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

2011

• Wei Zhu & Harry Timmermans, 2011, "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 101-126, June, DOI: 10.1007/s10109-010-0122-8.
• Ku-Hsieh Chen & Hao-Yen Yang, 2011, "A cross-country comparison of productivity growth using the generalised metafrontier Malmquist productivity index: with application to banking industries in Taiwan and China," Journal of Productivity Analysis, Springer, volume 35, issue 3, pages 197-212, June, DOI: 10.1007/s11123-010-0198-7.
• Theodore Tsekeris & Klimis Vogiatzoglou, 2011, "Spatial agent-based modeling of household and firm location with endogenous transport costs," Netnomics, Springer, volume 12, issue 2, pages 77-98, July, DOI: 10.1007/s11066-011-9060-y.
• Luigi Bonaventura, 2011, "Enforcement of regulation, irregular sector, and firm performance: a computational agent-based model," Netnomics, Springer, volume 12, issue 2, pages 99-113, July, DOI: 10.1007/s11066-011-9061-x.
• Chad Seagren, 2011, "Examining social processes with agent-based models," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 24, issue 1, pages 1-17, March, DOI: 10.1007/s11138-010-0128-y.
• Alexander Herbertsson, 2011, "Modelling default contagion using multivariate phase-type distributions," Review of Derivatives Research, Springer, volume 14, issue 1, pages 1-36, April, DOI: 10.1007/s11147-010-9052-3.
• Massimo Costabile & Ivar Massabó & Emilio Russo, 2011, "A binomial approximation for two-state Markovian HJM models," Review of Derivatives Research, Springer, volume 14, issue 1, pages 37-65, April, DOI: 10.1007/s11147-010-9053-2.
• Dirk J. Bezemer, 2011, "Causes of Financial Instability: Don’t Forget Finance," Economics Working Paper Archive, Levy Economics Institute, number wp_665, Apr.
• Cristina Davino, Rosaria Romano, 2011, "Sensitivity Analysis of Composite Indicators through Mixed Model Anova," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number 32-2011, Feb, revised Mar 2011.
• Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani, 2011, "Heterogeneous Basket Options Pricing Using Analytical Approximations," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 1-2, pages 47-85, March - J.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-038, Dec.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-38, Dec.
• Emanuele Ciani & Donatella Fresu, 2011, "From SHIW to IT-SILC: construction and representativeness of the new CAPP_DYN first-year population," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0092, May.
• Emanuele Ciani & Donatella fresu, 2011, "From SHIW to IT-SILC: Construction and Representativeness of the New CAPP_DYN First-Year Population," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0662, Jul.
• Mariko Fujii & Makoto Takaoka, 2011, "Structure of the Financial System and the Contagion Effect: A Network Approach," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 7, issue 1, pages 27-50, June.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computations on Simple Games using REL VIEW," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11014, Mar.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11032, May.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11032r, May, revised Aug 2012.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11032rr, May, revised Jan 2015.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11032rrr, May, revised Apr 2016, DOI: 10.3982/QE708.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computing Tournament Solutions using Relation Algebra and REL VIEW," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11067, Oct, DOI: 10.1016/j.ejor.2012.11.025.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2011, "An inter-temporal optimization of flexible nuclear plants operation in market based electricity systems: The 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 11074, Nov.
• Giovanni Pegoretti & K. Vela Velupillai & Stefano Zambelli, 2011, "Celebrating the MONIAC. The Ways of Serendipity," Economia politica, Società editrice il Mulino, issue 1, pages 7-30.
• K. Vela Velupillai, 2011, "The Phillips Machine, the Analogue Computing Tradition in Economics and Computability," Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
• Brian Hayes, 2011, "Economics, Control Theory and the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 83-96.
• Allan McRobie, 2011, "Business Cycles in the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 131-150.
• Stefano Zambelli, 2011, "Coupled Dynamics in a Phillips Machine Model of the Macroeconomy," Economia politica, Società editrice il Mulino, issue 1, pages 171-188.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011, "One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm," NBER Working Papers, National Bureau of Economic Research, Inc, number 16708, Jan.
• Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton, 2011, "Continuous Workout Mortgages," NBER Working Papers, National Bureau of Economic Research, Inc, number 17007, May.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011, "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17102, Jun.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011, "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers, National Bureau of Economic Research, Inc, number 17418, Sep.
• Nicholas Economides & Joacim Tåg, 2011, "Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts," Working Papers, NET Institute, number 11-02, Apr.
• Robert Muir-Wood, 2011, "Designing Optimal Risk Mitigation and Risk Transfer Mechanisms to Improve the Management of Earthquake Risk in Chile," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 12, Nov, DOI: 10.1787/5kg26lpfxcr5-en.
• Droj Laurentiu, 2011, "Determination Of Residual Value Within The Cost Benefit Analysis For The Projects Financed By The European Union," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 354-360, December.
• Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011, "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers, University of Otago, Department of Economics, number 1112, Dec, revised Dec 2011.
• Jeflea Victor, 2011, "Performance Indicators in the Customer Relationship," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1090-1093, May.
• Jeflea Victor, 2011, "CRM Information System in the Insurances Field," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1094-1096, May.
• Golea Pompiliu & Balogh Petru, 2011, "Services Cost Analysis Under Risk," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 835-838, May.
• Sujoy Mukerji & Kevin Sheppard & Fabrice Collard & Jean-Marc Tallon, 2011, "Ambiguity and the historical equity premium," Economics Series Working Papers, University of Oxford, Department of Economics, number 550, Apr.
• Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel, 2011, "Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model," 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 11, issue 1, pages 3-16, June.
• Ana-Isabel Guerra & Ferran Sancho, 2011, "Revisiting The Original Ghosh Model: Can It Be More Plausible?," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 11.02, Feb.
• Dinu Simona & Pacuraru Raluca, 2011, "Intelligent modeling method based on genetic algorithm for partner selection in virtual organizations," Business and Economic Horizons (BEH), Prague Development Center, volume 5, issue 2, pages 23-34, April.
• Tamás Sebestyén, 2011, "Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzőinek kérdései," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2011/5, Nov.
• Grey Gordon, 2011, "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-018, Jun.
• Ahmed Gulzar, 2011, "A Strategic Framework of Liberalising Trade in Services for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 733-770.
• Pedro Campos & Pavel Brazdil & Isabel Mota, 2011, "Comparing Strategies of Collaborative Networks for R&D: an agent-based study," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 405, Mar.
• Duarte Leite & Pedro Campos & Isabel Mota, 2011, "Computational Results on Membership in R&D Cooperation Networks: To Be or Not To Be in a Research Joint Venture," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 420, Jul.
• Luis Guimarães & Óscar Afonso & Paulo B. Vasconcelos, 2011, "Dynamic political effects in a neoclassic growth model with healthcare and creative activities," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 441, Nov.
• Sascha Frohwerk, 2011, "Asymmetrien in der Neuen Ökonomischen Geographie : Modelle, Simulationsmethoden und wirtschaftspolitische Diskussion = Asymmetries in new economic geography : models, simulation methods and economic discussion," Potsdamer Schriften zur Raumwirtschaft, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 03, Mar.
• Vassilopoulos, Achilleas & Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis, 2011, "Does the Food Stamp Program Really Increase Obesity? The Importance of Accounting for Misclassification Errors," MPRA Paper, University Library of Munich, Germany, number 28768, Jan.
• Onour, Ibrahim & Abdalla, Abdelgadir, 2011, "Technical efficiency analysis of banks in major oil exporting Middle East countries," MPRA Paper, University Library of Munich, Germany, number 29884, Jan.
• Mele, Antonio, 2011, "Repeated moral hazard and recursive Lagrangeans," MPRA Paper, University Library of Munich, Germany, number 30310, Apr.
• Korobilis, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 30380, Apr.
• Mrad, Moez & Triki, Racem, 2011, "Fine-tuning the equivalent strike framework for bespoke cdo tranches pricing," MPRA Paper, University Library of Munich, Germany, number 30750, Mar.
• Cocozza, Rosa & De Simone, Antonio, 2011, "One numerical procedure for two risk factors modeling," MPRA Paper, University Library of Munich, Germany, number 30859, May.
