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

2010

• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
• Razzak, W A, 2010, "A contribution towards New Zealand's tax reform," MPRA Paper, University Library of Munich, Germany, number 25680, Mar, revised Sep 2010.
• Laabas, Belkacem & Razzak, Weshah, 2010, "A Contribution Towards New Zealand’s Tax Reform," MPRA Paper, University Library of Munich, Germany, number 25810, Mar, revised Oct 2010.
• Lobianco, Antonello & Esposti, Roberto, 2010, "The Regional Multi-Agent Simulator (RegMAS): an open-source spatially explicit model to assess the impact of agricultural policies," MPRA Paper, University Library of Munich, Germany, number 25817, Jun.
• Corsini, Lorenzo & Pacini, Pier Mario & Spataro, Luca, 2010, "An Assessment of the Italian 2007 Second Pillar Reform: a simulation approach," MPRA Paper, University Library of Munich, Germany, number 25922.
• Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong, 2010, "Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest," MPRA Paper, University Library of Munich, Germany, number 26277, Oct.
• Schuster, Stephan, 2010, "Network Formation with Adaptive Agents," MPRA Paper, University Library of Munich, Germany, number 27388.
• Chen, Pu, 2010, "A Grouped Factor Model," MPRA Paper, University Library of Munich, Germany, number 28083, Oct, revised 11 Jan 2011.
• Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong, 2010, "Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest," MPRA Paper, University Library of Munich, Germany, number 28250, Oct, revised 27 Dec 2010.
• Laib, Fodil & Radjef, MS, 2010, "Automatizing Price Negotiation in Commodities Markets," MPRA Paper, University Library of Munich, Germany, number 28277, May.
• Buzaglo, Jorge & Calzadilla, Alvaro, 2010, "La pobreza y las clases: Dinámicas y estrategias en Bolivia
  [Poverty and class: Dynamics and strategies in Bolivia]," MPRA Paper, University Library of Munich, Germany, number 28750.
• Franke, Reiner & Sacht, Stephen, 2010, "Some observations in the high-frequency versions of a standard New-Keynesian model," MPRA Paper, University Library of Munich, Germany, number 33358, Feb, revised Jun 2011.
• PANDEY, KRISHAN & Tikkiwal, G.C., 2010, "Generalized class of synthetic estimators for small areas under systematic sampling scheme," MPRA Paper, University Library of Munich, Germany, number 37161, Oct.
• Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.
• Radkov, Petar, 2010, "The Mean Reversion Stochastic Processes Applications in Risk Management," MPRA Paper, University Library of Munich, Germany, number 60159, Jul.
• S.Shankar & C.J. O’Donnell & John Quiggin, 2010, "Production Under Uncertainty: A Simulation Study," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP052010, Nov.
• Castillo, Paul & Montoro, Carlos & Tuesta, Vicente., 2010, "Inflation, Oil Price Volatility and Monetary Policy," Working Papers, Banco Central de Reserva del Perú, number 2010-002, Jan.
• Maria Plotnikova & Chokri Dridi, 2010, "A Cellular Automata Simulation of the 1990s Russian Housing Privatization Decision," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2010-05, Aug.
• Carol Alexander & Andreas Kaeck, 2010, "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-05, Jun.
• Karen Kopecky & Richard Suen, 2010, "Code files for "Finite State Markov-chain Approximations to Highly Persistent Processes"," Computer Codes, Review of Economic Dynamics, number 09-115, revised .
• Karen Kopecky & Richard Suen, 2010, "Finite State Markov-chain Approximations to Highly Persistent Processes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 3, pages 701-714, July, DOI: 10.1016/j.red.2010.02.002.
• Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010, "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers, Society for Economic Dynamics, number 280.
• Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010, "Risk Matters: The Real Effects of Volatility Shocks," 2010 Meeting Papers, Society for Economic Dynamics, number 281.
• Matthias Kredler, 2010, "Experience vs. Obsolescence: A Vintage-Human-Capital Model," 2010 Meeting Papers, Society for Economic Dynamics, number 369.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Richard Lohwasser & Reinhard Madlener, 2010, "Relating R&D and Investment Policies to CCS Market Diffusion Through Two-Factor Learning," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 6/2010, Jun.
• Wilko Rohlfs & Reinhard Madlener, 2010, "Valuation of CCS-Ready Coal-Fired Power Plants: A Multi-Dimensional Real Options Approach," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 7/2010, Jul.
