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

2003

• Engle-Warnick, Jim, 2003, "Inferring strategies from observed actions: a nonparametric, binary tree classification approach," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2151-2170, September.
• Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2219-2242, September.
• Cadiou, Loı̈c & Dées, Stéphane & Laffargue, Jean-Pierre, 2003, "A computational general equilibrium model with vintage capital," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 1961-1991, DOI: 10.1016/S0165-1889(02)00112-4.
• Boucekkine, Raouf & de la Croix, David, 2003, "Information technologies, embodiment and growth," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2007-2034, DOI: 10.1016/S0165-1889(02)00114-8.
• Amman, Hans M. & Kendrick, David A., 2003, "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2035-2057, DOI: 10.1016/S0165-1889(02)00115-X.
• Oomes, Nienke, 2003, "Local trade networks and spatially persistent unemployment," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2115-2149, DOI: 10.1016/S0165-1889(02)00118-5.
• Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel, 2003, "Learning competitive pricing strategies by multi-agent reinforcement learning," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2207-2218, DOI: 10.1016/S0165-1889(02)00122-7.
• Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2219-2242, DOI: 10.1016/S0165-1889(02)00123-9.
• Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003, "Dynamic production teams with strategic behavior," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 5, pages 875-905, March.
• Hamers, Herbert & Klijn, Flip & Solymosi, Tamas & Tijs, Stef & Vermeulen, Dries, 2003, "On the nucleolus of neighbor games," European Journal of Operational Research, Elsevier, volume 146, issue 1, pages 1-18, April.
• Ferreira, Francisco H. G. & Leite, Phillippe George, 2003, "Meeting the millennium development goals in Brazil: can microeconomic simulations help?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123158, Apr.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003, "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-22, Aug.
• S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003, "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-27.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003, "Some results on the solution of the neoclassical growth model," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-34.
• Ben R. Craig & Joachim G. Keller, 2003, "The empirical performance of option-based densities of foreign exchange," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0313, DOI: 10.26509/frbc-wp-200313.
• Jinill Kim & Sunghyun Henry Kim & Ernst Schaumburg & Christopher A. Sims, 2003, "Calculating and using second order accurate solutions of discrete time dynamic equilibrium models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-61.
• Nicolas CARAYOL (BETA) & Pascale ROUX (GRES-LEREPS), 2003, "Self-Organizing Innovation Networks: When do Small Worlds Emerge?," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2003-08.
• G. Desgranges & Stéphane Gauthier, 2003, "Uniqueness of bubble-free solution in linear rational expectations models," Post-Print, HAL, number halshs-00069498, DOI: 10.1017/S1365100501010264.
• Niehaus, Frank, 2003, "Heterogeneous Preferences and the Representative Investor," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-291, Dec.
• Andrew J. Leach, 2003, "SubGame, set and match. Identifying Incentive Response in a Tournament," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-02, Sep.
• Michael H. Breitner, 2003, "Rufus Philip Isaacs and the Early Years of Differential Games," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 1, Jan.
• Oliver Kubertin & Michael H. Breitner, 2003, "WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 5, May.
• Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003, "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 2, pages 255-272, October, DOI: 10.1023/A:1026146100090.
• Raouf Boucekkine & Ramón Ruiz-Tamarit, 2003, "Capital Maintenance and Investment: Complements or Substitutes?," Journal of Economics, Springer, volume 78, issue 1, pages 1-28, January, DOI: 10.1007/s00712-002-0554-9.
• T.K. Remmel & F. Csillag, 2003, "When are two landscape pattern indices significantly different?," Journal of Geographical Systems, Springer, volume 5, issue 4, pages 331-351, December, DOI: 10.1007/s10109-003-0116-x.
• Kogan, Leonid & Haugh, Martin & Wang, Jiang, 2003, "Evaluating Portfolio Policies: A Duality Approach," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4329-03, Aug.
• Alberto Rinaldi & Michelangelo Vasta, 2003, "The structure of Italian capitalism, 1952-1972: New evidence using the interlocking directorates technique," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0426, Jan.
• Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003, "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 9861, Jul.
• Siim Kallast & Andi Kivinukk, 2003, "Pricing and Hedging American Options Using Approximations by Kim Integral Equations," Review of Finance, European Finance Association, volume 7, issue 3, pages 361-383.
• Peter Stemp & Ric D. Herbert & The University of Newcastle Callaghan & Australia., 2003, "Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues," Economics Series Working Papers, University of Oxford, Department of Economics, number 178, Nov.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-002, Nov.
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-003, Nov.
• Amundsen, Eirik S. & Baldursson, Fridrik M., 2003, "Kvikt likan af vistvænum raforkumarkadi
  [An analytic model of an environmentally friendly electricity market]," MPRA Paper, University Library of Munich, Germany, number 10772.
• Albu, Lucian-Liviu, 2003, "Estimating contribution of factors to long-term growth in Romania," MPRA Paper, University Library of Munich, Germany, number 14729, Jan.
• mercado, p. ruben, 2003, "Empirical economywide modeling in argentina," MPRA Paper, University Library of Munich, Germany, number 58611, Feb.
• D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese, 2003, "Metafrontier Functions for the Study of Inter-regional Productivity Differences," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012003, Sep.
• Elias Tzavalis & Shijun Wang, 2003, "Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary," Working Papers, Queen Mary University of London, School of Economics and Finance, number 488, Feb.
• Mateescu, George Daniel, 2003, "Time Series Analysis Using Abstract Systems Having An Infinite Number Of Equations," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 70-78, June.
• J.A. La Poutre & D.J.A. Somefun, 2003, "Bundling and Pricing for Information Brokerage: Customer Satisfaction as a Means to Profit Optimization," Computing in Economics and Finance 2003, Society for Computational Economics, number 100, Aug.
• Kevin Burrage & Jamie Alcock & Monica Barbu, 2003, "A Numerical Solution to American Style Options on Commodities," Computing in Economics and Finance 2003, Society for Computational Economics, number 135, Aug.
• Thomas Weitzenblum, 2003, "A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint," Computing in Economics and Finance 2003, Society for Computational Economics, number 139, Aug.
• Kevin X.D. Huang & David Aadland, 2003, "Consistent High-Frequency Calibration," Computing in Economics and Finance 2003, Society for Computational Economics, number 172, Aug.
• Ric D. Herbert & Peter J. Stemp, 2003, "Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues," Computing in Economics and Finance 2003, Society for Computational Economics, number 19, Aug.
• Kenneth L. Judd, 2003, "Solution Methods for Models with Quasi-Geometric Discounting," Computing in Economics and Finance 2003, Society for Computational Economics, number 238, Aug.
• Kenneth L. Judd, 2003, "Perturbation Methods and Change of Variable Transformations," Computing in Economics and Finance 2003, Society for Computational Economics, number 239, Aug.
• John Ledyard & Jasmina Arifovic, 2003, "Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms," Computing in Economics and Finance 2003, Society for Computational Economics, number 244, Aug.
• Thomas Brenner, 2003, "Consumer Behaviour, Interpersonal Interaction and Fashions," Computing in Economics and Finance 2003, Society for Computational Economics, number 266, Aug.
• Lukas, L., 2003, "Variety of Agent-based Models for Computer Simulation of FX Rate," Computing in Economics and Finance 2003, Society for Computational Economics, number 276, Aug.
• Nandita Das, 2003, "Hedge Fund Classification using K-means Clustering Method," Computing in Economics and Finance 2003, Society for Computational Economics, number 284, Aug.
• Hans Amman & Floortje Alkemade & Han la Poutre, 2003, "Intermediaries in an Electronic Trade Network," Computing in Economics and Finance 2003, Society for Computational Economics, number 6, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2003, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2003, Society for Computational Economics, number 64, Aug.
• Johann Peter Murmann & Thomas Brenner, 2003, "The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution," Computing in Economics and Finance 2003, Society for Computational Economics, number 66, Aug.
