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

• 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".
• LeBaron, Blake, 2006, "Agent-based Computational Finance," Handbook of Computational Economics, Elsevier, chapter 24, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Dawid, Herbert, 2006, "Agent-based Models of Innovation and Technological Change," Handbook of Computational Economics, Elsevier, chapter 25, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Chang, Myong-Hun & Harrington, Joseph Jr., 2006, "Agent-Based Models of Organizations," Handbook of Computational Economics, Elsevier, chapter 26, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Marks, Robert, 2006, "Market Design Using Agent-Based Models," Handbook of Computational Economics, Elsevier, chapter 27, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• MacKie-Mason, Jeffrey K. & Wellman, Michael P., 2006, "Automated Markets and Trading Agents," Handbook of Computational Economics, Elsevier, chapter 28, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Kollman, Ken & Page, Scott E., 2006, "Computational Methods and Models of Politics," Handbook of Computational Economics, Elsevier, chapter 29, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Janssen, Marco A. & Ostrom, Elinor, 2006, "Governing Social-Ecological Systems," Handbook of Computational Economics, Elsevier, chapter 30, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Dibble, Catherine, 2006, "Computational Laboratories for Spatial Agent-Based Models," Handbook of Computational Economics, Elsevier, chapter 31, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Arthur, W. Brian, 2006, "Out-of-Equilibrium Economics and Agent-Based Modeling," Handbook of Computational Economics, Elsevier, chapter 32, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Axelrod, Robert, 2006, "Agent-based Modeling as a Bridge Between Disciplines," Handbook of Computational Economics, Elsevier, chapter 33, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Epstein, Joshua M., 2006, "Remarks on the Foundations of Agent-Based Generative Social Science," Handbook of Computational Economics, Elsevier, chapter 34, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Howitt, Peter, 2006, "Coordination Issues in Long-Run Growth," Handbook of Computational Economics, Elsevier, chapter 35, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Leijonhufvud, Axel, 2006, "Agent-Based Macro," Handbook of Computational Economics, Elsevier, chapter 36, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Schelling, Thomas C., 2006, "Some Fun, Thirty-Five Years Ago," Handbook of Computational Economics, Elsevier, chapter 37, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Vriend, Nicolaas J., 2006, "ACE Models of Endogenous Interactions," Handbook of Computational Economics, Elsevier, chapter 21, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".
• Leigh Tesfatsion & Kenneth L. Judd (ed.), 2006, "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, number 2, edition 1.
• Talman, A.J.J. & Thijssen, J.J.J., 2006, "Existence of equilibrium and price adjustments in a finance economy with incomplete markets," Journal of Mathematical Economics, Elsevier, volume 42, issue 3, pages 255-268, June.
• Donald J. Brown & Ravi Kannan, 2006, "Two Algorithms for Solving the Walrasian Equilibrium Inequalities," Working Papers, Economic Growth Center, Yale University, number 945, Oct.
• Kerstin Press, 2006, "Divide to conquer? The Silicon Valley - Boston 128 case revisited," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 0610, Dec, revised Dec 2006.
• Freije, Samuel & Bando, Rosangela & Arce, Fernanda, 2006, "Conditional transfers, labor supply, and poverty: microsimulating oportunidades," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123144, Oct.
• Alberto Russo & Domenico Delli Gatti & Mauro Gallegati, 2006, "Technological innovation, financial fragility and complex dynamics," Chapters, Edward Elgar Publishing, chapter 13, in: Neri Salvadori, "Economic Growth and Distribution".
• Paola De Agostini & Stefania Lovo & Francesco Pecci & Federico Perali & Michele Baggio, 2006, "Simulating the Impact on the Local Economy of Alternative Management Scenarios for Natural Areas," Chapters, Edward Elgar Publishing, chapter 6, in: Joseph Cooper & Federico Perali & Marcella Veronesi, "Integrated Assessment and Management of Public Resources".
• Thomas Brenner & Claudia Werker, 2006, "A Practical Guide to Inference in Simulation Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2006-02, Mar.
• Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes P. Schlöder, 2006, "Numerical solution of optimal control problems with constant control delays," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 06/59, Oct.
• Pontus Rendahl, 2006, "Inequality Constraints in Recursive Economies," Economics Working Papers, European University Institute, number ECO2006/6.
• Agnieszka Rusinowska & Rudolf Berghammer & Harrie de Swart, 2006, "Applications of Relations and Graphs to Coalition Formation," Working Papers, Fondazione Eni Enrico Mattei, number 2006.77, May.
• Gary S. Anderson & Andrew T. Levin & Eric T. Swanson, 2006, "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-01, Jan, DOI: 10.24148/wp2006-01.
• Pedro Vieira & Aurora Teixeira, 2006, "Human Capital and Corruption: A microeconomic model of the bribes market with democratic contestability," Notas Económicas, Faculty of Economics, University of Coimbra, issue 23, pages 72-82, June.
• Philippe Mathieu & Olivier Brandouy, 2006, "A Broad-Spectrum Computational Approach for Market Efficiency," Post-Print, HAL, number hal-00731962.
• Yann Algan & Olivier Allais & Wouter J. den Haan, 2006, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers, HAL, number halshs-00589129, Dec.
