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

• Benno Torgler, 2014, "Can Tax Compliance Research Profit from Biology?," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2014-08, Mar.
• Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot, 2014, "How diverse can spatial measures of cultural diversity be? Results from Monte Carlo simulations of an agent-based model," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1422, Jun.
• Matteo Morini & Simone Pellegrino, 2014, "Personal Income Tax Reforms: a Genetic Algorithm Approach," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 147, Dec.
• Pier Paolo Angelini, , "The role of inter-organizational proximity on the evolution of the European Aerospace R&D collaboration network," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201402.
• Herbert Dawid & Philipp Harting & Michael Neugart, 2014, "Cohesion Policy and Inequality Dynamics: Insights from a Heterogeneous Agents Macroeconomic Model," Gecomplexity Discussion Paper Series, Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation", number 5, Apr, revised Apr 2014.
• David Bowles & Andy Zuchandke & Wolfgang Greiner & J.-Matthias Graf von der Schulenburg, 2014, "Entwicklung der Leistungsempfängerzahlen in der Gesetzlichen Pflegeversicherung - Zum Einfluss unterschiedlicher Morbiditätsannahmen auf die Entwicklung der sozialrechtlich anerkannten Pflegebedürftigkeit in Deutschland," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 134, issue 2, pages 209-236, DOI: 10.3790/schm.134.1.209.
• Dawid, Herbert & Harting, Philipp & Neugart, Michael, 2014, "Economic convergence : policy implications from a heterogeneous agent model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 65228, DOI: 10.1016/j.jedc.2014.04.004.
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77240, Nov.
• Shyam Gouri Suresh & Scott Jeffrey, 2014, "The Consequences of Social Pressures on Partisan Opinion Dynamics," Working Papers, Davidson College, Department of Economics, number 14-01, Jan.
• Shyam Gouri Suresh & Mark Setterfield, 2014, "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Working Papers, Davidson College, Department of Economics, number 14-03, Feb.
• Mark Setterfield & Shyam Gouri Suresh, 2014, "Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics," Working Papers, Davidson College, Department of Economics, number 14-11, Jun, DOI: 10.1016/j.strueco.2016.03.001.
• Alexander Meyer-Gohde, 2014, "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 200, revised 2017.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1377.
• Thure Traber, 2014, "Capacity Mechanisms on Central European Electricity Markets: Effects on Consumers, Producers and Technologies until 2033," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1385.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1386.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreaction: Identification, Testing, Exploitation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1423.
• Matthew N. White, 2014, "Endogenous Gridpoints in Multiple Dimensions: Interpolation on Non-Linear Grids," Working Papers, University of Delaware, Department of Economics, number 14-17.
• Kok, Christoffer & Hałaj, Grzegorz, 2014, "Modeling emergence of the interbank networks," Working Paper Series, European Central Bank, number 1646, Mar.
• Lombardo, Giovanni & Uhlig, Harald, 2014, "A theory of pruning," Working Paper Series, European Central Bank, number 1696, Jul.
• Raghid Farhat & Nesreen K. Ghaddar & Kamel Ghali, 2014, "Investing in PV Systems utilizing Savings from Building Envelop Replacement by Sustainable Local Material: A Case Study in Lebanese Inland Region," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 554-567.
• Matthew Gould & Matthew D. Rablen, 2014, "Reform of the United Nations Security Council: Equity and Efficiency," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 14-01, May.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-022, Jan.
• Dennis, Richard & Kirsanova, Tatiana, 2014, "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-64, Nov.
• Brumm, Johannes & Grill, Michael, 2014, "Computing equilibria in dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 142-160, DOI: 10.1016/j.jedc.2013.09.007.
• Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon, 2014, "Recovering default risk from CDS spreads with a nonlinear filter," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 87-104, DOI: 10.1016/j.jedc.2013.09.006.
• Howitt, Peter & Özak, Ömer, 2014, "Adaptive consumption behavior," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 37-61, DOI: 10.1016/j.jedc.2013.11.003.
• Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014, "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 242-265, DOI: 10.1016/j.jedc.2014.01.009.
• De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014, "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 50-68, DOI: 10.1016/j.jedc.2014.02.009.
