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

• Carlos Absalón & Urzúa, Carlos M., 2011, "Mexican microsimulation model," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-05, revised .
• Verónica Amarante & Marisa Bucheli & Cecilia Olivieri & Ivone Perazzo, 2011, "Uruguayan microsimulation model," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-06, revised .
• Eric Weese, 2011, "Political Mergers as Coalition Formation," Working Papers, Economic Growth Center, Yale University, number 997, Mar.
• Andrea Morrison & Roberta Rabellotti & Florian Lorenzo Zirulia, 2011, "When do global pipelines enhance knowledge diffusion in clusters?," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 1105, Mar, revised Mar 2011.
• Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2011, "Second-order approximation of dynamic models with time-varying risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119071, Mar.
• Dolls, Mathias & Peichl, Andreas & Bargain, Olivier & Siegloch, Sebastian & Neumann, Dirk, 2011, "Tax-benefit systems in Europe and the US: between equity and efficiency," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM2/11, Aug.
• Callan, Tim & Van de Ven, Justin, 2011, "A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model," Papers, Economic and Social Research Institute (ESRI), number WP400, Aug.
• Thomas DEMUYNCK, 2011, "The computational complexity of rationalizing Pareto optimal choice behavior," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces11.13, Jun.
• Albert Marcet & Ramon Marimon, 2011, "Recursive Contracts," Economics Working Papers, European University Institute, number ECO2011/15.
• Lei Zhu & ZhongXiang Zhang & Ying Fan, 2011, "An evaluation of overseas oil investment projects under uncertainty using a real options based simulation model," Economics Study Area Working Papers, East-West Center, Economics Study Area, number 121, Nov.
• Andrea Klimešová & Tomáš Václavík, 2011, "Pricing of Gas Swing Options using Monte Carlo Methods," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/15, Jul, revised Jul 2011.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-05, Mar.
• Lei Zhu & ZhongXiang Zhang & Ying Fan, 2011, "An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model," Working Papers, Fondazione Eni Enrico Mattei, number 2011.83, Nov.
• Gelu ALEXANDRESCU & Dumitru NICA & Vasile DUMITRU, 2011, "Study Concerning The Amplitude Of Applicative-Methodological Elements In The Managerial Durable Development Process," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 14, issue 2, pages 114-121, November.
• Eugen ROTARESCU, 2011, "Applying Pert And Critical Path Method In Human Resource Training," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 14, issue 2, pages 187-201, November.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011, "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers, Financial Markets Group, number dp677, Mar.
• Isakov, Dusan & Marti, Didier, 2011, "Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 421, Aug.
• Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2011, "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Working Papers, Department of Economics, Florida State University, number wp2011_08_02, Aug.
• Paul Beaumont & Yaniv Jerassy-Etzion, 2011, "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers, Department of Economics, Florida State University, number wp2011_08_03, Aug.
• Rebiasz, B., 2011, "Arithmetic Operations On Interactive Fuzzy Numbers In Financial Analysis," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 39-65, May.
• Talat S. Genc & Henry Thille, 2011, "Dynamic Competition in Electricity Markets: Hydroelectric and Thermal Generation," Working Papers, University of Guelph, Department of Economics and Finance, number 1104.
• Rudolf Berghammer & Stefan Bolus & Agnieszka Rusinowska & Harrie de Swart, 2011, "A relation-algebraic approach to simple games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00574767, DOI: 10.1016/j.ejor.2010.09.006.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computations on Simple Games using RelView," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00633857, DOI: 10.1007/978-3-642-23568-9_5.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computations on Simple Games using REL VIEW," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587690, Mar.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2016, "Ambiguity and the historical equity premium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00594096, Apr.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computing Tournament Solutions using Relation Algebra and REL VIEW," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639942, Oct.
• 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00654200, Nov.
• Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion, 2011, "Exploring the potential for energy conservation in French households through hybrid modelling," CIRED Working Papers, HAL, number hal-00866425, Jan.
• Rudolf Berghammer & Stefan Bolus & Agnieszka Rusinowska & Harrie de Swart, 2011, "A relation-algebraic approach to simple games," Post-Print, HAL, number hal-00574767, DOI: 10.1016/j.ejor.2010.09.006.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computations on Simple Games using RelView," Post-Print, HAL, number hal-00633857, DOI: 10.1007/978-3-642-23568-9_5.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computations on Simple Games using REL VIEW," Post-Print, HAL, number halshs-00587690, Mar.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011, "Computing Tournament Solutions using Relation Algebra and REL VIEW," Post-Print, HAL, number halshs-00639942, Oct.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Sciences Po Economics Publications (main), HAL, number hal-01069479, Mar.
• Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011, "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers, HAL, number hal-00639049, Nov.
• Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion, 2011, "Exploring the potential for energy conservation in French households through hybrid modelling," Working Papers, HAL, number hal-00866425, Jan.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Working Papers, HAL, number hal-01069479, Mar.
• Peter Biro & Gethin Norman, 2011, "Analysis of Stochastic Matching Markets," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1132, Jul.
• Robert Somogyi & Janos Vincze, 2011, "Price Rigidity and Strategic Uncertainty An Agent-based Approach," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1135, Sep.
• Peter Biro & Walter Kern & Daniel Paulusma, 2011, "Computing Solutions for Matching Games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1142, Dec.
