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

• 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.

2010

• Jörg Kienitz & Manuel Wittke, 2010, "Option Valuation in Multivariate SABR Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 272, Feb.
• Mariya Teteryatnikova, 2010, "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 vie1007, Feb.
• Shira Fano & Marco Li Calzi & Paolo Pellizzari, 2010, "Convergence of outcomes and evolution of strategic behavior in double auctions," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 196, Feb.
• Martina Nardon & Paolo Pianca, 2010, "Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 198, Sep.
• Lucia Milone, 2010, "Learning Cancellation Strategies in a Continuous Double Auction Market," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 202, Sep.
• Shan chen & Margaret Insley, 2010, "Regime Switching in Stochastic Models of Commodity Prices: An Application to an Optimal Tree Harvesting Problem," Working Papers, University of Waterloo, Department of Economics, number 1016, Jul, revised Jul 2010.
• Escribano, Alvaro & Pena, Jorge & Guasch, J. Luis, 2010, "Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys," Policy Research Working Paper Series, The World Bank, number 5346, Jun.
• Zuzana Brixiova & Balazs Egert, 2010, "Modeling Institutions, Start-Ups And Productivity During Transition," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp975, Feb.
• John Elder & Apostolos Serletis, 2010, "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 6, pages 1137-1159, September, DOI: 10.1111/j.1538-4616.2010.00323.x.
• Michael D. König & Claudio J. Tessone & Yves Zenou, 2010, "From Assortative To Dissortative Networks: The Role Of Capacity Constraints," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 483-499, DOI: 10.1142/S0219525910002700.
• Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010, "FX Smile in the Heston Model," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/02.
• Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010, "Building Loss Models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/03.
• Krzysztof Burnecki & Marek Teuerle, 2010, "Ruin Probability in Finite Time," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/04.
• Keane, M. & Stavrunova, O., 2010, "Adverse Selection, Moral Hazard and the Demand for Medigap Insurance," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/14, Jul.
• Sachs, Angelika, 2010, "Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,08.
• Craig, Ben R. & von Peter, Goetz, 2010, "Interbank tiering and money center banks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,12.
• Franke, Reiner & Sacht, Stephen, 2010, "Some observations in the high-frequency versions of a standard new-keynesian model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2010-01.
• Langen, Martin & Krauskopf, Thomas, 2010, "The election of a world champion," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 39.
• Weber, Florian & Schmid, Thomas & Pietz, Matthäus & Kaserer, Christoph, 2010, "Simulation-based valuation of project finance: does model complexity really matter?," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2010-03.
• Lontzek, Thomas S. & Narita, Daiju, 2010, "Climate change mitigation and ecosystem services: a stochastic analysis," Kiel Working Papers, Kiel Institute for the World Economy, number 1593.
• Alfarano, Simone & Lux, Thomas, 2010, "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers, Kiel Institute for the World Economy, number 1648.
• Horst, Ulrich, 2010, "Dynamic systems of social interactions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-012.
• Janek, Agnieszka & Kluge, Tino & Weron, Rafał & Wystup, Uwe, 2010, "FX smile in the Heston model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-047.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał, 2010, "Building loss models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-048.
• Prady, Delphine & Ullrich, Hannes, 2010, "Entry and competition in freight transport: the case of a prospective transalpine rail link between France and Italy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-010.
• Boeters, Stefan, 2010, "Optimal tax progressivity in unionised labour markets: Simulation results for Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-035.
• Santiago Gil & Aleix Serrat-Capdevila, 2010, "Emergence of Cooperation in a Model for Agricultural Production," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 8, issue 1, pages 1-12.
• Anatoly M. Tsirlin & Sergey A. Amelkin, 2010, "Mathematical Models and Equilibrium in Irreversible Microeconomics," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 8, issue 1, pages 13-23.
