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

• 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(0x90ec45d0), February, 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.

2007

• 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(0x7cbdef28), March.
• 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.
• Fotios Pasiouras & Chrysovalantis Gaganis & Michael Doumpos, 2007, "A multicriteria discrimination approach for the credit rating of Asian banks," Annals of Finance, Springer, volume 3, issue 3, pages 351-367, July, DOI: 10.1007/s10436-006-0052-0.
• James Sprigg & Mark Ehlen, 2007, "Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 69-96, February, DOI: 10.1007/s10614-006-9081-z.
• Lars Grüne & Willi Semmler, 2007, "Asset pricing with dynamic programming," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 233-265, May, DOI: 10.1007/s10614-006-9063-1.
• Christian Habermann & Fabian Kindermann, 2007, "Multidimensional Spline Interpolation: Theory and Applications," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 2, pages 153-169, September, DOI: 10.1007/s10614-007-9092-4.
• Giorgio Fagiolo & Alessio Moneta & Paul Windrum, 2007, "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 3, pages 195-226, October, DOI: 10.1007/s10614-007-9104-4.
• Thomas Brenner & Claudia Werker, 2007, "A Taxonomy of Inference in Simulation Models," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 3, pages 227-244, October, DOI: 10.1007/s10614-007-9102-6.
• Robert Marks, 2007, "Validating Simulation Models: A General Framework and Four Applied Examples," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 3, pages 265-290, October, DOI: 10.1007/s10614-007-9101-7.
• David Kendrick, 2007, "Teaching Computational Economics to Graduate Students," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 4, pages 381-391, November, DOI: 10.1007/s10614-007-9099-x.
• Tomoki Nakaya & A. Fotheringham & Kazumasa Hanaoka & Graham Clarke & Dimitris Ballas & Keiji Yano, 2007, "Combining microsimulation and spatial interaction models for retail location analysis," Journal of Geographical Systems, Springer, volume 9, issue 4, pages 345-369, December, DOI: 10.1007/s10109-007-0052-2.
• Taro Kanatani, 2007, "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 634, Jun.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
• Jamsheed Shorish, 2007, "Welfare analysis of HIV/AIDS: Formulating and computing a continuous time overlapping generations policy model," Economics Discussion Paper Series, Economics, The University of Manchester, number 0709.
• Manuel Santos & Juan Pablo Rincon-Zapatero, 2007, "Differentiability of the Value Function without Interiority Assumptions," Working Papers, University of Miami, Department of Economics, number 0704, Aug.
• Gaël Giraud, 2007, "The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07020, Apr.
• Hakim Akeb & Mhand Hifi, 2007, "Adaptive beam search solution procedures for constrained circular cutting problems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07052, Nov.
• Hakim Akeb & Mhand Hifi, 2007, "Algorithms for the circular open dimension problem," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07059, Nov.
• Tarik Belgacem & Mhand Hifi, 2007, "Sensitivity analysis of the knapsack sharing problem: perturbation of the weight," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07063, Nov, DOI: 10.1016/j.cor.2006.02.025.
• Tarik Belgacem & Mhand Hifi, 2007, "Sensitivity analysis of the knapsack sharing problem: perturbation of the profit," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07064, Nov, DOI: 10.1111/j.1475-3995.2007.00619.x.
• Hakim Akeb & Mhand Hifi, 2007, "Beam search-based algorithms for the circular packing problem," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07070, Nov.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• Arianna Degan & Antonio Merlo, 2007, "Do Voters Vote Sincerely?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12922, Feb.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• Nicholas Economides, 2007, "“Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet," Working Papers, NET Institute, number 07-03, Mar.
• Nicholas Economides & Joacim Tåg, 2007, "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers, NET Institute, number 07-14, Sep, revised Sep 2007.
• Nicholas Economides & Joacim Tåg, 2007, "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers, NET Institute, number 07-45, Sep, revised Nov 2007.
• K. Vela Velupillai, 2007, "Re-reading Jevons's Principles of Science-Induction Redux," Working Papers, National University of Ireland Galway, Department of Economics, number 0129, revised 2007.