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

2009

• 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 Presidential 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 Presidential 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.
• Xavier Vilà, 2009, "A Model-to-Model Analysis of the Repeated Prisoners’ Dilemma: Genetic Algorithms vs. Evolutionary Dynamics," 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_19.
• Roberto Cervone & Stefano Galavotti & Marco LiCalzi, 2009, "Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers," 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_7.
• Matthew Jackson, 2009, "Non-existence of equilibrium in Vickrey, second-price, and English auctions," Review of Economic Design, Springer;Society for Economic Design, volume 13, issue 1, pages 137-145, April, DOI: 10.1007/s10058-008-0059-2.
• Francisco André & Francisco Velasco & Luis Gonzalez-Abril, 2009, "Intertemporal and spatial location of disposal facilities," Spanish Economic Review, Springer;Spanish Economic Association, volume 11, issue 1, pages 23-49, March, DOI: 10.1007/s10108-008-9053-7.
• Tommaso Ciarli & Marco Valente & Riccardo Leoncini & Sandro Montresor, 2009, "Technological change and the vertical organization of industries," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_8.
• Ruud Kempener, 2009, "Simulating Personal Carbon Trading: An Agent-Based Model," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 177, May.
• Marco Corsino & Roberto Gabriele & Enrico Zaninotto, 2009, "How Do Organizational Capabilities Shape Industry Dynamics ?," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/10, Sep.
• Marco Valente, 2009, "Markets fo Heterogeneous Products: a Boundedly Rational Consumer Model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/11, Sep.
• M. König & Claudio J. Tessone & Yves Zenou, 2009, "A Dynamic Model of Network Formation with Strategic Interactions," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00006, Oct.
• Ferran Sancho, 2009, "Calibration Of Ces Functions For Real-World Multisectoral Modeling," Economic Systems Research, Taylor & Francis Journals, volume 21, issue 1, pages 45-58, DOI: 10.1080/09535310902731270.
• Ole Boysen & Carsten Schr der, 2009, "Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0209, Nov.
• Chris Elbers & Jan Willem Gunning & Melinda Vigh, 2009, "Investment under Risk with Discrete and Continuous Assets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-054/2, Jun.
• Andrey M. Lizyayev, 2009, "Stochastic Dominance: Convexity and Some Efficiency Tests," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-112/2, Dec, revised 05 Jan 2010.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2009, "Equilibria with coordination failures," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6c9f44c7-1e79-4b4b-9c9a-6.
• Victor Aguirregabiria, 2009, "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," Working Papers, University of Toronto, Department of Economics, number tecipa-381, Oct.
• Michael D. Makowsky, 2009, "Religion, Clubs, and Emergent Social Divides," Working Papers, Towson University, Department of Economics, number 2009-03, Sep, revised May 2010.
• Massimo Riccaboni & Sandro Trento & Enrico Zaninotto, 2009, "Crescita proporzionale e politiche pubbliche: proposte per una sintesi evolutiva," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy, number 0909, Nov, revised 30 Nov 2009.
• Karen A. Kopecky & Richard M. H. Suen, 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," Working Papers, University of California at Riverside, Department of Economics, number 200904, May, revised May 2009.
• Manoj Atolia & Santanu Chatterjee & Stephen Turnovsky, 2009, "Growth and Inequality: Dependence on the Time Path of Productivity Increases (and other Structural Changes)," Working Papers, University of Washington, Department of Economics, number UWEC-2009-23, Jul.
• Babutsidze, Zakaria, 2009, "Learning How to Consume and Returns to Product Promotion," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2009-018.
• Francesco Audrino & Dominik Colangelo, 2009, "Option trading strategies based on semi-parametric implied volatility surface prediction," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-24, Aug.
• Sudhanshu K MISHRA, 2009, "Representation-Constrained Canonical Correlation-Analysis: A Hybridization Of Canonical Correlation And Principal Component Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 1(7)_ Spr.
• Sinha PANKAJ & Johar ARCHIT, 2009, "Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 2(8)_ Sum.
• Sergey SVESHNIKOV & Victor BOCHARNIKOV, 2009, "Modeling Risk Of International Country Relations," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 4(10)_Win, pages 558-569.
• Marco P. Tucci, 2009, "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena, Department of Economics, University of Siena, number 569, Sep.
• Carl Chiarella & Viviana Fanelli & Silvana Musti, 2009, "Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 255, Aug.
• Roberto Cervone & Stefano Galavotti & Marco LiCalzi, 2009, "Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 187, Jun.
• Lucia Milone & Paolo Pellizzari, 2009, "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 188, Jun.
• Paolo Pellizzari & Frank Westerhoff, 2009, "Some effects of transaction taxes under different microstructures," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 190, Sep.
• Martina Nardon & Paolo Pianca, 2009, "Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 195, Nov.
• Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2009, "Financial contagion: evolutionary optimization of a multinational agent‐based model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 16, issue 1‐2, pages 111-125, January, DOI: 10.1002/isaf.296.
• 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 (ADR), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 48-102, June, DOI: 10.1142/S0116110509500036.
• Dipak Basu (ed.), 2009, "Economic Models:Methods, Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7085, ISBN: ARRAY(0x6df92098).
• Olav Bjerkholt, 2009, "Some Unresolved Problems of Mathematical Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Alexis Lazaridis, 2009, "A Novel Method of Estimation Under Co-Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Dipak R. Basu & Alexis Lazaridis, 2009, "Time Varying Responses of Output to Monetary and Fiscal Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Andrew Hughes Hallet, 2009, "The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Chirstophe Deissenberg & Pavel Ševčík, 2009, "Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris, 2009, "Enterprise Modeling and Integration: Review and New Directions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Victoria Miroshnik, 2009, "Toward a Theory of Japanese Organizational Culture and Corporate Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Anna-Maria Mouza, 2009, "Health Service Management Using Goal Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Fabrizio Iacone & Renzo Orsi, 2009, "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Athanasios Athanasenas, 2009, "Credit and Income: Co-Integration Dynamics of the US Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Lines, Marji & Westerhoff, Frank, 2009, "Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 68.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2009, "Rational expectations models with anticipated shocks and optimal policy: a general solution method and a new Keynesian example," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-01.
• DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009, "Efficient likelihood evaluation of state-space representations," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-02.
• Vasilev, Aleksandar, 2009, "Solving Hayashi and Prescott (2007) by log-linearization," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 126137, Sep.
• Vasilev, Aleksandar, 2009, "Application of Monte Carlo Methods: Computing Heterogeneous Agent Models Without Aggregate Uncertainty," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 142159.
• Wright, Ian, 2009, "Implicit Microfoundations for Macroeconomics," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2009-.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2009, "Rational expectations models with anticipated shocks and optimal policy: a general solution method and a New Keynesian example," Kiel Working Papers, Kiel Institute for the World Economy, number 1507.
• Lontzek, Thomas S. & Narita, Daiju, 2009, "The effect of uncertainty on decision making about climate change mitigation: a numerical approach of stochastic control," Kiel Working Papers, Kiel Institute for the World Economy, number 1539.
• Schmidt, Johannes & Leduc, Sylvain & Dotzauer, Erik & Kindermann, Georg & Schmid, Erwin, 2009, "Using Monte Carlo Simulation to Account for Uncertainties in the Spatial Explicit Modeling of Biomass Fired Combined Heat and Power Potentials in Austria," Discussion Papers, University of Natural Resources and Life Sciences, Vienna, Department of Economics and Social Sciences, Institute for Sustainable Economic Development, number DP-43-2009.
• Belke, Ansgar & Goecke, Matthias & Guenther, Martin, 2009, "When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 148.
• Krätschmer, Volker & Schoenmakers, John G. M., 2009, "Representations for optimal stopping under dynamic monetary utility functionals," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-055.
• Belke, Ansgar & Göcke, Matthias & Guenther, Martin, 2009, "When does it hurt? The exchange rate "pain threshold" for German exports," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 45.

