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

2005

• Dalida Kadyrzhanova, 2005, "Predatory Governance," Computing in Economics and Finance 2005, Society for Computational Economics, number 421, Nov.
• Jasmina Arifovic & Olena Kostyshyna, 2005, "Optimal cheating in monetary policy with individual evolutionary learning," Computing in Economics and Finance 2005, Society for Computational Economics, number 422, Nov.
• William L. Goffe & Michael Creel, 2005, "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005, Society for Computational Economics, number 438, Nov.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005, Society for Computational Economics, number 445, Nov.
• Thomas Mertens, 2005, "Option pricing with sparse grids," Computing in Economics and Finance 2005, Society for Computational Economics, number 449, Nov.
• Wei Jiang & Richard Webber & Ric D Herbert, 2005, "Information Visualization Of An Agent-Based Financial System Model," Computing in Economics and Finance 2005, Society for Computational Economics, number 468, Nov.
• Hennie Daniels & Emiel Caron, 2005, "Automated detection and explanation of exceptional values in a datamining environment," Computing in Economics and Finance 2005, Society for Computational Economics, number 469, Nov.
• Wayne-Roy Gayle, 2005, "Numerical Analysis of Asymmetric First Price Auctions," Computing in Economics and Finance 2005, Society for Computational Economics, number 472, Nov.
• David A. Kendrick, 2005, "Adaptive Control for Economic Models Revisited," Computing in Economics and Finance 2005, Society for Computational Economics, number 57, Nov.
• Kurt Schmidheiny & Harris Dellas, 2005, "Teaching to do economics with the computer," Computing in Economics and Finance 2005, Society for Computational Economics, number 63, Nov.
• Karl-Josef Koch & Timo Trimborn & Thomas M. Steger, 2005, "Multi-Dimensional Transitional Dynamics: A Simple Numerical Procedure," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 121-05.
• M. Utku Ünver, 2005, "On the survival of some unstable two-sided matching mechanisms," International Journal of Game Theory, Springer;Game Theory Society, volume 33, issue 2, pages 239-254, June, DOI: 10.1007/s001820400196.
• Nicholas Economides & V. Brian Viard, 2005, "Pricing of Complementary Goods and Network Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-12.
• Zelal Aktas & Neslihan Kaya & Umit Ozlale, 2005, "The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0502.
• John Harvey, 2005, "Modeling Interest Rate Parity: A System Dynamics Approach," Working Papers, Texas Christian University, Department of Economics, number 200502, Sep.
• Bruno Gaujal & Arie Hordijk & Dinard van der Laan, 2005, "On the Optimal Policy for Deterministic and Exponential Polling Systems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-066/4, Jun.
• Bernd Heidergott & Arie Hordijk & Miranda van Uitert, 2005, "Series Expansions for Finite-State Markov Chains," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-086/4, Sep.
• Gorobets, A. & Nooteboom, B., 2005, "Adaptive build-up and breakdown of trust : An agent based computational approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-39.
• Engwerda, J.C., 2005, "A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-33.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2005, "Labor Income and the Demand for Long-term Bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-95.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "A Fixed Point Theorem for Discontinuous Functions," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-4.
• Gorobets, A. & Nooteboom, B., 2005, "Adaptive build-up and breakdown of trust : An agent based computational approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4695ee7d-1c2b-4254-a391-d.
• Engwerda, J.C., 2005, "A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number 69d5c8c9-7a12-406e-b324-0.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "A Fixed Point Theorem for Discontinuous Functions," Other publications TiSEM, Tilburg University, School of Economics and Management, number b5476df4-4fc0-420a-b4ee-0.
• K. Vela Velupillai, 2005, "The foundations of computable general equilibrium theory," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0513.
• K. Vela Velupillai, 2005, "Using and producing ideas in computable endogenous growth," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0516.
• Henry Kim & Jinill Kim & Robert Kollmann, 2005, "Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0504.
• Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005, "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0505.
• Franck Portier & Luis A. Puch, 2005, "It’s a Small Small Welfare Cost of Fluctuations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0513.
• Silverberg, Gerald & Verspagen, Bart, 2005, "Self-organization of R&D search in complex technology spaces," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT), number 015.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2005, "A fixed point theorem for discontinuous functions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 010, Jan, DOI: 10.26481/umamet.2005010.
• Candelon, B. & Kool, C.J.M. & Raabe, K. & van Veen, A.P., 2005, "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 011, Jan, DOI: 10.26481/umamet.2005011.
• Rodgers, Joan R. & Valadkhani, Abbas, 2005, "Ranking of Australian Economics Departments Based on Their Total and Per Academic Staff Research Output," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-18.
• Valadkhani, Abbas & Worthington, Andrew, 2005, "Ranking and Clustering Australian University Research Performance, 1998-2002," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-19.
• Ville, Simon & Valadkhani, Abbas & O'Brien, Martin, 2005, "The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-26.
• Fontana Magda, 2005, "Computer simulations, mathematics and economics," CESMEP Working Papers, University of Turin, number 200506, May.
• Paul Pichler, 2005, "Evaluating Approximate Equilibria of Dynamic Economic Models," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0510, Dec.

2004

• Juana Santamaria-Garcia, 2004, "Equilibrium Selection In The Nash Demand Game. An Evolutionary Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-34, Sep.
• Lilia Maliar & Serguei Maliar, 2004, "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-37, Oct.
• Lilia Maliar & Serguei Maliar, 2004, "Parameterized Expectations Algorithm: How To Solve For Labor Easily," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-40, Oct.
• Matteo Richiardi, 2004, "Generalizing Gibrat: Reasonable Multiplicative Models of Firm Dynamics," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 7, issue 1, pages 1-2.
• Myong-Hun Chang & Joseph E Harrington Jr, 2004, "Agent-Based Models of Organizations," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 515, Sep.
• Alfonso Novales & Javier J. PÈrez, 2004, "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 4, pages 343-377, June.
• Javier J. Pérez, 2004, "A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 24, issue 1, pages 59-75, August.
• Naszódi, Anna, 2004, "A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
  [Target-zone rearrangement and exchange-rate behaviour in an options-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 638-658.
• Alexander Ludwig, 2004, "Improving Tatonnement Methods of Solving Heterogeneous Agent Models," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04058, Sep.
• Ric D. Herbert & Peter J. Stemp, 2004, "Reverse-Shooting versus Forward-Shooting over a Range of Dimensionalities," Department of Economics - Working Papers Series, The University of Melbourne, number 921.
• Anna Naszódi, 2004, "Target zone rearrangements and exchange rate behavior in an options-based model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/2.
• Ludwig, Alexander, 2004, "Improving tatonnement methods for solving heterogeneous agent models," Papers, Sonderforschungsbreich 504, number 04-29.
• Mhand Hifi & Slim Sadfi & Abdelkader Sbihi, 2004, "An exact algorithm for the multiple-choice multidimensional knapsack problem," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04024, Mar.
• Mhand Hifi & Rym M'Hallah, 2004, "Strip generation algorithms for constrained two-dimensional two-staged cutting problems: part II," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04095, Nov.
• Nicholas Economides & V. Brian Viard, 2004, "Pricing of Complementary Goods and Network Effects," Working Papers, NET Institute, number 04-21, Aug, revised Aug 2004.
• Nicholas Economides & Evangelos Katsamakas, 2004, "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers, NET Institute, number 04-22, Aug, revised Aug 2004.
• Nicholas Economides, 2004, "The Economics of the Internet Backbone," Working Papers, NET Institute, number 04-23, Oct, revised Oct 2004.
• K. Vela Velupillai, 2004, "A Primer on the Tools and Concepts of Comutable Economics.?," Working Papers, National University of Ireland Galway, Department of Economics, number 0079, revised 2004.
