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

• Kollmann, Robert, 2013, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9469, May.
• Wei Ma & Chuangyin Dang, 2013, "The Optimal Price of Default," Annals of Economics and Finance, Society for AEF, volume 14, issue 1, pages 145-167, May.
• Moss, Charles B. & Schmitz, Andrew, 2013, "Positive and Negative Externalities in Agricultural Production: The Case of Adena Springs Ranch," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 3, pages 401-409, August.
• Dawid, Herbert & Gemkow, Simon & Harting, Philipp & Neugart, Michael, 2013, "Labor market integration policies and the convergence of regions: the role of skills and technology diffusion," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 63664.
• Maria NEAGU & Valentin MARIN, 2013, "The Analysis of the Customer Request Processing in a Financial Institution," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 5-12.
• Hong Lan & Alexander Meyer-Gohde, 2013, "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 196, revised .
• Hong Lan & Alexander Meyer-Gohde, 2013, "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 197, revised .
• Timo Trimborn, 2013, "Matlab code for "Solution of continuous-time dynamic models with inequality constraints"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 198, revised .
• Lilia Maliar & Serguei Maliar, 2013, "Envelope Condition Method and Endogenous Grid Method (EGM) for the neoclassical growth model with elastic labor supply in "Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 204, revised .
• Nico Pestel & Eric Sommer, 2013, "Shifting Taxes from Labor to Consumption: Efficient, but Regressive?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 624.
• Claudia Kemfert & Thure Traber, 2013, "Verteilungseffekte von Kapazitätsmechanismen: auf den Typ kommt es an," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 48, pages 17-24.
• Robert Kollmann, 2013, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-24, May.
• Alexandrova-Kabadjova, Biliana & Negrín, José Luis, 2009, "What drives the network’s growth? An agent-based study of the payment card market," Working Paper Series, European Central Bank, number 1143, Dec.
• Lombardo, Giovanni, 2010, "On approximating DSGE models by series expansions," Working Paper Series, European Central Bank, number 1264, Nov.
• Tristani, Oreste & Amisano, Gianni, 2011, "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series, European Central Bank, number 1341, May.
• Weese, Eric, 2013, "Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations," Working Papers, Yale University, Department of Economics, number 113, Apr.
• Imen Mahmoud & Kamel Naoui & Hatem Jemmali, 2013, "Study of Speculative Bubbles: The Contribution of Approximate Entropy," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 683-693.
• Matthew Gould & Matthew D. Rablen, 2013, "Equitable Representation in the Councils of the United Nations: Theory and Application," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 13-07, Nov.
• Dennis, Richard, 2013, "Imperfect Credibility and Robust Monetary Policy," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-78.
• Fürsch, Michaela & Hagspiel, Simeon & Jägemann, Cosima & Nagl, Stephan & Lindenberger, Dietmar & Tröster, Eckehard, 2013, "The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050," Applied Energy, Elsevier, volume 104, issue C, pages 642-652, DOI: 10.1016/j.apenergy.2012.11.050.
• Fukushima, Kenichi & Waki, Yuichiro, 2013, "A polyhedral approximation approach to concave numerical dynamic programming," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2322-2335, DOI: 10.1016/j.jedc.2013.06.001.
• Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013, "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2562-2581, DOI: 10.1016/j.jedc.2013.06.010.
• Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013, "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2623-2642, DOI: 10.1016/j.jedc.2013.06.015.
• Lan, Hong & Meyer-Gohde, Alexander, 2013, "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2643-2667, DOI: 10.1016/j.jedc.2013.06.014.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2013, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 195-209, DOI: 10.1016/j.jedc.2012.08.001.
• Pál, Jenő & Stachurski, John, 2013, "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 251-264, DOI: 10.1016/j.jedc.2012.08.003.
• Hernandez, Kolver, 2013, "A system reduction method to efficiently solve DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 571-576, DOI: 10.1016/j.jedc.2012.09.013.
• Schlögl, Erik, 2013, "Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 611-632, DOI: 10.1016/j.jedc.2012.10.001.
• Zhang, Yuzhe, 2013, "Characterization of a risk sharing contract with one-sided commitment," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 794-809, DOI: 10.1016/j.jedc.2012.11.005.
• Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai, 2013, "Asian and Australian options: A common perspective," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1001-1018, DOI: 10.1016/j.jedc.2013.01.006.
• Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2013, "Second-order approximation of dynamic models with time-varying risk," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1231-1247, DOI: 10.1016/j.jedc.2013.03.007.
• Gauvin, Laetitia & Vignes, Annick & Nadal, Jean-Pierre, 2013, "Modeling urban housing market dynamics: Can the socio-spatial segregation preserve some social diversity?," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1300-1321, DOI: 10.1016/j.jedc.2013.03.001.
• Ladley, Daniel, 2013, "Contagion and risk-sharing on the inter-bank market," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1384-1400, DOI: 10.1016/j.jedc.2013.03.009.
• Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2013, "An assessment of the Stability and Growth Pact reform in a small-scale macro-framework," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1567-1580, DOI: 10.1016/j.jedc.2013.04.016.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013, "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1626-1640, DOI: 10.1016/j.jedc.2013.02.008.
• Kaeck, Andreas, 2013, "Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1872-1888, DOI: 10.1016/j.jedc.2013.04.008.
• Foti, Nicholas J. & Pauls, Scott & Rockmore, Daniel N., 2013, "Stability of the World Trade Web over time – An extinction analysis," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1889-1910, DOI: 10.1016/j.jedc.2013.04.009.
• Hassani-Mahmooei, Behrooz & Parris, Brett W., 2013, "Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach," Economic Modelling, Elsevier, volume 30, issue C, pages 183-192, DOI: 10.1016/j.econmod.2012.08.020.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Pratt, Stephen & Blake, Adam & Swann, Peter, 2013, "Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy," Economic Modelling, Elsevier, volume 32, issue C, pages 429-439, DOI: 10.1016/j.econmod.2013.02.034.
• Lin, Shao-Bin & Chen, Chun-Da, 2013, "Applying the Model Order Reduction method to a European option pricing model," Economic Modelling, Elsevier, volume 33, issue C, pages 533-536, DOI: 10.1016/j.econmod.2013.03.014.
• Salle, Isabelle & Yıldızoğlu, Murat & Sénégas, Marc-Alexandre, 2013, "Inflation targeting in a learning economy: An ABM perspective," Economic Modelling, Elsevier, volume 34, issue C, pages 114-128, DOI: 10.1016/j.econmod.2013.01.031.
• Labuschagne, Coenraad C.A. & Offwood, Theresa M., 2013, "Pricing exotic options using the Wang transform," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 139-150, DOI: 10.1016/j.najef.2012.06.008.
• Berardi, Michele & Galimberti, Jaqueson K., 2013, "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Economics Letters, Elsevier, volume 118, issue 1, pages 139-142, DOI: 10.1016/j.econlet.2012.10.002.
• Tanaka, Ken’ichiro & Toda, Alexis Akira, 2013, "Discrete approximations of continuous distributions by maximum entropy," Economics Letters, Elsevier, volume 118, issue 3, pages 445-450, DOI: 10.1016/j.econlet.2012.12.020.
• Trimborn, Timo, 2013, "Solution of continuous-time dynamic models with inequality constraints," Economics Letters, Elsevier, volume 119, issue 3, pages 299-301, DOI: 10.1016/j.econlet.2013.02.026.
• 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.