• Felix Kubler & Karl Schmedders, 2003, "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 1, pages 1-15, August, DOI: 10.1007/s00199-002-0272-0.
• Nicholas Economides & Brian Viard, 2003, "Pricing of Complementary Goods and Network Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 03-12.
• Marco Licalzi & Paolo Pellizzari, 2003, "Fundamentalists clashing over the book: a study of order-driven stock markets," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 6, pages 470-480, DOI: 10.1088/1469-7688/3/6/306.
• Talman, A.J.J. & Thijssen, J.J.J., 2003, "Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-79.
• Kamiya, K. & Talman, A.J.J., 2003, "Random Matching Models and Money : The Global Structure and Approximation of Stationary Equilibria," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-70.
• Talman, A.J.J. & Yang, Z.F., 2003, "On the Connectedness of Coincidences and Zero Points of Mappings," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-73.
• Daniëls, H.A.M. & Velikova, M.V., 2003, "Derivation of Monotone Decision Models from Non-Monotone Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-30.
• Talman, A.J.J. & Thijssen, J.J.J., 2003, "Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 45e45888-e926-476c-a66b-7.
• Talman, A.J.J. & Yang, Z.F., 2003, "On the Connectedness of Coincidences and Zero Points of Mappings," Other publications TiSEM, Tilburg University, School of Economics and Management, number b061dd09-2b7f-4fe3-af6e-d.
• Fabrice Collard & Omar Licandro & Luis A. Puch, 2003, "The short-run dynamics of optimal growth models with delays," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0311.
• Linda Y. Wong, 2003, "Structural Estimation of Marriage Models," Journal of Labor Economics, University of Chicago Press, volume 21, issue 3, pages 699-728, July, DOI: 10.1086/374964.
• Nicolas Carayol & Jean-Michel Dalle, 2003, "The ‘problem of problem choice’: A model of sequential knowledge production within scientific communities cientific communities," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-12.
• Arturo Kohatsu & Montero Miquel, 2003, "Malliavin calculus in finance," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 672, Apr.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2003, "Strategies for an integrated distribution problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 723, Nov.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2003, "Inventory-routing model, for a multi-period problem with stochastic and deterministic demand," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 725, Nov.
• Paolo Pelizzari & Frank Westerhoff, 2007, "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 212, Dec.
• Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch, 2003, "Maximization by Parts in Likelihood Inference," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0319, Sep.
• David E.A. Giles & Hui Feng, 2003, "Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries," Econometrics Working Papers, Department of Economics, University of Victoria, number 0302, Apr.
• Herwig Immervoll & Cathal O'Donoghue, 2003, "Imputation of Gross Amounts from Net Incomes in Household Surveys. An Application using EUROMOD," Computational Economics, University Library of Munich, Germany, number 0302001, Feb.
• Christopher Ferrall, 2003, "Solving Finite Mixture Models in Parallel," Computational Economics, University Library of Munich, Germany, number 0303003, Mar.
• Godwin Chukwudum Nwaobi, 2003, "Solving The Poverty Crisis In Nigeria: An Applied General Equilibrium Approach," Computational Economics, University Library of Munich, Germany, number 0312003, Dec.
• Godwin Chukwudum Nwaobi, 2003, "A Virtual Dynamic Applied General Equilibrium Model Of Africa: Specifications And Simulations," Computational Economics, University Library of Munich, Germany, number 0312004, Dec.
• Allen Abrahamson, 2003, "A Note on Constructing 50-50 Step Probability Binomial Lattices to Replicate Wiener Diffusion," Finance, University Library of Munich, Germany, number 0305004, May, revised 17 May 2003.
• Allen Abrahamson, 2003, "Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options," Finance, University Library of Munich, Germany, number 0305005, May.
• Theodore L. Turocy, 2003, "Is Batting Last an Advantage?," Game Theory and Information, University Library of Munich, Germany, number 0309002, Sep.