• Economides, Nicholas & Tåg, Joacim, 2011, "Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts," Working Paper Series, Research Institute of Industrial Economics, number 890, Dec.
• Holmberg, Ulf, 2011, "Banking and the Determinants of Credit Crunches," Umeå Economic Studies, Umeå University, Department of Economics, number 822, Apr.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011, "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2011-03, Mar.
• Co-Pierre Georg, 2011, "Basel III ans Systemic Risk Regulation - What Way Forward?," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 17-2011, Jan.
• Cezarina Adina Tofan, 2011, "Management Information Systems for Computer Aided Design," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 1, issue 1, pages 33-42, November.
• Guglielmo D’Amico & Giuseppe Di Biase & Raimondo Manca, 2011, "Immigration Effects On Economic Systems Through Dynamic Inequality Indices," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 11-25.
• Kohta Takehara & Masashi Toda & Akihiko Takahashi, 2011, "Application Of A High-Order Asymptotic Expansion Scheme To Long-Term Currency Options," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 3, pages 87-99.
• Nicholas ECONOMIDES, 2011, "Broadband Openness Rules Are Fully Justified by Economic Research," Communications & Strategies, IDATE, Com&Strat dept., volume 1, issue 84, pages 127-151, 4th quart.
• Tómasson, Helgi, 2011, "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series, Institute for Advanced Studies, number 274, Sep.
• Işıl AKGÜL & Mustafa Kemal BEŞER, 2011, "Effects of inflation tax versus Tanzi effect on the real value of tax revenues: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 298, pages 45-66.
• Türkmen Göksel & Yetkin Çınar, 2011, "Temsilde adalet – yönetimde istikrar ikileminde seçim barajına yönelik senaryo analizleri ve optimal baraj için bir model önerisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 302, pages 75-108.
• Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde, 2011, "Multivariate Stochastic Volatility via Wishart Processes - A Continuation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-19, Aug.
• Eduardo Cepeda, 2011, "Portafolio de consumo: problema de Merton," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 37-51, Diciembre.
• BARGAIN Olivier & DOLLS Mathias & NEUMANN Dirk & PEICHL Andreas & SIEGLOCH Sebastian, 2011, "Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-11, Jan.
• Fehmi Burcin Ozsoydan & Tugba Sarac, 2011, "A Discrete Particle Swarm Optimization Algorithm for Bi-Criteria Warehouse Location Problem," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 13, issue 1, pages 114-124, Special I.
• Elif BULUT & Ozlem GURUNLU ALMA, 2011, "Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 38-52, November.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011, "Solving the multi-country real business cycle model using ergodic set methods," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-01, Jan.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011, "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-15, Jul.
• Andrei Jirnyi & Vadym Lepetyuk, 2011, "A reinforcement learning approach to solving incomplete market models with aggregate uncertainty," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-21, Sep.
• Bargain, Olivier B. & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian, 2011, "Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency," IZA Discussion Papers, IZA Network @ LISER, number 5440, Jan.
• Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011, "Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects," IZA Discussion Papers, IZA Network @ LISER, number 5811, Jun.
• Heer Burkhard & Maußner Alfred, 2011, "Value Function Iteration as a Solution Method for the Ramsey Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 4, pages 494-515, August, DOI: 10.1515/jbnst-2011-0404.
• Shikano Susumu & Mack Verena, 2011, "When Does the Second-Digit Benford’s Law-Test Signal an Election Fraud?: Facts or Misleading Test Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 719-732, October, DOI: 10.1515/jbnst-2011-5-610.
• Jinill Kim & Andrew Levin & Tack Yun, 2011, "Bifurcation in Perturbation Analysis:Calvo Pricing Examples," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 3, pages 221-236, March, DOI: 10.1007/s10614-010-9251-x.
• Fabio Privileggi, 2011, "Transition Dynamics in Endogenous Recombinant Growth Models by Means of Projection Methods," Computational Economics, Springer;Society for Computational Economics, volume 38, issue 3, pages 367-387, October, DOI: 10.1007/s10614-011-9278-7.
• Erik Kimbrough, 2011, "Learning to respect property by refashioning theft into trade," Experimental Economics, Springer;Economic Science Association, volume 14, issue 1, pages 84-109, March, DOI: 10.1007/s10683-010-9258-0.
• A. Bucci & C. Colapinto & M. Forster & D. La Torre, 2011, "Stochastic technology shocks in an extended Uzawa–Lucas model: closed-form solution and long-run dynamics," Journal of Economics, Springer, volume 103, issue 1, pages 83-99, May, DOI: 10.1007/s00712-011-0193-0.
• Kieran Donaghy, 2011, "Models of travel demand with endogenous preference change and heterogeneous agents," Journal of Geographical Systems, Springer, volume 13, issue 1, pages 17-30, March, DOI: 10.1007/s10109-010-0129-1.
• Geoffrey Caruso & Gilles Vuidel & Jean Cavailhès & Pierre Frankhauser & Dominique Peeters & Isabelle Thomas, 2011, "Morphological similarities between DBM and a microeconomic model of sprawl," Journal of Geographical Systems, Springer, volume 13, issue 1, pages 31-48, March, DOI: 10.1007/s10109-010-0131-7.
• 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.