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

2012

• Teruyoshi Kobayashi, 2012, "Diversity among banks may increase systemic risk," Discussion Papers, Graduate School of Economics, Kobe University, number 1213, Aug.
• Varga, Júlia & Hermann, Zoltán, 2012, "A népesség iskolázottságának előrejelzése 2020-ig. Iskolázási mikroszimulációs modell (ISMIK)
  [A Dynamic Microsimulation Model (ISMIK) for projection of the educational attainment of the Hungarian population in 2001-2020]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 854-891.
• Piotr Jelonek, 2012, "Generating Tempered Stable Random Variates from Mixture Representation," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/14, Jun.
• Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012, "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/03, Aug, revised Sep 2013.
• Michele Berardi & Jaqueson K. Galimberti, 2012, "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 170.
• Zamanzadeh, Hamid & Jalali Naini, Ahmad Reza, 2012, "Fiscal dominance and fiscal policy in Iranian economy: A Dynamic Stochastic General Equilibrium approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 5, issue 13, pages 1-34, December.
• Eric Talley & Drew O'Kane, 2012, "The Measure of a MAC: A Machine-Learning Protocol for Analyzing Force Majeure Clauses in M&A Agreements," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 168, issue 1, pages 181-201, March.
• Manuel S. Santos & Adrian Peralta-Alva, 2012, "Ergodic Invariant Distributions for Non-optimal Dynamic Economics," Working Papers, University of Miami, Department of Economics, number 2012-5, Jul.
• Manuel S. Santos & Adrian Peralta-Alva, 2012, "Analysis of Numerical Errors," Working Papers, University of Miami, Department of Economics, number 2012-6, 08.
• Péter Benczúr & Gábor Kátay & Áron Kiss, 2012, "Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/7.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2012, "The optimal short-term management of flexible nuclear plants in a competitive electricity market as a case of competition with reservoir," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12058, Oct.
• Antoine Mandel & Herbert Gintis, 2012, "Stochastic stability in the Scarf economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12066, Oct.
• Antoine Mandel & Herbert Gintis, 2012, "Stochastic stability in the Scarf economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12066r, Oct, revised Jun 2013, DOI: 10.1016/j.mathsocsci.2013.09.002.
• Weihong HUANG & Wanying Wang, 2012, "Price-Volume Relations in Financial Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1209, Sep.
• Richard W. Evans & Laurence J. Kotlikoff & Kerk L. Phillips, 2012, "Game Over: Simulating Unsustainable Fiscal Policy," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Policy after the Financial Crisis".
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers, National Bureau of Economic Research, Inc, number 17890, Mar.
• Richard W. Evans & Laurence J. Kotlikoff & Kerk L. Phillips, 2012, "Game Over: Simulating Unsustainable Fiscal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17917, Mar.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2012, "How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18225, Jul.
• Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2012, "Continuous-Time Methods for Integrated Assessment Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18365, Sep.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2012, "Merging Simulation and Projection Approaches to Solve High-Dimensional Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 18501, Nov.
• Yongyang Cai & Kenneth L. Judd, 2012, "Dynamic Programming with Hermite Approximation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18540, Nov.
• Marcus Hagedorn & Tzuo Hann Law & Iourii Manovskii, 2012, "Identifying Equilibrium Models of Labor Market Sorting," NBER Working Papers, National Bureau of Economic Research, Inc, number 18661, Dec.
• Miriam Rehm & Ali Asjad Naqvi, 2012, "SHELscape: a multi-agent policy toolkit," Working Papers, New School for Social Research, Department of Economics, number 1208, Dec.
• Oscar Afonso & Sara Monteiro & Maria Thompson, 2012, "Innovation Economy, Productive Public Expenditures and Economic Growth," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2012.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012, "Basics of Levy processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W06, Jun.
• Patrick M. Crowley & Tony Schildt, 2012, "An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 1, pages 1-31, DOI: 10.1787/jbcma-2012-5k92snjzsnnr.
