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

• 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(0x7531a980), September.
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x7544eda8), September.
• 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

• 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, Sciendo, 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 working papers, Bank of England, number 416, Mar.
• Lewis Webber & Matthew Willison, 2011, "Systemic capital requirements," Bank of England working papers, 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.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2011, "Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency," CESifo Working Paper Series, CESifo, number 3534.
• Uluc Aysun, 2011, "The implications of dynamic financial frictions for DSGE models," Working Papers, University of Central Florida, Department of Economics, number 2011-02, Aug.
• Pietro Bonaldi & Juan D. Prada & Andr�s Gonz�lez & Diego Rodr�guez, 2011, "Método numérico para la calibración de un modelo dsge," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Carlos Le�n & Clara Machado & Freddy cepeda & Miguel Sarmiento, 2011, "Too-connected-to-fail Institutions and Payments System�s Stability: Assessing Challenges for Financial Authorities," Borradores de Economia, Banco de la Republica, number 8155, Mar.
• Christian Bustamante, 2011, "Pol�tica monetaria contrac�clica y encaje bancario," Borradores de Economia, Banco de la Republica, number 8202, Mar.
• Andres Felipe Garcia-Suaza & Jose Eduardo G�mez, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica, number 8230, Mar.
• Carlos Le�n Rinc�n & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica, number 8277, Apr.
• Andr�s Felipe Garc�a-Suaza & Jose Eduardo G�mez-Gonz�lez & Andr�s Murcia pab�n & Feenando tenjo Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica, number 8305, Apr.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.
• Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & Jos� David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica, number 8328, Apr.
• Rafael Puyana & Mario Andr�s Ramos & H�ctor Z�rate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a trav�s de la compensaci�n salarial," Borradores de Economia, Banco de la Republica, number 8337, Apr.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8576, May.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8577, May.
• Javier G�mez Restrepo & Juan Manuel Hern�ndez Herrera, 2011, "Composici�n cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia, Banco de la Republica, number 8578, May.
• Andr�s Gonz�lez & Lavan Mahadeva & Juan D. Prada & Diego Rodr�guez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica, number 8698, May.
• Carlos L�on & Clara Machado, 2011, "Designing an expert knowledge-based Systemic Importance Index for financial institutions," Borradores de Economia, Banco de la Republica, number 8953, Sep.
• Clara Machado & Carlos Le�n & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011, "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 65, pages 106-175, DOI: 10.32468/Espe.6503.
• Michee Lachaud & Jorge Maldonado, 2011, "Aproximación al cálculo del crecimiento real de Colombia: aportes metodológicos para la inclusión en las cuentas nacionales de los impactos del," Revista de Economía del Rosario, Universidad del Rosario.
• Ana I. Balsa & Máximo Rossi & Patricia Triunfo, 2011, "Horizontal Inequity in Access to Health Care in Four South American Cities," Revista de Economía del Rosario, Universidad del Rosario.
• María Jennifer Novoa Alvarez & Orlando Vargas Rayo, 2011, "Aproximación a la informalidad en el mercado laboral: una modelación basada en agentes," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 7879, Jan.
• Sergio Ocampo Díaz, 2011, "Agentes no ricardianos y rigideces nominales: su efecto sobre el principio de Taylor," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-56.
• Jesús Perdomo & Oswaldo Heredia & Carlos Valencia & Javier Gonz�lez y Jes�s Galende, 2011, "La gestión de recursos humanos enfocada en la calidad total y la innovación," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-26.
• Andrés Felipe Giraldo & Martha Misas Arango & Edgar Villa P�rez, 2011, "Reconstructing the recent monetary policy history of Colombia from 1990 to 2010," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-38.
• Mark Horridge & Ken Pearson, 2011, "Solution Software for CGE Modeling," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-214, Mar.
• KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011021, May.
• Villemot, Sébastien, 2011, "Solving rational expectations models at first order: what Dynare does," Dynare Working Papers, CEPREMAP, number 2, Apr, revised Dec 2025.
• Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien, 2011, "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Dynare Working Papers, CEPREMAP, number 6, May, revised Jul 2012.
• Benigno, Pierpaolo & Benigno, Gianluca & Nistico, Salvatore, 2011, "Second Order Approximation of Dynamic Models with Time-Varying Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8177, Jan.
• Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011, "A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations," Annals of Actuarial Science, Cambridge University Press, volume 5, issue 2, pages 181-193, September.
• Shibayama, Katsuyuki, 2011, "A Solution Method For Linear Rational Expectation Models Under Imperfect Information," Macroeconomic Dynamics, Cambridge University Press, volume 15, issue 4, pages 465-494, September.
• Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton, 2011, "Continuous Workout Mortgages," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1794, Apr.
• Cornelia NOVAC UDUDEC & Vasile MAZILESCU, 2011, "Knowledge Management System and User Modeling," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 41-48.
• Vasile MAZILESCU, 2011, "Automation of the Work intensively based on Knowledge, a Challenge for the New Technologies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 37-48.