• Domenico Delli Gatti & Mauro Gallegati & Alberto Russo, 2004, "Technological Innovation, Financial Fragility and Complex Dynamics," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/31, Jan.
• Douch, Mohamed, 2004, "Equity Premiums In Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 14613, Jun.
• Schuster, Stephan & Gilbert, Nigel, 2004, "Simulating Online Business Models," MPRA Paper, University Library of Munich, Germany, number 15070, May.
• Mishra, SK, 2004, "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper, University Library of Munich, Germany, number 1782, Aug.
• Hanappi, Hardy & Hanappi-Egger, Edeltraud, 2004, "New Combinations :Taking Schumpeter's concept serious," MPRA Paper, University Library of Munich, Germany, number 28396, Jun.
• Chodak, Grzegorz, 2004, "Symulator obrotów magazynowych w sklepie internetowym - propozycja implementacji
  [Simulator of Inventory Turnover in Internet Shop - Proposal of Implementation]," MPRA Paper, University Library of Munich, Germany, number 34918, Aug.
• Buda, Rodolphe, 2004, "SINGUL 2.0 : les équations et les programmes," MPRA Paper, University Library of Munich, Germany, number 4264.
• Lamieri, Marco & Ietri, Daniele, 2004, "Innovation creation and diffusion in a social network: an agent based approach," MPRA Paper, University Library of Munich, Germany, number 445, Apr, revised 20 Oct 2006.
• Douch, Mohamed, 2004, "Equity Premiums In a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 876, Jun.
• Ali Bora Yigibasioglu & Carol Alexandra, 2004, "An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-07, Jun.
• Ariel Pakes & Chaim Fershtman, 2004, "Finite State Dynamic Games with Asymmetric Information: A Computational Framework," 2004 Meeting Papers, Society for Economic Dynamics, number 41.
• Emilio Espino & Thomas Hintermaier, 2004, "Occasionally Binding Collateral Constraints in RBC Models," 2004 Meeting Papers, Society for Economic Dynamics, number 449.
• Alexander Ludwig, 2004, "Improving tatonnement methods for solving heterogenous agent models," 2004 Meeting Papers, Society for Economic Dynamics, number 498.
• Luis A. Puch & Franck Portier, 2004, "The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets," 2004 Meeting Papers, Society for Economic Dynamics, number 570.
• Florian Pelgrin & Michel Juillard, 2004, "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers, Society for Economic Dynamics, number 635.
• Mateescu, George Daniel, 2004, "Numerical Analysis Of Non-Closed Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 1, pages 38-42, February.
• Sharon I. O'Donnell & W. Davis Dechert, 2004, "A Stochastic Lake Game," Computing in Economics and Finance 2004, Society for Computational Economics, number 104, Aug.
• Luis A. Puch & Fabrice Collard & Omar Licandro, 2004, "The short-run dynamics of optimal growth models with delays," Computing in Economics and Finance 2004, Society for Computational Economics, number 117, Aug.
• Jules SADEFO KAMDEM, 2004, "Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors," Computing in Economics and Finance 2004, Society for Computational Economics, number 12, Aug.
• Francesco Saraceno & Jason Barr, 2004, "Cournot Competition and Endogenous Firm Size," Computing in Economics and Finance 2004, Society for Computational Economics, number 129, Aug.
• Alexander Smajgl, 2004, "Modelling the effect of learning and evolving rules on the use of common-pool resources," Computing in Economics and Finance 2004, Society for Computational Economics, number 178, Aug.
• Florian Wagener, 2004, "Structural analysis of optimal investment for firms with non-concave revenues," Computing in Economics and Finance 2004, Society for Computational Economics, number 187, Aug.
• Emilio Espino & Thomas Hintermaier, 2004, "Occasionally Binding Collateral Constraints in RBC Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 194, Aug.
