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

2013

• Maliar, Lilia & Maliar, Serguei, 2013, "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Economics Letters, Elsevier, volume 120, issue 2, pages 262-266, DOI: 10.1016/j.econlet.2013.04.031.
• Crost, Benjamin & Traeger, Christian P., 2013, "Optimal climate policy: Uncertainty versus Monte Carlo," Economics Letters, Elsevier, volume 120, issue 3, pages 552-558, DOI: 10.1016/j.econlet.2013.05.019.
• de Groot, Oliver, 2013, "Computing the risky steady state of DSGE models," Economics Letters, Elsevier, volume 120, issue 3, pages 566-569, DOI: 10.1016/j.econlet.2013.06.025.
• Aziz, Haris & Brandt, Felix & Brill, Markus, 2013, "The computational complexity of random serial dictatorship," Economics Letters, Elsevier, volume 121, issue 3, pages 341-345, DOI: 10.1016/j.econlet.2013.09.006.
• Chambers, Robert & Färe, Rolf & Grosskopf, Shawna & Vardanyan, Michael, 2013, "Generalized quadratic revenue functions," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 11-21, DOI: 10.1016/j.jeconom.2012.09.005.
• Berghammer, Rudolf & Rusinowska, Agnieszka & de Swart, Harrie, 2013, "Computing tournament solutions using relation algebra and RelView," European Journal of Operational Research, Elsevier, volume 226, issue 3, pages 636-645, DOI: 10.1016/j.ejor.2012.11.025.
• Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013, "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 22-34, DOI: 10.1016/j.eneco.2011.12.006.
• Edoli, Enrico & Fiorenzani, Stefano & Ravelli, Samuele & Vargiolu, Tiziano, 2013, "Modeling and valuing make-up clauses in gas swing contracts," Energy Economics, Elsevier, volume 35, issue C, pages 58-73, DOI: 10.1016/j.eneco.2011.11.019.
• Proença, Sara & St. Aubyn, Miguel, 2013, "Hybrid modeling to support energy-climate policy: Effects of feed-in tariffs to promote renewable energy in Portugal," Energy Economics, Elsevier, volume 38, issue C, pages 176-185, DOI: 10.1016/j.eneco.2013.02.013.
• Hirth, Lion, 2013, "The market value of variable renewables," Energy Economics, Elsevier, volume 38, issue C, pages 218-236, DOI: 10.1016/j.eneco.2013.02.004.
• Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J., 2013, "Risk–return incentives in liberalised electricity markets," Energy Economics, Elsevier, volume 40, issue C, pages 598-608, DOI: 10.1016/j.eneco.2013.08.015.
• Lopes, Daniela de Carvalho & Steidle Neto, Antonio José & Mendes, Adriano Aguiar & Pereira, Débora Tamires Vítor, 2013, "Economic feasibility of biodiesel production from Macauba in Brazil," Energy Economics, Elsevier, volume 40, issue C, pages 819-824, DOI: 10.1016/j.eneco.2013.10.003.
• Lohwasser, Richard & Madlener, Reinhard, 2013, "Relating R&D and investment policies to CCS market diffusion through two-factor learning," Energy Policy, Elsevier, volume 52, issue C, pages 439-452, DOI: 10.1016/j.enpol.2012.09.061.
• Zhang, Lin, 2013, "Model projections and policy reviews for energy saving in China's service sector," Energy Policy, Elsevier, volume 59, issue C, pages 312-320, DOI: 10.1016/j.enpol.2013.03.045.
• Hirth, Lion & Ueckerdt, Falko, 2013, "Redistribution effects of energy and climate policy: The electricity market," Energy Policy, Elsevier, volume 62, issue C, pages 934-947, DOI: 10.1016/j.enpol.2013.07.055.
• Golbabai, A. & Ballestra, L.V. & Ahmadian, D., 2013, "Superconvergence of the finite element solutions of the Black–Scholes equation," Finance Research Letters, Elsevier, volume 10, issue 1, pages 17-26, DOI: 10.1016/j.frl.2012.09.002.
• Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J., 2013, "Composition of robust equity portfolios," Finance Research Letters, Elsevier, volume 10, issue 2, pages 72-81, DOI: 10.1016/j.frl.2013.02.001.
• Pape, Andreas Duus & Kurtz, Kenneth J., 2013, "Evaluating case-based decision theory: Predicting empirical patterns of human classification learning," Games and Economic Behavior, Elsevier, volume 82, issue C, pages 52-65, DOI: 10.1016/j.geb.2013.06.010.