• Matteo Richiardi, 2003, "Generalizing Gibrat. Reasonable Multiplicative Models of Firm Dynamics," Industrial Organization, University Library of Munich, Germany, number 0304004, Apr.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?," Macroeconomics, University Library of Munich, Germany, number 0311004, Nov.
• Francesco Saraceno, 2003, "Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited," Macroeconomics, University Library of Munich, Germany, number 0311007, Nov.
• Kathrin Happe & Alfons Balmann & Konrad Kellermann, 2003, "Structural, efficiency and income effects of direct payments: an analysis of different payment schemes for the German region 'Hohenlohe'," Others, University Library of Munich, Germany, number 0308001, Aug.
• Robert de Rozario, 2003, "On Higher Derivatives of Expectations," Risk and Insurance, University Library of Munich, Germany, number 0308001, Aug.
• Krzysztof Burnecki & Pawel Mista & Aleksander Weron, 2003, "A new De Vylder type approximation of the ruin probability in infinite time," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/05.
• Paustian, Matthias, 2003, "Gains from second-order approximations," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 25/2003.
• Kempa, Bernd, 2003, "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 129.
• Josip Kasac, 2003, "Determination of free energies on a simulation model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 1, issue 1-2, pages 29-40.

2002

• Marco LiCalzi & Paolo Pellizzari, 2002, "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics, University Library of Munich, Germany, number 0207001, Jul, revised 04 Mar 2003.
• Chokri Dridi, 2002, "A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse," Computational Economics, University Library of Munich, Germany, number 0212001, Dec, revised 07 Mar 2003.
• Ali Bora Yigitbasioglu, 2002, "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," Finance, University Library of Munich, Germany, number 0201001, Jan.
• Allen Abrahamson, 2002, "All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form," Finance, University Library of Munich, Germany, number 0205004, May.
• David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
• Godwin Chukwudum Nwaobi, 2002, "Emission Policies And The Nigerian Economy: Simulations From A Dynamic Applied General Equilibrium Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0202002, Feb.
• Franz Hamann, 2002, "Sovereign Risk and Real Business Cycles in a Small Open Economy," International Finance, University Library of Munich, Germany, number 0212001, Dec.
• Nienke Oomes, 2002, "Local Trade Networks and Spatially Persistent Unemployment," International Trade, University Library of Munich, Germany, number 0211004, Nov.
• Chokri Dridi, 2002, "Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse," Computer Programs, University Library of Munich, Germany, number 0212001, revised .
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002, "On The Regulation Of Fee Structures In Mutual Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Les Gulko, 2002, "The Mean-Variance Synthesis Of Corporate Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• John M. Mulvey, 2002, "Multi-Stage Optimization For Long-Term Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002, "A Discrete–Time Approach To Arbitrage-Free Pricing Of Credit Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Peter Carr & Alex Lipton & Dilip Madan, 2002, "An Alternative Approach For Valuing Continuous Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Elyès Jouini & Clotilde Napp, 2002, "Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Mogens Bladt & Pablo Padilla, 2002, "Nonlinear Financial Models: Finite Markov Modulation And Its Limits," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Jong-Shi Pang & Jacqueline Huang, 2002, "Pricing American Options With Transaction Costs By Complementarity Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Alexander Levin, 2002, "A Linearization Approach In Modeling Quasi-Affine Coupon Rate Term Structures And Related Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• J. F. Carrière, 2002, "A Generalized Ornstein-Uhlenbeck Process Of Yield Rates Calibrated With Strips," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Takashi Yasuoka, 2002, "Mathematical Pseudo-Completion Of The Bgm Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Thomas Little & Vijay Pant, 2002, "A Finite Difference Method For The Valuation Of Variance Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Dong-Hyun Ahn & Bin Gao & Stephen Figlewski, 2002, "Pricing Discrete Barrier Options With An Adaptive Mesh Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Raphaël Douady, 2002, "Bermudan Option Pricing With Monte-Carlo Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Juan D. Cárdenas & Emmanuel Fruchard & Jean-François Picron, 2002, "Linear, Yet Attractive, Contour," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Marco Avellaneda & Roberta Gamba, 2002, "Conquering The Greeks In Monte Carlo: Efficient Calculation Of The Market Sensitivities And Hedge-Ratios Of Financial Assets By Direct Numerical Simulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Krzysztof Burnecki & Zbigniew Michna, 2002, "Simulation of Pickands constants," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/02/03.