• Koye Somefun & Tomas Klos, 2004, "Negotiating over Bundles and Prices Using Aggregate Knowledge," Computing in Economics and Finance 2004, Society for Computational Economics, number 218, Aug.
• Ferhat MIHOUBI & Pascal JACQUINOT, 2004, "The Optimality of the US and Euro Area Taylor Rule," Computing in Economics and Finance 2004, Society for Computational Economics, number 220, Aug.
• C. Castaldi & F. Alkemade, 2004, "An agent-based model of directed advertising on a social network," Computing in Economics and Finance 2004, Society for Computational Economics, number 221, Aug.
• Ondrej Kamenik, 2004, "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004, Society for Computational Economics, number 222, Aug.
• Eleni Samanidou, 2004, "Coordination Dynamics under Collective and Random Fining Systems for Controlling Non-Point Source Pollution: A Simulation Approach with Genetic Algorithms," Computing in Economics and Finance 2004, Society for Computational Economics, number 267, Aug.
• Baoline Chen & Peter A. Zadrozny, 2004, "Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity," Computing in Economics and Finance 2004, Society for Computational Economics, number 268, Aug.
• Chryssi Giannitsarou & Eva Carceles-Poveda, 2004, "Adaptive Learning in Practice," Computing in Economics and Finance 2004, Society for Computational Economics, number 271, Aug.
• gary anderson & jinill kim, 2004, "Some Practical Considerations for Applying Perturbation Methods to," Computing in Economics and Finance 2004, Society for Computational Economics, number 284, Aug.
• Roberto GABRIELE & Enrico ZANINOTTO, 2004, "An agent based approach to analysis of Capital structure and industry dynamics: The role of policy," Computing in Economics and Finance 2004, Society for Computational Economics, number 296, Aug.
• Paul Turton & Jan Herbert, 2004, "Distributed Technology Techniques for Solving Dynamic Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 297, Aug.
• Paola Palmitesta & Corrado Provasi, 2004, "Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions," Computing in Economics and Finance 2004, Society for Computational Economics, number 306, Aug.
• Philippe Protin & Luc Neuberg & Christine Louargant, 2004, "From Heterogeneous expectations to exchange rate dynamic:," Computing in Economics and Finance 2004, Society for Computational Economics, number 310, Aug.
• Sergey Slobodyan & Andreas Ortmann, 2004, "(The Evolution of) Post-Secondary Education: A Computational Model and Experiments," Computing in Economics and Finance 2004, Society for Computational Economics, number 318, Aug.
• Pierangelo Ciurlia & Ilir Roko, 2004, "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004, Society for Computational Economics, number 345, Aug.
• Alex Haro & Pere Gomis-Poruqeras, 2004, "Computing Center Manifolds: A Macroeconomic Example," Computing in Economics and Finance 2004, Society for Computational Economics, number 38, Aug.
• Dietmar Leisen, 2004, "Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management," Computing in Economics and Finance 2004, Society for Computational Economics, number 48, Aug.
• Willi Semmler & Lars Grüne, 2004, "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004, Society for Computational Economics, number 59, Aug.
• Koen Frenken & Luigi Marengo, 2004, "A formal model of modularity," Computing in Economics and Finance 2004, Society for Computational Economics, number 66, Aug.
• Roberto M. Billi & Klaus Adam, 2004, "Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2004, Society for Computational Economics, number 67, Aug.
• P. Ruben Mercado & David A. Kendrick, 2004, "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004, Society for Computational Economics, number 71, Aug.
• Steve Keen, 2004, "Using systems engineering software to build a model of the monetary circuit," Computing in Economics and Finance 2004, Society for Computational Economics, number 78, Aug.
• Thomas Brenner & Claudia Werker, 2004, "Empirical Calibration of Simulation Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 89, Aug.
• W. Souma & H. Aoyama & L. Gruene, 2004, "Distribution and Fluctuation of Firm Size in the Long-Run," Computing in Economics and Finance 2004, Society for Computational Economics, number 92, Aug.
