Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C63: Computational Techniques

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2009

• Ansgar Belke & Matthias Göcke & Martin Günther, 2009, "When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 943.
• Susumu Imai & Neelam Jain & Andrew Ching, 2009, "Bayesian Estimation of Dynamic Discrete Choice Models," Econometrica, Econometric Society, volume 77, issue 6, pages 1865-1899, November.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009, "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 50-67, January.
• Takamizawa, Hideyuki & Shoji, Isao, 2009, "Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 1, pages 65-77, January.
• Reiter, Michael, 2009, "Solving heterogeneous-agent models by projection and perturbation," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 3, pages 649-665, March.
• Sebastian Wende, 2009, "Business Cycle Dynamics," Economic Analysis and Policy, Elsevier, volume 39, issue 2, pages 205-234, September.
• Barr, Jason & Saraceno, Francesco, 2009, "Organization, learning and cooperation," Journal of Economic Behavior & Organization, Elsevier, volume 70, issue 1-2, pages 39-53, May.
• Carayol, Nicolas & Roux, Pascale, 2009, "Knowledge flows and the geography of networks: A strategic model of small world formation," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 414-427, August.
• Pellizzari, Paolo & Westerhoff, Frank, 2009, "Some effects of transaction taxes under different microstructures," Journal of Economic Behavior & Organization, Elsevier, volume 72, issue 3, pages 850-863, December.
• Ebrahim, M. Shahid, 2009, "Can an Islamic model of housing finance cooperative elevate the economic status of the underprivileged?," Journal of Economic Behavior & Organization, Elsevier, volume 72, issue 3, pages 864-883, December.
• Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2009, "Differentiability of the value function without interiority assumptions," Journal of Economic Theory, Elsevier, volume 144, issue 5, pages 1948-1964, September.
• Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2009, "Equilibria with coordination failures," Journal of Mathematical Economics, Elsevier, volume 45, issue 1-2, pages 23-37, January.
• Raffo, Julio & Lhuillery, Stéphane, 2009, "How to play the "Names Game": Patent retrieval comparing different heuristics," Research Policy, Elsevier, volume 38, issue 10, pages 1617-1627, December.
• Castañeda, Gonzalo, 2009, ""Sociomática": El estudio de los sistemas adaptables complejos en el entorno socioeconómico," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 301, pages 5-64, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Kong Chyong Chi & David M. Reiner & William J. Nuttall, 2009, "Dynamics of the UK Natural Gas Industry: System Dynamics Modelling and Long-Term Energy Policy Analysis," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0913, May.
• D. J. Hamilton & W. J. Nuttall & F. A. Roques, 2009, "Agent-Based Simulation of Technology Adoption: Possible phenomenologies associated with consumer shifts to local electricity generation," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0923, Sep.
• Zakaria Babutsidze, 2009, "Learning How to Consume and Returns to Product Promotion," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2009-05, Jun.
• Lidia Diappi, 2009, "Models in Understanding and Planning the City," SCIENZE REGIONALI, FrancoAngeli Editore, volume 8, issue 3, pages 151-170.
• Annalisa Di Clemente, 2009, "La misurazione integrata dei rischi bancari: uno studio simulativo," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 99, pages 75-103.
• Paolo Pin & Luca Dall'Asta & Abolfazl Ramezanpour, 2009, "Optimal Equilibria of the Best Shot Game," Working Papers, Fondazione Eni Enrico Mattei, number 2009.33, May.
• Ben R. Craig & Goetz von Peter, 2009, "Interbank tiering and money center banks," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0912.
• Cezarina Adina TOFAN, 2009, "The Management Of The Informatics Systems Projection," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 10, issue 2, pages 40-49, november.
• Manoj Atolia & Santanu Chatterjee & Stephen J. Turnovsky, 2009, "Growth and Inequality: Dependence of the Time Path of Productivity Increases (and other Structural Changes)," Working Papers, Department of Economics, Florida State University, number wp2009_01_02, Jan.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2009, "Applying Relation Algebra and RelView to Measures in a Social Network," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0902.
• John Mc Breen & Florence Goffette-Nagot & Pablo Jensen, 2009, "An Agent-Based Simulation of Rental Housing Markets," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0908.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2009, "A Relation-algebraic Approach to Simple Games," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0913.
• Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen, 2009, "Dynamic models of residential segregation: Brief review, analytical resolution and study of the introduction of coordination," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0914.
• Aurélien Eyquem & Günes Kamber, 2009, "Macroeconomic Volatility and Exchange Rate Pass-through under Internationalized Production," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0915.
• Charles Yuji Horioka & Shizuka Sekita, 2009, "Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0916.
• Aleksandra Zdzienicka, 2009, "Vulnerabilities in Central and Eastern European countries : Dynamics of asymmetric shocks," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0917.
• M. Gallegati & M. Gallegati & James B. Ramsey & Willi Semmler, 2009, "The US Wage Phillips Curve over Different Time Horizons," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 68, issue 2, pages 113-148, July.