• Chirila Emil, 2012, "Financial Stability - The Pre-Requisit Of A Successful Financial Activity," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 671-677, July.
• Droj Laurentiu, 2012, "Financial Performance Analysis Based On The Financial Statements For The Companies Located In The Bihor - Hajdu Bihar Euroregion," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 464-470, December.
• Droj Laurentiu & Droj Gabriela, 2012, "Usage Of Acb-Minind Software In The Cba Analysis For Financing Investment Projects Through European Funding In Correlation With The Financing From The Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 551-556, December.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2012, "Basics of Levy processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 610, Jun.
• Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente, 2012, "Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Ladder Method and Bootstrap," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 14, issue 1, pages 124-136, December.
• Tapia García, Juan Miguel & Del Moral Ávila, María José & Tapia García, Cristóbal & Martínez, María de los Ángeles & Amor Pulido, Raúl, 2012, "Un problema de consenso para problemas de toma de decisiones multicriterio en grupo mediante relaciones de preferencia intervalares difusas lingüísticas || A Consensus Model for Group Multicriteria Decision Making Problems with Interval Fuzzy Prefere," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 14, issue 1, pages 36-53, December.
• Eric Guerci & Fulvio Fontini, 2012, "The Italian Electricity Prices in Year 2025: an Agent-Based Simulation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0130, Jan.
• Guillermo Moloche, 2012, "Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-347.
• Buer, Tobias & Kopfer, Herbert, 2012, "A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction," MPRA Paper, University Library of Munich, Germany, number 36062, Jan.
• Chen, Pu, 2012, "Common Factors and Specific Factors," MPRA Paper, University Library of Munich, Germany, number 36085, Jan.
• Narayanan, K. & Sahu, Santosh Kumar, 2012, "Energy Consumption Response to Climate Change under Globalization: Options for India," MPRA Paper, University Library of Munich, Germany, number 36366.
• Calzolari, Giorgio, 2012, "Econometric notes," MPRA Paper, University Library of Munich, Germany, number 36765, Jan.
• Mishra, SK, 2012, "A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization," MPRA Paper, University Library of Munich, Germany, number 37625, Mar.
• Nwaobi, Godwin, 2012, "Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model," MPRA Paper, University Library of Munich, Germany, number 38167, Apr.
• Mishra, SK, 2012, "Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores," MPRA Paper, University Library of Munich, Germany, number 39088, May.
• Kangpenkae, Popon, 2012, "Kullback-Leibler Simplex," MPRA Paper, University Library of Munich, Germany, number 39494, Jun.
• Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
• Bessenyei, István & Horváth, Márton, 2012, "Economic growth with incomplete financial discipline," MPRA Paper, University Library of Munich, Germany, number 40358.
• Mishra, SK, 2012, "Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics," MPRA Paper, University Library of Munich, Germany, number 40615, Aug.
• Sinha, Pankaj & Bansal, Vishakha, 2012, "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper, University Library of Munich, Germany, number 40811, Jul.
• Halkos, George & Tsilika, Kyriaki, 2012, "Stability analysis in economic dynamics: A computational approach," MPRA Paper, University Library of Munich, Germany, number 41371, Jul.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012, "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 42211, Oct.
• Zhang, Yuzhe, 2012, "Characterization of a Risk Sharing Contract with One-Sided Commitment," MPRA Paper, University Library of Munich, Germany, number 42820, Nov, revised Aug 2012.
• LI, Wu, 2012, "A Study on the Dynamics of Interest Rate," MPRA Paper, University Library of Munich, Germany, number 42840, Jun.
• Halkos, George & Tsilika, Kyriaki, 2012, "Programming identification criteria in simultaneous equation models," MPRA Paper, University Library of Munich, Germany, number 43467.
