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

• 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.

2006

• 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.
• Ken-ichi Mitsui & Yoshio Tabata, 2006, "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-26, Sep.
• G. Hernández-Díaz, Alfredo & Guerrero Casas, Flor M. & Caballero Fernández, Rafael & Molina Luque, Julián, 2006, "Algoritmo Tabú para un problema de distribución de espacios = Tabu Search Algorithm for a Room Allocation Problem," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 1, issue 1, pages 25-37, June.
• Santana Quintero, Luis Vicente & Coello Coello, Carlos A., 2006, "Una introducción a la computación evolutiva y algunas de sus aplicaciones en Economía y Finanzas = An Introduction to Evolutionary Computation and Some of its Applications in Economics and Finance," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 2, issue 1, pages 3-26, December.
• Arianna Degan & Antonio Merlo, 2006, "Do Voters Vote Sincerely?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-008, Mar.
• Arianna Degan & Antonio Merlo, 2006, "Do Voters Vote Sincerely? Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-006, Mar, revised 03 Jan 2007.
• Óscar Afonso & Paulo B. Vasconcelos, 2006, "Numerical computation for initial value problems in economics," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 202, Feb.
• Pedro Cosme Costa Vieira & Aurora A.C. Teixeira, 2006, "Human capital and corruption: a microeconomic model of the bribes market with democratic contestability," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 212, May.
• Mishra, SK, 2006, "Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions," MPRA Paper, University Library of Munich, Germany, number 1005, Oct.
• Krawczyk, Jacek & Zuccollo, James, 2006, "NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games," MPRA Paper, University Library of Munich, Germany, number 1119, Dec.
• Mishra, SK, 2006, "Estimation of Zellner-Revankar Production Function Revisited," MPRA Paper, University Library of Munich, Germany, number 1172, Dec.
• Azzato, Jeffrey & Krawczyk, Jacek, 2006, "SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 1179.
• Krawczyk, Jacek & Azzato, Jeffrey, 2006, "NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints," MPRA Paper, University Library of Munich, Germany, number 1195.
• ilya, gikhman, 2006, "Some critical comments on credit risk modeling," MPRA Paper, University Library of Munich, Germany, number 1451, Jul, revised Jul 2006.
• Rennard, Jean-Philippe, 2006, "Artificiality in Social Sciences," MPRA Paper, University Library of Munich, Germany, number 1458.
• Bonaventura, Luigi, 2006, "Simulating the enforcement policies for irregular sector in the Italian labour reform," MPRA Paper, University Library of Munich, Germany, number 1731, Dec.
• Mishra, SK, 2006, "Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 1742, Oct.
• Mishra, SK, 2006, "Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions," MPRA Paper, University Library of Munich, Germany, number 1743, Oct.
• Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006, "The Levy sections theorem revisited," MPRA Paper, University Library of Munich, Germany, number 1983.
• Mishra, Sudhanshu, 2006, "Some new test functions for global optimization and performance of repulsive particle swarm method," MPRA Paper, University Library of Munich, Germany, number 2718, Aug.
• Fent, Thomas, 2006, "Collective Social Dynamics and Social Norms," MPRA Paper, University Library of Munich, Germany, number 2841, Feb.
• Albu, Lucian-Liviu, 2006, "Non-linear models: applications in economics," MPRA Paper, University Library of Munich, Germany, number 3100.
• Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006, "The value of information in a multi-agent market model," MPRA Paper, University Library of Munich, Germany, number 341, Oct.
• McDonald, Stuart, 2006, "Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines," MPRA Paper, University Library of Munich, Germany, number 3983, Oct, revised 30 May 2007.
• Isaac, Alan G, 2006, "Social Consequences of Commitment," MPRA Paper, University Library of Munich, Germany, number 414, Oct.
• Mishra, SK, 2006, "Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions," MPRA Paper, University Library of Munich, Germany, number 449, Oct.
• Mishra, SK, 2006, "Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 465, Jul.
• Mishra, SK, 2006, "Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization," MPRA Paper, University Library of Munich, Germany, number 466, Jul.
