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

• Thure Traber & Claudia Kemfert, 2012, "Vom Winde verweht? Strommarktpreise und Anreize zur Investition in thermische Kraftwerke bei erhöhtem Angebot an Windenergie," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 81, issue 1, pages 91-110, DOI: 10.3790/vjh.81.1.91.
• Thure Traber & Claudia Kemfert, 2012, "German Nuclear Phase-out Policy: Effects on European Electricity Wholesale Prices, Emission Prices, Conventional Power Plant Investments and Eletricity Trade," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1219.
• Christian Bidard, 2012, "The Ricardo-Lemke parametric algorithm on oddity and uniqueness," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-41.
• Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers, Duke University, Department of Economics, number 12-07.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, volume 80, issue 5, pages 2303-2319, September, DOI: ECTA8291.
• Ulrich Doraszelski & Kenneth L. Judd, 2012, "Avoiding the curse of dimensionality in dynamic stochastic games," Quantitative Economics, Econometric Society, volume 3, issue 1, pages 53-93, March, DOI: QE153.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 97-102.
• Den Haan, Wouter J. & De Wind, Joris, 2012, "Nonlinear and stable perturbation-based approximations," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1477-1497, DOI: 10.1016/j.jedc.2012.05.001.
• Grass, D., 2012, "Numerical computation of the optimal vector field: Exemplified by a fishery model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1626-1658, DOI: 10.1016/j.jedc.2012.04.006.
• Lim, Dongjae & Li, Lingfei & Linetsky, Vadim, 2012, "Evaluating callable and putable bonds: An eigenfunction expansion approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1888-1908, DOI: 10.1016/j.jedc.2012.06.002.
• Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H., 2012, "Optimal trade execution: A mean quadratic variation approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1971-1991, DOI: 10.1016/j.jedc.2012.05.007.
• Henriet, Fanny & Hallegatte, Stéphane & Tabourier, Lionel, 2012, "Firm-network characteristics and economic robustness to natural disasters," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 150-167, DOI: 10.1016/j.jedc.2011.10.001.
• Chen, Shan & Insley, Margaret, 2012, "Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 201-219, DOI: 10.1016/j.jedc.2011.08.010.
• Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J., 2012, "Small noise methods for risk-sensitive/robust economies," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 468-500, DOI: 10.1016/j.jedc.2011.11.007.
• Eleftherios Giovanis, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 79-96, March.
• Bao, Qunfang & Chen, Si & Li, Shenghong, 2012, "Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest," Economic Modelling, Elsevier, volume 29, issue 2, pages 471-477, DOI: 10.1016/j.econmod.2011.12.002.
• Mattalia, Claudio, 2012, "Human capital accumulation in R&D-based growth models," Economic Modelling, Elsevier, volume 29, issue 3, pages 601-609, DOI: 10.1016/j.econmod.2011.12.018.
• Cai, Yongyang & Judd, Kenneth L., 2012, "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, volume 117, issue 1, pages 161-164, DOI: 10.1016/j.econlet.2012.05.004.
• Horvath, Michal, 2012, "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, volume 117, issue 1, pages 276-279, DOI: 10.1016/j.econlet.2012.05.017.
• Aguirregabiria, Victor & Ho, Chun-Yu, 2012, "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 156-173, DOI: 10.1016/j.jeconom.2011.09.013.
• Daniel, Betty C. & Shiamptanis, Christos, 2012, "Fiscal risk in a monetary union," European Economic Review, Elsevier, volume 56, issue 6, pages 1289-1309, DOI: 10.1016/j.euroecorev.2012.04.004.
• Shynkevich, Andrei, 2012, "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 675-685, DOI: 10.1016/j.jempfin.2012.07.003.
• Giraudet, Louis-Gaëtan & Guivarch, Céline & Quirion, Philippe, 2012, "Exploring the potential for energy conservation in French households through hybrid modeling," Energy Economics, Elsevier, volume 34, issue 2, pages 426-445, DOI: 10.1016/j.eneco.2011.07.010.
• Kopsakangas Savolainen, Maria & Svento, Rauli, 2012, "Real-Time Pricing in the Nordic Power markets," Energy Economics, Elsevier, volume 34, issue 4, pages 1131-1142, DOI: 10.1016/j.eneco.2011.10.006.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012, "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, volume 34, issue 4, pages 1153-1169, DOI: 10.1016/j.eneco.2011.10.001.
