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

• Eddie Dekel & Matthew Jackson & Asher Wolinsky, 2007, "Jump Bidding and Budget Constraints in All-Pay Auctions and Wars of Attrition," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1454, Nov.
• Christie Smith, 2007, "Conditioning and Hessians in analytical and numerical optimization - Some illustrations," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/06, Mar.
• Lilia Karnizova, 2007, "News versus Sunspot Shocks in Linear Rational Expectations Models," Working Papers, University of Ottawa, Department of Economics, number 0706E.
• Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos, 2007, "Modelo no lineal basado en redes neuronales de unidades producto para clasificación. Una aplicación a la determinación del riesgo en tarjetas de crédito = Non-linear model for classification based on product-unit neural networks. An application to de," 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 3, issue 1, pages 40-62, June.
• Merino, María & Vadillo, Fernando, 2007, "Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©," 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 4, issue 1, pages 35-55, December.
• Felix Kuber & Karl Schmedders, 2007, "Competitive Equilibria in Semi-Algebraic Economies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-013, Mar.
• Arianna Degan & Antonio Merlo, 2007, "Do Voters Vote Ideologically?, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-034, Jan, revised 01 Aug 2008.
• David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2007, "Efficient Likelihood Evaluation in State-Space Representations," Working Paper, Department of Economics, University of Pittsburgh, number 374, May, revised Dec 2008.
• T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos, 2007, "Numerical solution of linear models in economics: The SP-DG model revisited," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 249, Oct.
• Salerno, Gillian & Beard, Rodney & McDonald, Stuart, 2007, "Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes," MPRA Paper, University Library of Munich, Germany, number 11225, revised 22 Oct 2008.
• Bonaventura, Luigi & Orlando, Danilo, 2007, "Enforcement of Regulation, Irregular Sector, and Firm Performance," MPRA Paper, University Library of Munich, Germany, number 14686, Mar.
• Henrard, Marc, 2007, "Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options," MPRA Paper, University Library of Munich, Germany, number 1534, Jan.
• Sveshnikov, Sergey & Bocharnikov, Victor, 2007, "Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno," MPRA Paper, University Library of Munich, Germany, number 17351, Sep.
• Bocharnikov, Victor & Sveshnikov, Sergey, 2007, "Algorithm of arithmetical operations with fuzzy numerical data," MPRA Paper, University Library of Munich, Germany, number 17353, Sep.
• Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007, "Параллельное Программирование В Matlab М Его Приложения
  [Parallel programming in MATLAB and its applications]," MPRA Paper, University Library of Munich, Germany, number 17796, May.
• Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees, 2007, "A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes," MPRA Paper, University Library of Munich, Germany, number 1952, Feb.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "Are Pound and Euro the Same Currency? - Updated," MPRA Paper, University Library of Munich, Germany, number 1981.
• Mishra, SK, 2007, "Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program," MPRA Paper, University Library of Munich, Germany, number 2000, Mar.
• Azzato, Jeffrey D. & Krawczyk, Jacek, 2007, "Using a finite horizon numerical optimisation method for a periodic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 2298, Feb.
• Mishra, SK, 2007, "The nearest correlation matrix problem: Solution by differential evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 2760, Apr, revised 17 Apr 2007.
• Halkos, George & Tzeremes, Nickolaos, 2007, "Examining the relationship between firm internationalization and firm performance: A nonparametric analysis," MPRA Paper, University Library of Munich, Germany, number 32082, Sep.
• Henrard, Marc, 2007, "CMS swaps in separable one-factor Gaussian LLM and HJM model," MPRA Paper, University Library of Munich, Germany, number 3228, May.
• Mishra, SK, 2007, "A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis," MPRA Paper, University Library of Munich, Germany, number 3377, Jun.
• Kowal, Pawel, 2007, "Higher order approximations of stochastic rational expectations models," MPRA Paper, University Library of Munich, Germany, number 3913, Jul.
• Mishra, SK, 2007, "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper, University Library of Munich, Germany, number 4634, Aug.
• Mishra, SK, 2007, "A note on least squares fitting of signal waveforms," MPRA Paper, University Library of Munich, Germany, number 4705, Sep.
• Mishra, SK, 2007, "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 4813, Sep.
• Rumyantsev, Mikhail I., 2007, "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
  [On the problem of the formalization of business processes of the banking]," MPRA Paper, University Library of Munich, Germany, number 48587, Dec.
• Ch'ng, Kean Siang, 2007, "Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry," MPRA Paper, University Library of Munich, Germany, number 5138, Oct.
• Vargas Barrenechea, Martin, 2007, "First Derivatives of the log-L for the multivariate probit model," MPRA Paper, University Library of Munich, Germany, number 5214, Oct.
