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

2008

• Mishra, SK, 2008, "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9737, Jul.
• Contreras, Javier & Krawczyk, Jacek & Zuccollo, James, 2008, "The invisible polluter: Can regulators save consumer surplus?," MPRA Paper, University Library of Munich, Germany, number 9890, Jun.
• Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008, "A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 9993, Aug.
• Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008, "A report on using parallel MATLAB for solutions to stochastic optimal control problems," MPRA Paper, University Library of Munich, Germany, number 9994, Aug.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper, Economics Department, Queen's University, number 1192, Dec.
• T M Christensen & A S Hurn & K A Lindsay, 2008, "The Devil is in the Detail: Hints for Practical Optimisation," NCER Working Paper Series, National Centre for Econometric Research, number 32, Aug.
• Adam Cagliarini & Mariano Kulish, 2008, "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-10, Dec.
• Naoufel El-Bachir & Damiano Brigo, 2008, "An analytically tractable time-changed jump-diffusion default intensity model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-06, Oct.
• Fabiano Schivardi & Martin Schneider, 2008, "Strategic Experimentation and Disruptive Technological Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 2, pages 386-412, April, DOI: 10.1016/j.red.2007.09.002.
• Antonio Mele, 2008, "Repeated Moral Hazard and Recursive Lagrangeans," 2008 Meeting Papers, Society for Economic Dynamics, number 482.
• Alexandre Dmitriev, 2008, "Technological Transfers, Limited Commitment and Growth," 2008 Meeting Papers, Society for Economic Dynamics, number 568.
• Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008, "Volatility, Growth and Labour Elasticity," Working Paper series, Rimini Centre for Economic Analysis, number 32_08, Jan.
• Azleen Ilias & Norazah Bte Mohd Suki, 2008, "The End-user Computing Satisfaction (EUCS) On Computerized Accounting System (CAS): How They Perceived?," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 13, issue 1, pages 01-18.
• Albu, Lucian Liviu, 2008, "A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 44-50, June.
• Daianu, Daniel & Albu, Lucian Liviu, 2008, "Strain and Inflation-Unemployment Relationship: A conceptual and empirical investigation," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 081201, Dec.
• Mario Padula, 2008, "An Approximate Consumption Function," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 199, Jul.
• Riccardo Cambini & Claudio Sodini, 2008, "A computational comparison of some branch and bound methods for indefinite quadratic programs," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 16, issue 2, pages 139-152, June, DOI: 10.1007/s10100-007-0049-4.
• Klaus Rheinberger & Martin Summer, 2008, "Credit portfolio risk and asset price cycles," Computational Management Science, Springer, volume 5, issue 4, pages 337-354, October, DOI: 10.1007/s10287-007-0057-9.
• Dominik Heinzmann, 2008, "A filtered polynomial approach to density estimation," Computational Statistics, Springer, volume 23, issue 3, pages 343-360, July, DOI: 10.1007/s00180-007-0070-z.
• Benjamin Jourdain & Antonino Zanette, 2008, "A moments and strike matching binomial algorithm for pricing American Put options," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 1, pages 33-49, May, DOI: 10.1007/s10203-007-0077-5.
• Tatsuo Yanagita & Tamotsu Onozaki, 2008, "Dynamics of a market with heterogeneous learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 107-118, June, DOI: 10.1007/s11403-008-0038-2.
• Jason Barr & Nobuyuki Hanaki, 2008, "Organizations undertaking complex projects in uncertain environments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 2, pages 119-135, December, DOI: 10.1007/s11403-007-0025-z.
• András Prékopa & Gergely Mádi-Nagy, 2008, "A class of multiattribute utility functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 3, pages 591-602, March, DOI: 10.1007/s00199-007-0207-x.
• Tommaso Ciarli & Riccardo Leoncini & Sandro Montresor & Marco Valente, 2008, "Technological change and the vertical organization of industries," Journal of Evolutionary Economics, Springer, volume 18, issue 3, pages 367-387, August, DOI: 10.1007/s00191-008-0092-x.
• Francesco Saraceno & Jason Barr, 2008, "Cournot competition and endogenous firm size," Journal of Evolutionary Economics, Springer, volume 18, issue 5, pages 615-638, October, DOI: 10.1007/s00191-008-0111-y.
• Riccardo Cambini & Claudio Sodini, 2008, "A sequential method for a class of box constrained quadratic programming problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 67, issue 2, pages 223-243, April, DOI: 10.1007/s00186-007-0173-x.
• Gianluca Fusai & Andrea Roncoroni, 2008, "Implementing Models in Quantitative Finance: Methods and Cases," Springer Finance, Springer, number 978-3-540-49959-6, ISBN: ARRAY(0x6bbacaa8), March, DOI: 10.1007/978-3-540-49959-6.