• Mele, Antonio, 2014, "Repeated moral hazard and recursive Lagrangeans," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 69-85, DOI: 10.1016/j.jedc.2014.03.007.
• Dennis, Richard, 2014, "Imperfect credibility and robust monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 218-234, DOI: 10.1016/j.jedc.2014.05.004.
• Dawid, H. & Harting, P. & Neugart, M., 2014, "Economic convergence: Policy implications from a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 54-80, DOI: 10.1016/j.jedc.2014.04.004.
• Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014, "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 92-123, DOI: 10.1016/j.jedc.2014.03.003.
• Malkhozov, Aytek, 2014, "Asset prices in affine real business cycle models," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 180-193, DOI: 10.1016/j.jedc.2014.05.011.
• Schmitt, Noemi & Westerhoff, Frank, 2014, "Speculative behavior and the dynamics of interacting stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 262-288, DOI: 10.1016/j.jedc.2014.05.009.
• Li, Huiyu & Stachurski, John, 2014, "Solving the income fluctuation problem with unbounded rewards," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 353-365, DOI: 10.1016/j.jedc.2014.06.003.
• Lan, Hong & Meyer-Gohde, Alexander, 2014, "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 366-388, DOI: 10.1016/j.jedc.2014.06.005.
• Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2014, "No-Arbitrage ROM simulation," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 66-79, DOI: 10.1016/j.jedc.2014.05.017.
• Teteryatnikova, Mariya, 2014, "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 186-210, DOI: 10.1016/j.jedc.2014.08.007.
• Guerci, E. & Kirman, A. & Moulet, S., 2014, "Learning to bid in sequential Dutch auctions," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 374-393, DOI: 10.1016/j.jedc.2014.09.029.
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 95-120, DOI: 10.1016/j.jedc.2014.08.013.
• Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2014, "A real business cycle model with tradable and non-tradable goods for the Spanish economy," Economic Modelling, Elsevier, volume 36, issue C, pages 204-212, DOI: 10.1016/j.econmod.2013.09.044.
• Dong, Yinghui & Wang, Guojing, 2014, "Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain," Economic Modelling, Elsevier, volume 40, issue C, pages 91-100, DOI: 10.1016/j.econmod.2014.03.004.
• Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles, 2014, "Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments," Economics Letters, Elsevier, volume 122, issue 2, pages 154-158, DOI: 10.1016/j.econlet.2013.11.024.
• Ye, Xiaoqing & Wu, Xiangjun, 2014, "Three-dimensional panel data models with interactive effects: Estimation and simulation," Economics Letters, Elsevier, volume 123, issue 1, pages 62-65, DOI: 10.1016/j.econlet.2014.01.017.
• Parker, Simon C., 2014, "Crowdfunding, cascades and informed investors," Economics Letters, Elsevier, volume 125, issue 3, pages 432-435, DOI: 10.1016/j.econlet.2014.10.001.
• Shaw, Philip, 2014, "A nonparametric approach to solving a simple one-sector stochastic growth model," Economics Letters, Elsevier, volume 125, issue 3, pages 447-450, DOI: 10.1016/j.econlet.2014.10.011.
• Maruyama, Shiko, 2014, "Estimation of finite sequential games," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 716-726, DOI: 10.1016/j.jeconom.2013.10.011.
• Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014, "Bayesian exploratory factor analysis," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 31-57, DOI: 10.1016/j.jeconom.2014.06.008.
• Kverndokk, Snorre & Nævdal, Eric & Nøstbakken, Linda, 2014, "The trade-off between intra- and intergenerational equity in climate policy," European Economic Review, Elsevier, volume 69, issue C, pages 40-58, DOI: 10.1016/j.euroecorev.2014.01.007.
• Pellegrino, Tommaso & Sabino, Piergiacomo, 2014, "On the use of the moment-matching technique for pricing and hedging multi-asset spread options," Energy Economics, Elsevier, volume 45, issue C, pages 172-185, DOI: 10.1016/j.eneco.2014.06.014.
• da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva, 2014, "A Fuzzy Goal Programming model for solving aggregate production-planning problems under uncertainty: A case study in a Brazilian sugar mill," Energy Economics, Elsevier, volume 45, issue C, pages 196-204, DOI: 10.1016/j.eneco.2014.07.005.