• Cockshott, W. Paul, 2007, "Mises, Kantorovich and Economic Computation," MPRA Paper, University Library of Munich, Germany, number 6063.
• Willenbockel, Dirk, 2007, "The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment," MPRA Paper, University Library of Munich, Germany, number 6200, Nov.
• Jiří Málek & Jarmila Radová & Filip Štěrba, 2007, "Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice
  [Vield curve construction using government bonds in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 792-808, DOI: 10.18267/j.polek.624.
• Dmitry Danilov & Jan R. Magnus, 2007, "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
• Damiano Brigo & Naoufel El-Bachir, 2007, "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-14, Nov.
• Antonio Merlo & Arianna Degan, 2007, "Do Voters Vote Sincerely?," 2007 Meeting Papers, Society for Economic Dynamics, number 307.
• Radim Bohacek & Michal Kejak, 2007, "Optimal Government Policies in Models with Heterogeneous Agents," 2007 Meeting Papers, Society for Economic Dynamics, number 651.
• Francesco Bartolucci & Valentina Nigro, 2007, "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper, Tor Vergata University, CEIS, number 96, Feb.
• Jasmina Arifovic & Alexander Karaivanov, 2007, "Learning by Doing vs. Learning from Others in a Principal-Agent Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-24, Nov.
• Mukesh Kumar & William Bowen & Miron Kaufman, 2007, "Urban spatial pattern as self-organizing system: An empirical evaluation of firm location decisions in Cleveland–Akron PMSA, Ohio," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 2, pages 297-314, June, DOI: 10.1007/s00168-006-0097-z.
• Jacek Krawczyk, 2007, "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, volume 4, issue 2, pages 183-204, April, DOI: 10.1007/s10287-006-0033-9.
• Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2007, "Model selection via genetic algorithms illustrated with cross-country growth data," Empirical Economics, Springer, volume 33, issue 2, pages 313-337, September, DOI: 10.1007/s00181-006-0104-3.
• B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007, "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 55, issue 1, pages 115-120, January, DOI: 10.1140/epjb/e2007-00046-2.
• B. Jourdain, 2007, "Stochastic flow approach to Dupire’s formula," Finance and Stochastics, Springer, volume 11, issue 4, pages 521-535, October, DOI: 10.1007/s00780-007-0042-8.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 125-145, December, DOI: 10.1007/s11403-007-0020-4.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 195-210, December, DOI: 10.1007/s11403-007-0023-1.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 211-229, December, DOI: 10.1007/s11403-006-0008-5.
• Susana Cabrera & C. Capra & Rosario Gómez, 2007, "Behavior in one-shot traveler’s dilemma games: model and experiments with advice," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 129-152, June, DOI: 10.1007/s10108-006-9019-6.
• Nicholas Economides & Joacim Tag, 2007, "Net Neutrality on the Internet: A Two-sided Market Analysis," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-26.
• Nicholas Economides, 2007, ""Net Neutrality," Non-Discrimination and Digital Distribution of Content Through the Internet," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-8.
• K. Vela Velupillai, 2007, "Re-reading Jevons's Principles of Science - Induction Redux," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0729.
• Andras Niedermayer & Daniel Niedermayer, 2007, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0701, Jan.
• Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang, 2007, "Identifying Fuel Poverty Using Objective and Subjective Measures," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2007-11, May.
• Viviana Fanelli & Silvana Musti, 2007, "Pricing of CDS Options with the HJM approach: a Numerical Implementation," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 26-2007, Dec.
• Viviana Fanelli & Silvana Musti, 2007, "Modelling Credit Spreads evolution using the Cox Process within the HJM framework," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 27-2007, Dec.
• Katsuyuki Shibayama, 2007, "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics, School of Economics, University of Kent, number 0703, Jan.
• X. Henry Wang & Jingang Zhao, 2007, "Why Are Firms Sometimes Unwilling to Reduce Costs?," Working Papers, Department of Economics, University of Missouri, number 0703, Jan.
• Luciano Stefanini & Laerte Sorini, 2007, "An LU-fuzzy calculator for the basic fuzzy calculus," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0701, revised 2007.
• Luciano Stefanini & Laerte Sorini, 2007, "Representing fuzzy numbers for fuzzy calculus," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0702, revised 2007.
• Luciano Stefanini & Maria Letizia Guerra, 2007, "On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0703, revised 2007.
• Luciano Stefanini, 2007, "Differential Evolution Methods for the Fuzzy Extension of Functions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0705, revised 2007.
• Luciano Stefanini, 2007, "Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0706, revised 2007.
• Llop Llop, Maria, 2007, "A Multisectorial model of prices: the SAM approach," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/4177.

2006

• 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.
• 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.