• Aziz, Haris & Brandt, Felix & Harrenstein, Paul, 2013, "Pareto optimality in coalition formation," Games and Economic Behavior, Elsevier, volume 82, issue C, pages 562-581, DOI: 10.1016/j.geb.2013.08.006.
• Horridge, Mark & Meeraus, Alex & Pearson, Ken & Rutherford, Thomas F., 2013, "Solution Software for Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00020-1.
• Dixon, Peter B. & Koopman, Robert B. & Rimmer, Maureen T., 2013, "The MONASH Style of Computable General Equilibrium Modeling: A Framework for Practical Policy Analysis," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00002-X.
• Tarr, David G., 2013, "Putting Services and Foreign Direct Investment with Endogenous Productivity Effects in Computable General Equilibrium Models," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00006-7.
• Zodrow, George R. & Diamond, John W., 2013, "Dynamic Overlapping Generations Computable General Equilibrium Models and the Analysis of Tax Policy: The Diamond–Zodrow Model," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00011-0.
• Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013, "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 190-203, DOI: 10.1016/j.insmatheco.2012.12.002.
• Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013, "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 286-299, DOI: 10.1016/j.insmatheco.2013.01.003.
• Ziveyi, Jonathan & Blackburn, Craig & Sherris, Michael, 2013, "Pricing European options on deferred annuities," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 300-311, DOI: 10.1016/j.insmatheco.2013.01.004.
• Dingeç, Kemal Dinçer & Hörmann, Wolfgang, 2013, "Control variates and conditional Monte Carlo for basket and Asian options," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 421-434, DOI: 10.1016/j.insmatheco.2013.03.002.
• Liu, Yong-Jun & Zhang, Wei-Guo, 2013, "Fuzzy portfolio optimization model under real constraints," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 704-711, DOI: 10.1016/j.insmatheco.2013.09.005.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• Hanlon, Michael, 2013, "Inequality and growth: Understanding the link through a simulation," International Review of Economics Education, Elsevier, volume 13, issue C, pages 44-49, DOI: 10.1016/j.iree.2013.04.015.
• Caldana, Ruggero & Fusai, Gianluca, 2013, "A general closed-form spread option pricing formula," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4893-4906, DOI: 10.1016/j.jbankfin.2013.08.016.
• Puzanova, Natalia & Düllmann, Klaus, 2013, "Systemic risk contributions: A credit portfolio approach," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1243-1257, DOI: 10.1016/j.jbankfin.2012.11.017.
• Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2013, "A network model of financial system resilience," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 219-235, DOI: 10.1016/j.jebo.2012.04.006.
• Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B., 2013, "Mitigating financial fragility with Continuous Workout Mortgages," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 269-285, DOI: 10.1016/j.jebo.2012.04.010.
• Wilson, James & Hill, J. & Kersula, M. & Wilson, C.L. & Whitsel, L. & Yan, L. & Acheson, J. & Chen, Y. & Cleaver, C. & Congdon, C. & Hayden, A. & Hayes, P. & Johnson, T. & Morehead, G. & Steneck, R. &, 2013, "Costly information and the evolution of self-organization in a small, complex economy," Journal of Economic Behavior & Organization, Elsevier, volume 90, issue S, pages 76-93, DOI: 10.1016/j.jebo.2012.12.019.
• Neveu, Andre R., 2013, "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, volume 92, issue C, pages 224-240, DOI: 10.1016/j.jebo.2013.06.006.
• Mattalia, Claudio, 2013, "Embodied technological change and technological revolution: Which sectors matter?," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 249-264, DOI: 10.1016/j.jmacro.2013.02.003.
• Barnett, William A. & Ghosh, Taniya, 2013, "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, volume 10, issue 1, pages 53-64, DOI: 10.1016/j.jeca.2013.09.003.
• Azimi, Yousuf & Osanloo, Morteza & Esfahanipour, Akbar, 2013, "An uncertainty based multi-criteria ranking system for open pit mining cut-off grade strategy selection," Resources Policy, Elsevier, volume 38, issue 2, pages 212-223, DOI: 10.1016/j.resourpol.2013.01.004.
• Dorfleitner, G. & Priberny, C., 2013, "A quantitative model for structured microfinance," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 12-22, DOI: 10.1016/j.qref.2012.10.005.
