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

2014

• Tamayo García, Amelia & Urquiola García, Idalianys, 2014, "Concepción de un procedimiento para la planificación y control de la producción haciendo uso de herramientas matemáticas || Design of a Process for Planning and Controlling Production by Using Mathematical Tools," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 18, issue 1, pages 130-145, December.
• Haider Ali & Eatzaz Ahmad, 2014, "Choice of Monetary Policy Instrument under Targeting Regimes in a Simple Stochastic Macro Model," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:102.
• Jo Michell, 2014, "A Steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1412, Nov.
• L. Garrido-da-Silva & Sofia B.S.D. Castro & Paulo B. Vasconcelos, 2014, "Discrete dynamics for the core-periphery model," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 528, Mar.
• Florios, Kostas & Mavrotas, George, 2014, "Generation of the exact Pareto set in multi-objective traveling salesman and set covering problems," MPRA Paper, University Library of Munich, Germany, number 105074, Jun.
• Bell, Peter N, 2014, "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper, University Library of Munich, Germany, number 53523, Feb.
• Bernardo, Giovanni & D'Alessandro, Simone, 2014, "Transition to sustainability? Feasible scenarios towards a low-carbon economy," MPRA Paper, University Library of Munich, Germany, number 53746, Feb.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Heinrich, Torsten, 2014, "Resource Depletion, Growth, Collapse, and the Measurement of Capital," MPRA Paper, University Library of Munich, Germany, number 54044, Jan.
• Guizani, Brahim, 2014, "Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia," MPRA Paper, University Library of Munich, Germany, number 54234, Mar.
• Peter N, Bell, 2014, "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper, University Library of Munich, Germany, number 54394, Mar.
• McCoy, Daire & Lyons, Sean, 2014, "The diffusion of electric vehicles: An agent-based microsimulation," MPRA Paper, University Library of Munich, Germany, number 54560, Mar.
• Vymetal, Dominik & Ježek, Filip, 2014, "Demand function and its role in a business simulator," MPRA Paper, University Library of Munich, Germany, number 54716, Mar.
• Hwang, In Chang, 2014, "A recursive method for solving a climate-economy model: value function iterations with logarithmic approximations," MPRA Paper, University Library of Munich, Germany, number 54782, Mar.
• Ajevskis, Viktors, 2014, "Global Solutions to DSGE Models as a Perturbation of a Deterministic Path," MPRA Paper, University Library of Munich, Germany, number 55145, Apr.
• Albers, Scott, 2014, "Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit," MPRA Paper, University Library of Munich, Germany, number 55276, Apr.
• Halkos, George & Tsilika, Kyriaki, 2014, "Analyzing and visualizing the synergistic impact mechanisms of climate change related costs," MPRA Paper, University Library of Munich, Germany, number 55459, Apr.
• Schinaia, Giuseppe & Parisi, Valentino, 2014, "Quantitative Evaluation of Prevention Strategies in Public Health," MPRA Paper, University Library of Munich, Germany, number 55500, Apr.
• Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014, "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper, University Library of Munich, Germany, number 55612, Apr.
• Albers, Scott, 2014, "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper, University Library of Munich, Germany, number 55632, Apr.
• Nonejad, Nima, 2014, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," MPRA Paper, University Library of Munich, Germany, number 55662, May.
• Nonejad, Nima, 2014, "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 55664, May.
• Gräbner, Claudius, 2014, "Agent-Based Computational Models - A Formal Heuristic for Institutionalist Pattern Modelling?," MPRA Paper, University Library of Munich, Germany, number 56415, Jun.
• Diallo, Ibrahima Amadou, 2014, "The environmental Kuznets curve in a public spending model of economic growth," MPRA Paper, University Library of Munich, Germany, number 56528, Jun.
• Mishra, Sudhanshu K, 2014, "What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?," MPRA Paper, University Library of Munich, Germany, number 56861, Jun.
• Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014, "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper, University Library of Munich, Germany, number 56956, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Arias-R., Omar Fdo., 2014, "A condition for determinacy of optimal strategies in zero-sum convex polynomial games," MPRA Paper, University Library of Munich, Germany, number 57099, Jul.
• Mishra, SK, 2014, "A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves," MPRA Paper, University Library of Munich, Germany, number 57594, Jul.
