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

2007

• Mishra, SK, 2007, "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper, University Library of Munich, Germany, number 4634, Aug.
• Mishra, SK, 2007, "A note on least squares fitting of signal waveforms," MPRA Paper, University Library of Munich, Germany, number 4705, Sep.
• Mishra, SK, 2007, "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 4813, Sep.
• Rumyantsev, Mikhail I., 2007, "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
  [On the problem of the formalization of business processes of the banking]," MPRA Paper, University Library of Munich, Germany, number 48587, Dec.
• Ch'ng, Kean Siang, 2007, "Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry," MPRA Paper, University Library of Munich, Germany, number 5138, Oct.
• Vargas Barrenechea, Martin, 2007, "First Derivatives of the log-L for the multivariate probit model," MPRA Paper, University Library of Munich, Germany, number 5214, Oct.
• Cockshott, W. Paul, 2007, "Mises, Kantorovich and Economic Computation," MPRA Paper, University Library of Munich, Germany, number 6063.
• Willenbockel, Dirk, 2007, "The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment," MPRA Paper, University Library of Munich, Germany, number 6200, Nov.
• Jiří Málek & Jarmila Radová & Filip Štěrba, 2007, "Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice
  [Vield curve construction using government bonds in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 792-808, DOI: 10.18267/j.polek.624.
• Dmitry Danilov & Jan R. Magnus, 2007, "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
• Damiano Brigo & Naoufel El-Bachir, 2007, "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-14, Nov.
• Antonio Merlo & Arianna Degan, 2007, "Do Voters Vote Sincerely?," 2007 Meeting Papers, Society for Economic Dynamics, number 307.
• Radim Bohacek & Michal Kejak, 2007, "Optimal Government Policies in Models with Heterogeneous Agents," 2007 Meeting Papers, Society for Economic Dynamics, number 651.
• Francesco Bartolucci & Valentina Nigro, 2007, "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper, Tor Vergata University, CEIS, number 96, Feb.
• Jasmina Arifovic & Alexander Karaivanov, 2007, "Learning by Doing vs. Learning from Others in a Principal-Agent Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-24, Nov.
• Mukesh Kumar & William Bowen & Miron Kaufman, 2007, "Urban spatial pattern as self-organizing system: An empirical evaluation of firm location decisions in Cleveland–Akron PMSA, Ohio," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 2, pages 297-314, June, DOI: 10.1007/s00168-006-0097-z.
• Jacek Krawczyk, 2007, "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, volume 4, issue 2, pages 183-204, April, DOI: 10.1007/s10287-006-0033-9.
• Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2007, "Model selection via genetic algorithms illustrated with cross-country growth data," Empirical Economics, Springer, volume 33, issue 2, pages 313-337, September, DOI: 10.1007/s00181-006-0104-3.
• B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007, "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 55, issue 1, pages 115-120, January, DOI: 10.1140/epjb/e2007-00046-2.
• B. Jourdain, 2007, "Stochastic flow approach to Dupire’s formula," Finance and Stochastics, Springer, volume 11, issue 4, pages 521-535, October, DOI: 10.1007/s00780-007-0042-8.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 125-145, December, DOI: 10.1007/s11403-007-0020-4.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 195-210, December, DOI: 10.1007/s11403-007-0023-1.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 211-229, December, DOI: 10.1007/s11403-006-0008-5.
• Susana Cabrera & C. Capra & Rosario Gómez, 2007, "Behavior in one-shot traveler’s dilemma games: model and experiments with advice," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 129-152, June, DOI: 10.1007/s10108-006-9019-6.
• Nicholas Economides & Joacim Tag, 2007, "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-26.
• Nicholas Economides, 2007, ""Net Neutrality," Non-Discrimination and Digital Distribution of Content Through the Internet," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-8.
• K. Vela Velupillai, 2007, "Re-reading Jevons's Principles of Science - Induction Redux," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0729.
• Andras Niedermayer & Daniel Niedermayer, 2007, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0701, Jan.
• Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang, 2007, "Identifying Fuel Poverty Using Objective and Subjective Measures," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2007-11, May.
• Viviana Fanelli & Silvana Musti, 2007, "Pricing of CDS Options with the HJM approach: a Numerical Implementation," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 26-2007, Dec.
• Viviana Fanelli & Silvana Musti, 2007, "Modelling Credit Spreads evolution using the Cox Process within the HJM framework," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 27-2007, Dec.
• Katsuyuki Shibayama, 2007, "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics, School of Economics, University of Kent, number 0703, Jan.