• Wilko Rohlfs & Reinhard Madlener, 2010, "Cost Effectiveness of Carbon Capture-Ready Coal Power Plants with Delayed Retrofit," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 8/2010, Aug.
• Alejandro Reveiz & Leon Carlos, 2010, "Operational Risk Management Using a Fuzzy Logic Inference System," Journal of Financial Transformation, Capco Institute, volume 30, pages 141-153.
• Eliza Consuela ISBĂŞOIU & Mădălin Gabriel PREOTESESCU & Claudiu CHIRU, 2010, "Distributed Systems And Numeric Calculation," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 2, pages 221-225.
• Mateescu, George Daniel, 2010, "On the Implementation and Use of a Genetic Algorithm with Genetic Acquisitions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 223-230, July.
• Florica LUBAN & Daniela HINCU, 2010, "Project cost analysis under risk," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 2, pages 495-503, December.
• Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel, 2010, "Modelling the effects of nuclear fuel reservoir operation in a competitive electricity market," RSCAS Working Papers, European University Institute, number 2010/68, Sep.
• Sriram Shankar & Chris O'Donnell & John Quiggin, 2010, "Production Under Uncertainty: A Simulation Study," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR10_3, Dec.
• Oliver Baumann, 2010, "Search, Failure, and the Value of Moderate Patience," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 62, issue 3, pages 234-259, July.
• Soheir Aboulenein & Heba El Laithy & Omneia Helmy & Hanaa Kheir-El-Din & Liudmyla Kotusenko & Maryla Maliszewska & Dina Mandour & Wojciech Paczynski, 2010, "Global Food Price Shock and the Poor in Egypt and Ukraine," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 403.
• Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis, 2010, "The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201039, Jan, revised Jan 2010.
• Marcel Risch & Jorn Altmann, 2010, "Capacity Planning in Economic Grid Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201045, Jan, revised Jan 2010.
• Dang Minh Quan & Jorn Altmann, 2010, "Grid Business Models for Brokers Executing SLA-Based Workflows," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201046, Jan, revised Jan 2010.
• Dang Minh Quan & Jorn Altmann & Laurence T. Yang, 2010, "Error Recovery for SLA-Based Workflows within the Business Grid," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201047, Jan, revised Jan 2010.
• Jorn Altmann & Zelalem Berhanu Bedane, 2010, "A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201049, Jan, revised Jan 2010.
• Jorn Altmann & Costas Courcoubetis & Marcel Risch, 2010, "A Marketplace and its Market Mechanism for Trading Commoditized Computing Resources," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201059, Mar, revised Mar 2010.
• Ashraf Bany Mohammed & Jorn Altmann, 2010, "A Funding and Governing Model for Achieving Sustainable Growth of Computing e-Infrastructures," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201062, Jun, revised Jun 2010.
• Junseok Hwang & Jihyoun Park & Jorn Altmann, 2010, "Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201063, Mar, revised Mar 2010.
• Juthasit Rohitratana & Jorn Altmann, 2010, "Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201064, Jul, revised Jul 2010.
• Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2010, "Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201069, Dec, revised Dec 2010.
• Marc Levy, 2010, "The Banzhaf Index in Complete and Incomplete Shareholding Structures: A New Algorithm," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-046, Sep.
• 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, Springer, in: Floro Ernesto Caroleo & Francesco Pastore, "The Labour Market Impact of the EU Enlargement", DOI: 10.1007/978-3-7908-2164-2_7.
• R. Fourer & Dominique Orban, 2010, "DrAmpl: a meta solver for optimization problem analysis," Computational Management Science, Springer, volume 7, issue 4, pages 437-463, October, DOI: 10.1007/s10287-009-0101-z.
• Giulia De Rossi & Tiziano Vargiolu, 2010, "Optimal prepayment and default rules for mortgage-backed securities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 1, pages 23-47, May, DOI: 10.1007/s10203-009-0098-3.
• Yuh-Dauh Lyuu & Cheng-Wei Wu, 2010, "An improved combinatorial approach for pricing Parisian options," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 1, pages 49-61, May, DOI: 10.1007/s10203-009-0099-2.
• Wen-Kai Wang & Christian-Oliver Ewald, 2010, "Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 2, pages 97-116, November, DOI: 10.1007/s10203-009-0100-0.
