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

• 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 2, 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 2, 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 2, 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(0x56d8fef8).
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x545de1a8).
• 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.
• Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu, 2012, "Network formation with local complements and global substitutes: the case of R&D networks," ECON - Working Papers, Department of Economics - University of Zurich, number 217, Apr, revised Feb 2017.

2011

• Florian Hauser & Marco LiCalzi, 2011, "Learning to trade in an unbalanced market," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 2, Apr.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011, "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Center for Development Economics, Department of Economics, Williams College, number 2011-06, May.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011, "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-03, May, revised Sep 2016.
• Kenneth Kuttner, 2011, "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-04, May, revised Jun 2011.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011, "How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation," Department of Economics Working Papers, Department of Economics, Williams College, number 2013-12, Aug, revised Mar 2014.
• Olga Ivanova & D'Artis Kancs & Dirk Stelder, 2011, "Modelling inter-regional trade flows: data and methodological issues in Rhomolo," ERSA conference papers, European Regional Science Association, number ersa10p500, Sep.
• Ben Gardiner & Andries Brandsma & Olga Ivanova & d'Artis Kancs, 2011, "RHOMOLO: A Dynamic General Equilibrium Modelling Approach to the Evaluation of the EU's Regional Policies," ERSA conference papers, European Regional Science Association, number ersa11p672, Sep.
• Sylvain Barde, 2011, "Back to the Future: A Simple Solution to Schelling Segregation," ERSA conference papers, European Regional Science Association, number ersa11p862, Sep.
• Agnieszka Wylomanska, 2011, "Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/04.
• Dieci, Roberto & Westerhoff, Frank, 2011, "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 79.
• Carravetta, Francesco & Sorge, Marco M., 2011, "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 05/2011.
• Düllmann, Klaus & Puzanova, Natalia, 2011, "Systemic risk contributions: a credit portfolio approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,08.
• Georg, Co-Pierre, 2011, "The effect of the interbank network structure on contagion and common shocks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,12.
• Puzanova, Natalia, 2011, "A hierarchical Archimedean copula for portfolio credit risk modelling," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,14.
• Puzanova, Natalia, 2011, "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,16.
• Behley, Dustin & Leyer, Michael, 2011, "Evaluating concepts for short-term control in financial service processes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 183.
• Chang, Chia-ling & Chen, Shu-heng, 2011, "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-25.
• Ahrens, Steffen & Sacht, Stephen, 2011, "Estimating a high-frequency New-Keynesian Phillips curve," Kiel Working Papers, Kiel Institute for the World Economy, number 1686.
• Breisinger, Clemens & Ecker, Olivier & Al-Riffai, Perrihan & Robertson, Richard & Thiele, Rainer & Wiebelt, Manfred, 2011, "Climate change, agricultural production and food security: Evidence from Yemen," Kiel Working Papers, Kiel Institute for the World Economy, number 1747.
• Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2011, "A network model of financial system resilience," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-051.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011, "Financial network systemic risk contributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-072.
• Lan, Hong & Meyer-Gohde, Alexander, 2011, "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-087.
• Nenad Stojanoviæ, 2011, "Mathematical Modelling with Fuzzy Sets of Sustainable Tourism Development," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 9, issue 2, pages 134-160.
• Wei-bin Zhang, 2011, "Elastic Labour Supply and Home Production in a Monetary Growth Model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 9, issue 2, pages 87-100.
• Antonis Papapantoleon & John Schoenmakers & David Skovmand, 2011, "Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-22, Jun.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011, "Risk Matters: The Real Effects of Volatility Shocks," American Economic Review, American Economic Association, volume 101, issue 6, pages 2530-2561, October.
• Cui, Jingbo & Ji, Yongjie, 2011, "The Environment, Trade and Innovation with Heterogeneous Firms: A Numerical Analysis," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103478, May, DOI: 10.22004/ag.econ.103478.
• Appel, Franziska & Musshoff, Oliver, , "How appropriate are myopic optimization models to predict decision behaviour: A comparison between agent-based models and business management games," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 115994, DOI: 10.22004/ag.econ.115994.
• Zhu, Lei & Zhang, ZhongXiang & Fan, Ying, 2011, "An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 119106, Nov, DOI: 10.22004/ag.econ.119106.