• Taha, Raghda & Abdallah, Khaled & Sadek, Yomma & El-Kharbotly, Amin & Afia, Nahid, 2014, "Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 58062, May.
• Corbin, Charles, 2014, "Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration," MPRA Paper, University Library of Munich, Germany, number 58318, May.
• Devine, Mel & Farrell, Niall & Lee, William, 2014, "Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design," MPRA Paper, University Library of Munich, Germany, number 59208, Jul.
• Meinhardt, Holger Ingmar, 2014, "A Note on the Computation of the Pre-Kernel for Permutation Games," MPRA Paper, University Library of Munich, Germany, number 59365, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014, "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 59973, Nov.
• Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014, "The modified R a robust measure of association for time series," MPRA Paper, University Library of Munich, Germany, number 60025, Apr.
• Mukherjee, Krishnendu, 2014, "Supplier selection criteria and methods: past, present and future," MPRA Paper, University Library of Munich, Germany, number 60079, Jan.
• Lee, Mei-Yu, 2014, "Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures," MPRA Paper, University Library of Munich, Germany, number 60362.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014, "Optimal inventory policies with an exact cost function under large demand uncertainty," MPRA Paper, University Library of Munich, Germany, number 60545, Dec.
• Lin, Hwan C. & Shampine, L.F., 2014, "Finite-length Patents and Functional Differential Equations in a Non-scale R&D-based Growth Model," MPRA Paper, University Library of Munich, Germany, number 61603, Oct.
• Gunaratna, Thakshila, 2014, "Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not," MPRA Paper, University Library of Munich, Germany, number 61826, Oct, revised 03 Feb 2015.
• Bell, Peter N, 2014, "On the optimal use of put options under trade restrictions," MPRA Paper, University Library of Munich, Germany, number 62155, Oct.
• Bell, Peter N, 2014, "The variance-minimizing hedge with put options," MPRA Paper, University Library of Munich, Germany, number 62156, Nov.
• Dosa, Ion, 2014, "Power Plant Waste Heat Recovery for Household Heating Using Heat Pumps," MPRA Paper, University Library of Munich, Germany, number 62961, Feb.
• Zayko, Yuriy, 2014, "Problem of Reduction of the Quantum State’s Vector," MPRA Paper, University Library of Munich, Germany, number 63602, Mar.
• Halkos, George & Tsilika, Kyriaki, 2014, "Perspectives on integrating a computer algebra system into advanced calculus curricula," MPRA Paper, University Library of Munich, Germany, number 63898, Nov.
• Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014, "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper, University Library of Munich, Germany, number 67097, Dec.
• Wei Ma, 2014, "A Simple Method for Computing Equilibria when Asset Markets Are Incomplete," Working Papers, University of Pretoria, Department of Economics, number 201478, Dec.
• Tomáš Klinger & Petr Teply, 2014, "Modelling Interconnections in the Global Financial System in the Light of Systemic Risk," ACTA VSFS, University of Finance and Administration, volume 8, issue 1, pages 64-88.
• Rudolf Sivák & Pavol Ochotnický & Ľuboš Kuchta, 2014, "Fiškálna udržateľnosť systému zdravotníctva SR
  [Fiscal Sustainability of the National Health Care Systém in the Slovak Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 4, pages 480-499, DOI: 10.18267/j.polek.965.
• John C. Boik, 2014, "Economic Direct Democracy: A Framework to End Poverty and Maximize Well-Being," Book, Principled Societies Project, number 0004.
• John C. Boik, 2014, "TES-simulation: Python package that simulates token and dollar flows within a Local Economic Direct Democracy Association (LEDDA)," Software, Principled Societies Project, number 0003, revised .
• John C. Boik, 2014, "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy," Working Paper, Principled Societies Project, number 0001, May, revised Oct 2014.
• John C. Boik, 2014, "Appendix to "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy"," Working Paper, Principled Societies Project, number 0002, May, revised Oct 2014.
• Marco Cozzi, 2014, "The Krusell-smith Algorithm: Are Self-fulfilling Equilibria Likely?," Working Paper, Economics Department, Queen's University, number 1323, Apr.
• Marco Cozzi, 2014, "Heterogeneity In Macroeconomics And The Minimal Econometric Interpretation For Model Comparison," Working Paper, Economics Department, Queen's University, number 1333, Nov.
• Phil Wild & William Paul Bell & John Foster, 2014, "Impact of Operational Wind Generation in the Australian National Electricity Market over 2007-2012," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 1-2014, Apr.
