Marcelo De Carvalho Pereira & Giovanni Dosi & Maria Enrica Virgillito, 2016, "The Footprint Of Evolutionary Processes Of Learning And Selection Upon The Statistical Properties Of Industrial Dynamics," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 162.
• Antonios Garas & Athanasios Lapatinas, 2016, "The role of consumer networks in firms' multi-characteristics competition and market-share inequality," Papers, arXiv.org, number 1601.05660, Jan, revised Aug 2017.
• Marco Pangallo & Jean Pierre Nadal & Annick Vignes, 2016, "Residential income segregation: A behavioral model of the housing market," Papers, arXiv.org, number 1606.00424, Jun, revised Oct 2018.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2016, "A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds," Papers, arXiv.org, number 1608.04683, Aug, revised Mar 2018.
• Gahler, Daniel & Hruschka, Harald, 2016, "Resource Allocation Heuristics for Unknown Sales Response Functions with Additive Disturbances," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 488, Nov.
• Brian Peterson & Tom Roberts, 2016, "Household Risk Assessment Model," Technical Reports, Bank of Canada, number 106, DOI: 10.34989/tr-106.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016, "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers, Bank of Canada, number 16-39, DOI: 10.34989/swp-2017-39.
• Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016, "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers, Bank of Canada, number 16-41, DOI: 10.34989/swp-2017-41.
• Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016, "Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks," Working Papers Series, Central Bank of Brazil, Research Department, number 426, Apr.
• Paul De Grauwe & Eddie Gerba, 2016, "Stock market cycles and supply side dynamics: two worlds, one vision?," Working Papers, Banco de España, number 1626, Oct.
• Majid M. Al-Sadoon, 2016, "The Linear Systems Approach to Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 875, Feb.
• Andrea Lanteri & Albert Marcet & Esther Hauk, 2016, "Optimal Policy with General Signal Extraction," Working Papers, Barcelona School of Economics, number 932, Oct.
• Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016, "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers, Bank for International Settlements, number 597, Dec.
• Sergei Seleznev, 2016, "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series, Bank of Russia, number wps15, Sep.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2016, "The Dynamics of Exploitation and Class in Accumulation Economies," Metroeconomica, Wiley Blackwell, volume 67, issue 2, pages 242-290, May, DOI: 10.1111/meca.12114.
• José Alberto Molina & Alberto Alcolea & Alfredo Ferrer & Alberto Alcolea & David Iñiguez & Alejandro Rivero & Gonzalo Ruiz & Alfonso Tarancón, 2016, "Co-authorship and Academic Productivity in Economics: Interaction Maps from the Complex Networks Approach," Boston College Working Papers in Economics, Boston College Department of Economics, number 914, Jun.
• Karen Braun-Munzinger & Zijun Liu & Arthur Turrell, 2016, "An agent-based model of dynamics in corporate bond trading," Bank of England working papers, Bank of England, number 592, Apr.
• Nonejad Nima, 2016, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 55-90, January, DOI: 10.1515/jtse-2013-0024.
• Sommer Eric & Pestel Nico & Schnabel Reinhold & Siegloch Sebastian & Spermann Alexander, 2016, "Ist eine Glättung des Mittelstandsbauchs finanzierbar?: Eine Mikrosimulationsstudie," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 17, issue 3, pages 264-275, September, DOI: 10.1515/pwp-2016-0023.
• Daniel-Petru, GHENCEA & Mihaela, ASANDEI & Miron, ZAPCIU, 2016, "Analysis Of Sustainable Development Using Fuzzy Logic Prediction Models And Artifical Neural Networks," Management Strategies Journal, Constantin Brancoveanu University, volume 31, issue 1, pages 204-218.
• Daniel-Petru, Ghencea & Miron, Zapciu, 2016, "MULTI-CRITERIA DECISION TOOL USING FIS MAMDANI vs FIS TAKAGI-SUGENO-KANG," Management Strategies Journal, Constantin Brancoveanu University, volume 34, issue 4, pages 225-238.
• Zsolt Darvas, 2016, "Some are more equal than others- new estimates of global and regional inequality," Bruegel Working Papers, Bruegel, number 17472, Nov.
• Debra Hevenstone & Ben Jann, 2016, "Fiscal Federalism and Tax Equalization: The potential for progressive local taxes," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 19, Apr, DOI: 10.7892/boris.81527.