• Halkos, George & Tsilika, Kyriaki, 2012, "Constructing a Generator of Matrices with Pattern," MPRA Paper, University Library of Munich, Germany, number 43614.
• Aroche-Reyes, Fidel & García Muñiz, Ana Salomé, 2012, "Modelling economic structures from a Qualitative Input-Output Perspective: Greece in 2005 and 2010," MPRA Paper, University Library of Munich, Germany, number 44415.
• Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Why might climate change not cause conflict? an agent-based computational response," MPRA Paper, University Library of Munich, Germany, number 44918, Nov.
• Hassani Mahmooei, Behrooz & Parris, Brett, 2012, "Dynamics of effort allocation and evolution of trust: an agent-based model," MPRA Paper, University Library of Munich, Germany, number 44919, Jul.
• Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria, 2012, "Income Transfer as Model of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 45494, Dec.
• Schuster, Stephan, 2012, "Applications in Agent-Based Computational Economics," MPRA Paper, University Library of Munich, Germany, number 47201, Jan.
• Lin, Hwan C., 2012, "Switching from Patents to an Intertemporal Bounty in a Non-Scale Growth Model: Transitional Dynamics and Welfare Evaluation," MPRA Paper, University Library of Munich, Germany, number 49782, Dec, revised 12 Sep 2013.
• Mukherjee, Krishnendu & Sarkar, Bijon & Bhattacharyya, Ardhendu, 2012, "Supplier selection by F-compromise method: a case study of cement industry of NE India," MPRA Paper, University Library of Munich, Germany, number 57786, revised 2013.
• Giovanis, Eleftherios, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper, University Library of Munich, Germany, number 71218, Mar.
• Calzolari, Giorgio, 2012, "Econometric notes," MPRA Paper, University Library of Munich, Germany, number 71440, Jan.
• Beg, Ismat & Rashid, Tabasam, 2012, "Multi-criteria of Bike Purchasing Using Fuzzy Choquet Integral," MPRA Paper, University Library of Munich, Germany, number 96022, Jul, revised 15 Jul 2013.
• Petra Buzková & Petr Teplý, 2012, "Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 30-49, DOI: 10.18267/j.pep.409.
• Phil Wild & William Paul Bell & John Foster, 2012, "Impact of Carbon Prices: State Production Trends, Inter-state Trade and Carbon Emission Reduction Outcomes in the NEM over the period 2007- 2009," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 6-2012, Apr.
• Mariano Kulish & Adrian Pagan, 2012, "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2012-08, Dec.
• Carol Alexander & Daniel Ledermann, 2012, "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-09, May.
• Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012, "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 2, pages 188-206, April, DOI: 10.1016/j.red.2011.10.001.
• Harold Cole & Felix Kubler, 2012, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 479-500, October, DOI: 10.1016/j.red.2012.05.001.
• Antonella Tutino & Anton Cheremukhin, 2012, "Asymmetric Firm Dynamics under Rational Inattention," 2012 Meeting Papers, Society for Economic Dynamics, number 161.
• Muehlenbachs, Lucija, 2012, "Testing for Avoidance of Environmental Obligations," RFF Working Paper Series, Resources for the Future, number dp-12-12, Feb.
• Stephan Nagl & Michaela F√ºrsch & Dietmar Lindenberger, 2012, "The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-1, Jan.
• Michaela F√ºrsch & Simeon Hagspiel & Cosima J√§gemann & Stephan Nagl & Dietmar Lindenberger & Eckehard Tr√∂ster, 2012, "The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-4, Mar.
• Michaela F√ºrsch & Stephan Nagl & Dietmar Lindenberger, 2012, "Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-8, May.
• Barbara Burstedde, 2012, "From Nodal to Zonal Pricing - A Bottom-Up Approach to the Second-Best," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-9, Jul.
• Karolina Konopczak & Jakub Skibicki, 2012, "Mikrosymulacyjny model podatkowo-zasiłkowy Ministerstwa Finansów – dokumentacja," MF Working Papers, Ministry of Finance in Poland, number 33, Apr.
