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

2002

• 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.
• NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
• Thorsten Pampel, 2002, "Computation of the value function indiscrete stochastic optimal growth models," Computing in Economics and Finance 2002, Society for Computational Economics, number 295, Jul.
• Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002, "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002, Society for Computational Economics, number 301, Jul.
• Charlotte Bruun, 2002, "Programming," Computing in Economics and Finance 2002, Society for Computational Economics, number 318, Jul.
• pietro senesi, 2002, "fiscal policy and endogenous fluctuations," Computing in Economics and Finance 2002, Society for Computational Economics, number 320, Jul.
• David Meyer & Alexandros Karatzoglou & Christian Buchta & Friedrich Leisch & Kurt Hornik, 2002, "A Simulation Framework for Heterogeneous Agents," Computing in Economics and Finance 2002, Society for Computational Economics, number 324, Jul.
• Carlos Carreira & Paulino Teixeira, 2002, "Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model," Computing in Economics and Finance 2002, Society for Computational Economics, number 326, Jul.
• Dietmar Maringer, 2002, "APT At Work: Finding The Relevant Risk Factors For Asset Pricing," Computing in Economics and Finance 2002, Society for Computational Economics, number 337, Jul.
• Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel, 2002, "Cultural drift induced diversity in a model for the transmission of culture," Computing in Economics and Finance 2002, Society for Computational Economics, number 351, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs I," Computing in Economics and Finance 2002, Society for Computational Economics, number 378, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs II," Computing in Economics and Finance 2002, Society for Computational Economics, number 379, Jul.
• John Duffy & M. Utku Unver, 2002, "Asset Price Bubbles and Crashes With Zero--Intelligence Traders," Computing in Economics and Finance 2002, Society for Computational Economics, number 39, Jul.
• Giuseppe Bruno, 2002, "Nonlinear estimation algorithms in econometric packages: a comparative analysis," Computing in Economics and Finance 2002, Society for Computational Economics, number 63, Jul.
• gary anderson, 2002, "Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 76, Jul.
• gary anderson, 2002, "Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 77, Jul.
• R. Kato & S. Nishiyama, 2002, "Optimal Monetary Policy When Interest Rates are Bounded at Zero," Computing in Economics and Finance 2002, Society for Computational Economics, number 8, Jul.
• Lars Rasmusson, 2002, "Evaluating the CDF for m weighted sums of n correlated lognormal random variables," Computing in Economics and Finance 2002, Society for Computational Economics, number 80, Jul.
• Witold Kwasnicki, 2002, "An evolutionary model of substitution-diffusion processes," Computing in Economics and Finance 2002, Society for Computational Economics, number 92, Jul.
• Lars Gruene & Willi Semmler, 2002, "Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 99, Jul.
• Louis de Mesnard, 2002, "Normalizing biproportional methods," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 139-144.
• Ding Zhang & June Dong & Anna Nagurney, 2002, "Spatial economic networks with multicriteria producers and consumers: Statics and dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 79-105.
• Maria Elvira Mancino & Paul Malliavin, 2002, "Fourier series method for measurement of multivariate volatilities," Finance and Stochastics, Springer, volume 6, issue 1, pages 49-61.
• Jos A.M. Potters & Anita van Gellekom & Hans Reijnierse, 2002, "Verifying gross substitutability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 4, pages 767-776.
• Luisa Izzi & Borjana Racheva, 2002, "The term structure of interest rates in the economic and monetary union," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 55, issue 2, pages 187-224, May, DOI: 10.1007/s001860200180.
• Ilaski Barañano & Amaia Iza & Jesús Vázquez, 2002, "A comparison between the log-linear and the parameterized expectations methods," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 1, pages 41-60.
• Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian matrices and the computation of FIGARCH estimates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 11, issue 2, pages 247-264, June, DOI: 10.1007/BF02511490.
• Michael Dueker & Andreas Fischer & Robert D. Dittmar, 2002, "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," Working Papers, Swiss National Bank, Study Center Gerzensee, number 02.01, Jan.
• Zeng-Hua Lu & Maxwell King, 2002, "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 149-165, DOI: 10.1081/ETC-120014346.