• Young, David & Poletti, Stephen & Browne, Oliver, 2014, "Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market," Energy Economics, Elsevier, volume 45, issue C, pages 419-434, DOI: 10.1016/j.eneco.2014.08.007.
• Kowalska-Pyzalska, Anna & Maciejowska, Katarzyna & Suszczyński, Karol & Sznajd-Weron, Katarzyna & Weron, Rafał, 2014, "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," Energy Policy, Elsevier, volume 72, issue C, pages 164-174, DOI: 10.1016/j.enpol.2014.04.021.
• Barroso, Manuel Monjas & Iniesta, José Balibrea, 2014, "A valuation of wind power projects in Germany using real regulatory options," Energy, Elsevier, volume 77, issue C, pages 422-433, DOI: 10.1016/j.energy.2014.09.027.
• Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2014, "Optimality versus practicality in market design: A comparison of two double auctions," Games and Economic Behavior, Elsevier, volume 86, issue C, pages 248-263, DOI: 10.1016/j.geb.2014.03.014.
• Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014, "Strategies and evolution in the minority game: A multi-round strategy experiment," Games and Economic Behavior, Elsevier, volume 86, issue C, pages 77-95, DOI: 10.1016/j.geb.2014.03.001.
• Okumura, Yasunori, 2014, "Priority matchings revisited," Games and Economic Behavior, Elsevier, volume 88, issue C, pages 242-249, DOI: 10.1016/j.geb.2014.10.007.
• Chiarella, Carl & Da Fonseca, José & Grasselli, Martino, 2014, "Pricing range notes within Wishart affine models," Insurance: Mathematics and Economics, Elsevier, volume 58, issue C, pages 193-203, DOI: 10.1016/j.insmatheco.2014.07.008.
• Love, Inessa & Turk Ariss, Rima, 2014, "Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 158-181, DOI: 10.1016/j.intfin.2013.10.006.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2014, "Forecasting systemic impact in financial networks," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 781-794, DOI: 10.1016/j.ijforecast.2013.09.004.
• García-Céspedes, Rubén & Moreno, Manuel, 2014, "Estimating the distribution of total default losses on the Spanish financial system," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 242-261, DOI: 10.1016/j.jbankfin.2014.09.019.
• Heymann, D. & Kawamura, E. & Perazzo, R. & Zimmermann, M.G., 2014, "Behavioral heuristics and market patterns in a Bertrand–Edgeworth game," Journal of Economic Behavior & Organization, Elsevier, volume 105, issue C, pages 124-139, DOI: 10.1016/j.jebo.2014.04.027.
• Colacchio, Giorgio, 2014, "Taxation, income redistribution and debt dynamics in a seven-equation model of the business cycle," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 140-165, DOI: 10.1016/j.jebo.2014.06.009.
• Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014, "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, volume 99, issue C, pages 109-125, DOI: 10.1016/j.jebo.2013.12.018.
• De Sinopoli, Francesco & Meroni, Claudia & Pimienta, Carlos, 2014, "Strategic stability in Poisson games," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 46-63, DOI: 10.1016/j.jet.2014.05.005.
• Chen, Ding & Härkönen, Hannu J. & Newton, David P., 2014, "Advancing the universality of quadrature methods to any underlying process for option pricing," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 600-612, DOI: 10.1016/j.jfineco.2014.07.014.
• Craig, Ben & von Peter, Goetz, 2014, "Interbank tiering and money center banks," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 322-347, DOI: 10.1016/j.jfi.2014.02.003.
• Nakata, Taisuke, 2014, "Welfare costs of shifting trend inflation," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 66-78, DOI: 10.1016/j.jmacro.2014.05.001.
• Burda, Martin & Prokhorov, Artem, 2014, "Copula based factorization in Bayesian multivariate infinite mixture models," Journal of Multivariate Analysis, Elsevier, volume 127, issue C, pages 200-213, DOI: 10.1016/j.jmva.2014.02.011.
• Andrei, Amanda L. & Comer, Kevin & Koehler, Matthew, 2014, "An agent-based model of network effects on tax compliance and evasion," Journal of Economic Psychology, Elsevier, volume 40, issue C, pages 119-133, DOI: 10.1016/j.joep.2013.01.002.