• Jolanta BLASZCZUK & Zbigniew POZORSKI, 2012, "Analytical and Numerical Models of Sandwich Panel taking into Account Wrinkling Phenomenon," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 238-244, November.
• Christos Shiamptanis, 2012, "Risk Assessment Under a Non-linear Fiscal Rule," Working Papers, Toronto Metropolitan University, Department of Economics, number 038, Nov.
• Nicole A. Mathys & Philippe Thalmann & Marc Vielle, 2012, "Modelling Contributions to the Swiss Energy and Environmental Challenge," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue II, pages 97-109, June.
• Andrea Herbst & Felipe Andrés Toro & Felix Reitze & Eberhard Jochem, 2012, "Introduction to Energy Systems Modelling," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue II, pages 111-135, June.
• Lucas Bretschger & Roger Ramer, 2012, "Sectoral Growth Effects of Energy Policies in an Increasing-Varieties Model of the Swiss Economy," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue II, pages 137-166, June.
• Michał Bernardelli, 2012, "Metoda szybkiej aktualizacji dekompozycji QR dla modeli liniowej regresji," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 27, pages 55-68.
• Michael Koenig, 2012, "The Formation of Networks with Local Spillovers and Limited Observability," Discussion Papers, Stanford Institute for Economic Policy Research, number 11-004, Jan.
• Michael Koenig & Claudio Tessone & Yves Zenou, 2012, "Nestedness in Networks: A Theoretical Model and Some Applications," Discussion Papers, Stanford Institute for Economic Policy Research, number 11-003, Jan.
• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Selam Abrham Gebregiorgis & Jorn Altmann, 2012, "IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201295, Jun, revised Jun 2012.
• Ivan Breskovic & Jorn Altmann & Ivona Brandic, 2012, "Creating Standardized Products for Electronic Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201296, Sep, revised Sep 2012.
• Gabriel Garber & Eduardo A. Haddad, 2012, "Target Fitting and Robustness Analysis in CGE Models," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_14, Aug.
• Manfred Gilli & Enrico Schumann, 2012, "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, volume 193, issue 1, pages 129-158, March, DOI: 10.1007/s10479-011-0862-y.
• Maria Llop, 2012, "The role of saving and investment in a SAM price model," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 1, pages 339-357, February, DOI: 10.1007/s00168-010-0403-7.
• Mark Birkin & Graham Clarke, 2012, "The enhancement of spatial microsimulation models using geodemographics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 2, pages 515-532, October, DOI: 10.1007/s00168-011-0472-2.
• Walailuck Chavanasporn & Christian-Oliver Ewald, 2012, "Privatization of businesses and flexible investment: a real option approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 1, pages 75-89, May, DOI: 10.1007/s10203-011-0115-1.
• Werner Hürlimann, 2012, "Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 171-202, November, DOI: 10.1007/s10203-011-0117-z.
• Cassio Neri & Lorenz Schneider, 2012, "Maximum entropy distributions inferred from option portfolios on an asset," Finance and Stochastics, Springer, volume 16, issue 2, pages 293-318, April, DOI: 10.1007/s00780-011-0167-7.
• John Schoenmakers, 2012, "A pure martingale dual for multiple stopping," Finance and Stochastics, Springer, volume 16, issue 2, pages 319-334, April, DOI: 10.1007/s00780-010-0149-1.
• Franck Galtier & François Bousquet & Martine Antona & Pierre Bommel, 2012, "Markets as communication systems," Journal of Evolutionary Economics, Springer, volume 22, issue 1, pages 161-201, January, DOI: 10.1007/s00191-011-0225-5.
• Herbert Dawid & Simon Gemkow & Philipp Harting & Michael Neugart, 2012, "Labor market integration policies and the convergence of regions: the role of skills and technology diffusion," Journal of Evolutionary Economics, Springer, volume 22, issue 3, pages 543-562, July, DOI: 10.1007/s00191-011-0245-1.
• Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni, 2012, "Technological regimes and demand structure in the evolution of the pharmaceutical industry," Journal of Evolutionary Economics, Springer, volume 22, issue 4, pages 677-709, September, DOI: 10.1007/s00191-012-0285-1.
• Marco Valente, 2012, "Evolutionary demand: a model for boundedly rational consumers," Journal of Evolutionary Economics, Springer, volume 22, issue 5, pages 1029-1080, November, DOI: 10.1007/s00191-012-0290-4.
• Péter Biró & Walter Kern & Daniël Paulusma, 2012, "Computing solutions for matching games," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 1, pages 75-90, February, DOI: 10.1007/s00182-011-0273-y.
• Bernd Meyer & Mark Meyer & Martin Distelkamp, 2012, "Modeling green growth and resource efficiency: new results," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 24, issue 2, pages 145-154, June, DOI: 10.1007/s13563-011-0008-3.
• Hyunseok Park & Janghyeok Yoon & Kwangsoo Kim, 2012, "Identifying patent infringement using SAO based semantic technological similarities," Scientometrics, Springer;Akadémiai Kiadó, volume 90, issue 2, pages 515-529, February, DOI: 10.1007/s11192-011-0522-7.
• Janghyeok Yoon & Kwangsoo Kim, 2012, "Detecting signals of new technological opportunities using semantic patent analysis and outlier detection," Scientometrics, Springer;Akadémiai Kiadó, volume 90, issue 2, pages 445-461, February, DOI: 10.1007/s11192-011-0543-2.
• Patrizia Stucchi & Giorgio Dominese, 2012, "Evolution of Equity Market Risk During the Crisis: Europe, Americas and Asia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 2, pages 163-178, November, DOI: 10.1007/s11300-012-0238-2.
• Tom Holden & Michael Paetz, 2012, "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1612, Oct.
• Burkhard Heer & Alfred Maußner, 2012, "Log-normal approximation of the equity premium in the production model," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 407-412, March, DOI: 10.1080/13504851.2011.581201.
• Manuel Alejandro Cardenete & Ferran Sancho, 2012, "The Role Of Supply Constraints In Multiplier Analysis," Economic Systems Research, Taylor & Francis Journals, volume 24, issue 1, pages 21-34, June, DOI: 10.1080/09535314.2011.615824.
• Christian Kascha, 2012, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 3, pages 297-324, DOI: 10.1080/07474938.2011.607343.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1227.
• K. Vela Velupillai, 2012, "Turing’s Economics-- A Birth Centennial Homage," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1224.
• Concetta Sorropago, 2012, "Incentive Design and Manager Performances: an ABM Approach," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 008, May.
• Barbero, Javier & Zofío, José Luis, 2012, "The multiregional core-periphery model: The role of the spatial topology," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/12, Nov.
• Amedeo Spadaro & Lucia Mangiavacchi & Luca Piccoli, 2012, "Optimal taxation, social contract, and the four worlds of welfare capitalism," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 51.
• Sylvain Barde, 2012, "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics, School of Economics, University of Kent, number 1202, Jan.
• Vilmos Komornik & Christelle Viauroux, 2012, "Conditional Stable Matchings," UMBC Economics Department Working Papers, UMBC Department of Economics, number 12-03, May.
• Galtier, F. & Bousquet, F. & Antona, M. & Bommel, P., 2012, "Markets as communication systems. Simulating and assessing the performance of market networks," Working Papers MoISA, UMR MoISA : Montpellier Interdisciplinary center on Sustainable Agri-food systems (social and nutritional sciences): CIHEAM-IAMM, CIRAD, INRAE, L'Institut Agro, Montpellier SupAgro, IRD - Montpellier, France, number 201202.