• John Harvey, 2002, "Keynes' Chapter Twenty-Two: A System Dynamics Model," Working Papers, Texas Christian University, Department of Economics, number 200201, Feb.
• Charles S. Bos, 2002, "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-084/4, Sep.
• Guido Fioretti, 2002, "Individual Contacts, Collective Patterns - Prato 1975-97, a Story of Interactions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-109/3, Oct.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• Bissey, Marie-Edith & Ortona, Guido, 2002, "A simulative frame to study the integration of defectors in a cooperative setting," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 24, Jan.
• Boone, C.A.J.J. & Roijakkers, A.H.W.M. & van Olffen, W., 2002, "Locus of control and study program choice: evidence of personality sorting in educational choice," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 006, Jan, DOI: 10.26481/umamet.2002006.
• Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002, "Hypernormal densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 638, Sep.
• David Aadland & Kevin Huang, 2002, "Consistent High-Frequency Calibration," Working Papers, Utah State University, Department of Economics, number 2002-01, Jan.

2001

• Thomas A Lubik & Frank Schorfheide, 2001, "Computing Sunspots in Linear Rational Expectations Models," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 456, Oct, revised Jun 2002.
• Robert Stehrer, 2001, "Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2001-02, Jan.
• Benedek, Gábor, 2001, "Evolúciós alkalmazások előrejelzési modellekben II
  [Evolutionary applications in forecasting models, Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 18-30.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001, "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 35-58, March.
• Alessandro Lomi & Erik R. Larsen (ed.), 2001, "Dynamics of Organizations: Computational Modeling and Organizational Theories," MIT Press Books, The MIT Press, number 0262621525, edition 1, ISBN: ARRAY(0x8a6101d0), December.
• Kenneth L. Judd & Sy-Ming Guu, 2001, "Asymptotic Methods for Asset Market Equilibrium Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 8135, Feb.
• Jim Engle-Warnick, 2001, "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W14, Aug.
• Jurgen A. Doornik & Marius Ooms, 2001, "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W27, Nov.
• Jim Engle-Warnick & Bradley Ruffle, 2001, "Inferring Buyer Strategies and their Impact on Monopolist Pricing," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W28, Dec.
• Helmut Elsinger & Martin Summer, 2001, "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 49, Aug.
• Ryo Kato & Shinichi Nishiyama, 2001, "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers, Ohio State University, Department of Economics, number 01-12, Aug.
• Giorgio Topa, 2001, "Social Interactions, Local Spillovers and Unemployment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 2, pages 261-295.
• Buda, Rodolphe, 2001, "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper, University Library of Munich, Germany, number 3926, Jul, revised Jul 2004.
• de Rigo, Daniele & Rizzoli, Andrea Emilio & Soncini-Sessa, Rodolfo & Weber, Enrico & Zenesi, Pietro, 2001, "Neuro-dynamic programming for the efficient management of reservoir networks," MPRA Paper, University Library of Munich, Germany, number 42233, Dec.
• Ali Bora Yigitbasioglu, 2001, "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-14, Nov.
• Wilfredo Maldonado & Humberto Moreira, 2001, "A contractive method for computing the stationary solution of the Euler Equation," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 451, Dec.
• Agapie, Adriana, 2001, "Convergence Of Repetitive Guesstimation Algorithm On A Linear Regression Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 118-126, June.
• Stephanie Schmitt-Grohe & Martin Uribe, 2001, "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," Departmental Working Papers, Rutgers University, Department of Economics, number 200106, Jul.
• Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim, 2001, "Optimal Discretization of Continuous-Time Control Problems," Computing in Economics and Finance 2001, Society for Computational Economics, number 1, Apr.
• Baoline Chen and Peter Zadrozny, 2001, "An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games," Computing in Economics and Finance 2001, Society for Computational Economics, number 110, Apr.
• Kenneth L. Judd, 2001, "Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models," Computing in Economics and Finance 2001, Society for Computational Economics, number 112, Apr.
• Mico Mrkaic and Giorgio Pauletto, 2001, "Krylov Methods and Preconditioning in Computational Economics Problems," Computing in Economics and Finance 2001, Society for Computational Economics, number 113, Apr.