• Pellizzari, Paolo & Rizzi, Dino, 2014, "Citizenship and power in an agent-based model of tax compliance with public expenditure," Journal of Economic Psychology, Elsevier, volume 40, issue C, pages 35-48, DOI: 10.1016/j.joep.2012.12.006.
• Artzrouni, Marc & Tramontana, Fabio, 2014, "The debt trap: A two-compartment train wreck… and how to avoid it," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 241-256, DOI: 10.1016/j.jpolmod.2014.01.012.
• Cassey, Andrew J. & Smith, Ben O., 2014, "Simulating confidence for the Ellison–Glaeser index," Journal of Urban Economics, Elsevier, volume 81, issue C, pages 85-103, DOI: 10.1016/j.jue.2014.02.005.
• Cai, Yiyong & Kamihigashi, Takashi & Stachurski, John, 2014, "Stochastic optimal growth with risky labor supply," Journal of Mathematical Economics, Elsevier, volume 50, issue C, pages 167-176, DOI: 10.1016/j.jmateco.2013.08.002.
• Caplin, Andrew & Leahy, John, 2014, "A graph theoretic approach to markets for indivisible goods," Journal of Mathematical Economics, Elsevier, volume 52, issue C, pages 112-122, DOI: 10.1016/j.jmateco.2014.03.011.
• Mandel, Antoine & Gintis, Herbert, 2014, "Stochastic stability in the Scarf economy," Mathematical Social Sciences, Elsevier, volume 67, issue C, pages 44-49, DOI: 10.1016/j.mathsocsci.2013.09.002.
• Rowat, Colin & Kerber, Manfred, 2014, "Sufficient conditions for unique stable sets in three agent pillage games," Mathematical Social Sciences, Elsevier, volume 69, issue C, pages 69-80, DOI: 10.1016/j.mathsocsci.2014.02.003.
• Shawhan, Daniel L. & Taber, John T. & Shi, Di & Zimmerman, Ray D. & Yan, Jubo & Marquet, Charles M. & Qi, Yingying & Mao, Biao & Schuler, Richard E. & Schulze, William D. & Tylavsky, Daniel, 2014, "Does a detailed model of the electricity grid matter? Estimating the impacts of the Regional Greenhouse Gas Initiative," Resource and Energy Economics, Elsevier, volume 36, issue 1, pages 191-207, DOI: 10.1016/j.reseneeco.2013.11.015.
• Fackler, Paul L. & Haight, Robert G., 2014, "Monitoring as a partially observable decision problem," Resource and Energy Economics, Elsevier, volume 37, issue C, pages 226-241, DOI: 10.1016/j.reseneeco.2013.12.005.
• Rixen, Martin & Weigand, Jürgen, 2014, "Agent-based simulation of policy induced diffusion of smart meters," Technological Forecasting and Social Change, Elsevier, volume 85, issue C, pages 153-167, DOI: 10.1016/j.techfore.2013.08.011.
• Mariano Kulish & Adrian Pagan, 2014, "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-15, Feb.
• Michael K. Johnston & Robert G. King & Denny Lie, 2014, "Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-59, Sep.
• Laura Carvalho & Corrado Di Guilmi, 2014, "Income Inequality and Macroeconomic Instability: A Stock-Flow Consistent Approach with Heterogeneous Agents," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-60, Sep.
• Juan Sampieri Espinoza & Barbara Ruth Trejo Becerril & Luis Manuel González de Salceda Ruiz, 2014, "Cálculo de VaR a partir de simulaciones Monte Carlo de rendimientos de activos financieros, con distribuciones no paramétricas y dependientes, utilizando el Método de Iman-Conover," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 37-59.
• Philip Z. Maymin, 2014, "A New Algorithmic Approach to Entangled Political Economy: Insights from the Simplest Models of Complexity," Advances in Austrian Economics, Emerald Group Publishing Limited, "Entangled Political Economy", DOI: 10.1108/S1529-213420140000018010.
• Martin Burda, 2014, "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034008.
• Evangelos Sambracos & Irene Ramfou, 2014, "The Effect of Freight Transport Time Changes on The Performance of Manufacturing Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 119-138.
• Anastasios Tsamis & Konstantinos Liapis, 2014, "Property Assets Fair Value Accounting Under Uncertainty," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 35-54.