• Louis de Mesnard, 2004, "On the idea of ex ante and ex post normalization of biproportional methods," The Annals of Regional Science, Springer;Western Regional Science Association, volume 38, issue 4, pages 741-749, December, DOI: 10.1007/s00168-003-0175-4.
• Nicholas Economides, 2004, "The Economics of the Internet Backbone," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-29.
• Nicholas Economides & Evangelos Katsamakas, 2004, "Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-30.
• Michael Lahr & Louis de Mesnard, 2004, "Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis," Economic Systems Research, Taylor & Francis Journals, volume 16, issue 2, pages 115-134, DOI: 10.1080/0953531042000219259.
• Ritva Tarkiainen & Matti Tuomala, 2004, "On Optimal Income Taxation with Heterogenous Work Preferences," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 0432, Aug.
• Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004, "A Fixed Point Theorem for Discontinuous Functions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-004/1, Jan.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004, "Equilibria with Coordination Failures," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-107.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-30.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-18.
• Berridge, S.J. & Schumacher, J.M., 2004, "Pricing High-Dimensional American Options Using Local Consistency Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-19.
• Talman, A.J.J. & Yang, Z.F., 2004, "The Computation of a Coincidence of Two Mappings," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-100.
• Meertens, M. & Borm, P.E.M. & Reijnierse, J.H. & Quant, M., 2004, "Processing Games with Restricted Capacities," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-83.
• Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004, "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-25.
• Berridge, S.J. & Schumacher, J.M., 2004, "Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-20.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004, "Equilibria with Coordination Failures," Other publications TiSEM, Tilburg University, School of Economics and Management, number 09a2dbab-9dce-433f-bac4-a.
• Andre, F.J. & Velasco, F. & Gonzalez, L., 2004, "Intertemporal and Spatial Location of Disposal Facilities," Other publications TiSEM, Tilburg University, School of Economics and Management, number 47f9b977-1482-4099-a451-3.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7371422b-c2a8-4b71-8749-6.
• Engwerda, J.C., 2004, "A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7a3232f4-ef03-4cc7-a438-e.
• Meertens, M. & Borm, P.E.M. & Reijnierse, J.H. & Quant, M., 2004, "Processing Games with Restricted Capacities," Other publications TiSEM, Tilburg University, School of Economics and Management, number a769e434-b8c9-4116-8897-f.
• Frank Portier & Luis A. Puch, 2004, "The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0403.
• Evangelia Desli & Subhash Ray, 2004, "A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis," Working papers, University of Connecticut, Department of Economics, number 2004-15, Jul.
• Yuya Sasaki, 2004, "The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning," Working Papers, Utah State University, Department of Economics, number 2004-02, Jan.
• Arthur Caplan, 2004, "Seeing is Believing: Simulating Resource-Extraction Problems with GAMS IDE and Microsoft Excel in an Intermediate-Level Natural-Resource Economics Course," Working Papers, Utah State University, Department of Economics, number 2004-10, May.
• Edson Paulo Domingues & Mauro Borges Lemos, 2004, "Regional Impacts of Trade Liberalization Strategies in Brazil," ERSA conference papers, European Regional Science Association, number ersa04p311, Aug.
• Jason Barr & Francesco Saraceno, 2004, "Organization, Learning and Cooperation," Computational Economics, University Library of Munich, Germany, number 0402001, Feb.
• Haykel Hadj Salem, 2004, "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Computational Economics, University Library of Munich, Germany, number 0410005, Oct.
• Victor Aguirregabiria, 2004, "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics, University Library of Munich, Germany, number 0402003, Feb.
• Cornelis A. Los, 2004, "Measuring Financial Cash Flow and Term Structure Dynamics," Finance, University Library of Munich, Germany, number 0409046, Sep.
• Michael Lahr & Louis de Mesnard, 2004, "Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis," GE, Growth, Math methods, University Library of Munich, Germany, number 0403006, Mar.