• Keller, Joachim G. & Craig, Ben R., 2002, "The Empirical Performance of Option Based Densities of Foreign Exchange," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,07.
• Doherr, Thorsten & Czarnitzki, Dirk, 2002, "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-41.
• Paolo ZAGAGLIA, 2002, "Matlab Implementation of the AIM Algorithm: A Beginner's Guide," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 169, Jul.
• Marco Casari, 2002, "Can genetic algorithms explain experimental anomalies? An application to common property resources," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 542.02, 10.
• Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002, "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers, Department of Economics, The University of Auckland, number 182.
• Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002, "Hypernormal Densities," Boston College Working Papers in Economics, Boston College Department of Economics, number 584, Sep.
• Alfonso Novales & Javier J. Pérez, 2002, "Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2002/15.
• John M. Abowd & Paul A. Lengermann & Kevin L. McKinney, 2002, "The Measurement of Human Capital in the U.S. Economy," Longitudinal Employer-Household Dynamics Technical Papers, Center for Economic Studies, U.S. Census Bureau, number 2002-09, Apr, revised Mar 2003.
• Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002, "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers, CIRANO, number 2002s-57, Jun.
• Franz Hamann, 2002, "Sovereign Risk And Real Business Cycles In A Small Open Economic," Borradores de Economia, Banco de la Republica, number 3521, Nov.
• Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002, "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-81, May.
• Blanca MARTINEZ, 2002, "Adoption Costs, Age of Capital and Technological Substitution," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002024, Jun.
• Blanca MARTINEZ, 2002, "Technological convergence and the connections between adoption, maintenance and investment activities," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002025, Sep.
• Claudio MATTALIA, 2002, "Information Technologies, Economic Growth and Productivity Shocks," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002026, Sep.
• Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO, 2002, "Embodied technological change learning-by-doing and the productivity slowdown," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002028, May.
• Huseyin cagri SAGLAM, 2002, "Optimal pattern of technology adoption under embodiment with a finite planning horizon : A multi-stage optimal control approach," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002031, Jun.
• Raouf, BOUCEKKINE & Cagri, SAGLAM & Thomas, VALLEE, 2002, "Technology adoption under embodiment : A two-stage optimal control approach," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003007, Apr.
• Chen, Baoline & Zadrozny, Peter A., 2002, "An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1397-1416, August.
• Judd, Kenneth L., 2002, "The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1557-1583, August.
• Huang, Kevin X. D., 2002, "On infinite-horizon minimum-cost hedging under cone constraints," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 2, pages 283-301, December.
• Herings, P. Jean-Jacques & van den Elzen, Antoon, 2002, "Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games," Games and Economic Behavior, Elsevier, volume 38, issue 1, pages 89-117, January.
• Iori, Giulia, 2002, "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Journal of Economic Behavior & Organization, Elsevier, volume 49, issue 2, pages 269-285, October.
• Llerena, Patrick & Oltra, Vanessa, 2002, "Diversity of innovative strategy as a source of technological performance," Structural Change and Economic Dynamics, Elsevier, volume 13, issue 2, pages 179-201, June.
• Silverberg, G. & Verspagen, B., 2002, "A Percolation Model of Innovation in Complex Technology Spaces," Working Papers, Eindhoven Center for Innovation Studies, number 02.12.
• Giammario Impullitti & C. Matthias Rebmann, 2002, "An Agent-Based Model of Wealth Distribution," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2002-15, Sep, revised 26 Sep 2002.
• Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO, 2002, "Embodied Technological Change, Learning-by-Doing and the Productivity Slowdown," Economics Working Papers, European University Institute, number ECO2002/12.
