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

• 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.

2013

• 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, DOI: 10.1016/j.jedc.2014.11.001.
• 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.
• Pape, Andreas & Kurtz, Kenneth, 2013, "Evaluating Case-based Decision Theory: Predicting Empirical Patterns of Human Classification Learning (Extensions)," MPRA Paper, University Library of Munich, Germany, number 45206, Mar.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013, "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper, University Library of Munich, Germany, number 46250.
• Russo, Alberto, 2013, "Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework," MPRA Paper, University Library of Munich, Germany, number 46578, Mar.
• Bell, Peter N, 2013, "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper, University Library of Munich, Germany, number 46701, Mar.
• Zhang, Lin, 2013, "Model projections and policy reviews for energy saving in China's service sector," MPRA Paper, University Library of Munich, Germany, number 47061.
• Attar, M. Aykut, 2013, "Growth and Demography in Turkey: Economic History vs. Pro-Natalist Rhetoric," MPRA Paper, University Library of Munich, Germany, number 47275, May.
• Artzrouni, Marc & Tramontana, Fabio, 2013, "The debt trap: a two-compartment train wreck," MPRA Paper, University Library of Munich, Germany, number 47578, Jun.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Todorova, Tamara, 2013, "An Easy Way to Teach First-order Linear Differential and Difference Equations with a Constant Term and a Constant Coefficient," MPRA Paper, University Library of Munich, Germany, number 48187, Jul.
• Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013, "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 48204, Jul.
• Behrooz Hassani-Mahmooei, Behrooz & Vahabi, Mehrdad, 2013, "Identity, Authority and Evolution of Order: the trajectory of dueling simulated," MPRA Paper, University Library of Munich, Germany, number 48219, Jan, revised 10 Jul 2013.
• Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013, "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper, University Library of Munich, Germany, number 49616.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper, University Library of Munich, Germany, number 49921, Sep.
• Barnett, William & Ghosh, Taniya, 2013, "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper, University Library of Munich, Germany, number 50131, Sep.
• Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013, "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 51013, Oct.
• Emura, Takeshi & Lin, Yi-Shuan, 2013, "A comparison of normal approximation rules for attribute control charts," MPRA Paper, University Library of Munich, Germany, number 51029, Aug.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013, "Financialisation and Crisis in an Agent Based Macroeconomomic Model," MPRA Paper, University Library of Munich, Germany, number 51074, Oct.
• Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013, "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 51528, Jun.
• Kakarot-Handtke, Egmont, 2013, "The Ideal Economy: A Prototype," MPRA Paper, University Library of Munich, Germany, number 51582, Nov.
• Sambracos, Evangelos & Ramfou, Irene, 2013, "The effect of freight transport time changes on the performance of manufacturing companies," MPRA Paper, University Library of Munich, Germany, number 51842, Sep.
• Kakarot-Handtke, Egmont, 2013, "Say’s Law: A Rigorous Restatement," MPRA Paper, University Library of Munich, Germany, number 52550, Dec.
• Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
• Angle, John, 2013, "How To Win Acceptance Of The Inequality Process As Economics?," MPRA Paper, University Library of Munich, Germany, number 52887, Aug.
• Arslan, Mehmet Oğuz & İcan, Özgür, 2013, "The Effects Of Neighborhood On Tax Compliance Rates: Evidence From An Agent Based Model," MPRA Paper, University Library of Munich, Germany, number 64042.
• Amir, Hidayat & Nugroho, Anda, 2013, "Development of Web-Based CGE Model for Tax Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 66300, Jul.
• KIKOMBA KAHUNGU, Michaël & MABELA MAKENGO MATENDO, Rostin & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic & OKITONYUMBE Y.F, Joseph, 2013, "Les fondements mathématiques pour une aide à la décision du réseau de transport aérien : cas de la République Démocratique du Congo
  [Mathematical Foundation for Air Traffic Network Decision Aid : Case of Democratic Republic of the Congo]," MPRA Paper, University Library of Munich, Germany, number 68533, Jan, revised Mar 2013.
• Mayo, Robert, 2013, "Can Prospect Theory Explain Market Calendar Effects?," MPRA Paper, University Library of Munich, Germany, number 96719, Dec.
• Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
• Pramod Dasan, 2013, "Small & Medium Enterprise Assessment in Czech Republic & Russia Using Marketing Analytics Methodology," Central European Business Review, Prague University of Economics and Business, volume 2013, issue 4, pages 39-49, DOI: 10.18267/j.cebr.63.
• Dobromił Serwa, 2013, "Measuring Non-Performing Loans During (and After) Credit Booms," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 3, pages 163-183, September.