• Pol Antràs & Teresa C. Fort & Felix Tintelnot, 2017, "The Margins of Global Sourcing: Theory and Evidence from U.S. Firms," Working Paper, Harvard University OpenScholar, number 154856, Jan.
• Ortiz, Marco, 2014, "Fat-Tailed Shocks and the Central Bank Reaction," Working Papers, Banco Central de Reserva del Perú, number 2014-002, Feb.
• Michael K. Johnston & Robert G. King & Denny Lie, 2014, "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers, South African Reserve Bank, number 6457, Oct.
• Juan C. Arismendi & Marcel Prokopczuk, 2014, "An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-07, Aug.
• Giulio Fella, 2014, "A generalized endogenous grid method for non-smooth and non-concave problems," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 329-344, April, DOI: 10.1016/j.red.2013.07.001.
• Sevin Yeltekin & Debraj Ray & B. Douglas Bernheim, 2014, "Poverty and Self Control," 2014 Meeting Papers, Society for Economic Dynamics, number 1156.
• Rigas Oikonomou, 2014, "Government Debt Management: The Long and Short of It," 2014 Meeting Papers, Society for Economic Dynamics, number 129.
• Teresa Fort & Felix Tintelnot & Pol Antras, 2014, "The Margins of Global Sourcing: Theory and Evidence from U.S. Firms," 2014 Meeting Papers, Society for Economic Dynamics, number 302.
• Laurence Kotlikoff & Jasmina Hasanhodzic, 2014, "Generational Risk--Is it a Big Deal?: Simulating an 80-Period OLG Model With Aggregate Shocks," 2014 Meeting Papers, Society for Economic Dynamics, number 627.
• Tzuo Hann Law & Iourii Manovskii & Marcus Hagedorn, 2014, "Identifying Equilibrium Models of Labor Market Sorting," 2014 Meeting Papers, Society for Economic Dynamics, number 896.
• Craig M.T. Johnston & G. Cornelis van Kooten, 2014, "Carbon Neutrality of Hardwood and Softwood Biomass: Issues of Temporal Preference," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2014-06, Nov.
• Mei-Yu Lee, 2014, "Adequacy of Lagrange Multiplier Test," European Economic Letters, European Economics Letters Group, volume 3, issue 2, pages 32-35.
• Maxim Popov & Reinhard Madlener, 2014, "Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2014, May.
• Chih-Chung Yang & Yungho Leu & Chien-Pang Lee, 2014, "A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 115-129, June.
• Tasos Kalandrakis, 2014, "Computation of equilibrium values in the Baron and Ferejohn bargaining model," Wallis Working Papers, University of Rochester - Wallis Institute of Political Economy, number WP65, Aug.
• Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014, "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0192, Jul.
• Seppecher, Pascal, 2014, "Pour une macroéconomie monétaire dynamique et complexe," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 16.
• Reyes, Luis & Mazier, Jacques, 2014, "Financialized growth regime: lessons from Stock Flow Consistent models," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 16.
• Wojciech Szatzschneider, 2014, "Generating Covariances in multifactor CIR model," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 87-98, enero-jun.
• Doris Neuberger & Roger Rissi, 2014, "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 5-28, DOI: 10.7172/2353-6845.jbfe.2014.1.1.
• Jorn Altmann & Mohammad Mahdi Kashef, 2014, "Cost Model Based Service Placement in Federated Hybrid Clouds," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014116, Sep, revised Sep 2014.
• Diana Barro & Elio Canestrelli, 2014, "Downside risk in multiperiod tracking error models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 263-283, June, DOI: 10.1007/s10100-013-0290-y.
• Hans Amman & David Kendrick, 2014, "Comparison of policy functions from the optimal learning and adaptive control frameworks," Computational Management Science, Springer, volume 11, issue 3, pages 221-235, July, DOI: 10.1007/s10287-014-0215-9.
• Steffen Ahrens & Stephen Sacht, 2014, "Estimating a high-frequency New-Keynesian Phillips curve," Empirical Economics, Springer, volume 46, issue 2, pages 607-628, March, DOI: 10.1007/s00181-013-0684-7.
• Erik Biørn, 2014, "Estimating SUR system with random coefficients: the unbalanced panel data case," Empirical Economics, Springer, volume 47, issue 2, pages 451-468, September, DOI: 10.1007/s00181-013-0753-y.