• Alexandre Dmitriev, 2008, "Technological Transfers, Limited Commitment and Growth," Discussion Papers, School of Economics, The University of New South Wales, number 2008-05, Mar.
• Wolfgang Lemke & Theofanis Archontakis, 2008, "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 8, pages 811-822, DOI: 10.1080/14697680701691451.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008, "A fixed point theorem for discontinuous functions," Other publications TiSEM, Tilburg University, School of Economics and Management, number c0fd7fa8-2799-4aa7-9acd-6.
• Victor Aguirregabiria & Chun-Yu Ho, 2008, "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments," Working Papers, University of Toronto, Department of Economics, number tecipa-337, Sep.
• Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008, "Adaptive microfoundations for emergent macroeconomics," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0802.
• K. Vela Velupillai, 2008, "Uncomputability and Undecidability in Economic Theory," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0806.
• Patricia O’ Reilly, 2008, "The Evolution of University Access Programmes in Ireland," Working Papers, Geary Institute, University College Dublin, number 200816, Jul.
• Olivier Bargain & Amedeo Spadaro, 2008, "Optimal taxation, social contract and the four worlds of welfare capitalism," Working Papers, School of Economics, University College Dublin, number 200816, Jul.
• Valadkhani, Abbas & Ville, Simon, 2008, "Identifying the Most Research Intensive Faculties of Business in Australia: A Multidimensional Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp08-03.
• Luciano Stefanini, 2008, "A generalization of Hukuhara difference for interval and fuzzy arithmetic," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0801, revised 2008.
• Luciano Stefanini & Barnabas Bede, 2008, "Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0803, revised 2008.
• Fabio Tramontana & Laura Gardini & Gian Italo Bischi, 2008, "Bifurcation Curves in Discontinuous Maps," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0805, revised 2008.
• Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008, "A 'bull and bear' model of interacting ?financial markets. Part I: dynamics in one and two dimensions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0807, revised 2008.
• Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008, "A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0808, revised 2008.
• Peter John Robinson & W.J.W. Botzen & F. Zhou, 2019, "An experimental study of charity hazard: The effect of risky and ambiguous government compensation on flood insurance demand," Working Papers, Utrecht School of Economics, number 19-19, Oct.
• Sudhanshu Kumar MISHRA, 2008, "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 261-268.
• Carl Chiarella & Viviana Fanelli & Silvana Musti, 2008, "Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 232, Oct.
• Mario Padula, 2008, "An approximate consumption function," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_24.
• Sergiy Gerasymchuk, 2008, "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 160, Jan.
• Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008, "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 168, Oct, revised Nov 2009.
• Diana Barro & Antonella Basso, 2008, "A network of business relations to model counterparty risk," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 171, Nov.
• Martina Nardon & Paolo Pianca, 2008, "An efficient binomial approach to the pricing of options on stocks with cash dividends," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 178, Nov.
• Giovanni Fasano, 2008, "Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 179, Nov.
• Diana Barro & Antonella Basso, 2008, "Credit contagion in a network of firms with spatial interaction," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 186, Nov.
• 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(0x9d468888), 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.
• 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.
• M. Bigeco & E. 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, C.E.P.R. Discussion Papers, number 6733, Mar.
• Den Haan, Wouter & Rendahl, Pontus, 2008, "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6963, Sep.
• Den Haan, Wouter, 2008, "Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6971, Sep.
• Den Haan, Wouter, 2008, "Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, 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.
• Arteche González, Jesús María & Orbe Lizundia, Jesús María, 2008, "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• 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.
• Yann Algan & Olivier Allais & Wouter J. den Haan, 2008, "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754295, Mar, DOI: 10.1016/j.jedc.2007.03.007.
• Amadéo Spadaro, 2008, "Optimal taxation, social contract and the four worlds of welfare capitalism," PSE Working Papers, HAL, number halshs-00586290, Jul.
• François Bourguignon & Amadéo Spadaro, 2008, "Tax-benefit revealed social preferences," PSE Working Papers, HAL, number halshs-00586292, Jul.
• Francesco Saraceno & Jason Barr, 2008, "Cournot competition and endogenous firm size," Sciences Po Economics Publications (main), HAL, number hal-03417080, Oct, DOI: 10.1007/s00191-008-0111-y.
• François Bourguignon & Amadéo Spadaro, 2008, "Tax-benefit revealed social preferences," Working Papers, HAL, number halshs-00586292, Jul.
• Strid, Ingvar, 2008, "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 706, Dec, revised 02 Dec 2009.
• Economides, Nicholas & Tåg, Joacim, 2008, "Network Neutrality on the Internet: A Two-sided Market Analysis," Working Paper Series, Research Institute of Industrial Economics, number 727, Jan, revised 09 Nov 2011.