• Stefan Gerhold & Uwe Schmock & Richard Warnung, 2010, "A generalization of Panjer’s recursion and numerically stable risk aggregation," Finance and Stochastics, Springer, volume 14, issue 1, pages 81-128, January, DOI: 10.1007/s00780-009-0104-1.
• P. Herings & Ronald Peeters, 2010, "Homotopy methods to compute equilibria in game theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 119-156, January, DOI: 10.1007/s00199-009-0441-5.
• Ravi Kannan & Thorsten Theobald, 2010, "Games of fixed rank: a hierarchy of bimatrix games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 157-173, January, DOI: 10.1007/s00199-009-0436-2.
• Peter Miltersen & Troels Sørensen, 2010, "Computing a quasi-perfect equilibrium of a two-player game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 175-192, January, DOI: 10.1007/s00199-009-0440-6.
• Tim Roughgarden, 2010, "Computing equilibria: a computational complexity perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 193-236, January, DOI: 10.1007/s00199-009-0448-y.
• Eilon Solan & Nicolas Vieille, 2010, "Computing uniformly optimal strategies in two-player stochastic games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 237-253, January, DOI: 10.1007/s00199-009-0437-1.
• Theodore Turocy, 2010, "Computing sequential equilibria using agent quantal response equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 255-269, January, DOI: 10.1007/s00199-009-0443-3.
• Srihari Govindan & Robert Wilson, 2010, "A decomposition algorithm for N-player games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 1, pages 97-117, January, DOI: 10.1007/s00199-009-0434-4.
• Yu Chen & Thomas Cosimano & Alex Himonas, 2010, "Continuous time one-dimensional asset-pricing models with analytic price–dividend functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 3, pages 461-503, March, DOI: 10.1007/s00199-008-0404-2.
• Jamsheed Shorish, 2010, "Functional rational expectations equilibria in market games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 43, issue 3, pages 351-376, June, DOI: 10.1007/s00199-009-0451-3.
• Alexis Toda, 2010, "Existence of a statistical equilibrium for an economy with endogenous offer sets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 3, pages 379-415, December, DOI: 10.1007/s00199-009-0493-6.
• Oksana Tokarchuk & Roberto Gabriele, 2010, "Assessing elicitation task bias in time preference using experiments with artificial subjects," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/12, Jul.
• Nicholas Economides & Benjamin Hermalin, 2010, "The Economics of Network Neutrality," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 10-20.
• Shiko Maruyama, 2010, "Estimation of Finite Sequential Games," Discussion Papers, School of Economics, The University of New South Wales, number 2010-22, Nov.
• Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010, "A comparison of biased simulation schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 2, pages 177-194, DOI: 10.1080/14697680802392496.
• John Cullinan, 2010, "Developing a Continuous Space Representation of a Simulated Population," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 3, pages 317-338, DOI: 10.1080/17421772.2010.493954.
• Sandjai Bhulai & Taoying Farenhorst-Yuan & Bernd Heidergott & Dinard van der Laan, 2010, "Optimal Balanced Control for Call Centers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-013/4, Jan.
• Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010, "Scrap Value Functions in Dynamic Decision Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-77.
• Michael D. Makowsky, 2010, "A Theory of Liberal Churches," Working Papers, Towson University, Department of Economics, number 2010-04, Feb, revised Feb 2010.
• Michael D. Makowsky & David M. Levy, 2010, "Emergent Pareto-Levy Distributed Returns to Research in a Multi-Agent Model of Endogenous Technical Change," Working Papers, Towson University, Department of Economics, number 2010-10, Apr, revised Apr 2010.
• Felix Kubler & Karl Schmedders, 2010, "Uniqueness of Steady States in Models with Overlapping Generations," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 635-644, 04-05.
• Stefano Zambelli & Thomas Fredholm, 2010, "An Algorithmic Measurement of Technical Progress," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1006.
• Stefano Zambelli, 2010, "Coupled Dynamics in the Phillips Machine Model of the Macroeconomy," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1011.
• Marco Bee, 2010, "Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1003.
• Michele Fedrizzi, 2010, "On a Consensus Measure in a Group Multi-Criteria Decision Making Problem," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy, number 1009, Dec, revised 22 Dec 2010.
• Foley, Kelly & Gallipoli, Giovanni & Green, David A., 2010, "Ability, Parental Valuation of Education and the High School Dropout Decision," CLSSRN working papers, Vancouver School of Economics, number clsrn_admin-2010-14, Apr, revised 30 Apr 2010.