• Russo, Alberto, 2011, "Towards a stochastic model with heterogeneous agents and class division," MPRA Paper, University Library of Munich, Germany, number 31733, May.
• Kwasnicki, Witold, 2011, "China, India and the future of the global economy," MPRA Paper, University Library of Munich, Germany, number 32558, Jul.
• Qian, Hang, 2011, "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper, University Library of Munich, Germany, number 32634, Aug.
• Corniglion, Sébastien & Turnois, Nadine, 2011, "Simulating tourists' behaviour using multi-agent modelling," MPRA Paper, University Library of Munich, Germany, number 33526, May.
• Chilarescu, Constantin & Viasu, Iana Luciana, 2011, "Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres," MPRA Paper, University Library of Munich, Germany, number 33909, Oct.
• Bicaba, Zorobabel, 2011, "Growth and financial reforms trajectory: an optimal matching sequence analysis approach," MPRA Paper, University Library of Munich, Germany, number 34057, Jun.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper, University Library of Munich, Germany, number 34278, Sep.
• Kangpenkae, Popon, 2011, "Kullback-Leibler simplex," MPRA Paper, University Library of Munich, Germany, number 34921, Nov.
• Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter, 2011, "A predictive multi-agent approach to model systems with linear rational expectations," MPRA Paper, University Library of Munich, Germany, number 35351, Jan, revised 11 Dec 2011.
• Janek, Agnieszka, 2011, "The vanna - volga method for derivatives pricing," MPRA Paper, University Library of Munich, Germany, number 36127, Jul.
• Filippou, Miltiades & Zervopoulos, Panagiotis, 2011, "Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning," MPRA Paper, University Library of Munich, Germany, number 41573, Aug.
• Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita, 2011, "Partitioned Frames in Bak Sneppen Models," MPRA Paper, University Library of Munich, Germany, number 43852, Sep.
• Casella, Bruno & Roberts, Gareth O., 2011, "Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications," MPRA Paper, University Library of Munich, Germany, number 95217, Sep.
• Casella, Bruno & Roberts, Gareth O. & Stramer, Osnat, 2011, "Stability of Partially Implicit Langevin Schemes and Their MCMC Variants," MPRA Paper, University Library of Munich, Germany, number 95220, Dec.
• Alfonso Mendoza-Velázquez & Pilar Gómez-Gil, 2011, "Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico," Working Papers, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP, number 1, Jun.
• Giulio Fella, 2011, "A Generalized Endogenous Grid Method for Non-concave Problems," Working Papers, Queen Mary University of London, School of Economics and Finance, number 677, May.
• George Kapetanios & Fotis Papailias, 2011, "Block Bootstrap and Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 679, Jun.
• Juan Gabriel Correa Medina & Ma. Loecelia Guadalupe Ruvalcaba Sanchez & Elias Olivares Benitez & Vittorio Zanella Palacios, 2011, "Heuristica biobjetivo de dos etapas para rediseno de territorios de venta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 8, issue 2, pages 143-161, Julio-Dic.
• Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011, "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes, Review of Economic Dynamics, number 11-123, revised .
• Giulio Fella, 2011, "A generalized endogenous grid method for non-concave problems," 2011 Meeting Papers, Society for Economic Dynamics, number 1232.
• Felix Kubler & Harold L. Cole, 2011, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," 2011 Meeting Papers, Society for Economic Dynamics, number 59.
• Yuichiro Waki & Kenichi Fukushima, 2011, "A polyhederal approximation approach to concave numerical dynamic programming," 2011 Meeting Papers, Society for Economic Dynamics, number 689.
• Patrick Withey & G. Cornelis van Kooten, 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, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2011-04, Apr.
• Bobashev, Georgiy & Cropper, Maureen & Epstein, Joshua & Goedecke, Michael & Hutton, Stephen & Over, Mead, 2011, "Policy Response to Pandemic Influenza: The Value of Collective Action," RFF Working Paper Series, Resources for the Future, number dp-11-41, Sep.
• Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
• Maksim Isakin & Grigory Teplykh, 2011, "Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 21, issue 1, pages 70-96.
• Gulnora Raimova, 2011, "Variance reduction methods at the pricing of weather options," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 21, issue 1, pages 3-15.
• Boris Poutko, 2011, "Determination of the nature of growth of the main trends of time series in small quantity of observations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 93-97.