• Neugart, Michael, 2006, "Labor market policy evaluation with an agent-based model," MPRA Paper, University Library of Munich, Germany, number 4726, Jun.
• Rumyantsev, Mikhail I., 2006, "Обобщенная Математическая Модель Коммерческого Банка
  [A generalized mathematical model for the commercial bank]," MPRA Paper, University Library of Munich, Germany, number 48586, Dec.
• Valadkhani, Abbas & Worthington, Andrew, 2006, "Assessing the Research Performance of Australian Universities," MPRA Paper, University Library of Munich, Germany, number 50388.
• Mishra, SK, 2006, "The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods," MPRA Paper, University Library of Munich, Germany, number 543, Oct.
• Mishra, SK, 2006, "Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions," MPRA Paper, University Library of Munich, Germany, number 639, Nov.
• Belegri-Roboli, Athena & Markaki, Maria & Michaelides, Panayotis G. & Milios, John G. & Papakyriakopoulos, Thymios & Tsolas, Ioannis, 2006, "Design and Implementation of a Database for the Estimation of Environmental Indicators in an Input - Output Framework with the Use of NAMEA Tables," MPRA Paper, University Library of Munich, Germany, number 74458.
• Bulla, Jan, 2006, "Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series," MPRA Paper, University Library of Munich, Germany, number 7675.
• Mishra, SK, 2006, "Global Optimization by Particle Swarm Method:A Fortran Program," MPRA Paper, University Library of Munich, Germany, number 874, Aug.
• Mishra, SK, 2006, "Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 881, Nov.
• Situngkir, Hokky, 2006, "Advertising in Duopoly Market," MPRA Paper, University Library of Munich, Germany, number 885, Nov.
• António Antunes & Tiago V. de V. Cavalcanti, 2006, "Computing General Equilibrium Models with Occupational Choice and Financial Frictions," Working Papers, Banco de Portugal, Economics and Research Department, number w200615.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.
• Andrew Ching & Susumu Imai & Neelam Jain, 2006, "Bayesian Estimation Of Dynamic Discrete Choice Models," Working Paper, Economics Department, Queen's University, number 1118, Dec.
• Damiano Brigo & Naoufel El-Bachir, 2006, "Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-13, Dec.
• Gabriel Weintraub & Lanier Benkard & Benjamin Van Roy, 2006, "Markov Perfect Industry Dynamics with Many Firms," 2006 Meeting Papers, Society for Economic Dynamics, number 6.
• Mateescu, George Daniel, 2006, "On the Application of Genetic Algorithms to Differential Equations," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 5-9, June.
• M. Shahid Ebrahim, 2006, "Cooperative home financing," Computing in Economics and Finance 2006, Society for Computational Economics, number 13, Jul.
• Peter Zadrozny & Baoline Chen, 2006, "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 139, Jul.
• Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006, Society for Computational Economics, number 147, Jul.
• Rendahl Pontus, 2006, "Inequality Constraints in Recursive Economies," Computing in Economics and Finance 2006, Society for Computational Economics, number 174, Jul.
• Paul Castillo & Carlos Montoro, 2006, "Inflation Premium and Oil Price Volatility," Computing in Economics and Finance 2006, Society for Computational Economics, number 18, Jul.
• John Stachurski & University of Melbourne, 2006, "Computing the Distributions of Economic Models via Simulation," Computing in Economics and Finance 2006, Society for Computational Economics, number 185, Jul.
• Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2006, "Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 215, Jul.
• Oscar Afonso & Paulo B Vasconcelos, 2006, "Impact of International Technological-Knowledge Diffusion on Southern Convergence," Computing in Economics and Finance 2006, Society for Computational Economics, number 224, Jul.
• Alexandre Dmitriev, 2006, "Technological Transfers, Limited Commitment and Growth," Computing in Economics and Finance 2006, Society for Computational Economics, number 248, Jul.
• W. Davis Dechert & Sharon I. O'Donnell & William A. Brock, 2006, "Learning Parameters in Non Linear Ecological Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 258, Jul.
• Ricardo Gimeno & Juan M. Nave, 2006, "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006, Society for Computational Economics, number 276, Jul.
