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

• 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

• 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(0x6074f340), May.
• 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.
• Andreas Koulouris & Ioannis Katerelos & Theodore Tsekeris, 2013, "Multi-Equilibria Regulation Agent-Based Model of Opinion Dynamics in Social Networks," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 11, issue 1, pages 51-70.
• Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013, "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-16, 05.
• Nima Nonejad, 2013, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-27, 08.
• Juan Carlos Parra-Alvarez, 2013, "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-39, 11.
• Bell Fanon Ouelega, 2013, "State-Price Deflators and Risk-Neutral valuation of Life Insurance Liabilities," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 11, Apr, revised Nov 2013.
• Bell Fanon Ouelega, 2013, "State-Price Deflators and Risk-Neutral valuation of Life Insurance Liabilities," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 13_011, Apr, revised Nov 2013.
• Nicolai V. Kuminoff & V. Kerry Smith & Christopher Timmins, 2013, "The New Economics of Equilibrium Sorting and Policy Evaluation Using Housing Markets," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1007-1062, December.
• Selen CAKMAKYAPAN & Atilla GOKTAS, 2013, "A Comparison Of Binary Logit And Probit Models With A Simulation Study," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 1-17, JULY.
• Atallah, Shady S. & Gómez, Miguel I. & Conrad, Jon M., 2013, "A Bioeconomic Model of Plant Disease Management under Spatial-Dynamic Externalities: Grapevine Leafroll Disease," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 151144, DOI: 10.22004/ag.econ.151144.
• Emmerling, Johannes & Tavoni, Massimo, 2013, "Geoengineering and Abatement: A “flat” Relationship under Uncertainty," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 148917, Apr, DOI: 10.22004/ag.econ.148917.
• Hirth, Lion, 2013, "The Optimal Share of Variable Renewables. How the Variability of Wind and Solar Power Affects their Welfare-optimal Deployment," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 162373, Oct, DOI: 10.22004/ag.econ.162373.
• McRoberts, Keenan C. & Nicholson, Charles F. & Blake, Robert W. & Tucker, Terry W. & Padilla, Gabriel Díaz, undated, "Group Model Building to Assess Rural Dairy Cooperative Feasibility in South-Central Mexico," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 16, issue 3, pages 1-44, DOI: 10.22004/ag.econ.156459.
• Moss, Charles B. & Schmitz, Andrew, undated, "Positive and Negative Externalities in Agricultural Production: The Case of Adena Springs Ranch," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, pages 1-9, DOI: 10.22004/ag.econ.155413.
• Vassalos, Michael & Dillon, Carl R. & Coolong, Timothy, undated, "Optimal Land Allocation and Production Timing for Fresh Vegetable Growers under Price and Production Uncertainty," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 4, pages 1-16, DOI: 10.22004/ag.econ.157391.
• Noack Jensen, Andreas & ßrregaard Nielsen, Morten, 2013, "A fast fractional difference algorithm," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274632, Apr, DOI: 10.22004/ag.econ.274632.
• Weese, Eric, 2013, "Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations," Center Discussion Papers, Yale University, Economic Growth Center, number 148748, Apr, DOI: 10.22004/ag.econ.148748.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2013, "Comparing Inequality Aversion across Countries When Labor Supply Responses Differ," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1323, Mar.
• Hardle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2013, "Support Vector Machines with Evolutionary Feature Selection for Default Prediction," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013040, Jan.
• Simon A. Broda, 2013, "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-04, May.
• Simon A. Broda & Raymond Kan, 2013, "On Distributions of Ratios," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-10, Dec.
• Sonnemans, J. & Tuinstra, J. & Linde, J., 2013, "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-02.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2013, "How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation," Working Papers, American University, Department of Economics, number 2013-10, DOI: 10.17606/4wex-t940.
• M. Oguz Arslan & Ozgur Ican, 2013, "An Agent-Based Analysis of Tax Compliance for Turkey," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 2, pages 143-152, June.
• Francis Carlo Petterini, 2013, "O Papel das Redes Sociais na Condição do Desempregado: Uma Análise Usando a Teoria de Matching," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1b, pages 453-471.
• Yuri Biondi & Simone Righi, 2013, "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers, arXiv.org, number 1312.7460, Dec.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Institute for Fiscal Studies, number 45/13, Sep, DOI: 10.1920/wp.cem.2013.4513.
• Ming-Tao Chou, 2013, "An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 90-98, February.
• Tobias Grasl, 2013, "Solving Incomplete Markets Models by Derivative Aggregation," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1302, Feb.
• Alexandrova-Kabadjova Biliana & Solís-Robleda Francisco, 2013, "Managing Intraday Liquidity: The Mexican Experience," Working Papers, Banco de México, number 2013-01, Mar.
• Carlos León & Clara Machado & Andrés Murcia, 2013, "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia, Banco de la Republica de Colombia, number 800, Dec, DOI: 10.32468/be.800.
• Simon MacKenzie & Manfred Kerber & Colin Rowat, 2013, "Pillage Games with Multiple Stable Sets," Discussion Papers, Department of Economics, University of Birmingham, number 13-07, Feb.
• Zoraja Ivan & Trlin Goran & Matijević Marko, 2013, "Monitoring SOA Applications with SOOM Tools: A Competitive Analysis," Business Systems Research, Paradigm, volume 4, issue 1, pages 21-35, March, DOI: 10.2478/bsrj-2013-0003.
• Burkhard Heer & Alfred Maußner, 2013, "Asset Returns, the Business Cycle and the Labor Market," German Economic Review, Verein für Socialpolitik, volume 14, issue 3, pages 372-397, August.
• CIOBANU Dumitru & BAR Mary Violeta, 2013, "On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 2, pages 91-109.
• Chen Yuanyuan (Catherine), 2013, "A prior predictive analysis of the effects of Loss Aversion/Narrow Framing in a macroeconomic model for asset pricing," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 581-607, September, DOI: 10.1515/bejm-2013-0018.
• Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2013, "Generational Risk–Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2013-01, May.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013, "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2013-02, Aug.
• Chase Coleman & Kerk Phillips, 2013, "Can Uncorrelated Shocks Generate Aggregate Autocorrelation?: Business Cycle Persistence in a Model with Endogenous Growth and Fluctuations," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2013-03, Aug.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics - insights from spatial agent-based simulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1309, Apr.
• Pontus Rendahl, 2013, "Inequality Constraints and Euler Equation based Solution Methods," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1320, Jun.
• David M. Newbery & Thomas Greve, 2013, "The Strategic Robustness of Mark-up Equilibria," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1341, Nov.
• Itismita Mohanty & Robert Tanton & Yogi Vidyattama & Marcia Keegan & Robert Cummins, 2013, "‘Small area estimates of Subjective Wellbeing: Spatial Microsimulation on the Australian Unity Wellbeing Index Survey’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/23, Dec.
• Yogi Vidyattama & Robert Tanton & Nicholas Biddle, 2013, "‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/24, Dec.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
• Jakob Grazzini & Matteo G. Richiardi, 2013, "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 130.
• Matteo G. Richiardi & Michele Sonnessa, 2013, "JAS 2: a new Java platform for AB modeling and dynamic microsimulation," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 134.
• Harish Mani & V. Pandit & R. Prabhakar Rao, 2013, "Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis," Working papers, Centre for Development Economics, Delhi School of Economics, number 222, Jan.
• Traeger, Christian, 2013, "A 4-stated DICE: quantitatively addressing uncertainty effects in climate change," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt9034k05t, Dec.