• Jakobsson, Kristofer & Söderbergh, Bengt & Snowden, Simon & Li, Chuan-Zhong & Aleklett, Kjell, 2012, "Oil exploration and perceptions of scarcity: The fallacy of early success," Energy Economics, Elsevier, volume 34, issue 4, pages 1226-1233, DOI: 10.1016/j.eneco.2011.11.003.
• van der Veen, Reinier A.C. & Abbasy, Alireza & Hakvoort, Rudi A., 2012, "Agent-based analysis of the impact of the imbalance pricing mechanism on market behavior in electricity balancing markets," Energy Economics, Elsevier, volume 34, issue 4, pages 874-881, DOI: 10.1016/j.eneco.2012.04.001.
• Asante, Patrick & Armstrong, Glen W., 2012, "Optimal forest harvest age considering carbon sequestration in multiple carbon pools: A comparative statics analysis," Journal of Forest Economics, Elsevier, volume 18, issue 2, pages 145-156, DOI: 10.1016/j.jfe.2011.12.002.
• Noe, Thomas H. & Rebello, Michael & Wang, Jun, 2012, "Learning to bid: The design of auctions under uncertainty and adaptation," Games and Economic Behavior, Elsevier, volume 74, issue 2, pages 620-636, DOI: 10.1016/j.geb.2011.08.005.
• Economides, Nicholas & Tåg, Joacim, 2012, "Network neutrality on the Internet: A two-sided market analysis," Information Economics and Policy, Elsevier, volume 24, issue 2, pages 91-104, DOI: 10.1016/j.infoecopol.2012.01.001.
• Arbenz, Philipp & Hummel, Christoph & Mainik, Georg, 2012, "Copula based hierarchical risk aggregation through sample reordering," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 122-133, DOI: 10.1016/j.insmatheco.2012.03.009.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012, "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 623-631, DOI: 10.1016/j.ijforecast.2011.08.003.
• Kaeck, Andreas & Alexander, Carol, 2012, "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3110-3121, DOI: 10.1016/j.jbankfin.2012.07.012.
• Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr, 2012, "Portfolio credit-risk optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1604-1615, DOI: 10.1016/j.jbankfin.2012.01.013.
• Semmler, Willi & Bernard, Lucas, 2012, "Boom–bust cycles: Leveraging, complex securities, and asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 2, pages 442-465, DOI: 10.1016/j.jebo.2011.07.002.
• Arifovic, Jasmina & Maschek, Michael K., 2012, "Currency crisis: Evolution of beliefs and policy experiments," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 1, pages 131-150, DOI: 10.1016/j.jebo.2012.01.001.
• Mochon, A. & Saez, Y. & Gomez-Barroso, J.L. & Isasi, P., 2012, "Exploring pricing rules in combinatorial sealed-bid auctions," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 2, pages 462-478, DOI: 10.1016/j.jebo.2012.02.018.
• Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012, "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 558-569, DOI: 10.1016/j.jebo.2012.05.014.
• Benigno, Pierpaolo & Woodford, Michael, 2012, "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, volume 147, issue 1, pages 1-42, DOI: 10.1016/j.jet.2011.10.012.
• Balasko, Yves & Geanakoplos, John, 2012, "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 400-406, DOI: 10.1016/j.jet.2012.01.022.
• Tsuneyoshi, Takao & Hashimoto, Akihiro & Haneda, Shoko, 2012, "Quantitative evaluation of nation stability," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 132-154, DOI: 10.1016/j.jpolmod.2011.06.003.
• Grauwin, Sébastian & Goffette-Nagot, Florence & Jensen, Pablo, 2012, "Dynamic models of residential segregation: An analytical solution," Journal of Public Economics, Elsevier, volume 96, issue 1, pages 124-141, DOI: 10.1016/j.jpubeco.2011.08.011.
• Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012, "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 211-220, DOI: 10.1016/j.regsciurbeco.2011.09.003.
• Ben Abdallah, Skander & Lasserre, Pierre, 2012, "A real option approach to the protection of a habitat dependent endangered species," Resource and Energy Economics, Elsevier, volume 34, issue 3, pages 295-318, DOI: 10.1016/j.reseneeco.2011.11.003.
• Mosiño, Alejandro, 2012, "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 413-430, DOI: 10.1016/j.reseneeco.2012.04.002.