• De Lara, Michel & de Palma, André & Kilani, Moez & Piperno, Serge, 2013, "Congestion pricing and long term urban form: Application to Paris region," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 282-295, DOI: 10.1016/j.regsciurbeco.2012.07.007.
• Nguyen, N.P. & Shortle, J.S. & Reed, P.M. & Nguyen, T.T., 2013, "Water quality trading with asymmetric information, uncertainty and transaction costs: A stochastic agent-based simulation," Resource and Energy Economics, Elsevier, volume 35, issue 1, pages 60-90, DOI: 10.1016/j.reseneeco.2012.09.002.
• d'Artis Kancs & Mark Thissen, 2013, "Modelling Inter-Regional Trade Flows: Data and Methodological Issues," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2013/09, Sep.
• Robert Kollmann, 2013, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-29, May.
• Richard Dennis, 2013, "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-68, Oct.
• Eric Weese, 2013, "Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations," Working Papers, Economic Growth Center, Yale University, number 1022, Apr.
• Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, 2013, "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Sep.
• Paolo Zeppini & Koen Frenken & Luis R. Izquierdo, 2013, "Innovation diffusion in networks: the microeconomics of percolation," Working Papers, Eindhoven Center for Innovation Studies, number 13-02, Feb, revised Feb 2013.
• Willi Semmler & Lars Grüne & Marleen Stieler, 2013, "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013, EcoMod, number 5782, Jun.
• Sonia Di Giannatale Menegalli & Itza T. Q. Curiel-Cabral, 2013, "Compromises and Incentives," Working Papers, CIDE, División de Economía, number DTE 559, Sep.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2013, "Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032002.
• McAleer, M.J. & Chan, F. & Oxley, L., 2013, "Modelling and Simulation: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-19, May.
• Ketter, W. & Collins, J. & Reddy, P. & de Weerdt, M.M., 2013, "The 2013 Power Trading Agent Competition," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-006-LIS, May.
• Peters, M. & Ketter, W., 2013, "Towards autonomous decision-making: A probabilistic model for learning multi-user preferences," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-007-LIS, May.
• David Newbery, 2013, "The Robustness of Agent-Based Models of Electricity Wholesale Markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1213, Sep.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics: insights from spatial agent-based simulation," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1305, Apr.
• Inessa Love & Rima Turk Ariss, 2013, "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," Working Papers, Economic Research Forum, number 798, Nov, revised Nov 2013.
• V. Fiorio, Carlo & Ceriani, Lidia & Gigliarano, Chiara, 2013, "The importance of choosing the data set for tax-benefit analysis," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM5/13, Mar.
• Deane, Paul & FitzGerald, John & Malaguzzi Valeri, Laura & Tuohy, Aidan & Walsh, Darragh, 2013, "Irish and British Historical Electricity Prices and Implications for the Future," Papers, Economic and Social Research Institute (ESRI), number WP452, Apr.
• Dorin Jula & Nicolae-Marius Jula, 2013, "Organic Farming And The Greenhouse Gas Emissions," Working papers, Ecological University of Bucharest, Department of Economics, number 01, Apr.
• Antoniade Ciprian ALEXANDRU, 2013, "Studying The Volatility Of The Romanian Investment Funds With The Arch And Garch Models Using The "R" Software," Working papers, Ecological University of Bucharest, Department of Economics, number 03, Apr.
• Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov, 2013, "Finding the Nearest Valid Covariance Matrix: An FX Market Case," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/07, Oct.
• Kırer, Hale & Çırpıcı, Yasemin & Eren, Ercan, 2013, "Complex Networks Analysis of European International Trade: An Agent-Based Model," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 243.
• Celal Taşdoğan & Selim Çağatay & Reyhan Özeş, 2013, "Türkiye’de Biyo-Etanol Kullanım Hedeflerinin Sektörel ve Bölüşüm Etkileri," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 289.
• Selim ÇAĞATAY & Celal TAŞDOĞAN & Reyhan ÖZEŞ, 2013, "Türkiye’nin Yakıt Tüketiminde Biyo-dizel Kullanım Hedeflerinin Etki Analizi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 24, issue 87, pages 37-68, DOI: 10.5455/ey.35111.
• Adam Borovička, 2013, "Possible Modifications of the Multiple Criteria Assignment Method," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 7, issue 1, pages 055-067, March.
• Johannes Emmerling & Massimo Tavoni, 2013, "Is Geoengineering a Viable Option for Dealing with Climate Change?," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, April.