• Privileggi, Fabio, 2010, "Transition dynamics in endogenous recombinant growth models by means of projection methods," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 153, Dec.
• Michael Daly & Liam Delaney & Peter P. Doran & Malcolm MacLachlan, 2010, "The Role of Awakening Cortisol and Psychological Distress in Diurnal Variations in Affect: A Day Reconstruction Study," Working Papers, Geary Institute, University College Dublin, number 201033, Jul.
• Olivier Bargain & Claire Keane, 2010, "Tax-benefit revealed redistributive preferences over time : Ireland 1987-2005," Working Papers, School of Economics, University College Dublin, number 201033, Oct.
• James W. Boudreau & Vicki Knoblauch, 2010, "The Price of Stability in Matching Markets," Working papers, University of Connecticut, Department of Economics, number 2010-16, Apr.
• Mario Arturo Ruiz Estrada, 2010, "The Minimum Food Security Quota (MFS-Quota) in Food Security Policy Modelling," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 2, issue 1, pages 58-63, April.
• 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.

2009

• Luca Arciero & Claudia Biancotti & Leandro D'Aurizio & Claudio Impenna, 2009, "Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 12, issue 1, pages 1-2.
• Thomas Brenner & Claudia Werker, 2009, "Policy Advice Derived from Simulation Models," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 12, issue 4, pages 1-2.
• Manoj Atolia & Edward Buffie, 2009, "Smart Forward Shooting," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 1, pages 1-30, February, DOI: 10.1007/s10614-008-9146-2.
• Bilgehan Karabay & Gernot Pulverer & Ewa Weinmüller, 2009, "Foreign Ownership Restrictions: A Numerical Approach," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 4, pages 361-388, May, DOI: 10.1007/s10614-008-9163-1.
• Massimiliano Kaucic, 2009, "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 173-193, September, DOI: 10.1007/s10614-009-9176-4.
• Robert Ackland & Jamsheed Shorish, 2009, "Network Formation in the Political Blogosphere: An Application of Agent Based Simulation and e-Research Tools," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 4, pages 383-398, November, DOI: 10.1007/s10614-009-9173-7.
• Timothy Matisziw & Alan Murray, 2009, "Area coverage maximization in service facility siting," Journal of Geographical Systems, Springer, volume 11, issue 2, pages 175-189, June, DOI: 10.1007/s10109-009-0081-0.
• Christopher Dyken & Morten Dæhlen & Thomas Sevaldrud, 2009, "Simultaneous curve simplification," Journal of Geographical Systems, Springer, volume 11, issue 3, pages 273-289, September, DOI: 10.1007/s10109-009-0078-8.
• Daniel Ackerberg, 2009, "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 4, pages 343-376, December, DOI: 10.1007/s11129-009-9074-z.
• Georg Grüll & Luca Taschini, 2009, "A Comparison of Reduced-Form Permit Price Models and their Empirical Performances," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0918, Sep.
• Alberto Rinaldi, 2009, "The Rise of A District Lead Firm: The Case of Wam (1968-2003)," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 031, Feb.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
• Antoine Mandel & Nicola Botta, 2009, "A note on the stochastic stability of equilibrium in some exchange economies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09084, Dec.
• D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009, "Risk Matters: The Real Effects of Volatility Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14875, Apr.
• Jeffrey E. Harris & Sandra G. Sosa-Rubi, 2009, "Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable," NBER Working Papers, National Bureau of Economic Research, Inc, number 14995, May.
• Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009, "Computing DSGE Models with Recursive Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 15026, Jun.
• Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009, "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 15296, Aug.
• Peter Howitt & Ömer Özak, 2009, "Adaptive Consumption Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 15427, Oct.
• Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009, "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 15611, Jan.
• Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen, 2009, "Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R," 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 8, issue 1, pages 50-70, December.
• Ciancimino, Elena & Cannella, Salvatore & Canca Ortiz, José David & Framiñán Torres, José Manuel, 2009, "Análisis multinivel de cadenas de suministros: dos técnicas de resolución del efecto bullwhip // Supply Chain Multi-level Analysis: Two Bullwhip Dampening Approaches," 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 8, issue 1, pages 7-28, December.
• M. Raimondi, 2009, "Computational rationality and voluntary provision of public goods: an agent-based simulation model," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2009-EP02.
• Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
• Aleksandra Marcikic & Boris Radovanov, 2009, "Simulation In Inventory Management," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 3, issue 3, pages 98-100.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009, "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-013, Apr.
• Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009, "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-018, May.
• Michael M. Alba & Roehlano M. Briones, 2009, "A method for calibrating input (and output) price elasticities," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 63-89, December.
• Mavrotas, George & Figueira, José Rui & Florios, Kostas, 2009, "Solving the bi-objective multidimensional knapsack problem exploiting the concept of core," MPRA Paper, University Library of Munich, Germany, number 105087, Dec.
• Alali, Walid Y., 2009, "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper, University Library of Munich, Germany, number 116480, Nov.
• Mishra, SK, 2009, "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper, University Library of Munich, Germany, number 12723, Jan.
• Mishra, SK, 2009, "A note on the ordinal canonical correlation analysis of two sets of ranking scores," MPRA Paper, University Library of Munich, Germany, number 12796, Jan.
• Mishra, SK, 2009, "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper, University Library of Munich, Germany, number 12948, Jan.
• Brenner, Thomas & Werker, Claudia, 2009, "Policy Advice Derived From Simulation Models," MPRA Paper, University Library of Munich, Germany, number 13134, Jan.
• Makowsky, Michael, 2009, "Religious Extremism, Clubs, and Civil Liberties: A Model of Religious Populations," MPRA Paper, University Library of Munich, Germany, number 14358, Feb.
• Makowsky, Michael, 2009, "Religion, Clubs, and Emergent Social Divides," MPRA Paper, University Library of Munich, Germany, number 14359, Mar.
• Ch'ng, Kean Siang & Zaharim, Norzarina, 2009, "Learning to be Biased," MPRA Paper, University Library of Munich, Germany, number 14362, Mar.
• Radax, Wolfgang & Rengs, Bernhard, 2009, "Replication of the Demographic Prisoner’s Dilemma," MPRA Paper, University Library of Munich, Germany, number 14419, Mar.
• Minqiang Li, Li, 2009, "Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison," MPRA Paper, University Library of Munich, Germany, number 15018.
• Kopecky, Karen A. & Suen, Richard M. H., 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper, University Library of Munich, Germany, number 15122, May.
• Sinha, Pankaj & Johar, Archit, 2009, "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper, University Library of Munich, Germany, number 15264, May.
• Mishra, SK, 2009, "A note on positive semi-definiteness of some non-pearsonian correlation matrices," MPRA Paper, University Library of Munich, Germany, number 15725, Jun.
• Sveshnikov, Sergey & Bocharnikov, Victor, 2009, "Modeling risk of international country relations," MPRA Paper, University Library of Munich, Germany, number 15745, Jun.
• Schuster, Stephan, 2009, "An Algorithm for the Simulation of Bounded Rational Agents," MPRA Paper, University Library of Munich, Germany, number 15942, Jun.
• Mathur, Sudhanshu & Morozov, Sergei, 2009, "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper, University Library of Munich, Germany, number 16721, Jul.
• Aguirregabiria, Victor & Ho, Chun-Yu, 2009, "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments," MPRA Paper, University Library of Munich, Germany, number 16739, Aug.
• Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu, 2009, "Cultural neuroeconomics of intertemporal choice," MPRA Paper, University Library of Munich, Germany, number 16814.
• Azzato, Jeffrey D. & Krawczyk, Jacek B., 2009, "InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints," MPRA Paper, University Library of Munich, Germany, number 17027, Aug.
• Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi, 2009, "Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation," MPRA Paper, University Library of Munich, Germany, number 17099, Aug.
• Kopecky, Karen A. & Suen, Richard M. H., 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper, University Library of Munich, Germany, number 17201, May.
• Aguirregabiria, Victor, 2009, "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper, University Library of Munich, Germany, number 17329, Sep.
• Li, Minqiang, 2009, "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper, University Library of Munich, Germany, number 17348.
• Zagaglia, Paolo, 2009, "Monetary Asset Substitution in the Euro Area," MPRA Paper, University Library of Munich, Germany, number 17878, Oct.
• Suchánek, Petr & Vymětal, Dominik & Dolák, Radim, 2009, "The Systematization of Disturbances Act upon E-commerce Systems," MPRA Paper, University Library of Munich, Germany, number 20554, Aug.
• Guvenir, H. Altay & Cakir, Murat, 2009, "Voting Features based Classifier with Feature Construction and its Application to Predicting Financial Distress," MPRA Paper, University Library of Munich, Germany, number 21595.