• Shockley, Jordan M. & Dillon, Carl R. & Stombaugh, Timothy S., 2011, "A Whole Farm Analysis of the Influence of Auto-Steer Navigation on Net Returns, Risk, and Production Practices," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 43, issue 01, pages 1-19, February, DOI: 10.22004/ag.econ.100640.
• Delzeit, Ruth & Britz, Wolfgang & Holm-Müller, Karin, , "Modelling regional input markets with numerous processing plants: The case of green maize for biogas production in Germany," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162892, DOI: 10.22004/ag.econ.162892.
• Withey, Patrick & van Kooten, G. Cornelis, 2011, "The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming," Working Papers, University of Victoria, Resource Economics and Policy, number 107095, Jun, DOI: 10.22004/ag.econ.107095.
• Weese, Eric, 2011, "Political Mergers as Coalition Formation," Center Discussion Papers, Yale University, Economic Growth Center, number 107268, Apr, DOI: 10.22004/ag.econ.107268.
• P. Eső & A. Simonovits & J. Tóth, 2011, "Designing benefit rules for flexible retirement: Welfare vs. redistribution," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 61, issue 1, pages 3-32, March.
• Stefania VITALI & Gabriele TEDESCHI, 2011, "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 370, Dec.
• Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011, "Leveraged Network-Based Financial Accelerator," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 371, Dec.
• Fabricio Jose Missio & Jose Luis Oreiro, 2011, "Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 016.
• Adolfo Sachsida & Mario Jorge Cardoso De Mendonça & Fabio Carlucci Walnut, 2011, "Ricardianequivalence And Lucas Critique: An Alternative Test Of Ricardianequivalence Using Super Exogeneity Tests In Simulated Series," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 204.
• Martin Forde & Antoine Jacquier & Aleksandar Mijatovic, 2011, "A note on essential smoothness in the Heston model," Papers, arXiv.org, number 1107.4881, Jul.
• Ana-Isabel Guerra, 2011, "Merging the Hypothetical Extraction Method and the Classical Multiplier Approach: A Hybrid Possibility for Identifying Key Distributive Sectors," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 886.11, Oct.
• Rumen Varbanov, 2011, "Factors and Premises for Electronic Commerce in Bulgaria and European Union," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 132-166.
• Laura Hospido, 2011, "Estimating non-linear models with multiple fixed effects:a computational note," Working Papers, Banco de España, number 1114, Jul.
• Daniele Coin, 2011, "A method to estimate power parameter in Exponential Power Distribution via polynomial regression," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 834, Nov.
• Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011, "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 65, pages 106-175, June, DOI: 10.32468/Espe.6503.
• Saša Randjelović & Jelena Žarković-Rakić, 2011, "Addressing Inequality And Poverty With Tax Instruments," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 190, pages 7-26, July – Se.
• Fanny Henriet & Hallegatte, S. & Tabourier, L., 2011, "Firm-Network Characteristics and Economic Robustness to Natural Disasters," Working papers, Banque de France, number 355.
• Ramon Marimon & Albert Marcet, 2015, "Recursive Contracts," Working Papers, Barcelona School of Economics, number 552, Sep.
• Lewis Webber & Matthew Willison, 2011, "Systemic capital requirements," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Fabac Robert & Schatten Markus & Đuričin Tomislav, 2011, "Social Network Mixing Patterns In Mergers & Acquisitions - A Simulation Experiment," Business Systems Research, Paradigm, volume 2, issue 1, pages 36-44, January, DOI: 10.2478/v10305-012-0018-9.
• Luca Dall’Asta & Paolo Pin & Abolfazl Ramezanpour, 2011, "Optimal Equilibria of the Best Shot Game," Journal of Public Economic Theory, Association for Public Economic Theory, volume 13, issue 6, pages 885-901, December, DOI: j.1467-9779.2011.01523.x.
• Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2011, "Long‐Term Growth And Short‐Term Volatility: The Labour Market Nexus," Manchester School, University of Manchester, volume 79, issue s1, pages 646-672, June, DOI: j.1467-9957.2010.02180.x.
• Diego E. Vacaflores, 2011, "Monetary Stimulus: Through Wall Street or Main Street?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 14, issue 1, pages 9-40, June.
• Martin Andreasen & Pawel Zabczyk, 2011, "An efficient method of computing higher-order bond price perturbation approximations," Bank of England Staff Working Paper series, Bank of England, number 416, Mar.
• Lewis Webber & Matthew Willison, 2011, "Systemic capital requirements," Bank of England Staff Working Paper series, Bank of England, number 436, Oct.
• Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2011, "Enseignement supérieur et durées de subvention individuelle implicite. Une analyse par microsimulation dynamique," Revue économique, Presses de Sciences-Po, volume 62, issue 5, pages 835-865.
• Cronin, David & Dowd, Kevin, 2011, "Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules," Research Technical Papers, Central Bank of Ireland, number 15/RT/11, Dec.
• Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011, "Do Frictions Matter in the Labor Market? Accessions, Separations, and Minimum Wage Effects," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt4t3342nd, Jun.
• Burkhard Heer & Alfred Maussner, 2011, "Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy," CESifo Working Paper Series, CESifo, number 3391.
• Olaf Posch & Timo Trimborn, 2011, "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series, CESifo, number 3431.