• Willi Semmler & Lucas Bernard, 2011, "Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_034, Sep.
• Olaf Posch & Timo Trimborn, 2011, "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_044, Sep.
• Giulio Fella, 2011, "Code for "A generalized endogenous grid method for non-concave problems"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 185, revised .
• Grey Gordon, 2011, "Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 186, revised .
• L. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011, "Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 191, revised .
• Hong Lan & Alexander Meyer-Gohde, 2011, "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 192, revised 2013.
• Johannes Geyer & Peter Haan, 2011, "Einkommenswirkungen der Anhebung des gesetzlichen Rentenalters und heutiges Rentenzugangsverhalten," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 2, pages 61-80, DOI: 10.3790/vjh.80.2.61.
• Rebecca Graziani & Nico Keilman, 2011, "The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A simulation study," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 037, Jan.
• Edward F. Buffie & Manoj Atolia, 2011, "Exchange‐Rate‐based Stabilisation, Durables Consumption and the Stylised Facts," Economic Journal, Royal Economic Society, volume 121, issue 555, pages 1130-1160, September, DOI: j.1468-0297.2011.02431.x.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011, "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models," Quantitative Economics, Econometric Society, volume 2, issue 2, pages 173-210, July.
• Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011, "Minimal state variable solutions to Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2150-2166, DOI: 10.1016/j.jedc.2011.08.005.
• Amisano, Gianni & Tristani, Oreste, 2011, "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2167-2185, DOI: 10.1016/j.jedc.2011.08.003.
• Kollmann, Robert & Maliar, Serguei & Malin, Benjamin A. & Pichler, Paul, 2011, "Comparison of solutions to the multi-country Real Business Cycle model," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 2, pages 186-202, February.
• Maliar, Serguei & Maliar, Lilia & Judd, Kenneth, 2011, "Solving the multi-country real business cycle model using ergodic set methods," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 2, pages 207-228, February.
• Pichler, Paul, 2011, "Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 2, pages 240-251, February.
• Gomme, Paul & Klein, Paul, 2011, "Second-order approximation of dynamic models without the use of tensors," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 4, pages 604-615, April.
• Manman, Li & Zaiming, Liu & Hua, Dong, 2011, "Estimates for the optimal control policy in the presence of regulations and heavy tails," Economic Modelling, Elsevier, volume 28, issue 1, pages 482-488, DOI: 10.1016/j.econmod.2010.07.010.
• Paris, Quirino & Drogué, Sophie & Anania, Giovanni, 2011, "Calibrating spatial models of trade," Economic Modelling, Elsevier, volume 28, issue 6, pages 2509-2516, DOI: 10.1016/j.econmod.2011.07.008.
• Chiarella, Carl & Fanelli, Viviana & Musti, Silvana, 2011, "Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model," European Journal of Operational Research, Elsevier, volume 208, issue 2, pages 95-108, January.
• Berghammer, Rudolf & Bolus, Stefan & Rusinowska, Agnieszka & de Swart, Harrie, 2011, "A relation-algebraic approach to simple games," European Journal of Operational Research, Elsevier, volume 210, issue 1, pages 68-80, April.
• Levy, Marc, 2011, "The Banzhaf index in complete and incomplete shareholding structures: A new algorithm," European Journal of Operational Research, Elsevier, volume 215, issue 2, pages 411-421, December.
• Traber, Thure & Kemfert, Claudia, 2011, "Gone with the wind? -- Electricity market prices and incentives to invest in thermal power plants under increasing wind energy supply," Energy Economics, Elsevier, volume 33, issue 2, pages 249-256, March.
• Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M., 2011, "Fast approximations of bond option prices under CKLS models," Finance Research Letters, Elsevier, volume 8, issue 4, pages 206-212, DOI: 10.1016/j.frl.2011.03.002.
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• Pajot, Guillaume, 2011, "Rewarding carbon sequestration in South-Western French forests: A costly operation?," Journal of Forest Economics, Elsevier, volume 17, issue 4, pages 363-377, DOI: 10.1016/j.jfe.2010.12.002.
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• Makowsky, Michael D., 2011, "Religion, clubs, and emergent social divides," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 74-87, DOI: 10.1016/j.jebo.2011.02.012.
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• Makowsky, Michael D., 2011, "A theory of liberal churches," Mathematical Social Sciences, Elsevier, volume 61, issue 1, pages 41-51, January.
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• Carreira, Carlos & Teixeira, Paulino, 2011, "Entry and exit as a source of aggregate productivity growth in two alternative technological regimes," Structural Change and Economic Dynamics, Elsevier, volume 22, issue 2, pages 135-150, June.
• José Ricardo Bezerra Nogueira & Rozane Bezerra de Siqueira & Evaldo Santana de Souza, 2011, "Brazilian microsimulation model," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-02, revised .
• Osvaldo Larrañaga & Jenny Encina & Gustavo Cabezas, 2011, "Chilean microsimulation model," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-03, revised .
• Alberto Castañón-Herrera & Wilson Romero, 2011, "Guatemalan microsimulation model," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-04, revised .