• Cyrille Hagneré & François Legendre, 2016, "Une évaluation ex ante des conséquences du Crédit d’impôt pour la compétitivité et l’emploi (CICE)," Revue économique, Presses de Sciences-Po, volume 67, issue 4, pages 697-732.
• Gérard Ballot & Jean-Daniel Kant & Olivier Goudet, 2016, "Un modèle multi-agent du marché du travail français, outil d’évaluation des politiques de l’emploi : l’exemple du contrat de génération," Revue économique, Presses de Sciences-Po, volume 67, issue 4, pages 733-771.
• Grégoire de Lagasnerie, 2016, "Assurance maladie obligatoire et demande de soins : une analyse par microsimulation," Revue économique, Presses de Sciences-Po, volume 67, issue 4, pages 849-878.
• Zuzana Mucka, 2016, "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers, Council for Budget Responsibility, number Discussion Paper No. 1/20, Apr.
• Ross Richardson & Matteo G. Richiardi, 2016, "JAS-mine: A new platform for microsimulation and agent-based modelling," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 147.
• Ross Richardson & Lia Pacelli & Ambra Poggi & Matteo G. Richiardi, 2016, "Female labour force projections using microsimulation for six EU countries," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 148.
• Guglielmo Maria Caporale & Alex Plastun, 2016, "Calendar Anomalies in the Ukrainian Stock Market," CESifo Working Paper Series, CESifo, number 5877.
• Floris Zoutman & Bas Jacobs & Egbert Jongen, 2016, "Redistributive Politics and the Tyranny of the Middle Class," CESifo Working Paper Series, CESifo, number 5881.
• Don Fullerton & Chi L. Ta, 2016, "Public Finance in a Nutshell: A Cobb-Douglas Teaching Tool for General Equilibrium Tax Incidence and Excess Burden," CESifo Working Paper Series, CESifo, number 6265.
• Mathieu Cambou & Damir Filipović, 2016, "Replicating Portfolio Approach to Capital Calculation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-25, May.
• Philipp Renner & Karl Schmedders, 2016, "Dynamic Principal-Agent Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-26, Apr.
• Sandro Claudio Lera & Didier Sornette, 2016, "Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-39, Jun.
• Damir Filipović & Martin Larsson & Sergio Pulido, 2016, "Markov Cubature Rules for Polynomial Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-79, Dec.
• Oscar Claveria & Enric Monte & Salvador Torra, 2016, "A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, CEPII research center, issue 146, pages 40-58.
• Rocco Roberto Cerchiara & Francesco Acri, 2016, "Aggregate Loss Distribution And Dependence: Composite Models, Copula Functions And Fast Fourier Transform For The Danish Re Insurance Data," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201608, Sep.
• Francisco Barreras & Carlos DÔøΩaz & ÔøΩlvaro J. Riascos Villegas & MÔøΩnica Ribero, 2016, "Una comparaci√≥n de diferentes modelos para la predicci√≥n del crimen en Bogot√°," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15230, Nov.
• Juan Carlos Segura Ortiz, 2016, "Sobre el uso de curvas de salarios en modelos empíricos de equilibrio económico. Resena e introducción computacional," Revista Equidad y Desarrollo, Universidad de la Salle, issue 26, pages 172-189, DOI: 10.19052/ed.3695.
• Blake Allison & Adib Bagh & Jason Lepore, 2016, "Simple Sufficient Conditions for Weak Reciprocal Upper Semi-Continuity in Extended Games," Working Papers, California Polytechnic State University, Department of Economics, number 1608.
• Fernández-Villaverde, Jesús & Levintal, Oren, 2016, "Solution Methods for Models with Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11115, Feb.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11329, Jun.
• Fabian Goessling, 2016, "Exact expectations - Efficient calculation of DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5416, Sep.
• Alessandro Spelta, 2016, "A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def036, Jan.
• Alessandro Spelta, 2016, "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def041, May.
• Gianluca Femminis, 2016, "From Simple Growth To Numerical Simulations: A Primer In Dynamic Programming," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def050, Oct.
• Eymen Errais & Dhikra Bahri, 2016, "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 145-165, May.
• Gräbner, Claudius, 2016, "Agent-based computational models– a formal heuristic for institutionalist pattern modelling?," Journal of Institutional Economics, Cambridge University Press, volume 12, issue 1, pages 241-261, March.