• Johannes Emmerling & Massimo Tavoni, 2013, "Geoengineering and Abatement: A “flat” Relationship under Uncertainty," Working Papers, Fondazione Eni Enrico Mattei, number 2013.31, Apr.
• Lion Hirth, 2013, "The Optimal Share of Variable Renewables. How the Variability of Wind and Solar Power Affects their Welfare-optimal Deployment," Working Papers, Fondazione Eni Enrico Mattei, number 2013.90, Oct.
• Robert Kollmann, 2013, "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 147.
• Rhys M. Bidder & Matthew E. Smith, 2013, "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-28, DOI: 10.24148/wp2013-28.
• Taisuke Nakata, 2013, "Welfare costs of shifting trend inflation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-12.
• Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013, "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1075, DOI: 10.17016/IFDP.2016.1075r.
• Thomas B. King, 2013, "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-18, Nov.
• Cezarina Adina TOFAN, 2013, "Information System - A Component Of The Management System," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 17, issue 1, pages 188-194, MAI.
• Svend Rasmussen & Anders L. Madsen & Mogens Lund, 2013, "Bayesian network as a modelling tool for risk management in agriculture," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/12, May.
• Leonardo Bargigli, 2013, "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_25.rdf.
• Richard Dennis, 2013, "Imperfect Credibility and Robust Monetary Policy," Working Papers, Business School - Economics, University of Glasgow, number 2013_14, Aug.
• Isabelle Salle & Pascal Seppecher, 2013, "Social Learning about Consumption," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-18, May, revised Sep 2013.
• Isabelle SALLE & Marc-Alexandre SENEGAS & Murat YILDIZOGLU, 2013, "How Transparent About Its Inflation Target Should a Central Bank be? An Agent-Based Model Assessment," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2013-24.
• Mark Meyer & Martin Distelkamp & Gerd Ahlert & Prof. Dr. Bernd Meyer, 2013, "Macroeconomic Modelling of the Global Economy-Energy-Environment Nexus - An Overview of Recent Advancements of the Dynamic Simulation Model GINFORS," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 13-5.
• Inessa Love & Rima Turk Ariss, 2013, "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201310, Jun.
• Michel de Lara & André de Palma & Moez Kilani & Serge Piperno, 2013, "Congestion pricing and long term urban form: Application to Paris region," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00783811, Mar, DOI: 10.1016/j.regsciurbeco.2012.07.007.
• Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013, "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917892, Nov.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2013, "Computing tournament solutions using relation algebra and RelView," Post-Print, HAL, number hal-00756696, DOI: 10.1016/j.ejor.2012.11.025.
• Isabelle Salle & Murat Yildizoglu & Marc-Alexandre Sénégas, 2013, "Inflation targeting in a learning economy: an ABM perspective," Post-Print, HAL, number hal-00778979, DOI: 10.1016/j.econmod.2013.01.031.
• Michel de Lara & André de Palma & Moez Kilani & Serge Piperno, 2013, "Congestion pricing and long term urban form: Application to Paris region," Post-Print, HAL, number hal-00783811, Mar, DOI: 10.1016/j.regsciurbeco.2012.07.007.
• R. Chambers & R. Fare & S. Grosskopf & M. Vardanyan, 2013, "Generalized quadratic revenue functions," Post-Print, HAL, number hal-00840152, DOI: 10.1016/j.jeconom.2012.09.005.
• Isabelle Salle & Murat Yildizoglu, 2014, "Efficient Sampling and Metamodeling for Computational Economic Models," Post-Print, HAL, number hal-01135640, DOI: 10.1007/s10614-013-9406-7.
• Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013, "Price Dynamics, financial fragility and aggregate volatility," Post-Print, HAL, number halshs-00917892, Nov.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2013, "Computing tournament solutions using relation algebra and RelView," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00756696, DOI: 10.1016/j.ejor.2012.11.025.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Sciences Po Economics Publications (main), HAL, number hal-03473908, Jan.
• Rémi Lemoy & Charles Raux & Pablo Jensen, 2013, "Where in cities do "rich" and "poor" people live? The urban economics model revisited," Working Papers, HAL, number hal-00805116, Mar.
• Isabelle Salle & Pascal Seppecher, 2013, "Social Learning about Consumption," Working Papers, HAL, number hal-00989233, Sep.