• Olli Kärkkäinen, 2013, "Revealed preferences for redistribution and government’s elasticity expectations," Working Papers, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE, number 284, Feb.
• Andreas Noack Jensen & Morten Ø. Nielsen, 2013, "A Fast Fractional Difference Algorithm," Working Paper, Economics Department, Queen's University, number 1307, Apr.
• P Dorian Owen & Nicholas King, 2013, "Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length," NCER Working Paper Series, National Centre for Econometric Research, number 92, Jul.
• Mariano Kulish & Adrian Pagan, 2013, "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series, National Centre for Econometric Research, number 94, Oct.
• Mariano Kulish & Adrian Pagan, 2013, "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-11, Sep.
• Giulio Fella, 2013, "Code and data files for "A generalized endogenous grid method for non-smooth and non-concave problems"," Computer Codes, Review of Economic Dynamics, number 11-275, revised .
• Joachim Bertsch & Christian Growitsch & Stefan Lorenczik & Stephan Nagl, 2013, "Flexibility in Europe's Power Sector - an Additional Requirement or an Automatic Complement?," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2013-10, Jun.
• Dospinescu, Andrei Silviu & Mitrofan, Maria, 2013, "The Interaction Of Structural Changes With Inflation in the Presence of Symetric and Asymetric Economic Behaviours – Evidence from a General Dynamic Intersectoral Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 87-100, June.
• M. Alejandro Cardenete & M. Carmen Lima & Ferran Sancho, 2013, "Are There Key Sectors? An Appraisal Using Applied General Equilibrium," The Review of Regional Studies, Southern Regional Science Association, volume 43, issue 2,3, pages 111-129, Winter.
• Lion Hirth, 2013, "The Market Value of Variable Renewables. The Effect of Solar and Wind Power Variability on their Relative Price," RSCAS Working Papers, European University Institute, number 2013/36, May.
• Nicolas Marciales Parra, 2013, "A mathematical model for consumers based on aspiration adaptation theory and bounded rationality," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 5, issue 1, pages 136-143, June.
• John Angle, 2013, "How to Win Acceptance of the Inequality Process as Economics?," IIM Kozhikode Society & Management Review, , volume 2, issue 2, pages 117-134, July, DOI: 10.1177/2277975213507831.
• Maria-Augusta Miceli & Federico Cecconi & Giovanni Cerulli, 2013, "Walrasian Tatonnement by Sequential Pairwise Trading: Convergence and Welfare Implications," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 161, Mar.
• Frank Hespeler & Marco M. Sorge, 2013, "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 339, Sep.
• Rincón García, Eric Alfredo & Magno Rico, Luis Fernando, 2013, "Disminución del riesgo electoral mediante un algoritmo híbrido," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 7-22, enero-jun.
• Robert Oleschak & Thomas Nellen, 2013, "Does SIC need a heart pacemaker?," Working Papers, Swiss National Bank, number 2013-10.
• Ivan Breskovic & Ivona Brandic & Jorn Altmann, 2013, "Maximizing Liquidity in Cloud Markets through Standardization of Computational Resources," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013100, Feb, revised Feb 2013.
• Mohammad Mahdi Kashef & Azamat Uzbekov & Jorn Altmann & Matthias Hovestadt, 2013, "Comparison of Two Yield Management Strategies for Cloud Service Providers," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013103, May, revised May 2013.
• Ivan Savin & Abiodun Egbetokun, 2013, "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-022, May.
• Nikolaos Chr. Kakogiannis, 2013, "Decision Making in Energy Market with Producers with Different Profiles," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 63, issue 1-2, pages 75-93, June.
• J. Cansino & M. Cardenete & J. Gonzalez & M. P. Pablo-Romero, 2013, "Economic impacts of solar thermal electricity technology deployment on Andalusian productive activities: a CGE approach," The Annals of Regional Science, Springer;Western Regional Science Association, volume 50, issue 1, pages 25-47, February, DOI: 10.1007/s00168-011-0471-3.
• Riccardo Bramante & Gimmi Dallago, 2013, "An efficient method of evaluating portfolio risk and return," Computational Statistics, Springer, volume 28, issue 3, pages 1351-1363, June, DOI: 10.1007/s00180-012-0362-9.
• Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve, 2013, "The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods," Computational Statistics, Springer, volume 28, issue 4, pages 1725-1748, August, DOI: 10.1007/s00180-012-0376-3.
• Mauro Rosestolato & Tiziano Vargiolu & Giovanna Villani, 2013, "Robustness for path-dependent volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 2, pages 137-167, November, DOI: 10.1007/s10203-012-0128-4.