• A. Abdelkhalek, A. Bilas and A. Michaelides, 2001, "Parallelization and Performance of Portfolio Choice Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 114, Apr.
• D.D.B. van Bragt and J.A. La Poutre, 2001, "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001, Society for Computational Economics, number 118, Apr.
• Juan D. Montoro-Pons, 2001, "A computational model for incomplete contracts," Computing in Economics and Finance 2001, Society for Computational Economics, number 121, Apr.
• gary anderson and raymond board, 2001, "Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 128, Apr.
• Gary Anderson, 2001, "Practical," Computing in Economics and Finance 2001, Society for Computational Economics, number 138, Apr.
• Ric D. Herbert and Rod D. Bell, 2001, "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001, Society for Computational Economics, number 14, Apr.
• Yann Algan and Olivier Allais, 2001, "Cost of Business Cycles under Incomplete Markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 144, Apr.
• Alfons Balmann, Kathrin Happe, Konrad Kellermann, Anne Kleingarn, 2001, "Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach," Computing in Economics and Finance 2001, Society for Computational Economics, number 148, Apr.
• Alfons Balmann, Oliver Musshoff, 2001, "Studying Real Options with Genetic Algorithms," Computing in Economics and Finance 2001, Society for Computational Economics, number 149, Apr.
• John Duffy and Jim Engle-Warnick, 2001, "Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach," Computing in Economics and Finance 2001, Society for Computational Economics, number 151, Apr.
• Christian Keber, Dietmar G. Maringer, 2001, "On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms," Computing in Economics and Finance 2001, Society for Computational Economics, number 152, Apr.
• Michael Reiter, 2001, "Recursive Solution Of Heterogeneous Agent Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 167, Apr.
• Sisira K. Sarma, 2001, "Numerical methods for the solution of a human capital model," Computing in Economics and Finance 2001, Society for Computational Economics, number 206, Apr.
• Linda Y. Wong, 2001, "Structural Estimation of Marriage Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 222, Apr.
• Robert Stehrer, 2001, "Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress," Computing in Economics and Finance 2001, Society for Computational Economics, number 230, Apr.
• Mario Eboli, 2001, "Imitation and the diffusion of innovation in e-commerce," Computing in Economics and Finance 2001, Society for Computational Economics, number 237, Apr.
• Jonathan Alford and Nick Webber, 2001, "Very High Order Lattice Methods for One Factor Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 26, Apr.
• Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy, 2001, "Modeling an Indexed Portfolio for the Italian Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 28, Apr.
• W.-J. Beyn, T. Pampel, W.Semmler, 2001, "Dynamic optimization and Skiba sets in economic examples," Computing in Economics and Finance 2001, Society for Computational Economics, number 29, Apr.
• M. Utku Unver, 2001, "Internet Auctions with Artificial Adaptive Agents," Computing in Economics and Finance 2001, Society for Computational Economics, number 38, Apr.
• Hans Amman and David Kendrick, 2001, "Modeling the Lucas critique as an open loop feedback process with time-varying parameters," Computing in Economics and Finance 2001, Society for Computational Economics, number 4, Apr.
• M. Utku Unver and A. Alexander Elbittar, 2001, "Reserve Price Auctions with a Strong Bidder," Computing in Economics and Finance 2001, Society for Computational Economics, number 45, Apr.
• Karl Schmedders, Felix Kubler, 2001, "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001, Society for Computational Economics, number 58, Apr.
• Manfred Gilli and Evis Kellezi, 2001, "Threshold Accepting for Index Tracking," Computing in Economics and Finance 2001, Society for Computational Economics, number 72, Apr.
• Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001, "Dynamic Production Teams with Strategic Behavior," Computing in Economics and Finance 2001, Society for Computational Economics, number 89, Apr.
• Thomas Riechmann, 2001, "Evolutionary Learning in the Ultimatum Game," Computing in Economics and Finance 2001, Society for Computational Economics, number 91, Apr.
• Christiane Clemens and Thomas Riechmann, 2001, "Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider," Computing in Economics and Finance 2001, Society for Computational Economics, number 92, Apr.
• Fulvio Ortu, 2001, "Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 79-105, November, DOI: 10.1007/s102030170001.