• Riccardo Magnani & Luca Piccoli & Martine Carré & Amedeo Spadaro, 2013, "Would a euro's depreciation improve the French economy?," Working Papers, HAL, number hal-01515823, May.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Working Papers, HAL, number hal-03473908, Jan.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2013, "Comparing Inequality Aversion across Countries When Labor Supply Responses Differ," Working Papers, HAL, number halshs-00805751, Mar.
• Andras Simonovits, 2013, "Regressive intracohort redistribution in nonfinancial defined contribution pension," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1312, Apr.
• Björnerstedt, Jonas & Verboven, Frank, 2013, "Merger Simulation with Nested Logit Demand - Implementation using Stata," Konkurrensverket Working Paper Series in Law and Economics, Konkurrensverket (Swedish Competition Authority), number 2013:2, Apr.
• Hull, Isaiah, 2013, "Approximate dynamic programming with postdecision states as a solution method for dynamic economic models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 276, Sep.
• Bastani, Spencer, 2013, "Using the Discrete Model to Derive Optimal Income Tax Rates," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2013:11, Oct.
• Justin van de Ven & Paolo Lucchino, 2013, "Modelling the Dynamic Effects of Transfer Policy: The LINDA Policy Analysis Tool," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n20, Jun.
• Justin van de Ven & Paolo Lucchino, 2013, "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A Cross-Sectional Approach," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n21, Jun.
• Wei Lu & Li Lu, 2013, "Extreme Programming Project Performance Management By Statistical Earned Value Analysis," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 115-120.
• Maria João Ferreira Maia, 2013, "Foresight Exercises as a tool for decision-making: the example of two case studies in health," Enterprise and Work Innovation Studies, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, volume 9, issue 9, pages 39-66, December.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/13, Sep.
• David Cronin & Kevin Dowd, 2013, "Fiscal Fan Charts: A Tool for Assessing Member States' (Likely?) Compliance with EU Fiscal Rules," Fiscal Studies, Institute for Fiscal Studies, volume 34, issue , pages 517-534, December.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, sorting and wage dynamics," IFS Working Papers, Institute for Fiscal Studies, number W13/16, Aug.
• İlker ARSLAN & Alper DUMAN, 2013, "An Agent Based Modeling Approach to the Check Payments Among SMEs in Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 332, pages 67-86.
• Lidia Ceriani & Carlo V. Fiorio & Chiara Gigliarano, 2013, "The importance of choosing the data set for tax-benefit analysis," International Journal of Microsimulation, International Microsimulation Association, volume 1, issue 6, pages 86-121.
• Inessa Love & Ms. Rima A Turk, 2013, "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," IMF Working Papers, International Monetary Fund, number 2013/271, Dec.
• María Isabel Martínez Torre-Enciso & Oscar V. De la Torre Torres, 2013, "¿Son los Índices IPC Mexicano e IBEX35 Español una Adecuada Definición de Cartera de Mercado? Una Revisión de este Supuesto Empleando el Estadístico de Kandel y Stambugh en un Contexto Muestral," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 227-247, Julio-Dic.
• Yannira Chávez & Patricia Cortez & Paúl Medina, 2013, "Cuantificación de las pérdidas inesperadas ocasionadas por la delincuencia en Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 5, issue 1, pages 51-62, Junio.
• Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina, 2013, "Simulación estocástica de esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 6, issue 2, pages 51-66, Diciembre.
• Andries Brandsma & dArtis Kancs & Philippe Monfort & Alexandra Rillaers, 2013, "Rhomolo: A Dynamic Spatial General Equilibrium Model for Assessing the Impact of Cohesion Policy," JRC Research Reports, Joint Research Centre, number JRC81133, May.
• Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013, "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2013-06, Sep.
• Lilia Maliar & Serguei Maliar, 2013, "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2013-07, Jul.
• Lilia Maliar, 2013, "Assessing gains from parallel computation on supercomputers," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2013-10, Dec.
• Bargain, Olivier B. & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian, 2013, "Comparing Inequality Aversion across Countries When Labor Supply Responses Differ," IZA Discussion Papers, IZA Network @ LISER, number 7215, Feb.
• Pestel, Nico & Sommer, Eric, 2013, "Shifting Taxes from Labor to Consumption: Efficient, but Regressive?," IZA Discussion Papers, IZA Network @ LISER, number 7804, Dec.
• Higashikata, Takayuki, 2013, "Factor decomposition of income inequality change : Japan's regional income disparity from 1955 to 1998," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 400, Mar.