• Fernando A. López-Hernández & Andrés Artal-Tur & M. Luz Maté-Sánchez-Val, 2011, "Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 19-36.
• Kosrow Dehnad, 2011, "Behavioral Finance and Technical Analysis," Journal of Financial Transformation, Capco Institute, volume 32, pages 107-111.
• Cherrat LOUBNA & Ezziyyani MOSTAFA & Mohammed ESSAAIDI & Omar KASSARA & Bennouna MUSTAPHA, 2011, "Using Cooperatives Ontologies For The Customization Of Hybrid Mediator Interrogation Process," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 2, issue 2, pages 115-126.
• MariuŃa SERBAN SERBAN, 2011, "Protection And Security Of Data Base Information Summary," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 2, issue 2, pages 93-100.
• Eliza Consuela ISBĂSOIU, 2011, "Numerical Modeling And Simulation In Various Processes," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 2, issue 4, pages 99-106.
• Daniel Heymann & Enrique Kawamura & Roberto Perazzo & Martin Zimmermann, 2011, "Behavioral Heuristics and Market Patterns in a Bertrand-Edgeworth Game," Working Papers, Universidad de San Andres, Departamento de Economia, number 108, Feb, revised Mar 2011.
• Sandra Vinciguerra & Koen Frenken & Marco Valente, 2010, "The Geography of Internet Infrastructure: An Evolutionary Simulation Approach Based on Preferential Attachment," Urban Studies, Urban Studies Journal Limited, volume 47, issue 9, pages 1969-1984, August, DOI: 10.1177/0042098010372685.
• Oliver Baumann & Dirk Martignoni, 2011, "Evaluating the New: The Contingent Value of a Pro-Innovation Bias," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 63, issue 4, pages 393-415, October.
• Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2011, "Towards Autonomic Market Management in Cloud Computing Infrastructures," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201174, Apr, revised Apr 2011.
• Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann, 2011, "Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201177, Jul, revised Jul 2011.
• Kibae Kim & Jorn Altmann, 2011, "A Complex Network Analysis of the Weighted Graph of the Web2.0 Service Network," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201178, Jul, revised Jul 2011.
• Jorn Altmann & Matthias Hovestadt & Odej Kao, 2011, "Business Support Service Platform for Providers in Open Cloud Computing Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201179, Sep, revised Sep 2011.
• Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2011, "Achieving Market Liquidity through Autonomic Cloud Market Management," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201180, Aug, revised Aug 2011.
• Arturo GARCÍA-SANTILLÁN & Milka ESCALERA-CHÁVEZ, 2011, "IT Applications as a Didactic Tool in the Teaching of Math (Using of Spreadsheet to Programming)," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 1, issue 6, pages 1-17, October.
• Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2011, "Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Willi Semmler, "Computational Methods in Economic Dynamics", DOI: 10.1007/978-3-642-16943-4_2.
• Luca Marchiori & Patrice Pieretti & Benteng Zou, 2011, "The Impact of Migration on Origin Countries: A Numerical Analysis," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Willi Semmler, "Computational Methods in Economic Dynamics", DOI: 10.1007/978-3-642-16943-4_9.
• Paul Glasserman & Kyoung-Kuk Kim, 2011, "Gamma expansion of the Heston stochastic volatility model," Finance and Stochastics, Springer, volume 15, issue 2, pages 267-296, June, DOI: 10.1007/s00780-009-0115-y.
• Martin Forde & Antoine Jacquier, 2011, "The large-maturity smile for the Heston model," Finance and Stochastics, Springer, volume 15, issue 4, pages 755-780, December, DOI: 10.1007/s00780-010-0147-3.
• Martin Forde & Antoine Jacquier & Aleksandar Mijatović, 2011, "A note on essential smoothness in the Heston model," Finance and Stochastics, Springer, volume 15, issue 4, pages 781-784, December, DOI: 10.1007/s00780-011-0162-z.
• Daniel Zanger, 2013, "Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing," Finance and Stochastics, Springer, volume 17, issue 3, pages 503-534, July, DOI: 10.1007/s00780-013-0204-9.