• Ashraf, Quamrul & Gershman, Boris & Howitt, Peter, 2016, "How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 558-581, March.
• Salle, Isabelle & Seppecher, Pascal, 2016, "Social Learning About Consumption," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1795-1825, October.
• Dennis, Richard & Kirsanova, Tatiana, 2016, "Computing Markov-Perfect Optimal Policies In Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1850-1872, October.
• Sudhanshu K. MISHRA, 2016, "BA Note on Construction of a Composite Index by Optimization of Shapley Value Shares of the Constituent Variables," Turkish Economic Review, EconSciences Journals, volume 3, issue 3, pages 466-472, September.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016, "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 303-326, June.
• Sudhanshu K. MISHRA, 2016, "Shapley Value Regression and the Resolution of Multicollinearity," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 498-515, September.
• Michael R. Powers & Martin Shubik & Wen Wang, 2016, "Expected Worth for 2 � 2 Matrix Games with Variable Grid Sizes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2039, May.
• Michael R. Powers & Martin Shubik & Wen Wang, 2016, "Expected Worth for 2 � 2 Matrix Games with Variable Grid Sizes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2039R, Oct.
• Michael R. Powers & Martin Shubik, 2016, "Expected Worth for 2 � 2 Matrix Games with Variable Grid Sizes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2053, Oct.
• Ruxing Xu & Dan Wu & Ronghua Yi, 2016, "Pricing Cdss And Cds Options Under A Regime-Switching Cev Process With Jump To Default," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 253-271.
• Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Maghsoud AMIRI & Jurgita ANTUCHEVICIENE, 2016, "A New Method Of Assessment Based On Fuzzy Ranking And Aggregated Weights (Afraw) For Mcdm Problems Under Type-2 Fuzzy Environment," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 39-68.
• Kyoung-Sook Moon & Yunju Jeong & Hongjoong Kim, 2016, "An Efficient Binomial Method for Pricing Asian Options," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 151-164.
• Vasile GEORGESCU, 2016, "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 5-24.
• Montserrat Hernández-LÓPEZ & José Juan Cáceres-HERNÁNDEZ, 2016, "Forecasting The Composition Of Demand For Higher Education Degrees By Genetic Algorithms," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 153-172.
• Adrian MICU & Angela Eliza MICU & Kamer AIVAZ & Alexandru CAPATINA, 2016, "The Genetic Approach Of Marketing Research," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 229-246.
• Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Zenonas TURSKIS & Jurgita ANTUCHEVICIENE, 2016, "A New Combinative Distance-Based Assessment(Codas) Method For Multi-Criteria Decision-Making," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 25-44.
• Cristina Arelano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2016, "Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 203, revised .
• Friedrich Kunz & Alexander Zerrahn, 2016, "Coordinating Cross-Country Congestion Management," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1551.
• Guglielmo Maria Caporale & Alex Plastun, 2016, "Calendar Anomalies in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1573.
• Maria Nieswand & Stefan Seifert, 2016, "Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1585.
• Robert Kollmann, 2016, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-15, Mar.
• Kok, Christoffer & Montagna, Mattia, 2016, "Multi-layered interbank model for assessing systemic risk," Working Paper Series, European Central Bank, number 1944, Aug.
• Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Working Paper Series, European Central Bank, number 1959, Sep.
• Abreu, Dilip & Brooks, Benjamin & Sannikov, Yuliy, 2016, "A "Pencil-Sharpening" Algorithm for Two Player Stochastic Games with Perfect Monitoring," Research Papers, Stanford University, Graduate School of Business, number 3428, Apr.
• Baher Mohamed Atlam & Asmaa Melegy Rapiea, 2016, "Assessing the Future of Energy Security in Egypt," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 4, pages 684-700.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, volume 97, issue C, pages 16-32, DOI: 10.1016/j.csda.2015.11.007.
• Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016, "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, volume 63, issue C, pages 53-68, DOI: 10.1016/j.jedc.2015.12.002.
• Cong, F. & Oosterlee, C.W., 2016, "Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation," Journal of Economic Dynamics and Control, Elsevier, volume 64, issue C, pages 23-38, DOI: 10.1016/j.jedc.2016.01.001.
• Savin, Ivan & Egbetokun, Abiodun, 2016, "Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity," Journal of Economic Dynamics and Control, Elsevier, volume 64, issue C, pages 82-103, DOI: 10.1016/j.jedc.2015.12.005.
• Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2016, "Evaluating systemic risk using bank default probabilities in financial networks," Journal of Economic Dynamics and Control, Elsevier, volume 66, issue C, pages 54-75, DOI: 10.1016/j.jedc.2016.03.003.
• Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016, "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 436-459, DOI: 10.1016/j.jedc.2016.05.016.
• Cheremukhin, Anton & Tutino, Antonella, 2016, "Information rigidities and asymmetric business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 142-158, DOI: 10.1016/j.jedc.2016.09.013.
• Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 388-416, DOI: 10.1016/j.jedc.2016.10.002.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016, "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, volume 52, issue PA, pages 162-172, DOI: 10.1016/j.econmod.2014.11.028.
• Courtioux, Pierre & Lignon, Vincent, 2016, "A good career or a good marriage: The returns of higher education in France," Economic Modelling, Elsevier, volume 57, issue C, pages 221-237, DOI: 10.1016/j.econmod.2016.04.011.
• Hathroubi, Salem & Aloui, Chaker, 2016, "On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets," Economic Modelling, Elsevier, volume 59, issue C, pages 32-45, DOI: 10.1016/j.econmod.2016.06.018.
• Britz, Wolfgang & van der Mensbrugghe, Dominique, 2016, "Reducing unwanted consequences of aggregation in large-scale economic models - A systematic empirical evaluation with the GTAP model," Economic Modelling, Elsevier, volume 59, issue C, pages 463-472, DOI: 10.1016/j.econmod.2016.07.021.
• Akyol, Metin, 2016, "Do educational vouchers reduce inequality and inefficiency in education?," Economics of Education Review, Elsevier, volume 55, issue C, pages 149-167, DOI: 10.1016/j.econedurev.2016.10.001.
• Mozharovskyi, Pavlo & Vogler, Jan, 2016, "Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples," Economics Letters, Elsevier, volume 148, issue C, pages 87-90, DOI: 10.1016/j.econlet.2016.09.022.
• Ghoddusi, Hamed & Fahim, Arash, 2016, "Volatility can be detrimental to option values!," Economics Letters, Elsevier, volume 149, issue C, pages 5-9, DOI: 10.1016/j.econlet.2016.10.001.
• Keane, Michael & Stavrunova, Olena, 2016, "Adverse selection, moral hazard and the demand for Medigap insurance," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 62-78, DOI: 10.1016/j.jeconom.2015.08.002.
• Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016, "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 406-420, DOI: 10.1016/j.jeconom.2016.02.007.
• Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016, "TENET: Tail-Event driven NETwork risk," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 499-513, DOI: 10.1016/j.jeconom.2016.02.013.
• Eggleston, Jonathan, 2016, "An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 120-133, DOI: 10.1016/j.jeconom.2016.07.003.
• Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016, "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, volume 251, issue 3, pages 938-956, DOI: 10.1016/j.ejor.2015.11.037.
• Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan, 2016, "Flexibility in Europe's power sector — An additional requirement or an automatic complement?," Energy Economics, Elsevier, volume 53, issue C, pages 118-131, DOI: 10.1016/j.eneco.2014.10.022.
• Pisciella, P. & Vespucci, M.T. & Bertocchi, M. & Zigrino, S., 2016, "A time consistent risk averse three-stage stochastic mixed integer optimization model for power generation capacity expansion," Energy Economics, Elsevier, volume 53, issue C, pages 203-211, DOI: 10.1016/j.eneco.2014.07.016.
• Khanna, Madhu & Nuñez, Hector M. & Zilberman, David, 2016, "Who pays and who gains from fuel policies in Brazil?," Energy Economics, Elsevier, volume 54, issue C, pages 133-143, DOI: 10.1016/j.eneco.2015.11.001.
• Benedetto, F. & Giunta, G. & Mastroeni, L., 2016, "On the predictability of energy commodity markets by an entropy-based computational method," Energy Economics, Elsevier, volume 54, issue C, pages 302-312, DOI: 10.1016/j.eneco.2015.12.009.
• Moarefdoost, M. Mohsen & Lamadrid, Alberto J. & Zuluaga, Luis F., 2016, "A robust model for the ramp-constrained economic dispatch problem with uncertain renewable energy," Energy Economics, Elsevier, volume 56, issue C, pages 310-325, DOI: 10.1016/j.eneco.2015.12.019.