• Liu, Yu-hong & Jiang, I-ming, 2012, "Influence of investor subjective judgments in investment decision-making," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 129-142, DOI: 10.1016/j.iref.2012.01.002.
• Richard Dennis, 2012, "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-41, Aug.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012, EcoMod, number 4380, Jul.
• Tommaso Ciarli, 2012, "Structural interactions and long run growth: An application of Experimental Design to Agent Based Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2012-06, Mar.
• Callan, Tim & van de Ven, Justin & Keane, Claire & O'Connell, Philip J., 2012, "A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model," Book Chapters, Economic and Social Research Institute (ESRI), in: Callan, Tim, "Analysing Pensions: Modelling and Policy Issues".
• Maxim Bouev, 2012, "Finding a Valid FX Covariance Matrix in the BS World," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2012/03, Jun.
• António Caleiro, 2012, "Um Exercício de Simulação de Ocupação dos Espaços Rurais e Urbanos," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2012.
• Jerome Creel & Paul Hubert & Francesco Saraceno, 2012, "An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2012-04, Feb.
• Angelo Antoci & Simone Borghesi & Mauro Sodini, 2012, "ETS and Technological Innovation: A Random Matching Model," Working Papers, Fondazione Eni Enrico Mattei, number 2012.79, Oct.
• Lion Hirth & Falko Ueckerdt, 2012, "Redistribution Effects of Energy and Climate Policy: The Electricity Market," Working Papers, Fondazione Eni Enrico Mattei, number 2012.82, Nov.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating high-dimensional dynamic models: sieve value function iteration," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1210, DOI: 10.26509/frbc-wp-201210.
• Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
• Edward P. Herbst, 2012, "Using the \"Chandrasekhar Recursions\" for likelihood evaluation of DSGE models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-35.
• Adrian Peralta-Alva & Manuel S. Santos, 2012, "Analysis of numerical errors," Working Papers, Federal Reserve Bank of St. Louis, number 2012-062, DOI: 10.20955/wp.2012.062.
• Luca Flabbi and James Mabli, 2012, "Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates," Working Papers, Georgetown University, Department of Economics, number gueconwpa~12-12-03, Jan.
• Cosma, Antonio & Galluccio, Stefano & Scaillet, Olivier, 2012, "Valuing American options using fast recursive projections," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:41856.
• Juan Antonio Rubio Mondéjar & Josean Garrués Irurzun, 2012, "Estructura corporativa e interlocking directorates en las mayores empresas españolas, 1917-1970," FEG Working Paper Series, Faculty of Economics and Business (University of Granada), number 01/12, May.
• Isabelle SALLE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012, "Inflation targeting in a learning economy: An ABM perspective," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-15.
• Murat YILDIZOGLU & Isabelle SALLE, 2012, "Efficient Sampling and Metamodeling for Computational Economic Models," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-18.
• Isabelle SALLE & Martin ZUMPE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012, "Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-20.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle," Working Papers, University of Guelph, Department of Economics and Finance, number 1206.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2013, "Computing tournament solutions using relation algebra and RelView," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00756696, DOI: 10.1016/j.ejor.2012.11.025.
• 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00747386, Oct.
• Antoine Mandel & Herbert Gintis, 2012, "Stochastic stability in the Scarf economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00748328, Oct.
• Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen, 2012, "Dynamic models of residential segregation: An analytical solution," Post-Print, HAL, number hal-00650292, DOI: 10.1016/j.jpubeco.2011.08.011.
• Louis-Gaetan Giraudet & Céline Guivarch & Philippe Quirion, 2012, "Exploring the potential for energy conservation in French households through hybrid modeling," Post-Print, HAL, number hal-00715345, DOI: 10.1016/j.eneco.2011.07.010.
• Fanny Henriet & Stéphane Hallegatte & Lionel Tabourier, 2012, "Firm-network characteristics and economic robustness to natural disasters," Post-Print, HAL, number hal-00716554, DOI: 10.1016/j.jedc.2011.10.001.
• Isabelle Salle & Murat Yildizoglu & Martin Zumpe & Marc-Alexandre Sénégas, 2012, "Modelling social learning in an Agent-Based new keynesian macroeconomic model," Post-Print, HAL, number hal-00779045.
• Isabelle Salle & Murat Yildizoglu, 2012, "Efficient sampling and metamodeling for computation economic models," Post-Print, HAL, number hal-00779046.