• John Foster, 2011, "Evolutionary macroeconomics: a research agenda," Journal of Evolutionary Economics, Springer, volume 21, issue 1, pages 5-28, February, DOI: 10.1007/s00191-010-0187-z.
• Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak, 2011, "Economic modeling using evolutionary algorithms: the effect of a binary encoding of strategies," Journal of Evolutionary Economics, Springer, volume 21, issue 5, pages 737-756, December, DOI: 10.1007/s00191-010-0177-1.
• Zakaria Babutsidze, 2011, "Returns to product promotion when consumers are learning how to consume," Journal of Evolutionary Economics, Springer, volume 21, issue 5, pages 783-801, December, DOI: 10.1007/s00191-010-0214-0.
• Shira Fano & Paolo Pellizzari, 2011, "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, Springer, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart, "Emergent Results of Artificial Economics", DOI: 10.1007/978-3-642-21108-9_14.
• Florian Hauser & Marco LiCalzi, 2011, "Learning to Trade in an Unbalanced Market," Lecture Notes in Economics and Mathematical Systems, Springer, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart, "Emergent Results of Artificial Economics", DOI: 10.1007/978-3-642-21108-9_6.
• Janghyeok Yoon & Kwangsoo Kim, 2011, "Identifying rapidly evolving technological trends for R&D planning using SAO-based semantic patent networks," Scientometrics, Springer;Akadémiai Kiadó, volume 88, issue 1, pages 213-228, July, DOI: 10.1007/s11192-011-0383-0.
• Sungchul Choi & Janghyeok Yoon & Kwangsoo Kim & Jae Yeol Lee & Cheol-Han Kim, 2011, "SAO network analysis of patents for technology trends identification: a case study of polymer electrolyte membrane technology in proton exchange membrane fuel cells," Scientometrics, Springer;Akadémiai Kiadó, volume 88, issue 3, pages 863-883, September, DOI: 10.1007/s11192-011-0420-z.
• M. Laura Frigotto & Massimo Riccaboni, 2011, "A few special cases: scientific creativity and network dynamics in the field of rare diseases," Scientometrics, Springer;Akadémiai Kiadó, volume 89, issue 1, pages 397-420, October, DOI: 10.1007/s11192-011-0431-9.
• Christopher Watts & Nigel Gilbert, 2011, "Does cumulative advantage affect collective learning in science? An agent-based simulation," Scientometrics, Springer;Akadémiai Kiadó, volume 89, issue 1, pages 437-463, October, DOI: 10.1007/s11192-011-0432-8.
• Krzysztof Burnecki & Marek Teuerle, 2011, "Ruin probability in finite time," Springer Books, Springer, chapter 10, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_10.
• Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup, 2011, "FX smile in the Heston model," Springer Books, Springer, chapter 4, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_4.
• Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.
• Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011, "Null Models of Economic Networks: The Case of the World Trade Web," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2011/26, Dec.
• Nicholas Economides & Joacim Tag, 2011, "Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 11-09.
• Elisabetta Pellini, 2011, "Measuring the impact of market coupling on the Italian electricity market using ELFO++," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 133, Oct.
• Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi, 2011, "Small sample properties of copula-GARCH modelling: a Monte Carlo study," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 21, pages 1587-1597, DOI: 10.1080/09603107.2011.587770.
• Minqiang Li & Kyuseok Lee, 2011, "An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 8, pages 1245-1269, DOI: 10.1080/14697680902849361.
• Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011, "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-007/4, Jan.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
• Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman, 2011, "Counting with Combined Splitting and Capture-Recapture Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-062/4, Apr.
• Peter Exterkate, 2011, "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-138/4, Sep.
• Yanikoglu, I. & den Hertog, D., 2011, "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-137.
• Michael D. Makowsky & Jared Rubin, 2011, "An Agent-Based Model of Centralized Institutions, Social Network Technology, and Revolution," Working Papers, Towson University, Department of Economics, number 2011-05, Oct, revised Oct 2011.
• K. Vela Velupillai, 2011, "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1112.
• K. Vela Velupillai, 2011, "Computable and Dynamical Systems Foundations of Bounded Rationality and Satisficing," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1116.
• K. Vela Velupillai, 2011, "Foley's Thesis, Negishi's Method, Existence Proofs and Computation," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1124.