• Valeri Zakamouline, 2004, "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods, University Library of Munich, Germany, number 0404003, Apr, revised 28 Apr 2004.
• Victor Aguirregabiria & Pedro Mira, 2004, "Sequential Estimation of Dynamic Discrete Games," Industrial Organization, University Library of Munich, Germany, number 0406006, Jun.
• Nicholas Economides & Brian Viard, 2004, "Pricing of Complementary Goods and Network Effects," Industrial Organization, University Library of Munich, Germany, number 0407005, Jul.
• Bartosz Stawiarski, 2004, "Finding the optimal exercise time for American warrants on WIG20 futures (Wyznaczanie optymalnego momentu wykonania warrantów amerykańskich na kontrakty futures na indeks WIG20)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/04/01.
• Ludwig, Alexander, 2004, "Improving Tatonnement Methods for Solving Heterogeneous Agent Models," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-29, Sep.
• Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004, "Simulation of risk processes," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,01.
• Adam, Klaus & Billi, Roberto M., 2004, "Optimal monetary policy under commitment with a zero bound on nominal interest rates," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/13.
• Billi, Roberto M., 2004, "The optimal inflation buffer with a zero bound on nominal interest rates," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/17.
• Wallner, Christian & Wystup, Uwe, 2004, "Efficient computation of option price sensitivities for options of American style," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 1.
• Lehmann-Waffenschmidt, Marco, 2004, "A note on continuously decomposed evolving exchange economies," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 01/04.
• Michael Creel, 2004, "ParallelKnoppix - Rapid Deployment of a Linux Cluster for MPI Parallel Processing Using Non-Dedicated Computers," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 625.04, Oct.
• Michael Creel, 2004, "ParallelKnoppix Tutorial," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 626.04, Oct, revised 07 Oct 2005.
• Bharat Barot, 2004, "How accurate are the Swedish forecasters on GDB-Growth, CPI-inflation and unemployment? (1993 - 2001)," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 47, issue 2, pages 249-278.
• Hu, X. & Ralph, D. & Ralph, E.K. & Bardsley, P. & Ferris, M.C., 2004, "Electricity Generation with Looped Transmission Networks: Bidding to an ISO," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0470, Nov.
• Edson Paulo Domingues & Mauro Borges Lemos, 2004, "Regional impacts of trade liberalization strategies in Brazil," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td234, Jul.
• Francisco J. André & Francisco Velasco & Luis González, 2004, "Intertemporal and Spatial Location of Disposal Facilities," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/74.
• Burkhard Heer & Alfred Maussner, 2004, "Computation of Business Cycle Models: A Comparison of Numerical Methods," CESifo Working Paper Series, CESifo, number 1207.
• George W. Evans & Seppo Honkapohja & Ramon Marimon, 2001, "Stable Sunspot Equilibria in a Cash-in-Advance Economy," CESifo Working Paper Series, CESifo, number 611.
• Matthias Messner & Nicola Pavoni, 2004, "On the Recursive Saddle Point Method," Levine's Bibliography, UCLA Department of Economics, number 122247000000000050, Feb.
• Víctor Aguirregabiria & Pedro Mira, 2004, "Sequential Estimation of Dynamic Discrete Games," Working Papers, CEMFI, number wp2004_0413.
• Ángel León & Diego Piñeiro, 2004, "Valuation of a Biotech Company: A Real Options Approach," Working Papers, CEMFI, number wp2004_0420.
• Portier, Franck & Puch, Luis, 2004, "The Welfare Cost of Business Cycles in an Economy with Non-Clearing Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4799, Dec.
• Esteban-Bravo, Mercedes, 2004, "An interior point algorithm for computing equilibria in economies with incomplete asset markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb046023, Nov.