• Itoh, Yuki & 伊藤, 有希, 2008, "Recovery Process Model," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2008-08, Nov.
• Timothy Cogley & Thomas J. Sargent, 2008, "Anticipated Utility And Rational Expectations As Approximations Of Bayesian Decision Making," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 49, issue 1, pages 185-221, February.
• Grant Hillier & Raymond Kan & Xiaolu Wang, 2008, "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/08, Feb.
• Grant Hillier & Raymond Kan & Xiaolu Wang, 2008, "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/08, Jun.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-based nonlinear quantile autoregression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/08, Oct.
• Halyna Zakhariya & Dr. Frank Köller & Prof. Dr. Michael H. Breitner, 2008, "Personaleinsatzplanung im Echtzeitbetrieb in Call Centern mit Künstlichen Neuronalen Netzen," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 22, Feb.
• Amedeo Spadaro, 2008, "Optimal taxation, social contract and the four worlds of welfare capitalism," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 98.
• Ian McCarthy, 2008, "Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-010, Apr.
• Pedro de Araujo, 2008, "Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-012, Apr.

2007

• Doole, Graeme J. & Pannell, David J., 2007, "Combinatorial optimisation of a large, constrained simulation model: an application of compressed annealing," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand, Australian Agricultural and Resource Economics Society, number 10438, DOI: 10.22004/ag.econ.10438.
• Lee, Donna J. & Adams, Damian C. & Rossi, Frederick J., 2007, "Optimal Management of a Potential Invader: The Case of Zebra Mussels in Florida," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 39, issue Special, pages 1-13, October, DOI: 10.22004/ag.econ.37125.
• Fabiano Rodrigues Bastos, 2007, "Organizational Capital, Learning-by-Doing and Investment Volatility," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 3, pages 463-475.
• M. Alejandro Cardenete & Ferran Sancho, 2007, "A Computable General Equilibrium Approach to Hypothetical Extractions and Missing Links," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 710.07, Jul, revised 29 Oct 2008.
• Ferran Sancho, 2007, "Calibration of CES functions for real-world multisectoral modeling," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 715.07, Oct.
• Carlos Martins, 2007, "Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 40, Feb.
• Steve Ambler & Florian Pelgrin, 2007, "Time-Consistent Control in Non-Linear Models," Staff Working Papers, Bank of Canada, number 07-3, DOI: 10.34989/swp-2007-3.
• Ritva Tarkiainen & Matti Tuomala, 2007, "On optimal income taxation with heterogeneous work preferences," International Journal of Economic Theory, The International Society for Economic Theory, volume 3, issue 1, pages 35-46, March, DOI: 10.1111/j.1742-7363.2007.00045.x.
• Evans George W & Honkapohja Seppo M.S. & Marimon Ramon, 2007, "Stable Sunspot Equilibria in a Cash-in-Advance Economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-38, January, DOI: 10.2202/1935-1690.1165.
• Portier Franck & Puch Luis A., 2007, "The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-16, January, DOI: 10.2202/1534-5998.1151.
• Zhang, T. & Nuttall, W.J., 2007, "An Agent Based Simulation Of Smart Metering Technology Adoption," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0760, Sep.
• Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang, 2007, "Identifying Fuel Poverty Using Objective and Subjective Measures," Working Papers, Centre for Competition Policy, University of East Anglia, number 07-11, May.
• Paul Castillo & Carlos Montoro & Vicente Tuesta, 2007, "Inflation Premium and Oil Price Volatility," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0782, Mar.
• Jos√© Alberto Guerra & Juli√°n David Parada & Juan Pablo Garc√≠a, 2007, "Clusters en cultivos il√≠citos: determinantes y din√°micas," Documentos de Trabajo, Universidad del Rosario, number 4364, Nov.
• Jaime Villamil, 2007, "Diversificación y valor en riesgo de un portafolio de acciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007, "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6062, Jan.
• Merlo, Antonio & Degan, Arianna, 2007, "Do Voters Vote Sincerely?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6165, Mar.
• Miravete, Eugenio & Basaluzzo, Gabriel, 2007, "Constrained Monopoly Pricing with Random Participation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6620, Dec.
• Gianluca Femminis, 2007, "From simple growth to numerical simulations: a primer in dynamic programming," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number itemq0745, Jul.
• Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2007, "Differentiability of the value function without interiority assumptions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we071405, Mar.
• Alexander Meyer-Gohde, 2007, "Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 171, revised Apr 2010.
• Stefan Kooths, 2007, "Konjunkturanalysen mit DIWAX," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 21-34, DOI: 10.3790/vjh.76.4.21.