• Afanasyev, Dmitriy O. & Fedorova, Elena A., 2016, "The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions," Energy Economics, Elsevier, volume 56, issue C, pages 432-442, DOI: 10.1016/j.eneco.2016.04.009.
• Di Sbroiavacca, Nicolás & Nadal, Gustavo & Lallana, Francisco & Falzon, James & Calvin, Katherine, 2016, "Emissions reduction scenarios in the Argentinean Energy Sector," Energy Economics, Elsevier, volume 56, issue C, pages 552-563, DOI: 10.1016/j.eneco.2015.03.021.
• Lucena, André F.P. & Clarke, Leon & Schaeffer, Roberto & Szklo, Alexandre & Rochedo, Pedro R.R. & Nogueira, Larissa P.P. & Daenzer, Kathryn & Gurgel, Angelo & Kitous, Alban & Kober, Tom, 2016, "Climate policy scenarios in Brazil: A multi-model comparison for energy," Energy Economics, Elsevier, volume 56, issue C, pages 564-574, DOI: 10.1016/j.eneco.2015.02.005.
• Lamadrid, Alberto J. & Maneevitjit, Surin & Mount, Timothy D., 2016, "The economic value of transmission lines and the implications for planning models," Energy Economics, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.eneco.2016.03.015.
• Jackson, Antony & Ladley, Daniel, 2016, "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 270-280, DOI: 10.1016/j.irfa.2016.02.007.
• Liu, Yanchu & Cui, Zhenyu & Zhang, Ning, 2016, "Integral representation of vega for American put options," Finance Research Letters, Elsevier, volume 19, issue C, pages 204-208, DOI: 10.1016/j.frl.2016.07.013.
• Energy Sonono, Masimba & Phillip Mashele, Hopolang, 2016, "Estimation of bid-ask prices for options on LIBOR based instruments," Finance Research Letters, Elsevier, volume 19, issue C, pages 33-41, DOI: 10.1016/j.frl.2016.05.013.
• Xiao, Shuang & Ma, Shihua, 2016, "Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani," Finance Research Letters, Elsevier, volume 19, issue C, pages 67-74, DOI: 10.1016/j.frl.2016.06.004.
• Souza, Sergio Rubens Stancato de, 2016, "Capital requirements, liquidity and financial stability: The case of Brazil," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 179-192, DOI: 10.1016/j.jfs.2015.10.001.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2016, "Systemic risk spillovers in the European banking and sovereign network," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 206-224, DOI: 10.1016/j.jfs.2015.10.006.
• Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016, "The credit quality channel: Modeling contagion in the interbank market," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 83-97, DOI: 10.1016/j.jfs.2016.06.002.
• Guizani, Brahim & Watanabe, Wako, 2016, "The effects of public capital infusions on banks’ risk-shifting to the deposit insurance system in Japan," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 15-30, DOI: 10.1016/j.jfs.2016.07.017.
• Aldasoro, Iñaki & Faia, Ester, 2016, "Systemic loops and liquidity regulation," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 1-16, DOI: 10.1016/j.jfs.2016.08.008.
• Xu, Ying & Amacher, Gregory S. & Sullivan, Jay, 2016, "Optimal forest management with sequential disturbances," Journal of Forest Economics, Elsevier, volume 24, issue C, pages 106-122, DOI: 10.1016/j.jfe.2016.04.003.
• Cui, Zhenyu & Nguyen, Duy, 2016, "Omega diffusion risk model with surplus-dependent tax and capital injections," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 150-161, DOI: 10.1016/j.insmatheco.2016.03.012.
• Shen, Yang & Sherris, Michael & Ziveyi, Jonathan, 2016, "Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 127-137, DOI: 10.1016/j.insmatheco.2016.04.006.
• Leccadito, Arturo & Paletta, Tommaso & Tunaru, Radu, 2016, "Pricing and hedging basket options with exact moment matching," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 59-69, DOI: 10.1016/j.insmatheco.2016.03.013.
• Ignatieva, Katja & Song, Andrew & Ziveyi, Jonathan, 2016, "Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 286-300, DOI: 10.1016/j.insmatheco.2016.06.014.
• Claveria, Oscar & Monte, Enric & Torra, Salvador, 2016, "A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, Elsevier, volume 146, issue C, pages 40-58, DOI: 10.1016/j.inteco.2015.11.003.