• Gary S. Anderson, 2006, "A Reliable Technique for Accurately Computing Unconditional Variances," Computing in Economics and Finance 2006, Society for Computational Economics, number 291, Jul.
• Andi Kabili & Jaya Krishnakumar, 2006, "ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms," Computing in Economics and Finance 2006, Society for Computational Economics, number 294, Jul.
• Christian de Peretti & Carole Siani, 2006, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006, Society for Computational Economics, number 304, Jul.
• M. Gilli & E. Kellezi & H. Hysi, 2006, "A Data-Driven Optimization Heuristic for Downside Risk Minimization," Computing in Economics and Finance 2006, Society for Computational Economics, number 355, Jul.
• David Moreno & David Nawrocki & Ignacio Olmeda, 2006, "A Genetic Algorithm for UPM/LPM Portfolios," Computing in Economics and Finance 2006, Society for Computational Economics, number 357, Jul.
• David A. Kendrick, 2006, "Teaching Computational Economics to Graduate Students," Computing in Economics and Finance 2006, Society for Computational Economics, number 36, Jul.
• Gottfried Haber, 2006, "The impact of expectations in an agent-based model," Computing in Economics and Finance 2006, Society for Computational Economics, number 360, Jul.
• Jacques Laye & Charis Lina & Herve Tanguy, 2006, "E-consumers' search and emerging structure of B-to-C coalitions," Computing in Economics and Finance 2006, Society for Computational Economics, number 374, Jul.
• Michel Juillard, 2006, "An Alternative to Stationarization," Computing in Economics and Finance 2006, Society for Computational Economics, number 377, Jul.
• Marco Ratto, 2006, "Global sensitivity analysis for macro-economic models," Computing in Economics and Finance 2006, Society for Computational Economics, number 42, Jul.
• Sofia Georgiadou & Ioannis C. Demetriou, 2006, "A Karush-Kuhn-Tucker test of convexity for univariate observations," Computing in Economics and Finance 2006, Society for Computational Economics, number 435, Jul.
• Jan Bulla & Ingo Bulla, 2006, "Structured Hidden Markov Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 437, Jul.
• Ingo Bulla, 2006, "Semi-Markov Regime Switching Regression Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 438, Jul.
• Mico Mrkaic, 2006, "Particle Swarm Optimization in Economics," Computing in Economics and Finance 2006, Society for Computational Economics, number 444, Jul.
• Michael Reiter, 2006, "Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction," Computing in Economics and Finance 2006, Society for Computational Economics, number 453, Jul.
• Olivier Brandouy & Philippe Mathieu, 2006, "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 492, Jul.
• Leigh Tesfatsion, 2006, "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," Computing in Economics and Finance 2006, Society for Computational Economics, number 527, Jul.
• Raouf Boucekkine & Thomas Vallee, 2006, "The trade-off technological Vs environmental efficiency at glance," Computing in Economics and Finance 2006, Society for Computational Economics, number 7, Jul.
• Roberto M. Billi, 2006, "The Optimal Long-Run Inflation Rate for the U.S. Economy," Computing in Economics and Finance 2006, Society for Computational Economics, number 72, Jul.
• Marco Lehmann-Waffenschmidt, 2006, "A note on continuously decomposed evolving exchange economies," 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 14, issue 3, pages 289-298, September, DOI: 10.1007/s10100-006-0005-8.
• Magda Fontana, 2006, "Computer simulations, mathematics and economics," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 53, issue 1, pages 96-123, March, DOI: 10.1007/BF03029851.
• Roger Waldeck & Eric Darmon, 2006, "Can boundedly rational sellers learn to play Nash?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 2, pages 147-169, November, DOI: 10.1007/s11403-006-0009-4.
• Julide Yazar, 2006, "Evolving densities in continuous strategy games through particle simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 2, pages 171-187, November, DOI: 10.1007/s11403-006-0014-7.
• Yiping Xu, 2006, "The behavior of the exchange rate in the genetic algorithm with agents having long memory," Journal of Evolutionary Economics, Springer, volume 16, issue 3, pages 279-297, August, DOI: 10.1007/s00191-005-0006-0.