• Salvador Ball & Amadéo Spadaro, 2006, "Optimal nonlinear labor income taxation in dynamic economies," PSE Working Papers, HAL, number halshs-00590555, Jan.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2006, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po Economics Publications (main), HAL, number hal-01065663, Dec.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2006, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers, HAL, number hal-01065663, Dec.
• Yann Algan & Olivier Allais & Wouter J. den Haan, 2006, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers, HAL, number halshs-00589129, Dec.
• Flåm, Sjur Didrik & Ruszczynski, A., 2006, "Computing Normalized Equilibria in Convex-Concave Games," Working Papers in Economics, University of Bergen, Department of Economics, number 05/06, Apr.
• Flåm, Sjur Didrik & Gaasland, Ivar & Vårdal, Erling, 2006, "On Stabilizing or Deregulating Food Prices," Working Papers in Economics, University of Bergen, Department of Economics, number 08/06, Jun.
• Muller, Adrian, 2006, "Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods," Working Papers in Economics, University of Gothenburg, Department of Economics, number 213, Aug, revised 10 Aug 2007.
• Muller, Adrian, 2006, "Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods," Working Papers in Economics, University of Gothenburg, Department of Economics, number 215, Aug, revised 10 Aug 2007.
• Flam, Sjur & Ruszczynski, A., 2006, "Computing Normalized Equilibria in Convex-Concave Games," Working Papers, Lund University, Department of Economics, number 2006:9, Apr.
• Bjerksund, Petter & Stensland, Gunnar, 2006, "Closed form spread option valuation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/20, Dec.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/23, Dec.
• Cornelissen, Thomas, 2006, "Using Stata for a memory saving fixed effects estimation for the three-way error component model," FDZ-Methodenreport, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200603 (en).
• Rässler, Susanne, 2006, "Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB," IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200618.
• Solange M. Berstein & Rómulo A. Chumacero, 2006, "Quantifying the costs of investment limits for Chilean pension funds," Fiscal Studies, Institute for Fiscal Studies, volume 27, issue 1, pages 99-123, March.
• Shorish, Jamsheed, 2006, "Functional Rational Expectations Equilibria in Market Games," Economics Series, Institute for Advanced Studies, number 186, Feb.
• Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil, 2006, "Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation," Economics Series, Institute for Advanced Studies, number 196, Nov.
• Nicholas Economides & Evangelos Katsamakas, 2006, "Two-Sided Competition of Proprietary vs. Open Source Technology Platforms and the Implications for the Software Industry," Management Science, INFORMS, volume 52, issue 7, pages 1057-1071, July, DOI: 10.1287/mnsc.1060.0549.
• Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006, "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, volume 54, issue 3, pages 405-418, June, DOI: 10.1287/opre.1060.0279.
• Salvador Balle & Amedeo Spadaro, 2006, "Optimal Nonlinear Labor Income Taxation in Dynamic Economies," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 19.
• Xun Li & Zhenyu Wu, 2006, "A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets," Annals of Finance, Springer, volume 2, issue 2, pages 179-205, March, DOI: 10.1007/s10436-005-0034-7.
• Roberto Leombruni & Matteo Richiardi, 2006, "LABORsim: An Agent-Based Microsimulation of Labour Supply – An Application to Italy," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 1, pages 63-88, February, DOI: 10.1007/s10614-005-9016-0.
• David Kendrick & P. Mercado & Hans Amman, 2006, "Computational Economics: Help for the Underestimated Undergraduate," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 2, pages 261-271, May, DOI: 10.1007/s10614-006-9027-5.
• Jasmina Arifovic & Michael Maschek, 2006, "Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 4, pages 333-354, November, DOI: 10.1007/s10614-006-9053-3.
• Alexander Gorobets & Bart Nooteboom, 2006, "Adaptive Build-up and Breakdown of Trust: An Agent Based Computational Approach," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 10, issue 3, pages 277-306, September, DOI: 10.1007/s10997-006-9001-6.
• Horváth, Áron, 2006, "Nemlineáris, sztochasztikus differenciaegyenletek megoldása Uhlig-algoritmussal
  [Solving non-linear, stochastic differential equations with Uhlig algorithms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 235-252.
• John Stachurski, 2006, "Computing the Distributions of Economic Models Via Simulation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 615, Apr.
• John Stachurski, 2006, "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 618, Apr.
• Duffy, John & Engle-Warnick, Jim, 2006, "Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1363-1377, August, DOI: 10.1353/mcb.2006.0069.
• Adam, Klaus & Billi, Roberto M., 2006, "Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 7, pages 1877-1905, October, DOI: 10.1353/mcb.2006.0089.
• John T. Harvey, 2006, "Modeling Interest Rate Parity: A System Dynamics Approach," Journal of Economic Issues, Taylor & Francis Journals, volume 40, issue 2, pages 395-403, June, DOI: 10.1080/00213624.2006.11506917.
• T.J. Brailsford & J. H.W. Penm & R.D. Terrell, 2006, "The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 153-178, September.
• Thomas Riechmann, 2006, "Cournot or Walras? Long-Run Results in Oligopoly Games," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 162, issue 4, pages 702-720, December.
• John Stachurski, 2006, "Continuous State Dynamic Programming via Nonexpansive Approximation," Department of Economics - Working Papers Series, The University of Melbourne, number 961.
• Bennett T. McCallum, 2006, "E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12441, Aug.
• Pierpaolo Benigno & Michael Woodford, 2006, "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 12672, Nov.