• Biase di Giuseppe & Guglielmo D'Amico & Jacques Janssen & Raimondo Manca, 2014, "A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 3, pages 233-245, June.
• Jakub Cerny & Jiri Witzany, 2014, "Interest Rate Swap Credit Valuation Adjustment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/16, May, revised May 2014.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgo Fagiolo, 2014, "Rock around the clock :An agent-based model of low-and high frequency trading," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-03, Feb.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and monetary policies in complex evolving economies," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-05, Feb.
• Mauro Napoletano & Jean Luc Gaffard & Andrea Roventini, 2014, "Outside the corridor : fiscal multipliers and business cycles into an agent-based model with liquidity constraints," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-16, Sep.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Micro and macro policies in the Keynes + Schumpeter evolutionary models," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-19, Nov.
• Maurizio Iacopetta, 2014, "Dynamics of assets liquidity and inequality in economies with decentralized markets," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-21, Dec.
• Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014, "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-21, Nov.
• Kartik Anand & Ben R. Craig & Goetz von Peter, 2014, "Filling in the Blanks: Network Structure and Interbank Contagion," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1416, Oct, DOI: 10.26509/frbc-wp-201416.
• Anton Cheremukhin & Antonella Tutino, 2014, "Asymmetric firm dynamics under rational inattention," Working Papers, Federal Reserve Bank of Dallas, number 1411, Oct, DOI: 10.24149/wp1411.
• Oliver DeGroot, 2014, "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-31, Apr.
• Marcelo Veracierto, 2014, "Adverse Selection, Risk Sharing and Business Cycles," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-10, Oct.
• Alessandro Carraro & Giorgio Ricchiuti, 2014, "Heterogeneous Fundamentalists and Market Maker Inventories," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2014_16.rdf.
• Andrei Polbin & Sergey Drobyshevsky, 2014, "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
• John T. Revesz, 2014, "A computational model of optimal commodity taxation," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 4, May.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Richard Dennis & Tatiana Kirsanova, 2014, "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," Working Papers, Business School - Economics, University of Glasgow, number 2014_21, Nov.
• António Alberto Santos & João Andrade, 2014, "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-10, Apr.
• António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
• Peter Biro & Elena Iñarra & Elena Molis, 2014, "A new solution for the roommate problem. The Q-stable matchings," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 14/04, Sep.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and Monetary Policies in Complex Evolving Economies," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-07, Feb.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-21, Jun.
• Daniel Hellersteina & Nathaniel Higginsa & Michael J. Roberts, 2014, "Using Quotas to Enhance Competition in Asymmetric Auctions: A Comparison of Theoretical and Experimental Outcomes," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201409, Mar.
• Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014, "Learning and collusion in new markets with uncertain entry costs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01013188, Apr, DOI: 10.1007/s00199-014-0814-2.
• Antoine Mandel & Herbert Gintis, 2014, "Stochastic Stability in the Scarf Economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00977572, Jan, DOI: 10.1016/j.mathsocsci.2013.09.002.
• Pascal Gourdel & Maria Lykidi, 2014, "The optimal short-term management of flexible nuclear plants in a competitive electricity system as a case of competition with reservoir," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01053474, Jan.
• Pascal Gourdel & Maria Lykidi, 2014, "The inter-temporal optimization of the operation of the nuclear fuel reservoir in a liberalized electricity market dominated by the nuclear generation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01053476, Jan.
• Pascal Gourdel & Maria Lykidi, 2014, "How to manage a large and flexible nuclear set in a deregulated electricity market from the point of view of social welfare?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01053480, Jun.
• Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014, "Learning and collusion in new markets with uncertain entry costs," Post-Print, HAL, number hal-01013188, Apr, DOI: 10.1007/s00199-014-0814-2.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2014, "Classification models via Tabu search: An application to early stage venture classification," Post-Print, HAL, number hal-01066492, Dec, DOI: 10.1016/j.eswa.2014.07.010.
• Pascal Seppecher, 2014, "Pour une macroéconomie monétaire dynamique et complexe," Post-Print, HAL, number hal-01097473, Dec, DOI: 10.4000/regulation.10977.