• Marco LiCalzi & Paolo Pellizzari, 2006, "The Allocative Effectiveness of Market Protocols Under Intelligent Trading," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 2, in: Charlotte Bruun, "Advances in Artificial Economics", DOI: 10.1007/3-540-37249-0_2.
• Laurens Swinkels & Pieter Van Der Sluis, 2006, "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 529-552, DOI: 10.1080/13518470500248508.
• Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006, "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-046/4, May, revised 07 Jun 2007.
• Roger Lord & Christian Kahl, 2006, "Why the Rotation Count Algorithm works," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-065/2, Jul.
• Roger Lord & Christian Kahl, 2006, "Optimal Fourier Inversion in Semi-analytical Option Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-066/2, Jul, revised 05 Jun 2007.
• Babenko, R. & Talman, A.J.J., 2006, "Quantity Constrained General Equilibrium," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-125.
• Raphaël Suire & Jérome Vicente & Yan Dala Pria, 2006, "Why some clusters succeed whereas others decline ? Modelling the ambivalent stability properties of clusters," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 200619.
• Andras Niedermayer & Daniel Niedermayer, 2006, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0602, Mar.
• Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
• Nicolas Carayol & Pascale Roux, 2006, "Knowledge flows and the geography of networks. A strategic model of small worlds formation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-16.
• Herings, P.J.J. & Peeters, R.J.A.P., 2006, "Homotopy methods to compute equilibria in game theory," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 046, Jan, DOI: 10.26481/umamet.2006046.
• Michael Reiter, 2006, "Solving heterogeneous-agent models by projection and perturbation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 972, Sep.
• Ennio Bilancini & Leonardo Boncinelli, 2006, "Cooperation with Defection," Department of Economics University of Siena, Department of Economics, University of Siena, number 482, Jun.
• Nicola Bruti-Liberati & Eckhard Platen, 2006, "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 179, Jul.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20064.
• Paul Pichler & Gerhard Sorger, 2006, "Markov Perfect Equilibria in the Ramsey Model," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0610, Oct.
• Marco LiCalzi & Paolo Pellizzari, 2006, "The allocative effectiveness of market protocols under intelligent trading," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 134, May.
• Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006, "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 135, May.
• Marco LiCalzi & Paolo Pellizzari, 2006, "Simple Market Protocols for Efficient Risk Sharing," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 136, Jul.
• Francesco Bertoluzzo & Marco Corazza, 2006, "Financial trading systems: Is recurrent reinforcement the via?," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 141, Oct.
• Luca Barzanti & Corrado Corradi & Martina Nardon, 2006, "On the efficient application of the repeated Richardson extrapolation technique to option pricing," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 147, Nov.
• Marilena Locatelli & Steinar Strøm, 2006, "Computation of the compensating variation within a random utility model using GAUSS software," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp02_06, Jan.
• Augusto Rupérez Micola & Albert Banal Estañol & Derek W. Bunn, 2006, "Incentives and Coordination in Vertically Related Energy Markets," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2006-02, Jan.
• Hasan, Iftekhar & Zazzara, Cristiano, 2006, "Pricing risky bank loans in the new Basel II environment," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2006.
• Crowley, Patrick M. & Maraun, Douglas & Mayes, David, 2006, "How hard is the euro area core? An evaluation of growth cycles using wavelet analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2006.
• Lemke, Wolfgang & Archontakis, Theofanis, 2006, "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,06.
• Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S., 2006, "Accurate Value-at-Risk forecast with the (good old) normal-GARCH model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/23.
• Vasilev, Aleksandar, 2006, "Business Cycles in Bulgaria and the Baltic Countries: An RBC Approach," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 142163.
• Boztuğ, Yasemin & Reutterer, Thomas, 2006, "A combined approach for segment-specific analysis of market basket data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-006.
• Uhlig, Harald, 2006, "Approximate solutions to dynamic models: Linear methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-030.
• Neugart, Michael, 2006, "Labor market policy evaluation with an agent-based model," Discussion Papers, Research Unit: Labor Market Policy and Employment, WZB Berlin Social Science Center, number SP I 2006-113.
• 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".