• Ken-ichi Mizobuchi & Hisashi Tanizaki, 2014, "On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods," Empirical Economics, Springer, volume 47, issue 4, pages 1221-1250, December, DOI: 10.1007/s00181-013-0782-6.
• Emmanuel Gobet, 2014, "A correction note to “Discrete time hedging errors for options with irregular payoffs”," Finance and Stochastics, Springer, volume 18, issue 2, pages 483-485, April, DOI: 10.1007/s00780-014-0226-y.
• D. Hackmann & A. Kuznetsov, 2014, "Asian options and meromorphic Lévy processes," Finance and Stochastics, Springer, volume 18, issue 4, pages 825-844, October, DOI: 10.1007/s00780-014-0237-8.
• Arnut Paothong & G. Ladde, 2014, "Agent-based modeling simulation under local network externality," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 1, pages 1-26, April, DOI: 10.1007/s11403-013-0110-4.
• Kirill Chernomaz, 2014, "Adaptive learning in an asymmetric auction: genetic algorithm approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 1, pages 27-51, April, DOI: 10.1007/s11403-013-0111-3.
• Robert Jump, 2014, "Animal spirits and unemployment: a disequilibrium analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 2, pages 255-274, October, DOI: 10.1007/s11403-014-0134-4.
• Ali Naqvi & Miriam Rehm, 2014, "A multi-agent model of a low income economy: simulating the distributional effects of natural disasters," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 2, pages 275-309, October, DOI: 10.1007/s11403-014-0137-1.
• Riccardo Cambini & Claudio Sodini, 2014, "A parametric solution algorithm for a class of rank-two nonconvex programs," Journal of Global Optimization, Springer, volume 60, issue 4, pages 649-662, December, DOI: 10.1007/s10898-013-0115-5.
• Marco Valente, 2014, "An NK-like model for complexity," Journal of Evolutionary Economics, Springer, volume 24, issue 1, pages 107-134, January, DOI: 10.1007/s00191-013-0334-4.
• Abiodun Egbetokun & Ivan Savin, 2014, "Absorptive capacity and innovation: when is it better to cooperate?," Journal of Evolutionary Economics, Springer, volume 24, issue 2, pages 399-420, April, DOI: 10.1007/s00191-014-0344-x.
• Gianfranco Piras, 2014, "Impact estimates for static spatial panel data models in R," Letters in Spatial and Resource Sciences, Springer, volume 7, issue 3, pages 213-223, October, DOI: 10.1007/s12076-013-0113-8.
• Sung-Seok Ko & Namuk Ko & Doyeon Kim & Hyunseok Park & Janghyeok Yoon, 2014, "Analyzing technology impact networks for R&D planning using patents: combined application of network approaches," Scientometrics, Springer;Akadémiai Kiadó, volume 101, issue 1, pages 917-936, October, DOI: 10.1007/s11192-014-1343-2.
• Hyunseok Park & Janghyeok Yoon, 2014, "Assessing coreness and intermediarity of technology sectors using patent co-classification analysis: the case of Korean national R&D," Scientometrics, Springer;Akadémiai Kiadó, volume 98, issue 2, pages 853-890, February, DOI: 10.1007/s11192-013-1109-2.
• Thomas Demuynck, 2014, "The computational complexity of rationalizing Pareto optimal choice behavior," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 42, issue 3, pages 529-549, March, DOI: 10.1007/s00355-013-0735-1.
• Lyudmila G. Egorova, 2014, "Agent-Based Models of Stock Exchange: Analysis via Computational Simulation," Springer Optimization and Its Applications, Springer, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias, "Network Models in Economics and Finance", DOI: 10.1007/978-3-319-09683-4_8.
• Diana Barro & Elio Canestrelli, 2014, "Dynamic Tracking Error with Shortfall Control Using Stochastic Programming," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_4.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/03, Apr.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and Monetary Policies in Complex Evolving Economies," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/07, 02.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Micro and Macro Policies in Keynes+Schumpeter Evolutionary Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/21, 11.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "The Short- and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/22, 11.
• Nicholas Economides & Benjamin Hermalin, 2014, "The Strategic Use of Download Limits by a Monopoly Platform," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 14-06.
• Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta, 2014, "Strategic Stability in Poisson Games," Discussion Papers, School of Economics, The University of New South Wales, number 2014-09, Jan.
• Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014, "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers, University of Sydney, School of Economics, number 2014-09, Aug.
• Jan Baldeaux & Alexander Badran, 2014, "Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Applied Mathematical Finance, Taylor & Francis Journals, volume 21, issue 4, pages 299-312, September, DOI: 10.1080/1350486X.2013.868631.
• Petter Bjerksund & Gunnar Stensland, 2014, "Closed form spread option valuation," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 10, pages 1785-1794, October, DOI: 10.1080/14697688.2011.617775.
• Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014, "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 12, pages 1917-1932, December, DOI: 10.1080/14697688.2014.999701.
• Vuslat Us, 2014, "Estimating NAIRU for Turkey Using Extended Kalman Filter Approach," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 14, issue 3, pages 63-94.
• Vuslat Us, 2014, "Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1406.
• Neslihan Kaya, 2014, "A Comparison of Optimal Policy Rules for Pre and Post Inflation Targeting Eras : Empirical Evidence from Bank of Canada," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1413.
• Abreu, Dilip & Sannikov, Yuliy, 2014, "An algorithm for two-player repeated games with perfect monitoring," Theoretical Economics, Econometric Society, volume 9, issue 2, May.
• , D. & Tessone, Claudio J. & ,, 2014, "Nestedness in networks: A theoretical model and some applications," Theoretical Economics, Econometric Society, volume 9, issue 3, September.
• , & ,, 2014, "Stochastic stability in monotone economies," Theoretical Economics, Econometric Society, volume 9, issue 2, May.
• Simon A. Broda & Raymond Kan, 2014, "On Distributions of Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-211/III, Jan.
• Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot, 2014, "How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-081/VIII, Jul.
• Grega Smrkolj & Florian Wagener, 2014, "Research among Copycats: R&D, Spillovers, and Feedback Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-112/II, Aug, revised 22 Jun 2017.
• Machado, C. & Murcia, A. & León, C., 2014, "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-040.
• de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014, "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-003.
• Machado, C. & Murcia, A. & León, C., 2014, "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Other publications TiSEM, Tilburg University, School of Economics and Management, number 87eff4c2-5f54-41ad-ae95-2.
• Christopher R. Knittel & Konstantinos Metaxoglou, 2014, "Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective," The Review of Economics and Statistics, MIT Press, volume 96, issue 1, pages 34-59, March.
• K.Vela Velupillai, 2014, "Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1403.
• Stefano Zambelli & Thomas Fredholm & Ragupathy Venkatachalam, 2014, "Robust Measurement of National Technological Progress," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1404.
• Stefano Zambelli, 2014, "Aggregate Production Functions and Neoclassical Properties: An Empirical Verification," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1405.
• Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014, "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0777.
• Matteo Morini & Simone Pellegrino, 2014, "Personal Income Tax Reforms: a Genetic Algorithm Approach," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 026, Sep.
• Juan Luis Santos & Federico Pablo-Martí, 2014, "Consequences of trading hours deregulation. A spatio-temporal object-oriented data model for Madrid region," Journal of Socioeconomic Engineering, Instituto Universitario de Análisis Económico y Social, issue 1, pages 4-11, June.
• Luciano Canova & Luca Piccoli & Amedeo Spadaro, 2014, "An ex ante evaluation of the Revenu de Solidarité Active by micro-macro simulation techniques," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 67.
• Haydée Lugo & Maxi San Miguel, 2014, "Learning and coordinating in a multilayer network," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-30.
• Robert Kollmann, 2014, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/250061.
• Thomas Demuynck, 2014, "The computational complexity of rationalizing Pareto optimal choice behavior," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/251999.
• Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2014, "The Dynamics of Exploitation and Class in Accumulation Economies," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2014-14.
• Dosi, G. & Fagiolo, G. & Napoletano, M. & Roventini, A. & Treibich, T.G., 2014, "Fiscal and monetary policies in complex evolving economies," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 006, Jan, DOI: 10.26481/umagsb.2014006.
• Gian P. Cervellera & Marco P. Tucci, 2014, "A note on the estimation of a Gamma-Variance process: Learning from a failure," Department of Economics University of Siena, Department of Economics, University of Siena, number 702, Oct.