• Moreira, Humberto Ataíde & Maldonado, Wilfredo Fernando Leiva, 2002, "A contractive method for computing the stationary solution of the euler equation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 456, Sep.
• Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_03, Feb.
• Vanessa Oltra & Patrick Llerena, 2002, "Diversity of innovative strategy as a source of technological performance," Post-Print, HAL, number hal-00162913.
• Louis de Mesnard, 2002, "Normalizing biproportional methods," Post-Print, HAL, number halshs-00068431.
• Elyès Jouini & Clotilde Napp, 2002, "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print, HAL, number halshs-00176423.
• José Antonio Nuñez-Mora, 2002, "Estimación De Parámetros De Ecuaciones Diferenciales Estocásticas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 1, issue 1, pages 83-91, Marzo 200.
• Tapen Sinha & María de los Dolores Sánchez Castañeda, 2002, "Transmission Of Risk Across Stock Markets In Latin America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 1, issue 3, pages 225-241, Septiembr.
• Christiano, Lawrence J, 2002, "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," Computational Economics, Springer;Society for Computational Economics, volume 20, issue 1-2, pages 21-55, October.
• M-A. Letendre, 2002, "Semi-Parametric Predictions of the Intertemporal Approach to the Current Account," Department of Economics Working Papers, McMaster University, number 2002-01, Jan.
• Jeffrey Carpenter, 2002, "Punishing Free Riders: how group size affects mutual monitoring and the provision of public goods," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0206, Apr.
• Ric D. Herbert & Peter J. Stemp, 2002, "Reverse Shooting In A Multi-Dimensional Setting," Department of Economics - Working Papers Series, The University of Melbourne, number 858.
• Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
• Stephanie Schmitt-Grohe & Martin Uribe, 2002, "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0282, Oct.
• George W. Evans & Seppo Honkapohja & Ramon Marimon, 2002, "Stable Sunspot Equilibira in a Cash-in-Advance Economy," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2001-5, Oct, revised 15 Nov 2005.
• Mercado, Ruben & Kendrick, David, 2002, "Introduction to Computational Economywide Modeling with GAMS," MPRA Paper, University Library of Munich, Germany, number 111973, Oct.
• Buda, Rodolphe, 2002, "ECHANGE 2.0 - Marché sur réseau - Guide d'installation et manuel d'utilisation," MPRA Paper, University Library of Munich, Germany, number 4244.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Christopher Ferrall, 2002, "Estimation And Inference In Social Experiments," Working Paper, Economics Department, Queen's University, number 1008, Aug.
• Malte Sieveking, 2002, "Ferebees Algorithm," Computing in Economics and Finance 2002, Society for Computational Economics, number 101, Jul.
• Mika Kato & Lars Gruene & Willi Semmler, 2002, "Solving Ecological Mangement Problems Using Dynamic Programming," Computing in Economics and Finance 2002, Society for Computational Economics, number 102, Jul.
• Gang Gong & Willi Semmler, 2002, "Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments," Computing in Economics and Finance 2002, Society for Computational Economics, number 104, Jul.
• Stuart McDonald & Rodney Beard, 2002, "Numerical Simulation of the Term Structure of Interest Rates using a Random Field," Computing in Economics and Finance 2002, Society for Computational Economics, number 105, Jul.
• D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre, 2002, "An Algorithm for On-Line Price Discrimination," Computing in Economics and Finance 2002, Society for Computational Economics, number 106, Jul.
• Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002, "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 113, Jul.
• Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002, "Intergenerational Dynamic Production Teams," Computing in Economics and Finance 2002, Society for Computational Economics, number 126, Jul.
• Fausto Gozzi & Simona Sanfelici, 2002, "Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates," Computing in Economics and Finance 2002, Society for Computational Economics, number 129, Jul.
• Fausto Gozzi & Simona Sanfelici, 2002, "Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates," Computing in Economics and Finance 2002, Society for Computational Economics, number 130, Jul.
• Mico Mrkaic, 2002, "Neuro-dynamic Programming in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 136, Jul.