• X. Henry Wang & Jingang Zhao, 2007, "Why Are Firms Sometimes Unwilling to Reduce Costs?," Working Papers, Department of Economics, University of Missouri, number 0703, Jan.
• Luciano Stefanini & Laerte Sorini, 2007, "An LU-fuzzy calculator for the basic fuzzy calculus," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0701, revised 2007.
• Luciano Stefanini & Laerte Sorini, 2007, "Representing fuzzy numbers for fuzzy calculus," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0702, revised 2007.
• Luciano Stefanini & Maria Letizia Guerra, 2007, "On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0703, revised 2007.
• Luciano Stefanini, 2007, "Differential Evolution Methods for the Fuzzy Extension of Functions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0705, revised 2007.
• Luciano Stefanini, 2007, "Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0706, revised 2007.
• Llop Llop, Maria, 2007, "A Multisectorial model of prices: the SAM approach," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/4177.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Francesco Audrino & Dominik Colagelo, 2007, "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-42, Nov.
• Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007, "Expected optimal feedback with Time-Varying Parameters," Department of Economics University of Siena, Department of Economics, University of Siena, number 497, Feb.
• Taro Kanatani & Roberto Reno', 2007, "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena, Department of Economics, University of Siena, number 502, Apr.
• Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007, "The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations," Department of Economics University of Siena, Department of Economics, University of Siena, number 507, Jul.
• Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
• Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007, "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 149, Mar.
• Giuseppe De Nadai & Paolo Pianca, 2007, "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 157, Oct.
• Vince Darley & Alexander V Outkin, 2007, "A NASDAQ Market Simulation:Insights on a Major Market from the Science of Complex Adaptive Systems," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6217, ISBN: ARRAY(0x540594b0).
• Yi Tang & Bin Li, 2007, "Introduction to Counterparty Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Martingale Arbitrage Pricing in Real Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Black-Scholes Framework and Extensions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Martingale Resampling and Interpolation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Introduction to Interest Rate Term Structure Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Heath-Jarrow-Morton Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Interest Rate Market Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Credit Risk Modeling and Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Simple Interest Rate Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Yield Curve Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Two-Factor Risk Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Holy Grail — Two-Factor Interest Rate Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Yield Decomposition Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Inflation Linked Instruments Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Interest Rate Proprietary Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Vincent Darley & Alexander V Outkin, 2007, "Foresight, Unpredictability and Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Market Dynamics — Analytical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Agent-Based Model and Simulation Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Spread Clustering," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Learning, Evolution and Tick Size Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Calibration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Phase Transitions in the Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Validation: After Decimalization and the Tick-Size Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Vincent Darley & Alexander V Outkin, 2007, "Future Developments of the Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems".
• Lämmel, Uwe & Vilkner, Eberhard, 2007, "Die ersten Tage im Studium der Wirtschaftsinformatik," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 02/2007.
• Malyutov, Mikhail B. & Wickramasinghe, Chammi Irosha & Li, Sufeng, 2007, "Conditional complexity of compression for authorship attribution," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-057.
• Klinke, Sigbert & Zlatkin-Troitschanskaia, Olga, 2007, "Embedding R in the Mediawiki," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-061.
• Meyer-Gohde, Alexander, 2007, "Solving linear rational expectations models with lagged expectations quickly and easily," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-069.
• 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, Centre for Economic Policy Research, number 6062, Jan.
• Merlo, Antonio & Degan, Arianna, 2007, "Do Voters Vote Sincerely?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6165, Mar.
• Miravete, Eugenio & Basaluzzo, Gabriel, 2007, "Constrained Monopoly Pricing with Random Participation," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-9.
• Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin, 2007, "Markov Perfect Industry Dynamics with Many Firms," Research Papers, Stanford University, Graduate School of Business, number 1919r, Feb.
• Govindan, Srihari & Wilson, Robert B., 2007, "A Decomposition Algorithm for N-Player Games," Research Papers, Stanford University, Graduate School of Business, number 1967, Aug.
• Victor Aguirregabiria & Pedro Mira, 2007, "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, volume 75, issue 1, pages 1-53, January.
• Bartolucci, Francesco & Nigro, Valentina, 2007, "Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3470-3483, April.
• LiCalzi, Marco & Pellizzari, Paolo, 2007, "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 11, pages 3568-3590, November.
• Balvers, Ronald J. & Mitchell, Douglas W., 2007, "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 1, pages 141-159, January.
• Bohringer, Christoph & Loschel, Andreas & Rutherford, Thomas F., 2007, "Decomposing the integrated assessment of climate change," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 2, pages 683-702, February.
• McCallum, Bennett T., 2007, "E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1376-1391, April.