• Martin Ngobye & Wouter T. de Groot & Theo P. van der Weide, 2010, "Types and Priorities of Multi-Agent System Interactions," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 8, issue 1, pages 49-58.
• Antonis Papapantoleon & David Skovmand, 2010, "Picard Approximation of Stochastic Differential Equations and Application to Libor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-40, Jul.
• Graubner, Marten & Balmann, Alfons & Sexton, Richard J., 2010, "Location and Spatial Pricing in Agricultural Markets," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61225, DOI: 10.22004/ag.econ.61225.
• Burnett, J. Wesley & Ferrer, Myra Clarisse R., 2010, "Dynamic Optimization of Nitrogen Use in Agriculture," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61754, DOI: 10.22004/ag.econ.61754.
• Kompas, Tom & Chu, Long, 2010, "A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems," Research Reports, Australian National University, Environmental Economics Research Hub, number 95044, Sep, DOI: 10.22004/ag.econ.95044.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., undated, "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 2, DOI: 10.22004/ag.econ.90675.
• Silva, Marcos Aurélio Santos da & Siqueira, Edmar Ramos de & Teixeira, Olívio Alberto, undated, "Abordagem Conexionista para Análise Espacial Exploratória de Dados Socioeconômicos de Territórios Rurais," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 48, issue 2, pages 1-18, DOI: 10.22004/ag.econ.150543.
• Burnett, J. Wesley & Ferrer, Myra Clarisse R., 2010, "Dynamic Optimization of Nitrogen Use in Agriculture," Faculty Series, University of Georgia, Department of Agricultural and Applied Economics, number 96032, Mar, DOI: 10.22004/ag.econ.96032.
• Shankar, Sriram & O'Donnell, Christopher & Quiggin, John, 2010, "Production Under Uncertainty: A Simulation Study," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151193, DOI: 10.22004/ag.econ.151193.
• Ghosal, Sayantan & Porter, James, undated, "Out-Of-Equilibrium Dynamics With Decentralized Exchange: Cautious Trading And Convergence To Efficiency," Economic Research Papers, University of Warwick - Department of Economics, number 271179, DOI: 10.22004/ag.econ.271179.
• Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu, 2010, "Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation," AIEL Series in Labour Economics, AIEL - Associazione Italiana Economisti del Lavoro, chapter 7, in: Floro Ernesto Caroleo & Francesco Pastore, "The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?".
• Emil Scarlat & Iulia Mărieș, 2010, "Knowedge Development Within Communities Of Practice Using Organizational Learning," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 38, pages 227-235, May.
• Assoc. Prof. Ph.D Edelhauser Eduard, 2010, "Business Intelligence Software Implementation In The Romanian Companies," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-12, May.
• Lect. Gabriela Droj Ph. D & Assist. Laurențiu Droj Ph. D Student & Simona Mutu Ph. D Student, 2010, "Geographical Informational Systems - Applicability In Investments And Banking," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-8, May.
• Anufriev, M. & Arifovic, J. & Ledyard, D. & Panchenko, V., 2010, "Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-01.
• Sergio A. DeSouza & Francis Carlo Petterini & Vitor Hugo Miro, 2010, "A Tributação nas Vendas de Automóveis no Brasil: Quem Paga a Maior Parte da Conta?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 3, pages 559-596.
• Adolfo Sachsida & Fabio Carlucci Walnut & Mario Jorge Cardoso de Mendonça, 2010, "Ricardian Equivalence and Lucas Critique: An Alternative Test of Ricardian Equivalence Using Super Exogeneity Tests in Simulated Series," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 4, pages 15-26.
• Jiro Akahori & Andrea Macrina, 2010, "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers, arXiv.org, number 1012.1878, Dec.
• M. Alejandro Cardenete & Ferran Sancho, 2010, "The Role of Supply Constraints in Multiplier Analysis," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 805.10, Feb.
• Ana-Isabel Guerra & Ferran Sancho, 2010, "Rethinking Economy-Wide Rebound Measures: An Unbiased Proposal," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 814.10, Mar, revised 05 Apr 2010.