• Morozov, Sergei & Mathur, Sudhanshu, 2009, "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper, University Library of Munich, Germany, number 30298, Aug, revised 04 Apr 2011.
• Halkos, George & Tzeremes, Nickolaos, 2009, "Exploring the effect of countries’ economic prosperity on their biodiversity performance," MPRA Paper, University Library of Munich, Germany, number 32102.
• Bell, William Paul, 2009, "Network Averaging: a technique for determining a proxy for the dynamics of networks," MPRA Paper, University Library of Munich, Germany, number 38026, Nov.
• Youssef, Ahmed H. & Abonazel, Mohamed R., 2009, "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49713, May.
• Diagne, Youssoupha S & Fall, Alsim, 2009, "La spéculation contribue- t- elle à expliquer la dynamique des prix des produits alimentaires au Sénégal ?
  [Does speculation explain food prices movements in Senegal?]," MPRA Paper, University Library of Munich, Germany, number 54880, May.
• Jan Vlachý, 2009, "A Valuation Model for Project Standby Capacity," Ekonomika a Management, Prague University of Economics and Business, volume 2009, issue 4.
• Eric Rincon Garcia & Miguel Angel Gutierrez Andrade, 2009, "Compacidad en celdas aplicada al diseno de zonas electorales," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 2, pages 73-96, Enero-Jun.
• Alejandro Castaneda Sabido, 2009, "Analisis de la literatura teorica sobre neutralidad de red y sugerencias de politica," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 6, issue 1, pages 31-57, Julio - D.
• Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2009, "Money, Infation and Interest Rate: Does the Link Change when the Policy Instrument Changes?," Working Papers, Banco Central de Reserva del Perú, number 2009-001, Jan.
• Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009, "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-09, Sep.
• Ariel Pakes & Chaim Fershtman, 2009, "Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work," 2009 Meeting Papers, Society for Economic Dynamics, number 209.
• Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009, "Risk Matters: The Real E¤ects of Volatility Shocks," 2009 Meeting Papers, Society for Economic Dynamics, number 237.
• Jan Vlachý, 2009, "Solving the Capacity Optimization Problem under Demand Uncertainty," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 34, pages 97-116, (4).
• Juthathip Jongwanich & William E. James & Peter J. Minor & Alexander Greenbaum, 2009, "Trade Structure and the Transmission of Economic Distress in the High-Income OECD Countries to Developing Asia," Asian Development Review, Asian Development Bank, volume 26, issue 1, pages 48-102.
• Juthathip Jongwanich & William E. James & Peter J. Minor & Alexander Greenbaum, 2009, "Trade Structure and the Transmission of Economic Distress in the High-Income OECD Countries to Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 161, May.
• Sergei Aivazian & Mikhail Afanasiev, 2009, "Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 43-55.
• Sergei Aivazian & Mikhail Afanasiev & Alexander Afanasyev, 2009, "Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 46-59.
• Martin Shmalz & Masayuki Fujita & Oliver Sawodny, 2009, "Directed Gossip Algorithms, Consensus Problems, and Stability Effects of Noise Trading," European Journal of Economic and Social Systems, Lavoisier, volume 22, issue 1, pages 43-61.
• Richard Lohwasser & Reinhard Madlener, 2009, "Simulation of the European Electricity Market and CCS Development with the HECTOR Model," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 6/2009, Nov.
• Hyung Seok Lee & Yoon Hyung Choi, 2009, "Determinants Affecting User Satisfaction with Campus Portal Services in Korea," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 14, issue 1, pages 01-18.
• Stefan, Marius, 2009, "Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 22-33, September.
• LUBAN Florica, 2009, "Using simulation to evaluate investment projects," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1 Special, pages 139-144, July.
• Florica LUBAN & Daniela HINCU, 2009, "Interdependency Between Simulation Model Development And Knowledge Management," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 4, issue 10, pages 75-85, February.
• Amy Peng & Francis McKenna, 2009, "Evolution of the Week," Working Papers, Toronto Metropolitan University, Department of Economics, number 012, Nov.
• Jongsu Lee & Jae Young Choi & Youngsang Cho, 2009, "A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200933, Nov, revised Nov 2009.
• Marcel Risch & Ivona Brandic & Jorn Altmann, 2009, "Using SLA Mapping to Increase Market Liquidity," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200937, Oct, revised Oct 2009.
