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

• 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(0x54bf68e0).
• 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

• Shan Chen & Margaret Insley, 2008, "Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem," Working Papers, University of Waterloo, Department of Economics, number 08003, Aug.
• 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(0xa33226b0).
• 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 Staff Working Paper series, 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.
• Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008, "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0823, Apr.
• Zhang, T. & Nuttall, W.J., 2008, "Evaluating Government’s Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0842, Aug.
• Christine Hauser & Hugo Hopenhayn, 2008, "Trading Favors: Optimal Exchange and Forgiveness," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 88.
• Andreas Ortmann & Sergey Slobodyan, 2008, "(The Evolution of) Post-Secondary Education: A Computational Model and Experiments," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp355, Jun.
• Timo Trimborn & Karl-Josef Koch & Thomas Steger, 2006, "Multi-Dimensional Transitional Dynamics: A Simple Numberical Procedure," CESifo Working Paper Series, CESifo, number 1745.
• Burkhard Heer & Alfred Maussner, 2008, "Value Function Iteration as a Solution Method for the Ramsey Model," CESifo Working Paper Series, CESifo, number 2278.
• Guglielmo Maria Caporale & Mario Cerrato, 2008, "Using Chebyshev Polynomials to Approximate Partial Differential Equations," CESifo Working Paper Series, CESifo, number 2308.
• Robert G. Chambers & Rolf Färe & Shawna Grosskopf & Michael Vardanyan, 2008, "Generalized Quadratic Revenue Functions," CESifo Working Paper Series, CESifo, number 2404.
• Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008, "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series, CESifo, number 2444.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series, CESifo, number 2507.
• Marc Chesney & Luca Taschini, 2008, "The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-02, Jan, revised Jan 2008.
• Skander Ben Abdallah & Pierre Lasserre, 2008, "A Real Option Approach to the Protection of a Habitat Dependent Endangered Species," CIRANO Working Papers, CIRANO, number 2008s-30, Dec.
• Bigeco & Grosso & E. Otranto, 2008, "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200803.
• Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui, 2008, "La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera," Proyecciones Financieras y Valoración, Master Consultores, number 4707, Jun.
• Manfred Gilli & Peter Winker, 2008, "Review of Heuristic Optimization Methods in Econometrics," Working Papers, COMISEF, number 001, Sep.
• CARUSO, Geoffrey & PEETERS , Dominique & CAVAILHES, Jean & ROUNSEVELL, Mark, 2008, "Space-time patterns of urban sprawl, a 1D cellular automata and microeconomic approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008044, Jul.
• Doraszelski, Ulrich & Kryukov, Yaroslav & Borkovsky, Ron N., 2008, "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," CEPR Discussion Papers, Centre for Economic Policy Research, number 6733, Mar.
• Den Haan, Wouter & Rendahl, Pontus, 2008, "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers, Centre for Economic Policy Research, number 6963, Sep.
• Den Haan, Wouter, 2008, "Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents," CEPR Discussion Papers, Centre for Economic Policy Research, number 6971, Sep.
• Den Haan, Wouter, 2008, "Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 7019, Oct.
• Damba Lkhagvasuren & Ragchaasuren Galindev, 2008, "Discretization of Highly-Persistent Correlated AR(1) Shocks," Working Papers, Concordia University, Department of Economics, number 08012, Sep, revised Nov 2008.
• Greta Falavigna, 2008, "Nouveaux instruments d’évaluation pour le risque financier d’entreprise," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200801, Jun.
• Trimborn, Timo & Koch, Karl-Josef & Steger, Thomas M., 2008, "Multidimensional Transitional Dynamics: A Simple Numerical Procedure," Macroeconomic Dynamics, Cambridge University Press, volume 12, issue 3, pages 301-319, June.
• Heer, Burkhard & Maußner, Alfred, 2008, "Computation Of Business Cycle Models: A Comparison Of Numerical Methods," Macroeconomic Dynamics, Cambridge University Press, volume 12, issue 5, pages 641-663, November.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1679, Oct.
• Timo Trimborn & Karl-Joseph Koch & Thomas Steger, 2008, "Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 193, revised .