• Pascal Seppecher & Isabelle Salle, 2014, "Deleveraging crises and deep recessions: a behavioural approach," Post-Print, HAL, number hal-01110642, Apr.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2014, "Comparing Inequality Aversion across Countries when Labor Supply Responses Differ," Post-Print, HAL, number hal-01463099, DOI: 10.1007/s10797-013-9277-9.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Viable Ramsey Economies," Post-Print, HAL, number hal-01474427, DOI: 10.1111/caje.12084.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2014, "Tax-Benefit Revealed Social Preferences in Europe and the US," Post-Print, HAL, number hal-01474440, DOI: 10.15609/annaeconstat2009.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: An agent-based model of low- and high-frequency trading," Post-Print, HAL, number hal-01515227.
• Eric Kere & Serge S. Garcia & Arnaud A. Dragicevic, 2014, "Decisions to harvest and spatial interactions," Post-Print, HAL, number hal-01628554, Jun.
• Antoine Mandel & Herbert Gintis, 2014, "Stochastic Stability in the Scarf Economy," Post-Print, HAL, number halshs-00977572, Jan, DOI: 10.1016/j.mathsocsci.2013.09.002.
• Eric Guerci & Alan Kirman & Sonia Moulet, 2014, "Learning to bid in sequential Dutch Auctions," Post-Print, HAL, number halshs-01069634, Sep, DOI: 10.1016/j.jedc.2014.09.029.
• Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni, 2014, "Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data," Post-Print, HAL, number halshs-01074524.
• Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014, "Learning and collusion in new markets with uncertain entry costs," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01013188, Apr, DOI: 10.1007/s00199-014-0814-2.
• Antoine Mandel & Herbert Gintis, 2014, "Stochastic Stability in the Scarf Economy," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00977572, Jan, DOI: 10.1016/j.mathsocsci.2013.09.002.
• Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014, "Outside the corridor : fiscal multipliers and business cycles into an agent based models with liquidity constraints," Sciences Po Economics Publications (main), HAL, number hal-01063367, Sep.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Sciences Po Economics Publications (main), HAL, number hal-01070542, Feb.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Micro and macro policies in the Keynes + Schumpeter evolutionary models," Sciences Po Economics Publications (main), HAL, number hal-03429896, Nov.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014, "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Sciences Po Economics Publications (main), HAL, number hal-03460186, Nov.
• Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014, "Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints," Sciences Po Economics Publications (main), HAL, number hal-03460253, Sep.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and monetary policies in complex evolving economies," Sciences Po Economics Publications (main), HAL, number hal-03460560, Feb.
• Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014, "Outside the corridor : fiscal multipliers and business cycles into an agent based models with liquidity constraints," Working Papers, HAL, number hal-01063367, Sep.
• 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, HAL, number hal-01070542, Feb.
• Maurizio Iacopetta, 2014, "dynamics of assets liquidity and inequality in economies with decentralized markets," Working Papers, HAL, number hal-01099374, Dec.
• Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui, 2014, "Introducing forest management in forest sector models: impact of active management and risk attitude on forest resources in the long term," Working Papers, HAL, number hal-01627578.
• Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui, 2014, "Introducing spatial heterogeneity in forest sector modelling: insights from the French forest Sector Model," Working Papers, HAL, number hal-01627580.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Micro and macro policies in the Keynes + Schumpeter evolutionary models," Working Papers, HAL, number hal-03429896, Nov.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014, "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Working Papers, HAL, number hal-03460186, Nov.
• Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014, "Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints," Working Papers, HAL, number hal-03460253, Sep.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and monetary policies in complex evolving economies," Working Papers, HAL, number hal-03460560, Feb.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals," Working Papers, HAL, number halshs-00997573, May.
• Péter Biró & Elena Inarra & Elena Molis, 2014, "A new solution for the roommate problem: The Q-stable matchings," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1422, Sep.
• András Simonovits, 2014, "Benefit-retirement age schedules and redistribution in public pension systems," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1430, Nov.
• Karakaya, Emrah, 2014, "Finite Element Model of the Innovation Diffusion: An Application to Photovoltaic Systems," INDEK Working Paper Series, Royal Institute of Technology, Department of Industrial Economics and Management, number 2014/6, Jul.