• JiYoung Park & Peter Gordon & James Moore & Harry Richardson, 2009, "A two-step approach to estimating state-to-state commodity trade flows," The Annals of Regional Science, Springer;Western Regional Science Association, volume 43, issue 4, pages 1033-1072, December, DOI: 10.1007/s00168-008-0232-0.
• Zili Zhu & Paul Graham & Luke Reedman & Thomas Lo, 2009, "A scenario-based integrated approach for modeling carbon price risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 1, pages 35-48, May, DOI: 10.1007/s10203-009-0086-7.
• Piergiacomo Sabino, 2009, "Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 1, pages 49-65, May, DOI: 10.1007/s10203-009-0084-9.
• Marcellino Gaudenzi & Antonino Zanette, 2009, "Pricing American barrier options with discrete dividends by binomial trees," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 2, pages 129-148, November, DOI: 10.1007/s10203-009-0089-4.
• Massimo Costabile & Arturo Leccadito & Ivar Massabó, 2009, "Computationally simple lattice methods for option and bond pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 2, pages 161-181, November, DOI: 10.1007/s10203-009-0092-9.
• N. El Karoui & Y. Jiao, 2009, "Stein’s method and zero bias transformation for CDO tranche pricing," Finance and Stochastics, Springer, volume 13, issue 2, pages 151-180, April, DOI: 10.1007/s00780-008-0084-6.
• Pierre L’Ecuyer, 2009, "Quasi-Monte Carlo methods with applications in finance," Finance and Stochastics, Springer, volume 13, issue 3, pages 307-349, September, DOI: 10.1007/s00780-009-0095-y.
• C. Kaebe & J. Maruhn & E. Sachs, 2009, "Adjoint-based Monte Carlo calibration of financial market models," Finance and Stochastics, Springer, volume 13, issue 3, pages 351-379, September, DOI: 10.1007/s00780-009-0097-9.
• Rainer Avikainen, 2009, "On irregular functionals of SDEs and the Euler scheme," Finance and Stochastics, Springer, volume 13, issue 3, pages 381-401, September, DOI: 10.1007/s00780-009-0099-7.
• Michael Giles & Desmond Higham & Xuerong Mao, 2009, "Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff," Finance and Stochastics, Springer, volume 13, issue 3, pages 403-413, September, DOI: 10.1007/s00780-009-0092-1.
• Mariko Ninomiya & Syoiti Ninomiya, 2009, "A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method," Finance and Stochastics, Springer, volume 13, issue 3, pages 415-443, September, DOI: 10.1007/s00780-009-0101-4.
• Harry Zheng & Lishang Jiang, 2009, "Basket CDS pricing with interacting intensities," Finance and Stochastics, Springer, volume 13, issue 3, pages 445-469, September, DOI: 10.1007/s00780-009-0091-2.
• N. Hilber & N. Reich & C. Schwab & C. Winter, 2009, "Numerical methods for Lévy processes," Finance and Stochastics, Springer, volume 13, issue 4, pages 471-500, September, DOI: 10.1007/s00780-009-0100-5.
• Oleg Kudryavtsev & Sergei Levendorskiǐ, 2009, "Fast and accurate pricing of barrier options under Lévy processes," Finance and Stochastics, Springer, volume 13, issue 4, pages 531-562, September, DOI: 10.1007/s00780-009-0103-2.
• René Carmona & Jean-Pierre Fouque & Douglas Vestal, 2009, "Interacting particle systems for the computation of rare credit portfolio losses," Finance and Stochastics, Springer, volume 13, issue 4, pages 613-633, September, DOI: 10.1007/s00780-009-0098-8.
• Carole Bernard & Zhenyu Cui & Martin Forde & Antoine Jacquier & Don McLeish & Aleksandar Mijatović, 2013, "Correction note for ‘The large-maturity smile for the Heston model’," Finance and Stochastics, Springer, volume 17, issue 1, pages 223-224, January, DOI: 10.1007/s00780-012-0197-9.
• Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph Stiglitz, 2009, "Business fluctuations and bankruptcy avalanches in an evolving network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 4, issue 2, pages 195-212, November, DOI: 10.1007/s11403-009-0054-x.
• Ashish Goel & Adam Meyerson & Thomas Weber, 2009, "Fair welfare maximization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 41, issue 3, pages 465-494, December, DOI: 10.1007/s00199-008-0406-0.
• Lucia Milone & Paolo Pellizzari, 2009, "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes, "Artificial Economics", DOI: 10.1007/978-3-642-02956-1_10.