• Herbert Dawid & Simon Gemkow & Philipp Harting & Michael Neugart, 2013, "Labor Market Integration Policies and The Convergence of Regions: The Role of Skills and Technology Diffusion," Economic Complexity and Evolution, Springer, in: Guido Buenstorf & Uwe Cantner & Horst Hanusch & Michael Hutter & Hans-Walter Lorenz & Fritz Rahmeyer, "The Two Sides of Innovation", DOI: 10.1007/978-3-319-01496-8_9.
• Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni, 2013, "Technological Regimes and Demand Structure in the Evolution of the Pharmaceutical Industry," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Esben Sloth Andersen, "Long Term Economic Development", DOI: 10.1007/978-3-642-35125-9_4.
• Björn Stollenwerk & Afschin Gandjour & Markus Lüngen & Uwe Siebert, 2013, "Accounting for increased non-target-disease-specific mortality in decision-analytic screening models for economic evaluation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 6, pages 1035-1048, December, DOI: 10.1007/s10198-012-0454-z.
• Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2013, "Null models of economic networks: the case of the world trade web," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 75-107, April, DOI: 10.1007/s11403-012-0104-7.
• Shira Fano & Marco LiCalzi & Paolo Pellizzari, 2013, "Convergence of outcomes and evolution of strategic behavior in double auctions," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 513-538, July, DOI: 10.1007/s00191-011-0226-4.
• Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013, "Efficiency of continuous double auctions under individual evolutionary learning with full or limited information," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 539-573, July, DOI: 10.1007/s00191-011-0230-8.
• Ingrid Kubin & Laura Gardini, 2013, "Border collision bifurcations in boom and bust cycles," Journal of Evolutionary Economics, Springer, volume 23, issue 4, pages 811-829, September, DOI: 10.1007/s00191-012-0300-6.
• João Bernardino & Tanya Araújo, 2013, "On positional consumption and technological innovation: an agent-based model," Journal of Evolutionary Economics, Springer, volume 23, issue 5, pages 1047-1071, November, DOI: 10.1007/s00191-013-0317-5.
• Péter Biró & Gethin Norman, 2013, "Analysis of stochastic matching markets," International Journal of Game Theory, Springer;Game Theory Society, volume 42, issue 4, pages 1021-1040, November, DOI: 10.1007/s00182-012-0352-8.
• Sergio Rey & Richard Smith, 2013, "A spatial decomposition of the Gini coefficient," Letters in Spatial and Resource Sciences, Springer, volume 6, issue 2, pages 55-70, July, DOI: 10.1007/s12076-012-0086-z.
• Hyunseok Park & Janghyeok Yoon & Kwangsoo Kim, 2013, "Identification and evaluation of corporations for merger and acquisition strategies using patent information and text mining," Scientometrics, Springer;Akadémiai Kiadó, volume 97, issue 3, pages 883-909, December, DOI: 10.1007/s11192-013-1010-z.
• Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013, "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers, School of Economics, The University of New South Wales, number 2013-18, Jun.
• Robert E. Marks, 2013, "Validation and Functional Complexity," Discussion Papers, School of Economics, The University of New South Wales, number 2013-30, Oct.
• Martin de Wit & Matthew Kuperus Heun & Douglas J Crookes, 2013, "An overview of salient factors, relationships and values to support integrated energy-economic systems dynamic modelling," Working Papers, Stellenbosch University, Department of Economics, number 02/2013.
• Xiaoyong Cui & Liutang Gong & Xiaojun Zhao & Heng-fu Zou, 2013, "The Z -transform method for multidimensional dynamic economic systems," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 11, pages 1081-1088, July, DOI: 10.1080/13504851.2013.787156.
• Marja Riihelä & Risto Sullström & Matti Tuomala, 2013, "Top Incomes and Top Tax Rates : Implications for Optimal Taxation of Top Incomes in Finland," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1388, Mar.
• Alexeev, Vitali & Tapon, Francis, 2013, "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-16, Nov, revised 20 Nov 2013.
• Alexeev, Vitali & Dungey, Mardi, 2013, "Equity portfolio diversification with high frequency data," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Nov, revised 01 Nov 2013.
• David Kendrick & George Shoukry, 2013, "Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130208, Feb.
• Simon A. Broda, 2013, "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-001/III, Jan.
• Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013, "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-043/I, Mar.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-069/III, May.
• Bernd Heidergott & Warren Volk-Makarewicz, 2013, "A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-082/III, Jun.
• Radislav Vaisman & Zdravko Botev & Ad Ridder, 2013, "Sequential Monte Carlo for Counting Vertex Covers in General Graphs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-122/III, Aug.
• Zdravko Botev & Ad Ridder & Leonardo Rojas-Nandayapa, 2013, "Semiparametric Cross Entropy for Rare-Event Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-127/III, Sep.