• Noël Bonneuil & Raouf Boucekkine, 2009, "Sustainability, optimality, and viability in the Ramsey model," Working Papers, Business School - Economics, University of Glasgow, number 2009_34, Nov.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375531, Mar.
• Antoine Mandel & Nicola Botta, 2009, "A note on the stochastic stability of equilibrium in some exchange economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00442864, Dec.
• Antoine Mandel & Nicola Botta, 2009, "A note on Herbert Gintis' "Emergence of a Price System from Decentralized Bilateral Exchange"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00634656, Dec, DOI: 10.2202/1935-1704.1560.
• Pascale Roux & Nicolas Carayol, 2009, "Knowledge flows and the geography of networks. A strategic model of small world formation," Post-Print, HAL, number hal-00390685, Aug, DOI: 10.1016/j.jebo.2009.02.005.
• Nicolas Vieille & Eilon Solan, 2009, "Computing uniformly optimal strategies in two-player stochastic games," Post-Print, HAL, number hal-00528413, Jan, DOI: 10.1007/s00199-009-0437-1.
• Nicolas Carayol & Pascale Roux, 2009, "Knowledge Flows and the Geography of Networks. A Strategic Model of Small World Formation," Post-Print, HAL, number hal-00674100, Feb, DOI: 10.1016/j.jebo.2009.02.005.
• M. Shahid Ebrahim, 2009, "Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?," Post-Print, HAL, number hal-00723634, Aug, DOI: 10.1016/j.jebo.2009.08.002.
• Paolo Pellizzari & Frank Westerhoff, 2009, "Some effects of transaction taxes under different microstructures," Post-Print, HAL, number hal-00727590, Sep, DOI: 10.1016/j.jebo.2009.08.010.
• Jason Barr & Francesco Saraceno, 2009, "Organization, learning and cooperation," Post-Print, HAL, number hal-01052800, May, DOI: 10.1016/j.jebo.2008.03.014.
• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2009, "Applying Relation Algebra and RelView to Measures in aSocial Network," Post-Print, HAL, number halshs-00355699.
• John Mc Breen & Florence Goffette-Nagot & Pablo Jensen, 2009, "An Agent-Based Simulation of Rental Housing Markets," Post-Print, HAL, number halshs-00374157.
• Florence Goffette-Nagot & Pablo Jensen & Sebastian Grauwin, 2009, "Dynamic models of residential segregation: Brief review, analytical resolution and study of the introduction of coordination," Post-Print, HAL, number halshs-00404400.
• Aurélien Eyquem & Gunes Kamber, 2009, "Macroeconomic Volatility and Exchange Rate Pass-through under Internationalized Production," Post-Print, HAL, number halshs-00407665.
• Charles Yuji Horioka & Shizuka Sekita, 2009, "Are Fast Court Proceedings Good or Bad?: Evidence from Japanese Household Panel Data," Post-Print, HAL, number halshs-00407674.
• Aleksandra Zdzienicka-Durand, 2009, "Vulnerabilities in Central and Eastern European countries: Dynamics of asymmetric shocks," Post-Print, HAL, number halshs-00407675.
• Antoine Mandel & Nicola Botta, 2009, "A note on the stochastic stability of equilibrium in some exchange economies," Post-Print, HAL, number halshs-00442864, Dec.
• Jason Barr & Francesco Saraceno, 2009, "Organization, learning and cooperation," Sciences Po Economics Publications (main), HAL, number hal-01052800, May, DOI: 10.1016/j.jebo.2008.03.014.
• Max Klimm & Jörgen Weibull, 2009, "Finding all minimal curb sets," Working Papers, HAL, number hal-00442118, Dec.
• Thomas Vallée & Murat Yildizoglu, 2009, "Convergence in the Finite Cournot Oligopoly with Social and Individual Learning," Working Papers, HAL, number halshs-00368274, Mar.
• Jan-Oliver Menz & Lena Vogel, 2009, "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200902, Jul.
• Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten, 2009, "Pricing basket default swaps in a tractable shot-noise model," Working Papers in Economics, University of Gothenburg, Department of Economics, number 359, Apr.
• Klimm, Max & Weibull, Jörgen, 2009, "Finding all minimal CURB sets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 722, Jul.
• Baroni, Elisa & Zamac, Jovan & Öberg, Gustav, 2009, "IFSIM Handbook," Arbetsrapport, Institute for Futures Studies, number 2009:7, May.
• Sandal, Leif K., 2009, "Approximating Closed Form Solutions to a Class of Feedback Policies," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/8, Sep.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2009-18, Nov.
• Claire Blackman, 2009, "Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 09/06, May.
• Aleksandar Zdravkov Vasilev, 2009, "Business cycles in Bulgaria and the Baltic countries: an RBC approach," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 1, issue 2, pages 148-170.
• Kelly Foley & Giovanni Gallipoli & David A. Green, 2009, "Ability, parental valuation of education and the high school dropout decision," IFS Working Papers, Institute for Fiscal Studies, number W09/21, Nov.
• Nita H. Shah & Nidhi Raykundaliya, 2009, "Optimal Inventory Policies for Weibull Deterioration under Trade Credit in Declining Market," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 3, issue 2, pages 11-20, December.
• 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 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.