• Isabelle Salle & Murat Yildizoglu & Marc-Alexandre Sénégas, 2012, "Inflation targeting in a learning economy: an ABM perspective," Post-Print, HAL, number hal-00798167, Jun.
• Isabelle Salle & Murat Yildizoglu & Marc-Alexandre Sénégas, 2012, "Inflation targeting in a learning economy: an ABM perspective," Post-Print, HAL, number hal-00798174, May.
• Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012, "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Post-Print, HAL, number hal-00813057, Sep, DOI: 10.1007/s10614-012-9342-y.
• Antoine Mandel & Herbert Gintis, 2012, "Stochastic stability in the Scarf economy," Post-Print, HAL, number halshs-00748328, Oct.
• François Bourguignon & Amadéo Spadaro, 2012, "Tax-benefit revealed social preferences," Post-Print, HAL, number halshs-00754607, Jan, DOI: 10.1007/s10888-010-9153-0.
• Christian Garavaglia & Michele Pezzoni & Luigi Orsenigo & Franco Malerba, 2012, "Technological regimes and demand structure in the evolution of the pharmaceutical industry," Post-Print, HAL, number halshs-01074513, DOI: 10.1007/s00191-012-0285-1.
• Fanny Henriet & Stéphane Hallegatte & Lionel Tabourier, 2012, "Firm-network characteristics and economic robustness to natural disasters," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00716554, DOI: 10.1016/j.jedc.2011.10.001.
• Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012, "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00813057, Sep, DOI: 10.1007/s10614-012-9342-y.
• François Bourguignon & Amadéo Spadaro, 2012, "Tax-benefit revealed social preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754607, Jan, DOI: 10.1007/s10888-010-9153-0.
• Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012, "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Sciences Po Economics Publications (main), HAL, number hal-01070286, Feb.
• Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012, "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Working Papers, HAL, number hal-01070286, Feb.
• Tom Holden & Michael Paetz, 2012, "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21207b, Jul.
• Peter Biro & Matthijs Bomhoff & Walter Kern & Petr A. Golovach & Daniel Paulusma, 2012, "Solutions for the Stable Roommates Problem with Payments," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1211, Mar.
• Flåm, Sjur Didrik & Gramstad, Kjetil, 2012, "Direct Exchange in Linear Economies," Working Papers in Economics, University of Bergen, Department of Economics, number 05/12, May.
• Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander, 2012, "A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 545, Oct.
• Li, Yushu, 2012, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," Working Papers, Lund University, Department of Economics, number 2012:12, May.
• Li, Yushu & Reese, Simon, 2012, "Wavelet Improvement in Turning Point Detection using a Hidden Markov Model," Working Papers, Lund University, Department of Economics, number 2012:14, May, revised 05 Apr 2014.
• Li, Yushu, 2012, "Estimating Long Memory Causality Relationships by a Wavelet Method," Working Papers, Lund University, Department of Economics, number 2012:15, May.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012, "Costs and Benefits of Speculation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/12, Oct.
• Biørn, Erik, 2012, "Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case," Memorandum, Oslo University, Department of Economics, number 22/2012, Aug.
• Holmberg, Ulf, 2012, "The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 836, Feb.
• Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen, 2012, "Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks," Umeå Economic Studies, Umeå University, Department of Economics, number 838, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Peng He, 2012, "Option Portfolio Value At Risk Using Monte Carlo Simulation Under A Risk Neutral Stochastic Implied Volatility Model," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 5, pages 65-72.
• Sabine Zinn, 2012, "A Mate-Matching Algorithm for Continuous-Time Microsimulation Models," International Journal of Microsimulation, International Microsimulation Association, volume 5, issue 1, pages 31-51.
• Andrei Silviu DOSPINESCU, 2012, "The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior," Romanian Journal of Economics, Institute of National Economy, volume 35, issue 2(44), pages 201-217, December.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2012, "Merging simulation and projection approaches to solve high-dimensional problems," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-20, Nov.
• Flabbi, Luca & Mabli, James, 2012, "Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates," IZA Discussion Papers, IZA Network @ LISER, number 6908, Oct.
• Giovanni Cerulli, 2012, "Are R&D Subsidies Provided Optimally? Evidence from a Simulated Agency-Firm Stochastic Dynamic Game," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 15, issue 1, pages 1-7.
• Struch Georg, 2012, "Eine verteilungspolitische Beurteilung aktueller Reformkonzepte zur deutschen Einkommensbesteuerung / A Distributional Analysis of Recent Reform Proposals on the German Income Tax Rate," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 5, pages 567-588, October, DOI: 10.1515/jbnst-2012-0505.