• Ana-Isabel Guerra & Ferran Sancho, 2010, "A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 823.10, Apr.
• Xavier Vilà, 2010, "Complementarities between Mathematical and Computational Modeling: The Case of the Repeated Prisoners' Dilemma," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 848.10, Oct.
• Bogdan Alexandru Brumar, 2010, "Modeling and simulation of economic processes," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Guillermo Escudé, 2010, "Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 59, pages 25-79, July - Se.
• Guillermo Escudé, 2010, "Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201047, Jul.
• Manuel Alejandro Cardenete & Ferran Sancho, 2015, "The Role of Supply Constraints in Multiplier Analysis," Working Papers, Barcelona School of Economics, number 432, Sep.
• Ana-Isabel Guerra & Ferran Sancho, 2015, "A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)," Working Papers, Barcelona School of Economics, number 450, Sep.
• Ana-Isabel Guerra & Ferran Sancho, 2015, "Rethinking Economy-Wide Rebound Measures: An Unbiased Proposal," Working Papers, Barcelona School of Economics, number 456, Sep.
• Flavio Angelini & Marco Nicolosi, 2010, "On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 39, issue 3, pages 203-226, November, DOI: j.1468-0300.2011.00226.x.
• Olivier Bargain & Claire Keane, 2010, "Tax–Benefit‐revealed Redistributive Preferences Over Time: Ireland 1987–2005," LABOUR, CEIS, volume 24, issue s1, pages 141-167, December.
• José P. Mauricio Vargas, 2010, "Análisis del crecimiento y ciclos económicos: Una aplicación general para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 13, issue 1, pages 9-47, December.
• Edward Denbee & Ben Norman, 2010, "The impact of payment splitting on liquidity requirements in RTGS," Bank of England Staff Working Paper series, Bank of England, number 404, Oct.
• Pankaj Sinha & Archit Johar, 2010, "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 1, pages 17-26, May.
• Dominique Guégan, 2010, "Effect of Noise Filtering on Predictions :on the Routes of Chaos," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 255-272.
• Stella Karagianni & Thanasis Sfetsos & Costas Siriopoulos, 2010, "Extracting Formations from Long Financial Time Series Using Data Mining," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 273-293.
• Pascal Seppecher, 2010, "Dysfonctionnement bancaire, bulle du crédit et instabilité macroéconomique dans une économie monétaire dynamique et complexe," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 441-449.
• Chyong, C.K. & Noël, P. & Reiner, D.M., 2010, "The Economics of the Nord Stream Pipeline System," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1051, Oct.
• Parail, V., 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1059, Nov.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2010, "Second-Order Approximation of Dynamic Models with Time-Varying Risk," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1033, Dec.
• Zuzana Brixiova & Balazs Egert, 2010, "Modeling Institutions, Start-Ups and Productivity during Transition," CESifo Working Paper Series, CESifo, number 2952.
• Burkhard Heer & Alfred Maussner, 2010, "A Note on the Computation of the Equity Premium and the Market Value of Firm Equity," CESifo Working Paper Series, CESifo, number 3042.
• Burkhard Heer & Alfred Maussner, 2010, "Log-Normal Approximation of the Equity Premium in the Production Model," CESifo Working Paper Series, CESifo, number 3311.
• Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA, 2010, "Replicating Hedge Fund Indices with Optimization Heuristics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-22, Jun.
• Agostino Tarsitano & Marianna Falcone, 2010, "Missing-Values Adjustment For Mixed-Type Data," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201015, Aug.
• Clara Lia Machado & Carlos Le�n & Miguel Sarmiento & Orlando Chipatecua, 2010, "Riesgo Sist�mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: An�lisis bajo Topolog�a de Redes y Simulaci�n de Pagos," Borradores de Economia, Banco de la Republica, number 7669, Nov.