2008

• Matzke, Christina & Challet, Damien, 2008, "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2008.
• Hakala, Jürgen & Wystup, Uwe, 2008, "FX basket options," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 14.
• Packham, Natalie & Schmidt, Wolfgang M., 2008, "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 15.
• Wright, Ian, 2008, "Implicit Microfoundations for Macroeconomics," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-41.
• Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008, "Independent component analysis via copula techniques," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-004.
• Klinke, Sigbert & Wagner, Cornelia, 2008, "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-012.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Andriyashin, Anton, 2008, "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-035.
• Hermeling, Claudia & Mennel, Tim, 2008, "Sensitivity Analysis in Economic Simulations: A Systematic Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-068.
• Fabrice Collard & Omar Licandro & Luis A. Puch, 2008, "The short-run Dynamics of Optimal Growth Model with Delays," Annals of Economics and Statistics, GENES, issue 90, pages 127-143.
• Sung, Shao Chin & Dimitrov, Dinko, 2008, "Computational Complexity in Additive Hedonic Games," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 46655, Dec, DOI: 10.22004/ag.econ.46655.
• Fershtman, Chaim & Pakes, Ariel, 2008, "Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275718, Nov, DOI: 10.22004/ag.econ.275718.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273669, Dec, DOI: 10.22004/ag.econ.273669.
• Juan Muro & Cristina Suárez & María del Mar Zamora, 2008, "A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata," Alcamentos, Universidad de Alcalá, Departamento de Economía., number 0804, revised Jul 2009.
• Andrea BONFIGLIO, 2008, "Evaluating Implications of Agricultural Policies in a Rural Region through a CGE Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 328, Dec.
• Fabrício Jose Missio & Jose Luis Oreiro, 2008, "Equilíbrio com Desemprego Involuntário em um Modelo de Ciclo-Limite Convencional," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 3, pages 545-575.
• Xavier Vilà, 2008, "A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 747.08, Jun.
• Michael Creel, 2008, "PelicanHPC Tutorial," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 749.08, Jul.
• Guillermo J. Escudé (ed.), 2008, "ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 05, ISBN: ARRAY(0x8116a0b8), November.
• Luca Arciero & Claudia Biancotti & Leandro D�Aurizio & Claudio Impenna, 2008, "Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 686, Aug.
• Barry E. Jones & Livio Stracca, 2008, "Does Money Matter In The Is Curve? The Case Of The Uk," Manchester School, University of Manchester, volume 76, issue s1, pages 58-84, September, DOI: 10.1111/j.1467-9957.2008.01081.x.
• Erlend Nier & Jing Yang & Tanju Yorulmazer & Amadeo Alentorn, 2008, "Network models and financial stability," Bank of England working papers, Bank of England, number 346, Apr.
• Edson Bastos e Santos & Nelson Ithiro Tanaka, 2008, "Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 69-111.