• Leach, Andrew J., 2007, "The climate change learning curve," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 5, pages 1728-1752, May.
• Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2007, "Network models and financial stability," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 2033-2060, June.
• Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2007, "Adaptive learning in practice," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2659-2697, August.
• Carpenter, Jeffrey P., 2007, "Punishing free-riders: How group size affects mutual monitoring and the provision of public goods," Games and Economic Behavior, Elsevier, volume 60, issue 1, pages 31-51, July.
• Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo, 2007, "Learning and equilibrium selection in a coordination game with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 380, issue C, pages 519-527, DOI: 10.1016/j.physa.2007.02.073.
• Ivano Azzini & Riccardo Girardi & Marco Ratto, 2007, "Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application," Working Papers, Euro-area Economy Modelling Centre, number 1.
• Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2007, "Inflation premium and oil price volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19750, Mar.
• Riccardo Magnani & Jean Mercenier, 2007, "On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-06.
• Tao Zhang & William J. Nuttall, 2007, "An Agent Based Simulation of Smart Metering Technology Adoption," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0727, Dec.
• Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.
• Andrew Dowell & Michael Wooldridge & Peter McBurney, 2007, "The Computational Difficulty of Bribery in Qualitative Coalitional Games," Working Papers, Fondazione Eni Enrico Mattei, number 2007.100, Nov.
• Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras, 2007, "Multicriteria Framework for the Prediction of Corporate Failure in the UK," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 65-90, June.
• Roberto M. Billi, 2007, "Optimal inflation for the U.S," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 07-03.
• Manoj Atolia & Edward F. Buffie, 2007, "Smart Forward Shooting," Working Papers, Department of Economics, Florida State University, number wp2008_04_01, Nov, revised Apr 2008.
• Fabrício J. Missio & José Luís Oreiro, 2007, "Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0071.
• Thomas VALLEE & Murat YILDIZOGLU, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2007-07.
• Gaël Giraud, 2007, "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00155709, Apr.
• Thomas Vallée & Murat Yildizoglu, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00293929, Oct.
• Thomas Vallée & Murat Yildizoglu, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00293948, Jun.
• Pascale Roux & Nicolas Carayol, 2007, "Knowledge flows and the geography of networks : a strategic model of small world formation," Post-Print, HAL, number hal-00390735, Jun.
• Murat Yildizoglu & Thomas Vallée, 2007, "Convergence in Finite Cournot Oligopoly with Social and Individual Learning," Post-Print, HAL, number hal-00394413.
• Gaël Giraud, 2007, "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print, HAL, number halshs-00155709, Apr.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2007, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po Economics Publications (main), HAL, number hal-01065666, Jan.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2007, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers, HAL, number hal-01065666, Jan.
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," Working Papers, HAL, number hal-04139234.
• Trimborn, Timo, 2007, "Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-363, Apr.
• Herbertsson, Alexander & Rootzén, Holger, 2007, "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 269, Oct.
• Herbertsson, Alexander, 2007, "Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 270, Oct.
• Herbertsson, Alexander, 2007, "Modelling Default Contagion Using Multivariate Phase-Type Distributions," Working Papers in Economics, University of Gothenburg, Department of Economics, number 271, Oct.
• Herbertsson, Alexander, 2007, "Default Contagion in Large Homogeneous Portfolios," Working Papers in Economics, University of Gothenburg, Department of Economics, number 272, Oct.
• Eklund, Jana & Karlsson, Sune, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers, Örebro University, School of Business, number 2007:4, Sep.
• Carling, Kenneth & Alam, Moudud, 2007, "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers, Örebro University, School of Business, number 2007:14, Sep.
• Takamizawa, Hideyuki & 高見澤, 秀幸 & Shoji, Isao & 庄司, 功, 2007, "Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-05, Oct.
• Jana Eklund & Sune Karlsson, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Economics, Department of Economics, Central bank of Iceland, number wp35, May.
• Dirk Bethmann, 2007, "Homogeneity, Saddle Path Stability, and Logarithmic Preferences in Economic Models," Discussion Paper Series, Institute of Economic Research, Korea University, number 0702.
• Shorish, Jamsheed, 2007, "Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model," Economics Series, Institute for Advanced Studies, number 211, May.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
• Ackland, Robert & Shorish, Jamsheed, 2007, "Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools," Economics Series, Institute for Advanced Studies, number 218, Oct.

2006

• Berghammer, Rudolf & Rusinowska, Agnieszka & de Swart, Harrie, 2006, "Applications of Relations and Graphs to Coalition Formation," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12162, DOI: 10.22004/ag.econ.12162.