• Devon Gorry & John Gilbert, 2014, "Numerical Simulations of Competition in Quantities," Working Papers, Utah State University, Department of Economics and Finance, number 201401, May.
• Yang Chang & Erik Schlogl, 2014, "A Consistent Framework for Modelling Basis Spreads in Tenor Swaps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 348, May.
• Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014, "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 349, Jun.
• Kelly Foley & Giovanni Gallipoli & David A. Green, 2014, "Ability, Parental Valuation of Education, and the High School Dropout Decision," Journal of Human Resources, University of Wisconsin Press, volume 49, issue 4, pages 906-944.
• Roberto Roson & Franz Hubert, 2014, "Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:02.
• Roberto Roson & Kazuhiko Oyamada, 2014, "Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:04.
• Paolo Pellizzari & Dan Ladley, 2014, "The simplicity of optimal trading in order book markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:05.
• Roberto Roson & Kazuhiko Oyamada, 2014, "Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:12.
• Marco Corazza & Francesco Bertoluzzo, 2014, "Q-Learning-based financial trading systems with applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:15.
• Diana Barro & Elio Canestrelli & Fabio Lanza, 2014, "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:18.
• Alessandro Moro, 2014, "Understanding the dynamics of violent political revolutions in an agent-based framework," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:21.
• Martina Nardon & Paolo Pianca, 2014, "European option pricing with constant relative sensitivity probability weighting function," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:25.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Working Papers, University of Verona, Department of Economics, number 02/2014, Feb.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and Monetary Policies in Complex Evolving Economies," Working Papers, University of Verona, Department of Economics, number 05/2014, Feb.
• Bernd Funovits, 2014, "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1405, Sep.
• Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2014, "Trade-in programs in the context of technological innovation with herding," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 04, Apr.
• Francesco Mason & Andrea Borghesan, 2014, "Circuits of Iterated Foata Maps," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 25, Oct.
• Al-Augby Salam & Majewski Sebastian & Majewska Agnieszka & Nermend Kesra, 2014, "A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 19-36, December, DOI: 10.1515/foli-2015-0001.
• Mthuli Ncube & Zuzana Brixiova & Zorobabel Bicaba, 2014, "Can Dreams Come True? Eliminating Extreme Poverty In Africa By 2030," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1076, Apr.
• Akio Matsumoto & Keiko Nakayama, 2014, "Dynamic monopoly with demand delay," ERSA conference papers, European Regional Science Association, number ersa14p40, Nov.
• Christos Shiamptanis, 2014, "Risk Assessment Under A Nonlinear Fiscal Policy Rule," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number lm0063, Feb, revised Jun 2014.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Viable Ramsey economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 47, issue 2, pages 422-441, May, DOI: 10.1111/caje.12084.
• Piotr Przybyła & Katarzyna Sznajd-Weron & Rafał Weron, 2014, "Diffusion Of Innovation Within An Agent-Based Model: Spinsons, Independence And Advertising," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-22, DOI: 10.1142/S0219525914500040.
• Chuan-Hsiang Han & Wei-Han Liu & Tzu-Ying Chen, 2014, "VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-35, DOI: 10.1142/S0219024914500095.
• Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014, "Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/01, Jan.
• Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014, "Modeling consumer opinions towards dynamic pricing: An agent-based approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/06, Apr.
• Crowley, Patrick M. & Hudgins, David, 2014, "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 32/2014.
• Anand, Kartik & Craig, Ben & von Peter, Goetz, 2014, "Filling in the blanks: Network structure and interbank contagion," Discussion Papers, Deutsche Bundesbank, number 02/2014.
• Sacht, Stephen, 2014, "Analysis of various shocks within the high-frequency versions of the baseline New-Keynesian model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-02.
• Sacht, Stephen, 2014, "Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-03.
• Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014, "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-13.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2014, "Systemic risk spillovers in the European banking and sovereign network," CFS Working Paper Series, Center for Financial Studies (CFS), number 467.
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 21.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014, "Bank's strategies during the financial crisis," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 25.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014, "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 26.
• Fernández, Francisco J. & Blanco, Maria, 2014, "Integration of biophysical and agro-economic models to assess the economic effects of climate change on agriculture: A review of global and EU regional approaches," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-48.
• Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2014, "Social networks and macroeconomic stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-40, DOI: 10.5018/economics-ejournal.ja.2014-.