• Angel A. Juan & Helena Ramalhinho-Lourenço & Manuel Mateo & Quim Castellà & Barry B. Barrios, 2012, "ILS-ESP: An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1319, Feb.
• Luciano Stefanini & Barnab?s Bede, 2012, "Some notes on generalized Hukuhara differentiability of interval-valued functions and interval differential equations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1208, revised 2012.
• Barnab?s Bede & Luciano Stefanini, 2012, "Generalized Differentiability of Fuzzy-valued Functions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1209, revised 2012.
• Luciano Stefanini & Barnab?s Bede, 2012, "Generalized Fuzzy Differentiability with LU-parametric Representation," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1210, revised 2012.
• Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
• Audrino, Francesco & Knaus, Simon, 2012, "Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1224, Nov.
• Roman Å PERKA, 2012, "Agent-Based Design Of Business Intelligence System Architecture," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 3(21)/ Fa, pages 326-333.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 306, Mar.
• Francesco Bertoluzzo & Marco Corazza, 2012, "Reinforcement Learning for automatic financial trading: Introduction and some applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:33, revised 2012.
• Martina Nardon & Paolo Pianca, 2012, "Prospect theory: An application to European option pricing," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:34.
• Diana Barro & Elio Canestrelli, 2012, "Downside risk in multiperiod tracking error models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_17.
• Diana Barro & Elio Canestrelli, 2012, "Dynamic tracking error with shortfall control using stochastic programming," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_18, revised 2012.
• Paolo Pellizzari & Dino Rizzi, 2012, "Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_24, revised 2012.
• Martina Nardon & Paolo Pianca, 2012, "Extracting information on implied volatilities and discrete dividends from American options prices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_25.
• Mariya Teteryatnikova, 2012, "Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1203, Mar.
• Cinzia Colapinto & Elena Sartori & Marco Tolotti, 2012, "A two-stage model for diffusion of innovations," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 16, Oct.
• Andrea Borghesan & Daniela Favaretto & Francesco Mason, 2012, "Constrained matchings in bipartite graphs," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 22, Nov.
• Tarr, David G., 2012, "Putting services and foreign direct investment with endogenous productivity effects in computable general equilibrium models," Policy Research Working Paper Series, The World Bank, number 6012, Mar.
• Yong Suk Lee, 2012, "Educational Tracking, Residential Sorting, and Intergenerational Mobility," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-06, Nov.
• Ingrid Kubin & Laura Gardini, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp137, Mar.
• Kubin, Ingrid & Gardini, Laura, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 137, Mar.
• Carol Alexander & Andreas Kaeck, 2012, "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 7, pages 609-638, July.
• Dirk J Bezemer, 2012, "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-22, DOI: 10.1142/S0219525912500476.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-15, DOI: 10.1142/S0219024911006553.
• Francis In & Sangbae Kim, 2012, "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, ISBN: ARRAY(0x6df3fd48).
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x6da2ba58).