• Juan Carlos Vergara Schmalbach & Maria De Los Angeles Diaz Marrugo & Adolfo Enrique Hernandez Luna & Omar Harvey Lopez Cuervo, 2010, "Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración," Revista Jornadas de Investigación, Universidad de Cartagena.
• Ivan Savin, 2010, "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers, COMISEF, number 042, Aug.
• Zenou, Yves & Koenig, Michael & Tessone, Claudio J., 2010, "From Assortative to Dissortative Networks: The Role of Capacity Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 8052, Oct.
• Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni, 2010, "A History-Friendly Model of the Evolution of the Pharmaceutical Industry: Technological Regimes and Demand Structure," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 036, Nov, revised Nov 2010.
• Giovanni Cerulli, 2010, "Are R&D subsidies provided optimally? Evidence from a simulated agency-firm stochastic dynamic game," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201011, Dec.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010, "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 2, pages 303-319, May.
• Borella, Margherita & Moscarola, Flavia Coda, 2010, "Microsimulation of pension reforms: behavioural versus nonbehavioural approach," Journal of Pension Economics and Finance, Cambridge University Press, volume 9, issue 4, pages 583-607, October.
• Vasile MAZILESCU, 2010, "Fuzzy Dynamic Discrimination Algorithms for Distributed Knowledge Management Systems," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 15-26.
• Eric M. Aldrich & Howard Kung, 2010, "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Working Papers, Duke University, Department of Economics, number 10-90.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Arifovic, Jasmina & Karaivanov, Alexander, 2010, "Learning by doing vs. learning from others in a principal-agent model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1967-1992, October.
• Ambler, Steve & Pelgrin, Florian, 2010, "Time-consistent control in nonlinear models," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2215-2228, October.
• Den Haan, Wouter J., 2010, "Comparison of solutions to the incomplete markets model with aggregate uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 4-27, January.
• Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 59-68, January.
• Den Haan, Wouter J. & Rendahl, Pontus, 2010, "Solving the incomplete markets model with aggregate uncertainty using explicit aggregation," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 69-78, January.
• Den Haan, Wouter J., 2010, "Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 79-99, January.
• Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010, "A new algorithm for solving dynamic stochastic macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 3, pages 388-403, March.
• Padula, Mario, 2010, "An approximate consumption function," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 3, pages 404-416, March.
• Meyer-Gohde, Alexander, 2010, "Linear rational-expectations models with lagged expectations: A synthetic method," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 984-1002, May.
• Galindev, Ragchaasuren & Lkhagvasuren, Damba, 2010, "Discretization of highly persistent correlated AR(1) shocks," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 7, pages 1260-1276, July.
• Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010, "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1531-1549, September.
• Berghammer, Rudolf & Rusinowska, Agnieszka & de Swart, Harrie, 2010, "Applying relation algebra and RelView to measures in a social network," European Journal of Operational Research, Elsevier, volume 202, issue 1, pages 182-195, April.
• Reijnierse, Hans & Borm, Peter & Quant, Marieke & Meertens, Marc, 2010, "Processing games with restricted capacities," European Journal of Operational Research, Elsevier, volume 202, issue 3, pages 773-780, May.
• Sung, Shao-Chin & Dimitrov, Dinko, 2010, "Computational complexity in additive hedonic games," European Journal of Operational Research, Elsevier, volume 203, issue 3, pages 635-639, June.
• Barro, Diana & Basso, Antonella, 2010, "Credit contagion in a network of firms with spatial interaction," European Journal of Operational Research, Elsevier, volume 205, issue 2, pages 459-468, September.
• Guerra, Ana-Isabel & Sancho, Ferran, 2010, "Rethinking economy-wide rebound measures: An unbiased proposal," Energy Policy, Elsevier, volume 38, issue 11, pages 6684-6694, November.
• Xabadia, Angels & Goetz, Renan U., 2010, "The optimal selective logging regime and the Faustmann formula," Journal of Forest Economics, Elsevier, volume 16, issue 1, pages 63-82, January.