• Thomas Lubik & Frank Schorfheide, 2002, "Computing Sunspots in Linear Rational Expectations Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 138, Jul.
• Ric D Herbert & Peter J Stemp, 2002, "Reverse Shooting In A Multi-Dimensional Setting," Computing in Economics and Finance 2002, Society for Computational Economics, number 14, Jul.
• Frank Niehaus, 2002, "Heterogeneous Preferences and the Representative Investor," Computing in Economics and Finance 2002, Society for Computational Economics, number 152, Jul.
• Koen Frenken & Marco Valente, 2002, "The Organisation of Innovative Activity in Complex Fitness Landscapes," Computing in Economics and Finance 2002, Society for Computational Economics, number 157, Jul.
• Arpad Jeno Abraham, 2002, "Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting," Computing in Economics and Finance 2002, Society for Computational Economics, number 159, Jul.
• A. Sfetsos & C. Siriopoulos, 2002, "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002, Society for Computational Economics, number 17, Jul.
• S Zakovic & B. Rustem & V. Wieland, 2002, "Optimisation of Stochastic Systems and Worst-case Analysis," Computing in Economics and Finance 2002, Society for Computational Economics, number 183, Jul.
• L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002, "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002, Society for Computational Economics, number 19, Jul.
• Bruno Viscolani, 2002, "New product introduction: determining optimal advertising policies," Computing in Economics and Finance 2002, Society for Computational Economics, number 193, Jul.
• C. R. Birchenhall, 2002, "Design Patterns in Models of Emergence," Computing in Economics and Finance 2002, Society for Computational Economics, number 20, Jul.
• Wilfredo Maldonado & Humberto Moreira, 2002, "A contractive method for computing the stationary solution of the Euler equation," Computing in Economics and Finance 2002, Society for Computational Economics, number 21, Jul.
• Masayuki ISHINISHI & Hajime Kita, 2002, "A Dynamic Market Oriented Model for Network Resource Allocation," Computing in Economics and Finance 2002, Society for Computational Economics, number 213, Jul.
• Thomas Lubik & Frank Schorfheide, 2002, "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 214, Jul.
• Fernando S. Oliveira, 2002, "Quasi-Perfect Rationality, Playing Automata Dynamic Games," Computing in Economics and Finance 2002, Society for Computational Economics, number 215, Jul.
• Riccardo Boero & Marco Castellani & Flaminio Squazzoni, 2002, "Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype," Computing in Economics and Finance 2002, Society for Computational Economics, number 219, Jul.
• Stuart McDonald, 2002, "Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection," Computing in Economics and Finance 2002, Society for Computational Economics, number 220, Jul.
• Luigi De Cesare & Andrea Di Liddo & Stefania Ragni, 2002, "Numerical solution of some optimal control problems arising from innovation diffusion," Computing in Economics and Finance 2002, Society for Computational Economics, number 221, Jul.
• Cristian Wieland, 2002, "Controlling Chaos in Higher Dimensional Maps," Computing in Economics and Finance 2002, Society for Computational Economics, number 232, Jul.
• Olivier Epelly & Jacek Gondzio, 2002, "Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method," Computing in Economics and Finance 2002, Society for Computational Economics, number 236, Jul.
• Gerald Silverberg & Bart Verspagen, 2002, "A Percolation Model of Innovation in Complex Technology Spaces," Computing in Economics and Finance 2002, Society for Computational Economics, number 24, Jul.
• Thorsten Pampel, 2002, "Intertemporal valuation and decissionin stochastic optimal growth models," Computing in Economics and Finance 2002, Society for Computational Economics, number 244, Jul.
• Ken Judd & Karl Schmedders & Sevin Yeltekin, 2002, "Optimal Policies for Patent Races," Computing in Economics and Finance 2002, Society for Computational Economics, number 253, Jul.
• Aaron D. Smallwood & Paul M. Beaumont, 2002, "An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 285, Jul.
• Kenneth L. Judd, 2002, "Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 289, Jul.