2012

• Matt P. Dziubinski, 2012, "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-03, Jan.
• Peter Exterkate, 2012, "Model Selection in Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-10, Feb.
• Richard Dennis, 2012, "Imperfect Credibility and Robust Monetary Policy," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-582, Aug.
• Takashi Kamihigashi & John Stachurski, 2012, "Exact Draws from the Stationary Distribution of Entry-Exit Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-588, Oct.
• Britz, Wolfgang & van Ittersum, Martin K. & Oude Lansink, Alfons G.J.M. & Heckelei, Thomas, None, "Tools for Integrated Assessment in Agriculture. State of the Art and Challenges," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 1, issue 2, pages 1-26, DOI: 10.22004/ag.econ.141966.
• Antoci, Angelo & Borghesi, Simone & Sodini, Mauro, 2012, "ETS and Technological Innovation: A Random Matching Model," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 139508, Oct, DOI: 10.22004/ag.econ.139508.
• Hirth, Lion, 2012, "The Market Value of Variable Renewables," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 122021, Mar, DOI: 10.22004/ag.econ.122021.
• Hirth, Lion & Ueckerdt, Falko, 2012, "Redistribution Effects of Energy and Climate Policy: The Electricity Market," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 142947, Oct, DOI: 10.22004/ag.econ.142947.
• Aghajanzadeh-Darzi, Parisa & Jayet, Pierre-Alain & Domingues, M.J.P, 2012, "Improvement of a bio-economic mathematical programming model in the case of on-farm source inputs and outputs," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126768, DOI: 10.22004/ag.econ.126768.
• Vassalos, Michael & Dillon, Carl R. & Coolong, Tim, 2012, "Choice of Optimal Planting and Marketing Decisions for Fresh Vegetable Producers: A Mathematical Programming Approach," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama, Southern Agricultural Economics Association, number 120016, DOI: 10.22004/ag.econ.120016.