• Selda (Ying Fang) Kao & K. Vela Velupillai, 2011, "Behavioural Economics: Classical and Modern," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1126.
• K.Vela Velupillai, 2011, "Negishi's Theorem and Method," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1129.
• Massimo Riccaboni & Maria Laura Frigotto, 2011, "A Few Special Cases: Scientific Creativity and Network Dynamics in the Field of Rare Diseases," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy, number 2011/03, Mar, revised 24 May 2011.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Sebastian Siegloch & Andreas Peichl, 2011, "Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency," Working Papers, Geary Institute, University College Dublin, number 201101, Jan.
• Alpaslan Akay & Olivier Bargain & Klaus F. Zimmermann, 2011, "Relative Concerns of Rural-to-Urban Migrants in China," Working Papers, Geary Institute, University College Dublin, number 201102, Jan.
• Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch, 2011, "Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency," Working Papers, School of Economics, University College Dublin, number 201102, Jan.
• Uluc Aysun, 2011, "The implications of dynamic financial frictions for DSGE models," Working papers, University of Connecticut, Department of Economics, number 2011-07, Apr.
• Sylvain Barde, 2011, "Back to the Future: A Simple Solution to Schelling Segregation," Studies in Economics, School of Economics, University of Kent, number 1104, Feb.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011, "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 249-256.
• Rudiger von Arnim & Codrina Rada, 2011, "Labor productivity and energy use in a three sector model: An application to Egypt," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2011_06.
• Brano GLUMAC & Qi HAN & Jos SMEETS & Wim SCHAEFER, 2011, "Rethinking Brownfield Redevelopment Features through Fuzzy Delphi Method," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 1, pages 126-147.
• Shira Fano & Paolo Pellizzari, 2011, "Time-dependent trading strategies in a continuous double auction," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_03.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso, 2011, "Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_10.
• Paolo Pellizzari & Dino Rizzi, 2011, "A Multi-Agent Model of Tax Evasion with Public Expenditure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_15.
• Paolo Pellizzari, 2011, "Optimal trading in a limit order book using linear strategies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_16, revised Sep 2011.
• Vincenzo Rebba & Dino Rizzi, 2011, "Waiting Times and Cost Sharing for a Public Health Care Service with a Private Alternative: A Multi-agent Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_18, Oct.
• Diana Barro & Elio Canestrelli, 2011, "Combining stochastic programming and optimal control to solve multistage stochastic optimization problems," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_24, revised 2011.
• Claudio Pizzi & Francesca Parpinel, 2011, "Evolutionary computational approach in TAR model estimation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_26.
• 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.

2010

• Gaure, Simen & Røed, Knut & van den Berg, Gerard J. & Zhang, Tao, 2010, "Estimation of Heterogeneous Treatment Effects on Hazard Rates," IZA Discussion Papers, IZA Network @ LISER, number 4794, Feb.
• Bargain, Olivier B. & Keane, Claire, 2010, "Tax-Benefit Revealed Redistributive Preferences Over Time: Ireland 1987-2005," IZA Discussion Papers, IZA Network @ LISER, number 5221, Sep.
• Sebastian Sienknecht, 2010, "On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-005, Jan.
• Co-Pierre Georg & Jenny Poschmann, 2010, "Systemic risk in a network model of interbank markets with central bank activity," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-033, Jun.
• Jason Barr & Troy Tassier, 2010, "Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner’s Dilemma Game," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 3, pages 211-234, March, DOI: 10.1007/s10614-009-9184-4.
• Guglielmo Caporale & Mario Cerrato, 2010, "Using Chebyshev Polynomials to Approximate Partial Differential Equations," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 3, pages 235-244, March, DOI: 10.1007/s10614-009-9172-8.
• Ling-Yun He, 2010, "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 3, pages 263-282, October, DOI: 10.1007/s10614-010-9214-2.
• Christian Lutz, 2010, "How to increase global resource productivity? Findings from modelling in the petrE project," International Economics and Economic Policy, Springer, volume 7, issue 2, pages 343-356, August, DOI: 10.1007/s10368-010-0160-1.