• Horridge, J. Mark & Pearson, Ken, 2006, "Running Simulations Faster on Multi-Processor or 64-Bit PCs via GEMPACK," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331467.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273539, Feb, DOI: 10.22004/ag.econ.273539.
• Imai, Susumu & Jain, Neelam & Ching, Andrew, 2006, "Bayesian Estimation of Dynamic Discrete Choice Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273594, Dec, DOI: 10.22004/ag.econ.273594.
• Terza, Joseph V. & Tsai, Wei-Der, 2006, "Censored Probit Estimation with Correlation near the Boundary: A Useful Reparameteriztion," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 01, pages 1-12, DOI: 10.22004/ag.econ.50278.
• Ricardo Gimeno & Juan M. Nave, 2006, "Genetic algorithm estimation of interest rate term structure," Working Papers, Banco de España, number 0634, Dec.
• Yong-Hwan Noh, 2006, "Income Redistribution Structure of the Korean Economy: A Social Accounting Matrix Perspective (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 2, pages 67-106, June.
• José Ferreira Marinho Junior & Mauro Antonio Rincon, 2006, "Application of Compound Options in the Evaluation of American Puts," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 169-179.
• Bruno Contini & Roberto Leombruni & Matteo Richiardi, 2006, "Exploring a New ExpAce: The Complementarities between Experimental Economics and Agent-based Computational Economics," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 45.
• Roberto Leombruni & Matteo Richiardi, 2006, "LABORsim: an Agent-Based Microsimulation of Labour Supply. An Application to Italy," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 46.
• Giacomo Bonanno, 2006, "Axiomatization of the AGM theory of belief revision in a temporal logic," Working Papers, University of California, Davis, Department of Economics, number 254, Apr.
• Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-38, Dec.
• Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 2007, "Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-11, Aug.
• Jaime Villamil, 2006, "Modelos de valoración de opciones europeas en tiempo continuo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Yaiza García Padrón & Juan García Boza, 2006, "Revisión bibliográfica de la evidencia empírica de los modelos multifactoriales de valoración de activos financieros," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• J Mark Horridge & Ken Pearson, 2006, "Running Simulations Faster on Multi-Processor or 64-Bit PCs via GEMPACK," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number c15, Apr.
• Arie ten Cate, 2006, "The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 165, Oct.
• Giannitsarou, Chryssi & Carceles-Poveda, Eva, 2006, "Adaptive Learning in Practice," CEPR Discussion Papers, Centre for Economic Policy Research, number 5627, Apr.
• Greta Falavigna, 2006, "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," 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 200610, Dec.
• Ken Hung & Chang-Wen Duan & Chin W. Yang, 2006, "Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 405-424, November.
• Bidarkota, Prasad V., 2006, "On The Economic Impact Of Modeling Nonlinearities: The Asset Pricing Example," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 1, pages 56-76, February.
• António Antunes & Tiago Cavalcanti & Anne Villamil, 2006, "Computing General Equilibrium Models with Occupational Choice and Financial Frictions," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22560, Jan.
• Jones, Barry E. & Stracca, Livio, 2006, "Are money and consumption additively separable in the euro area? A non-parametric approach," Working Paper Series, European Central Bank, number 704, Dec.
• Viard, V. Brian & Economides, Nicholas, 2006, "Pricing of Complementary Goods and Network Effects," Research Papers, Stanford University, Graduate School of Business, number 1812r2, Dec.
• Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006, "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 12, pages 2477-2508, December.
• Benigno, Pierpaolo & Woodford, Michael, 2006, "Optimal taxation in an RBC model: A linear-quadratic approach," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1445-1489.
• Tesfatsion, Leigh, 2006, "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," Handbook of Computational Economics, Elsevier, chapter 16, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Judd, Kenneth L., 2006, "Computationally Intensive Analyses in Economics," Handbook of Computational Economics, Elsevier, chapter 17, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Brenner, Thomas, 2006, "Agent Learning Representation: Advice on Modelling Economic Learning," Handbook of Computational Economics, Elsevier, chapter 18, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Duffy, John, 2006, "Agent-Based Models and Human Subject Experiments," Handbook of Computational Economics, Elsevier, chapter 19, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Wilhite, Allen, 2006, "Economic Activity on Fixed Networks," Handbook of Computational Economics, Elsevier, chapter 20, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Young, H. Peyton, 2006, "Social Dynamics: TheorY AND Applications," Handbook of Computational Economics, Elsevier, chapter 22, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Hommes, Cars H., 2006, "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, Elsevier, chapter 23, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".