• Baragona Roberto & Cucina Domenico, 2013, "Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 1, pages 3-21, February, DOI: 10.1515/jbnst-2013-0103.
• Savin Ivan, 2013, "A Comparative Study of the Lasso-type and Heuristic Model Selection Methods," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 4, pages 526-549, August, DOI: 10.1515/jbnst-2013-0406.
• Ivan Savin & Abiodun Egbetokun, 2013, "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-022, May.
• William A. Barnett & Taniya Ghosh, 2013, "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201306, Oct, revised Oct 2013.
• Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2013, "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 2, pages 171-193, February, DOI: 10.1007/s10614-011-9313-8.
• Stefan Boeters, 2013, "Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 4, pages 447-474, April, DOI: 10.1007/s10614-012-9330-2.
• Rodolphe Buda, 2013, "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 4, pages 517-524, April, DOI: 10.1007/s10614-011-9291-x.
• Pedro Campos & Pavel Brazdil & Isabel Mota, 2013, "Comparing Strategies of Collaborative Networks for R&D: An Agent-Based Study," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 1, pages 1-22, June, DOI: 10.1007/s10614-013-9376-9.
• Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2013, "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 307-325, October, DOI: 10.1007/s10614-012-9342-y.
• Marco Tucci & David Kendrick & Hans Amman, 2013, "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 351-371, October, DOI: 10.1007/s10614-012-9340-0.
• Michael Widener & Mark Horner & Sara Metcalf, 2013, "Simulating the effects of social networks on a population’s hurricane evacuation participation," Journal of Geographical Systems, Springer, volume 15, issue 2, pages 193-209, April, DOI: 10.1007/s10109-012-0170-3.
• Verda Kocabas & Suzana Dragicevic, 2013, "Bayesian networks and agent-based modeling approach for urban land-use and population density change: a BNAS model," Journal of Geographical Systems, Springer, volume 15, issue 4, pages 403-426, October, DOI: 10.1007/s10109-012-0171-2.
• Dariusz Gosciewski, 2013, "The effect of the distribution of measurement points around the node on the accuracy of interpolation of the digital terrain model," Journal of Geographical Systems, Springer, volume 15, issue 4, pages 513-535, October, DOI: 10.1007/s10109-012-0176-x.
• M. Soleimani-damaneh, 2013, "Another approach for estimating RTS in dynamic DEA," Journal of Productivity Analysis, Springer, volume 39, issue 1, pages 75-81, February, DOI: 10.1007/s11123-012-0264-4.
• Sriram Shankar & John Quiggin, 2013, "Production under uncertainty: a simulation study," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 207-215, June, DOI: 10.1007/s11123-012-0281-3.
• Florence Guillaume, 2013, "The αVG model for multivariate asset pricing: calibration and extension," Review of Derivatives Research, Springer, volume 16, issue 1, pages 25-52, April, DOI: 10.1007/s11147-012-9080-2.
• Susanne Griebsch, 2013, "The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques," Review of Derivatives Research, Springer, volume 16, issue 2, pages 135-165, July, DOI: 10.1007/s11147-012-9083-z.
• James Boudreau & Vicki Knoblauch, 2013, "Preferences and the price of stability in matching markets," Theory and Decision, Springer, volume 74, issue 4, pages 565-589, April, DOI: 10.1007/s11238-012-9319-2.
• Alexander Ludwig & Matthias Schцn, 2013, "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Working Paper Series in Economics, University of Cologne, Department of Economics, number 65, Aug, revised 11 Jun 2014.
• Takashi Kamihigashi & John Stachurski, 2013, "Stochastic Stability in Monotone Economies," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2013-02, Jan.
• Takashi Kamihigashi & John Stachurski, 2013, "Exact Sampling from the Stationary Distribution of Entry-Exit Models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2013-03, Jan.
• Yiyong CAI & Takashi Kamihigashi & John Stachurski, 2013, "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2013-23, Aug.
• Andreas Noack Jensen & Morten Ørregaard Nielsen, 2013, "A fast fractional difference algorithm," Discussion Papers, University of Copenhagen. Department of Economics, number 13-04, May.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modelling and Simulation: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 865, May.
• Antony Jackson & Daniel Ladley, 2013, "Market Ecologies: The Interaction and Profitability of Technical Trading Strategies," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/02, Jan.