• Durmaz, Tunc, 2014, "Energy Storage and Renewable Energy," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 18/2014, Jun.
• Li, Yushu & Reese, Simon, 2014, "Wavelet improvement in turning point detection using a Hidden Markov Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/10, Mar.
• Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2014, "The Dynamics of Exploitation and Class in Accumulation Economies," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 621, Dec.
• Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014, "Bayesian Exploratory Factor Analysis," Working Papers, Human Capital and Economic Opportunity Working Group, number 2014-014, Jul.
• Yoannia Arean Rodriguez & Alejandro Rosete Suarez & Franklin Marin Vargas, 2014, "Evaluation Of A Mathematic Model To Support Complex Decision Makings, Evaluacion De Un Modelo Matematico Para Apoyar Decisiones Empresariales Complejas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 6, pages 1-13.
• Rolf Färe & Michael Vardanyan, 2014, "A Note on Parameterizing Input Distance Functions: Does the Choice of a Functional Form Matter?," Working Papers, IESEG School of Management, number 2014-EQM-03, Apr.
• Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014, "Bayesian exploratory factor analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/14, Jul.
• Oliver de Groot, 2014, "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 115-160, June.
• Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton, 2014, "Modelling the impact of declining Australian terms of trade on the spatial distribution of income," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 100-126.
• M. Esteban Muñoz H. & Irene Peters, 2014, "Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 127-157.
• Guillaume Marois & Alain Bélanger, 2014, "Microsimulation Model Projecting Small Area Populations Using Contextual Variables: An Application to the Montreal Metropolitan Area, 2006-2031," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 158-193.
• Robert Tanton, 2014, "A Review of Spatial Microsimulation Methods," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 4-25.
• Robert Tanton & Paul Williamson & Ann Harding, 2014, "Comparing Two Methods of Reweighting a Survey File to Small Area Data," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 76-99.
• Susan M. Rogers & James Rineer & Matthew D. Scruggs & William D. Wheaton & Phillip C. Cooley & Douglas J. Roberts & Diane K. Wagener, 2014, "A Geospatial Dynamic Microsimulation Model for Household Population Projections," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 2, pages 119-146.
• Elena DRUICA & Rodica IANOLE & Viorel CORNESCU, 2014, "The psychological cost of saving – an agent-based modelling approach," Romanian Journal of Economics, Institute of National Economy, volume 39, issue 2(48), pages 34-48, December.
• Takashi Kamihigashiw & John Stachurski, 2014, "Seeking Ergodicity in Dynamic Economies," Working Papers, Department of Research, Ipag Business School, number 2014-402, Jan.
• Francesco Di Comite & dArtis Kancs, 2014, "Modelling of Agglomeration and Dispersion in RHOMOLO," JRC Research Reports, Joint Research Centre, number JRC81349, Oct.
• Daniele Pacifico, 2014, "Reweight: a stata module to reweight survey data to external totals," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, Jun.
• Parker, Simon C., 2014, "Crowdfunding, Cascades and Informed Investors," IZA Discussion Papers, IZA Network @ LISER, number 7994, Feb.
• Ncube, Mthuli & Brixiova Schwidrowski, Zuzana & Bicaba, Zorobabel, 2014, "Can Dreams Come True? Eliminating Extreme Poverty in Africa by 2030," IZA Discussion Papers, IZA Network @ LISER, number 8120, Apr.
• Arribas-Bel, Daniel & Nijkamp, Peter & Poot, Jacques, 2014, "How Diverse Can Spatial Measures of Cultural Diversity Be? Results from Monte Carlo Simulations of an Agent-Based Model," IZA Discussion Papers, IZA Network @ LISER, number 8251, Jun.
• Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014, "Bayesian Exploratory Factor Analysis," IZA Discussion Papers, IZA Network @ LISER, number 8338, Jul.
• Ismail Saglam, 2014, "Simple Heuristics as Equilibrium Strategies in Mutual Sequential Mate Search," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 17, issue 1, pages 1-12.
• Ku-Hsieh Chen & Author: Soumendra N. Ghosh, 2014, "Threshold effects of technological regimes for the stochastic frontier model," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 2, pages 223-253, April-Jun.
• Ya-Chi Huang, 2014, "Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 10, issue 2, pages 157-180, July.