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

• 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, Paradigm, 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-.
• Klabunde, Anna, 2014, "Computational Economic Modeling of Migration," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 471, DOI: 10.4419/86788531.
• Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Endogenous banks' networks, cascades and systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 12, revised 2014, DOI: 10.2139/ssrn.2235520.
• Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Monetary policy implementation in an interbank network: Effects on systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 46, DOI: 10.2139/ssrn.2417219.
• Ludwig, Alexander & Schön, Matthias, 2016, "Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 72, revised 2016, DOI: 10.2139/ssrn.2515697.
• Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-001.
• Dai, Xianhua & Härdle, Wolfgang Karl & Yu, Keming, 2014, "Do maternal health problems influence child's worrying status? Evidence from British cohort study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-021.
• Meyer-Gohde, Alexander, 2014, "Risky linear approximations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-034.
• Lan, Hong, 2014, "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-049.
• Mazelis, Falk, 2014, "Corporate cash hoarding in a model with liquidity constraints," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-051.
• Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining, 2014, "TENET: Tail-Event driven NETwork risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-066.
• Sacht, Stephen, 2014, "Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100372.
• Lan, Hong & Meyer-Gohde, Alexander, 2014, "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100523.
• Mazelis, Falk, 2014, "Corporate cash hoarding in a model with liquidity constraints," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100575.
• Wei-Bin Zhang, 2014, "A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 12, issue 1, pages 28-45.

2013

• Grazzini, Jakob & Richiardi, Matteo, 2013, "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201335, Jul.
• Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013, "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 8, Apr.
• Garland Durham & John Geweke, 2013, "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 9, Apr.
• Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013, "Learning and Information Dissemination in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 333, Jun.
• Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013, "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 335, Aug.
• Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013, "Adaptive Sticky Generalized Metropolis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:19.
• Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino, 2013, "On Loss Aversion, Level-1 Reasoning, and Betting," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 2, Apr.
• Giovanni Fasano, 2013, "A framework of conjugate direction methods for symmetric linear systems in optimization," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 31, Dec.
• Gary A. Dymski, 2013, "The Crisis of the Core Seen through the Eyes of the Periphery: A Schelling Model of the Global-South Megacity and the European Crisis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 433-455.
• Margaret Insley, 2013, "On the timing of non-renewable resource extraction with regime switching prices: an optimal stochastic control approach," Working Papers, University of Waterloo, Department of Economics, number 1302, Aug, revised Aug 2013.
• Abdullah Almansour & Margaret Insley, 2013, "The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands," Working Papers, University of Waterloo, Department of Economics, number 1303, Jun, revised Jun 2013.
• Karp, Larry & Siddiqui, Sauleh & Strand, Jon, 2013, "Dynamic climate policy with both strategic and non-strategic agents : taxes versus quantities," Policy Research Working Paper Series, The World Bank, number 6679, Oct.
• Alexey Naydenov, 2013, "Heuristic model of taxpayer behaviour: application to Russian experience with regard to tax evasion," ERSA conference papers, European Regional Science Association, number ersa13p781, Nov.
• Claudio Albanese & Damiano Brigo & Frank Oertel, 2013, "Restructuring Counterparty Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-29, DOI: 10.1142/S0219024913500106.
• Anatoliy Swishchuk, 2013, "Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8660, ISBN: ARRAY(0x7ccbb548), March.
• Olivia Koland & Martin Schönhart & Erwin Schmid, 2013, "International Trade of Bio-Energy Products – Economic Potentials for Austria," FIW Research Reports series, FIW, number IV-004, Apr.
• Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013, "Diffusion of innovation within an agent-based model: Spinsons, independence and advertising," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/04, Mar.
• Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2013, "Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/05, May.
• Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron, 2013, "Rewiring the network. What helps an innovation to diffuse?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/09, Oct.
• Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron, 2013, "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/10, Nov.
• Schmitt, Noemi & Westerhoff, Frank, 2013, "Speculative behavior and the dynamics of interacting stock markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 90.
• Verona, Fabio & Wolters, Maik H., 2013, "Sticky information models in Dynare," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2013.
• Ollikka, Kimmo & Tukiainen, Janne, 2013, "Central bank liquidity auction mechanism design and the interbank market," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2013.
• Albanese, Claudio & Brigo, Damiano & Oertel, Frank, 2013, "Restructuring counterparty credit risk," Discussion Papers, Deutsche Bundesbank, number 14/2013.
• Verona, Fabio & Wolters, Maik H., 2013, "Sticky information models in Dynare," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2013-02.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013, "Financial network systemic risk contributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/20.
• Kyritsis, Costas & Hytis, Evangelos, 2013, "Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 125610, May.
• Chen, Shu-Heng & Gostoli, Umberto, 2013, "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-20.
• Gamberger, Dragan & Smuc, Tomislav, 2013, "Good governance problems and recent financial crises in some EU countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-39.
• Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2013, "Social networks and macroeconomic stability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-4.
• Wäckerle, Manuel, 2013, "On the bottom-up foundations of the banking-macro nexus," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-5.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013, "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-9.
• Bargigli, Leonardo & Gallegati, Mauro, 2013, "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-39, DOI: 10.5018/economics-ejournal.ja.2013-.
• Soramäki, Kimmo & Cook, Samantha, 2013, "SinkRank: An algorithm for identifying systemically important banks in payment systems," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2013-.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2013, "Money creation and financial instability: An agent-based credit network approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-44, DOI: 10.5018/economics-ejournal.ja.2013-.
• Wäckerle, Manuel, 2013, "On the bottom-up foundations of the banking-macro nexus," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-45, DOI: 10.5018/economics-ejournal.ja.2013-.
• Gamberger, Dragan & Smuc, Tomislav, 2013, "Good governance problems and recent financial crises in some EU countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2013-.
• Ricetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013, "Unemployment benefits and financial leverage in an agent based macroeconomic model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-44, DOI: 10.5018/economics-ejournal.ja.2013-.
• Eboli, Mario, 2013, "A flow network analysis of direct balance-sheet contagion in financial networks," Kiel Working Papers, Kiel Institute for the World Economy, number 1862.
• Fricke, Daniel & Lux, Thomas, 2013, "The effects of a financial transaction tax in an artificial financial market," Kiel Working Papers, Kiel Institute for the World Economy, number 1868.
• Montagna, Mattia & Kok, Christoffer, 2013, "Multi-layered interbank model for assessing systemic risk," Kiel Working Papers, Kiel Institute for the World Economy, number 1873.
• Klabunde, Anna, 2013, "How Much Should an Investor Trust the Startup Entrepreneur? - A Network Model," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 450, DOI: 10.4419/86788507.
• Ascheberg, Marius & Branger, Nicole & Kraft, Holger, 2013, "When do jumps matter for portfolio optimization?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 16, DOI: 10.2139/ssrn.2259630.
• Lan, Hong & Meyer-Gohde, Alexander, 2013, "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-022.
• Lan, Hong & Meyer-Gohde, Alexander, 2013, "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-024.
• Muck, Johannes, 2013, "The Effect of On-net/Off-net Differentiation and Heterogeneous Consumers on Network Size in Mobile Telecommunications An Agent-based Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79856.
• Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan, 2013, "Flexibility in Europe's power sector - an additional requirement or an automatic complement?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79944.
• Fischer, Thomas & Riedler, Jesper, 2013, "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-045 [rev.].
• Schleer, Frauke, 2013, "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-076.