• Ivan Savin & Peter Winker, 2012, "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-055, Oct.
• Abiodun Egbetokun & Ivan Savin, 2012, "Absorptive Capacity and Innovation: When Is It Better to Cooperate?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-056, Oct.
• Alejandro Mosiño, 2012, "Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 1, pages 13-27, January, DOI: 10.1007/s10614-010-9222-2.
• Stephan Schuster, 2012, "BRA: An Algorithm for Simulating Bounded Rational Agents," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 1, pages 51-69, January, DOI: 10.1007/s10614-010-9231-1.
• Tommy Andersson & Christer Andersson, 2012, "Properties of the DGS-Auction Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 2, pages 113-133, February, DOI: 10.1007/s10614-010-9237-8.
• Zhengzheng Pan, 2012, "Opinions and Networks: How Do They Effect Each Other," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 2, pages 157-171, February, DOI: 10.1007/s10614-010-9241-z.
• Walailuck Chavanasporn & Christian-Oliver Ewald, 2012, "A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 4, pages 429-446, April, DOI: 10.1007/s10614-011-9263-1.
• Sergei Morozov & Sudhanshu Mathur, 2012, "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 2, pages 151-182, August, DOI: 10.1007/s10614-011-9297-4.
• Seong-Hoon Kim, 2012, "Sequential Action and Beliefs Under Partially Observable DSGE Environments," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 219-244, October, DOI: 10.1007/s10614-012-9323-1.
• José Cao-Alvira, 2012, "Velocity Volatility Assessment of Monetary Shocks on Cash-in-Advance Economies," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 293-311, October, DOI: 10.1007/s10614-011-9292-9.
• Itza Curiel & Sonia Di Giannatale & Juan Herrera & Katya Rodríguez, 2012, "Pareto Frontier of a Dynamic Principal–Agent Model with Discrete Actions: An Evolutionary Multi-Objective Approach," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 4, pages 415-443, December, DOI: 10.1007/s10614-011-9307-6.
• Youguo Zhang, 2012, "Scale, Technique and Composition Effects in Trade-Related Carbon Emissions in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 51, issue 3, pages 371-389, March, DOI: 10.1007/s10640-011-9503-9.
• Damian Adams & Donna Lee, 2012, "Technology adoption and mitigation of invasive species damage and risk: application to zebra mussels," Journal of Bioeconomics, Springer, volume 14, issue 1, pages 21-40, April, DOI: 10.1007/s10818-011-9117-x.
• François Bourguignon & Amedeo Spadaro, 2012, "Tax–benefit revealed social preferences," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 10, issue 1, pages 75-108, March, DOI: 10.1007/s10888-010-9153-0.
• Julie Harrison & Paul Rouse & Jamie Armstrong, 2012, "Categorical and continuous non-discretionary variables in data envelopment analysis: a comparison of two single-stage models," Journal of Productivity Analysis, Springer, volume 37, issue 3, pages 261-276, June, DOI: 10.1007/s11123-011-0239-x.
• Jan Abrell & Hannes Weigt, 2012, "Combining Energy Networks," Networks and Spatial Economics, Springer, volume 12, issue 3, pages 377-401, September, DOI: 10.1007/s11067-011-9160-0.
• Richard Wallick, 2012, "Agent-based modeling, public choice, and the legacy of Gordon Tullock," Public Choice, Springer, volume 152, issue 1, pages 223-244, July, DOI: 10.1007/s11127-011-9887-7.
• Ron Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, 2012, "A dynamic quality ladder model with entry and exit: Exploring the equilibrium correspondence using the homotopy method," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 197-229, June, DOI: 10.1007/s11129-011-9113-4.
• Florence Guillaume & Wim Schoutens, 2012, "Calibration risk: Illustrating the impact of calibration risk under the Heston model," Review of Derivatives Research, Springer, volume 15, issue 1, pages 57-79, April, DOI: 10.1007/s11147-011-9069-2.
• Yiyong Cai & Takashi Kamihigashi & John Stachurski, 2012, "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-24, Oct.
• Takashi Kamihigashi & John Stachurski, 2012, "Exact Draws from the Stationary Distribution of Entry-Exit Models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-26, Oct.
• Takashi Kamihigashi & John Stachurski, 2012, "Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-27, Oct.
• 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.