• Daniel Ladley & Ian Wilkinson & Louise Young, 2013, "The Evolution Of Cooperation In Business: Individual Vs. Group Incentives," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/14, Jul.
• Jérôme Foncel & Eric Kéré, 2013, "Structural estimation of a dynamic model of joint production of timber and amenities," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2013-04, Jun, revised Jun 2013.
• Viktors Ajevskis, 2013, "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers, Latvijas Banka, number 2013/03, Dec.
• Bernd Hayo & Britta Niehof, 2013, "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201342.
• Lidia CERIANI & Carlo V. FIORIO & Chiara GHIGLIARANO, 2013, "The importance of choosing the data set for tax-benefit analysis," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-05, Mar.
• Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013, "Price dynamics, financial fragility and aggregate volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13076, Nov.
• Kumaraswamy Vela Velupillai, 2013, "Turing's Economics. A Birth Centennial Homage," Economia politica, Società editrice il Mulino, issue 1, pages 13-32.
• De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel, 2013, "¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 223-252, octubre-d.
• Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013, "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers, National Bureau of Economic Research, Inc, number 18704, Jan.
• Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013, "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18709, Jan.
• Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013, "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers, National Bureau of Economic Research, Inc, number 18714, Jan.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wage Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 18719, Jan.
• B. Douglas Bernheim & Debraj Ray & Sevin Yeltekin, 2013, "Poverty and Self-Control," NBER Working Papers, National Bureau of Economic Research, Inc, number 18742, Jan.
• Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013, "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers, National Bureau of Economic Research, Inc, number 19034, 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 19326, Aug.
• Nicholas Economides & Benjamin Hermalin, 2013, "The Strategic Use of Download Limits by a Monopoly Platform," Working Papers, NET Institute, number 13-26, Dec.
• Miriam Rehm & Ali Asjad Naqvi, 2013, "Migration feedback effects in networks: an agent-based model," Working Papers, New School for Social Research, Department of Economics, number 1307, Oct.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Modelling the dynamic effects of transfer policy: the LINDA policy analysis tool," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 405, Mar.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 406, Mar.
• Paolo Lucchino & Dr Justin van de Ven, 2013, "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 417, Dec.
• Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013, "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 184, Jul.
• Droj Laurentiu & Droj Gabriela, 2013, "Sensitivity Assessment Modelling In European Funded Projects Proposed By Romanian Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 361-371, December.
• Dan Farhat, 2013, "The Economics of Vampires: An Agent-based Perspective," Working Papers, University of Otago, Department of Economics, number 1301, Jan, revised Jan 2013.
• P. Dorian Owen & Nicholas King, 2013, "Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length," Working Papers, University of Otago, Department of Economics, number 1309, Jul, revised Jul 2013.
• Stefania Vitali & Gabriele Tedeschi & Mauro Gallegati, 2013, "The impact of classes of innovators on technology, financial fragility, and economic growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 22, issue 4, pages 1069-1091, August.
• Roman Liesenfeld & Guilherme V. Moura & Jean-François Richard & Hariharan Dharmarajan, 2013, "Efficient Likelihood Evaluation of State-Space Representations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 538-567.
• Michael Hanias & Lykourgos Magafas & P. Konstantaki, 2013, "Non Linear Analysis Of S&P Index," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 8, issue 4, pages 125-135, December, DOI: 10.12775/EQUIL.2013.030.
• Mário Amorim Lopes & Fernando A. C. C. Fontes & Dalila A. C. C. Fontes, 2013, "Optimal Control of Infinite-Horizon Growth Models — A direct approach," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 506, Oct.
• Cristina Matias & Pedro Campos, 2013, "A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 511, Oct.
• Parrini, Alessandro, 2013, "Importance Sampling for Portfolio Credit Risk in Factor Copula Models," MPRA Paper, University Library of Munich, Germany, number 103745, Aug.
• Mossadak, Anas, 2013, "Monetary and Fiscal Policy in an Estimated DSGE Model for Morocco," MPRA Paper, University Library of Munich, Germany, number 104579, revised 2013.
• Mavrotas, George & Florios, Kostas, 2013, "An improved version of the augmented epsilon-constraint method (AUGMECON2) for finding the exact Pareto set in Multi-Objective Integer Programming problems," MPRA Paper, University Library of Munich, Germany, number 105034.
• Saglam, Ismail, 2013, "Simple heuristics as equilibrium strategies in mutual sequential mate search," MPRA Paper, University Library of Munich, Germany, number 44222, Jan.