• Timo Trimborn & Karl-Joseph Koch & Thomas Steger, 2008, "Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 194, revised .
• Jones, Barry E. & Stracca, Livio, 2008, "Does money matter in the IS curve? The case of the UK," Working Paper Series, European Central Bank, number 904, Jun.
• John Stachurski & Vance Martin, 2008, "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, volume 76, issue 2, pages 443-450, March.
• Caporale, Guglielmo Maria & Cerrato, Mario, 2008, "Chebyshev polynomial approximation to approximate partial differential equations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-15.
• Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 3, pages 875-908, March.
• Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2008, "The Devil is in the Detail: Hints for Practical Optimisation," Economic Analysis and Policy, Elsevier, volume 38, issue 2, pages 345-368, September.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008, "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 175-192, May.
• Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea, 2008, "Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2033-2045, October.
• Goldbaum, David, 2008, "Coordinated investing with feedback and learning," Journal of Economic Behavior & Organization, Elsevier, volume 65, issue 2, pages 202-223, February.
• Micola, Augusto Rupérez & Banal-Estañol, Albert & Bunn, Derek W., 2008, "Incentives and coordination in vertically related energy markets," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 2, pages 381-393, August.
• Antunes, António & Cavalcanti, Tiago & Villamil, Anne, 2008, "Computing general equilibrium models with occupational choice and financial frictions," Journal of Mathematical Economics, Elsevier, volume 44, issue 7-8, pages 553-568, July.
• Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C., 2008, "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-053-MKT, Aug.
• Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P., 2008, "Tactical and Strategic Sales Management for Intelligent Agents Guided By Economic Regimes," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-061-LIS, Oct.
• Tao Zhang & William J. Nuttall, 2008, "Evaluating Government's Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0822, Aug.
• Spadaro, Amedeo, 2008, "Optimal taxation, social contract and the four worlds of welfare capitalism," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM10/08, Oct.
• Bourguignon, François & Spadaro, Amedeo, 2008, "Tax-benefit revealed social preferences," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM9/08, Oct.
• Christian De Peretti & Carole Siani, 2008, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-01.
• Christian De Peretti & Carole Siani, 2008, "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-02.
• Martin Hrubý, 2008, "Algorithmic Approaches to Game-theoretical Modeling and Simulation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 3, pages 268-300, December.
• Dinko Dimitrov & Shao-Chin Sung, 2008, "Computational Complexity in Additive Hedonic Games," Working Papers, Fondazione Eni Enrico Mattei, number 2008.98, Dec.
• Martina Nardon, 2008, "First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 1-25, October.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008, "Minimal state variable solutions to Markov-switching rational expectations models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-23.
• Jason Barr & Troy Tassier, 2008, "Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner's Dilemma Game," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-21.
• Guglielmo Maria Caporale & Mario Cerrato, 2008, "Chebyshev polynomial approximation to approximate partial differential equations," Working Papers, Business School - Economics, University of Glasgow, number 2008_16, Mar.
• Carlos Carreira & Paulino Teixeira, 2008, "Entry and exit as a source of aggregate productivity growth in two alternative technological regimes," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-01.
• M. Shahid Ebrahim, 2008, "Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?," Papers on Economics of Religion, Department of Economic Theory and Economic History of the University of Granada., number 08/04, Oct.
• Mohamed CHAOUCH & Ali GANNOUN & Jérôme SARACCO, 2008, "Conditional Spatial Quantile: Characterization and Nonparametric Estimation," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-10.
• Antony Davies, 2008, "An Exploration of Regression-Based Data Mining Techniques Using Super Computation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-008, Aug.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Francesco Saraceno & Jason Barr, 2008, "Cournot competition and endogenous firm size," Post-Print, HAL, number hal-03417080, Oct, DOI: 10.1007/s00191-008-0111-y.
• Yann Algan & Olivier Allais & Wouter den Haan, 2008, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print, HAL, number hal-03596370, Mar, DOI: 10.1016/j.jedc.2007.03.007.
• Yann Algan & Olivier Allais & Wouter J. den Haan, 2008, "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print, HAL, number halshs-00754295, Mar, DOI: 10.1016/j.jedc.2007.03.007.