• Boucekkine, Raouf & Saglam, Cagri & Valléee, Thomas, 2004, "Technology Adoption Under Embodiment: A Two-Stage Optimal Control Approach," Macroeconomic Dynamics, Cambridge University Press, volume 8, issue 2, pages 250-271, April.
• Evangelia Desli & Subhash C. Ray, 2004, "A Bootstrap-Regression Procedure to Capture Unit Specific Effects In Data Envelopment Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 39, issue 1, pages 89-110, January.
• Adam, Klaus & Billi, Roberto M., 2004, "Optimal monetary policy under commitment with a zero bound on nominal interest rates," Working Paper Series, European Central Bank, number 377, Jul.
• Adam, Klaus & Billi, Roberto M., 2004, "Optimal monetary policy under discretion with a zero bound on nominal interest rates," Working Paper Series, European Central Bank, number 380, Aug.
• Rodney C Wolff & Adrian G Barnett, 2004, "Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series," Econometric Society 2004 Australasian Meetings, Econometric Society, number 350, Aug.
• Shin-Ichi Nishiyama, 2004, "Inflation Target as a Buffer against Liquidity Trap," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 568, Aug.
• Andreas Gottschling & Christian Haefke, 2004, "Multivariate Hypernormal Densities," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 201, Aug.
• Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2004, "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 411, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2004, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 576, Aug.
• Aadland, David & Huang, Kevin X. D., 2004, "Consistent high-frequency calibration," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 11, pages 2277-2295, October.
• Schmitt-Grohe, Stephanie & Uribe, Martin, 2004, "Solving dynamic general equilibrium models using a second-order approximation to the policy function," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 4, pages 755-775, January.
• Aguirregabiria, Victor, 2004, "Pseudo maximum likelihood estimation of structural models involving fixed-point problems," Economics Letters, Elsevier, volume 84, issue 3, pages 335-340, September.
• Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 201-225, December.
• Nwaobi, Godwin Chukwudum, 2004, "Emission policies and the Nigerian economy: simulations from a dynamic applied general equilibrium model," Energy Economics, Elsevier, volume 26, issue 5, pages 921-936, September.
• Letendre, Marc-Andre, 2004, "Semi-parametric predictions of the intertemporal approach to the current account," Journal of International Economics, Elsevier, volume 64, issue 2, pages 363-386, December.
• Llop, Maria & Manresa, Antonio, 2004, "Income distribution in a regional economy: a SAM model," Journal of Policy Modeling, Elsevier, volume 26, issue 6, pages 689-702, September.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2004, "Simulating the New Economy," Structural Change and Economic Dynamics, Elsevier, volume 15, issue 3, pages 289-314, September.
• Werker, C. & Brenner, T., 2004, "Empirical calibration of simulation models," Working Papers, Eindhoven Center for Innovation Studies, number 04.13.
• Hallerbach, W.G.P.M., 2004, "An Improved Estimator For Black-Scholes-Merton Implied Volatility," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-054-F&A, Aug.
• Xinmin Hu & Daniel Ralph & Eric K. Ralph & Peter Bardsley & Michael C. Ferris, 2004, "Electricity Generation with Looped Transmission Networks: Bidding to an ISO," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EP65, Jun.
• Claudia Werker & Thomas Brenner, 2004, "Empirical Calibration of Simulation Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2004-10, May.
• Thomas Brenner, 2004, "Agent Learning Representation - Advice in Modelling Economic Learning," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2004-16, Nov.
• SHIMASAWA Manabu, 2004, "Population ageing policy reforms and endogenous growth in Japan: a computable overlapping generations approach," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 096, Apr.
• Timo Trimborn & Karl-Josef Koch & Thomas M. Steger, 2004, "Multi-dimensional transitional dynamics : a simple numerical procedure," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 04/35, Dec.
• Fabrice COLLARD & Omar LICANDRO & Luis A. PUCH, 2004, "The short-run dynamics of optimal growth models with delays," Economics Working Papers, European University Institute, number ECO2004/04.