• X. Wang & Jingang Zhao, 2010, "Why are firms sometimes unwilling to reduce costs?," Journal of Economics, Springer, volume 101, issue 2, pages 103-124, October, DOI: 10.1007/s00712-010-0148-x.
• Alan Murray, 2010, "Advances in location modeling: GIS linkages and contributions," Journal of Geographical Systems, Springer, volume 12, issue 3, pages 335-354, September, DOI: 10.1007/s10109-009-0105-9.
• Rolf Färe & Carlos Martins-Filho & Michael Vardanyan, 2010, "On functional form representation of multi-output production technologies," Journal of Productivity Analysis, Springer, volume 33, issue 2, pages 81-96, April, DOI: 10.1007/s11123-009-0164-4.
• Minqiang Li, 2010, "Analytical approximations for the critical stock prices of American options: a performance comparison," Review of Derivatives Research, Springer, volume 13, issue 1, pages 75-99, April, DOI: 10.1007/s11147-009-9044-3.
• Gabriel Drimus, 2010, "A forward started jump-diffusion model and pricing of cliquet style exotics," Review of Derivatives Research, Springer, volume 13, issue 2, pages 125-140, July, DOI: 10.1007/s11147-009-9045-2.
• Andrey Itkin & Peter Carr, 2010, "Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case," Review of Derivatives Research, Springer, volume 13, issue 2, pages 141-176, July, DOI: 10.1007/s11147-009-9048-z.
• Minqiang Li, 2010, "A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes," Review of Derivatives Research, Springer, volume 13, issue 2, pages 177-217, July, DOI: 10.1007/s11147-009-9047-0.
• Chia-Ying Chan & Ling-Chu Lee & Ming-Chun Wang, 2010, "Employee stock options pricing and the implication of restricted exercise price: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 2, pages 247-271, February, DOI: 10.1007/s11156-010-0166-3.
• Serguei Kaniovski, 2010, "Aggregation of correlated votes and Condorcet’s Jury Theorem," Theory and Decision, Springer, volume 69, issue 3, pages 453-468, September, DOI: 10.1007/s11238-008-9120-4.
• Takashi Kamihigashi & John Stachurski, 2010, "Stochastic Stability in Monotone Economies," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2010-12, Apr.
• Daniel Ladley & James Rockey, 2010, "Party Formation and Competition," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/17, May, revised Mar 2014.
• Dan Ladley, 2010, "An economic model of contagion in interbank lending markets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/06, Nov, revised Dec 2010.
• Dan Ladley, 2010, "Contagion and risk-sharing on the inter-bank market," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/10, Nov, revised Jan 2013.
• Georg Gr�ll & Luca Taschini, 2010, "A comparison of reduced-form permit price models and their empirical performances," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 33, Dec.
• Luca Marchiori & Patrice Pieretti & Benteng Zou, 2010, "The impact of migration on origin countries: a numerical analysis," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 10-06.
• John Elder & Apostolos Serletis, 2010, "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 6, pages 1137-1159, September.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2010, "Modelling the Effects of Nuclear Fuel Reservoir Operation in a Competitive Electricity Market," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 1009, Jul.
• Nicola Botta & Antoine Mandel & Cezar Ionescu, 2010, "Time in discrete agent-based models of socio-economic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10076, Sep.
• Antoine Mandel & Carlo Jaeger & Steffen Fürst & Wiebke Lass & Daniel Lincke & Frank Meissner & Federico Pablo-Marti & Sarah Wolf, 2010, "Agent-based dynamics in disaggregated growth models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10077, Sep.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2010, "Modeling the effects of nuclear fuel reservoir operation in a competitive electricity market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10083, Nov.
• Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010, "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/10.
• Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2010, "A Cluster-Grid Projection Method: Solving Problems with High Dimensionality," NBER Working Papers, National Bureau of Economic Research, Inc, number 15965, May.
• Andrew Caplin & John V. Leahy, 2010, "A Graph Theoretic Approach to Markets for Indivisible Goods," NBER Working Papers, National Bureau of Economic Research, Inc, number 16284, Aug.
• Andrew Caplin & John V. Leahy, 2010, "Comparative Statics in Markets for Indivisible Goods," NBER Working Papers, National Bureau of Economic Research, Inc, number 16285, Aug.