• Horst, Ulrich, 2010, "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, volume 73, issue 2, pages 158-170, February.
• Kubler, Felix & Schmedders, Karl, 2010, "Competitive equilibria in semi-algebraic economies," Journal of Economic Theory, Elsevier, volume 145, issue 1, pages 301-330, January.
• Kurita, Takamitsu, 2010, "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 80, issue 10, pages 2033-2039, DOI: 10.1016/j.matcom.2010.03.008.
• d'Artis Kancs, 2010, "RHOMOLO: A Dynamic General Equilibrium Modelling Approach to the Evaluation of the EU's Regional Policies," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_28, Aug.
• B. Laabas & W. A. Razzak, 2010, "A Contribution Towards the New Zealand's Tax Reform," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_35, Oct.
• Quentin Grafton & Hoang Long Chu & Michael Stewardson & Tom Kompas, 2010, "Optimal Dynamic Water Allocation: Irrigation Extractions and Environmental Tradeoffs in the Murray River, Australia," Centre for Water Economics, Environment and Policy Papers, Centre for Water Economics, Environment and Policy, Crawford School of Public Policy, The Australian National University, number 1008, Aug.
• Tom Kompas & Long Chu, 2010, "A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems," Environmental Economics Research Hub Research Reports, Environmental Economics Research Hub, Crawford School of Public Policy, The Australian National University, number 1071, Sep.
• Sandra Vinciguerra & Koen Frenken & Marco Valente, 2010, "The Geography of Internet Infrastructure: An evolutionary simulation approach based on preferential attachment," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 1006, Apr, revised Apr 2010.
• Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2010, "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 121707, Dec.
• Grüll, Georg & Taschini, Luca, 2010, "A comparison of reduced-form permit price models and their empirical performances," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37603, Dec.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2010, "Second-Order Approximation of Dynamic Models with Time-Varying Risk," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1021, revised Dec 2010.
• Gonzalo Castañeda, 2010, "Crisis económicas y cambios de paradigma," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 25, issue 2, pages 425-441.
• Chi Kong Chyong & Pierre No?l & David M. Reiner, 2010, "The Economics of the Nord Stream Pipeline System," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1026, Sep.
• Vladimir Parail, 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1033, Nov.
• Lucas Bretschger & Roger Ramer & Florentine Schwark, 2010, "Long-Run Effects of Post-Kyoto Policies: Applying a Fully Dynamic CGE model with Heterogeneous Capital," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 10/129, Apr.
• Florentine Schwark, 2010, "Economics of Endogenous Technical Change in CGE Models - The Role of Gains from Specialization," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 10/130, Jun.
• Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia., 2010, "Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 32, issue 1, pages 55-82, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/322010/Tellez.
• Andrea Conte & Ariane Labat & Janos Varga & Ziga Zarnic, 2010, "What is the growth potential of green innovation? An assessment of EU climate policy options," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 413, Jun.
• Martin Hrubý & Petr Čambala & Jan Toufar, 2010, "Game-Theoretic Modeling of Electricity Markets in Central Europe," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 1, pages 032-061, March.
• Dror Y. Kenett & Yoash Shapira & Asaf Madi & Sharron Bransburg-Zabary & Gitit Gur-Gershgoren & Eshel Ben-Jacob, 2010, "Dynamics of Stock Market Correlations," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 330-340, November.
• Petra Benešová & Petr Teply, 2010, "Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/01, Jan, revised Jan 2010.
• Ben R. Craig & Goetz von Peter, 2010, "Interbank tiering and money center banks," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1014, DOI: 10.26509/frbc-wp-201014.
• Rincón García, Eric Alfredo & Gutiérrez Andrade, Miguel Ángel & Ramírez Rodríguez, Javier & Lara Velázquez, Pedro & de-los-Cobos-Silva, Sergio Gerardo, 2010, "Applying simulated annealing to design compact zones," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 11-24, November.
• Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen, 2010, "Dynamic models of residential segregation : an analytical solution," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1017.
• Hui He & Hao Zhang, 2010, "A Note on a Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201017, Sep.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2010, "Applying relational algebra and RelView to measures in a social network," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00515878, Apr, DOI: 10.1016/j.ejor.2009.05.020.
• Nicola Botta & Antoine Mandel & Cezar Ionescu, 2010, "Time in discrete agent-based models of socio-economic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00542250, 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00542442, Oct.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2010, "Modeling the effects of nuclear fuel reservoir operation in a competitive electricity market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00543286, Nov.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2010, "Applying relational algebra and RelView to measures in a social network," Post-Print, HAL, number hal-00515878, Apr, DOI: 10.1016/j.ejor.2009.05.020.
• Pascal Seppecher, 2010, "Dysfonctionnement bancaire, bulle du crédit et instabilité macroéconomique dans une économie monétaire dynamique et complexe," Post-Print, HAL, number hal-00696783, DOI: 10.3917/reco.613.0441.
• Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2010, "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Post-Print, HAL, number hal-00732676, Sep, DOI: 10.1016/j.jedc.2010.06.014.
• Robert Kollmann & Serguei Maliar & Benjamin A. Malin & Paul Pichler, 2010, "Comparison of solutions to the multi-country real business cycle model," Post-Print, HAL, number hal-00765825, Dec, DOI: 10.1016/j.jedc.2010.09.013.
• Paul Pichler, 2010, "Solving the multi-country real business cycle model using a monomial rule galerkin method," Post-Print, HAL, number hal-00765829, Dec, DOI: 10.1016/j.jedc.2010.09.009.
• Ulrich Horst, 2010, "Dynamic Systems of Social Interactions," Post-Print, HAL, number hal-00781340, Jan, DOI: 10.1016/j.jebo.2009.09.007.
• R. Fare & C. Martins-Filho & M. Vardanyan, 2010, "On functional form representation of multi-output production technologies," Post-Print, HAL, number hal-00800130.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Post-Print, HAL, number hal-02662044, Jan, DOI: 10.1016/j.jedc.2009.03.010.
• Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen, 2010, "Dynamic models of residential ségrégation: an analytical solution," Post-Print, HAL, number halshs-00502758.
• Nicola Botta & Antoine Mandel & Cezar Ionescu, 2010, "Time in discrete agent-based models of socio-economic systems," Post-Print, HAL, number halshs-00542250, 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," Post-Print, HAL, number halshs-00542442, Oct.
• Aurélien Eyquem & Gunes Kamber, 2010, "Macroeconomic Volatility and Exchange Rate Pass-Through Under Internationalized Production," Post-Print, HAL, number halshs-00958024, Mar.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Sciences Po Economics Publications (main), HAL, number hal-02662044, Jan, DOI: 10.1016/j.jedc.2009.03.010.
• Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010, "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 724, Feb.
• Graziani, Rebecca & Keilman, Nico, 2010, "The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study," Memorandum, Oslo University, Department of Economics, number 22/2010, Nov.
• Co-Pierre Georg, 2010, "The effect of the interbank network structure on contagion and financial stability," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 12-2010, Oct.
• Shinya Tanaka & Eiji Kurozumi, 2010, "Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-156, Dec.
• Hamid Shahrestani & Bijan Bidabad, 2010, "An Implied Income Inequality Index Using L1 Norm Estimation Of Lorenz Curve," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 29-45.
• Reiter, Michael, 2010, "Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models," Economics Series, Institute for Advanced Studies, number 258, Oct.
• Yu, Nanpeng & Tesfatsion, Leigh & Liu, Chen-Ching, 2010, "Financial Bilateral Contract Negotiation in Wholesale Electric Power Markets Using Nash Bargaining Theory," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32005, Sep.
• 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.