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hamed Amini & Rama Cont & Andreea Minca, 2012, "Stress Testing The Resilience Of Financial Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Attakrit Asvanunt & Mark Broadie & Suresh Sundaresan, 2012, "Managing Corporate Liquidity: Strategies And Pricing Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• T. R. Bielecki & S. Crépey & M. Jeanblanc & B. Zargari, 2012, "Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2012, "Information-Based Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• René Carmona & Sergey Nadtochiy, 2012, "Tangent Models As A Mathematical Framework For Dynamic Calibration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Patrick Cheridito & Michael Kupper, 2012, "Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Giuseppe Di Graziano & Lorenzo Torricelli, 2012, "Target Volatility Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Damir Filipović & Lane P. Hughston & Andrea Macrina, 2012, "Conditional Density Models For Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hans Föllmer & Irina Penner, 2012, "Monetary Valuation Of Cash Flows Under Knightian Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Emanuela Rosazza Gianin, 2012, "On The Penalty Function And On Continuity Properties Of Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Marco Maggis, 2012, "Conditional Certainty Equivalent," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Pavel V. Gapeev, 2012, "Pricing Of Perpetual American Options In A Model With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Gassiat & Huyên Pham & Mihai Sîrbu, 2012, "Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Alexander Schied, 2012, "Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Tai-Ho Wang, 2012, "The Heat-Kernel Most-Likely-Path Approximation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Glasserman & Qi Wu, 2012, "Forward And Future Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Svante Janson & Sokhna M'Baye & Philip Protter, 2012, "Absolutely Continuous Compensators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dilip B. Madan & Wim Schoutens, 2012, "Conic Finance And The Corporate Balance Sheet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Michael Monoyios & Andrew Ng, 2012, "Optimal Exercise Of An Executive Stock Option By An Insider," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• M. Musiela & T. Zariphopoulou, 2012, "Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jan Obłój & Frédérik Ulmer, 2012, "Performance Of Robust Hedges For Digital Double Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Thorsten Schmidt & Jerzy Zabczyk, 2012, "Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Andrew J. Cassey & Ben O. Smith, 2012, "Simulating Confidence for the Ellison-Glaeser Index," Working Papers, School of Economic Sciences, Washington State University, number 2012-8, Oct.
• Westerhoff, Frank & Franke, Reiner, 2012, "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 88.
• Funke, Michael & Paetz, Michael, 2012, "A DSGE-based assessment of nonlinear loan-to-Value policies: Evidence from Hong Kong," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2012.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012, "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-15.
• Hübsch, Arnd & Walther, Ursula, 2012, "The impact of network inhomogeneities on contagion and system stability," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 32.
• Bargigli, Leonardo & Gallegati, Mauro, 2012, "Finding communities in credit networks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-41.
• Soramäki, Kimmo & Cook, Samantha, 2012, "Algorithm for identifying systemically important banks in payment systems," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-43.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012, "Money creation and financial instability: An agent-based credit network approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-61.
• Chen, Shu-heng & Chang, Chia-ling, 2012, "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2012-.
• Muck, Johannes, 2012, "The Effect of On-net/Off-net Differentiation and Heterogeneous Consumers on Network Size in Mobile Telecommunications – An Agent-based Approach," 19th ITS Biennial Conference, Bangkok 2012: Moving Forward with Future Technologies - Opening a Platform for All, International Telecommunications Society (ITS), number 72477.
• Muck, Johannes, 2012, "The effect of on-net / off-net differentiation and heterogeneuous consumers on network size in mobile telecommunications : an agent-based aporoach," 23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS), number 60355.
• Neuberger, Doris & Rissi, Roger, 2012, "Macroprudential banking regulation: Does one size fit all?," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 124.
• Heufer, Jan, 2012, "Generating Random Optimising Choices," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 354, DOI: 10.4419/86788408.
• Härdle, Wolfgang Karl & Mori, Yuichi & Symanzik, Jürgen, 2012, "Computational Statistics (Journal)," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-004.
• Lan, Hong & Meyer-Gohde, Alexander, 2012, "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-015.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012, "Financial network systemic risk contributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-053.
• Brügelmann, Ralph & Schaefer, Thilo, 2012, "Der Einkommenssteuertarif verteilt stärker um als je zuvor: Eine Simulationsanalyse," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 12-3.
• Schröder, Andreas, 2012, "An Electricity Market Model with Generation Capacity Investment under Uncertainty," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62068.
• Tangian, Andranik, 2012, "Statistical test for the mathematical theory of democracy," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 179.
• Fischer, Thomas & Riedler, Jesper, 2012, "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-045.
• Martin Neumann, 2012, "Modelling the Dynamics of Securizitating National Identities," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 1, pages 28-49.
• Serghey A. Amelkin, 2012, "A Model of an Open Microeconomic System Taking into Account its Objective Function," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 2, pages 80-87.