• Robert J. Elliott & John van der Hoek, 2001, "Stochastic flows and the forward measure," Finance and Stochastics, Springer, volume 5, issue 4, pages 511-525.
• Sy-Ming Guu & Kenneth L. Judd, 2001, "Asymptotic methods for asset market equilibrium analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 127-157.
• P. Jean-Jacques Herings & Ronald J.A.P. Peeters, 2001, "symposium articles: A differentiable homotopy to compute Nash equilibria of n -person games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 159-185.
• Sevin Yeltekin & Christopher Sleet, 2001, "Dynamic labor contracts with temporary layoffs and permanent separations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 207-235.
• Dmitry V. Vedenov & Mario J. Miranda, 2001, "Numerical solution of dynamic oligopoly games with capital investment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 237-261.
• Karl Schmedders, 2001, "Monopolistic security design in finance economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 37-72.
• Antonio E. Bernardo, 2001, "Contractual restrictions on insider trading: a welfare analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 7-35.
• Ronald J. Balvers & Douglas W. Mitchell, 2001, "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-043/2, Apr.
• P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2001, "Quantity Constrained Equilibria," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-116/1, Dec.
• Dekkers, G.J.M. & Nelissen, J.H.M., 2001, "The Components of Income Inequality in Belgium : Applying the Shorrocks-Decomposition with Bootstrapping," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-66.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001, "Quantity Constrained Equilibria," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-93.
• Sturm, J.F., 2001, "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-27.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-96.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001, "Quantity Constrained Equilibria," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6f00301a-ac5a-4852-8db8-4.
• Patrick LLERENA & Vanessa OLTRA, 2001, "Diversity of innovative strategy as a source of technological performance," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-12.
• Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001, "Quantity constrained equilibria," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 023, Jan, DOI: 10.26481/umamet.2001023.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2001, "A multi-objective model for a multi-period distribution management problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 532, Feb.
• Helena Ramalhinho-Lourenço & Rafael Martí & Manuel Laguna, 2001, "Assigning proctors to exams with scatter search," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 534, Feb.
• Helena Ramalhinho-Lourenço, 2001, "Supply chain management: An opportunity for metaheuristics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 538, Mar.
• Markus Finger & Thomas Stützle & Helena Ramalhinho-Lourenço, 2001, "Exploiting fitness distance correlation of set covering problems," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 582, Nov.
• Norbert Jobst & Stavros A. Zenios, 2001, "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-25, Jul.
• Michal Kejak, 2001, "Minimum Weighted Residual Methods in Endogeneous Growth Models," Development and Comp Systems, University Library of Munich, Germany, number 0012013, Feb.
• P.J.J. Herings & R. Peeters, 2001, "A Globally Convergent Algorithm to Compute Stationary Equilibria in Stochastic Games," Game Theory and Information, University Library of Munich, Germany, number 0205001, Oct.
• P.J.J. Herings, 2001, "Universally Stable Adjustment Processes - A Unifying Approach," GE, Growth, Math methods, University Library of Munich, Germany, number 0205002, Oct.
• P.J.J. Herings & F. Kubler, 2001, "Computing Equilibria in Finance Economies," GE, Growth, Math methods, University Library of Munich, Germany, number 0205003, Oct.
• Roger Craine, 2001, "Dollarization: An Irreversible Decision," International Finance, University Library of Munich, Germany, number 0103003, Apr.
• A.G.Perison, 2001, "Systems Theory of Macroeconomics, Introduction to," Macroeconomics, University Library of Munich, Germany, number 0111004, Nov, revised 27 Nov 2001.
• Author: A.G.Perison, 2001, "Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach," Macroeconomics, University Library of Munich, Germany, number 0112001, Dec, revised 10 Dec 2001.
• Arunabha Bagchi & K. Suresh Kumar, 2001, "Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Tomasz R. Bielecki & Marek Rutkowski, 2001, "Intensity-Based Valuation of Basket Credit Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Zengjing Chen & Xiangrong Wang, 2001, "Comonotonicity of Backward Stochastic Differential Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Xin Guo, 2001, "Some Lookback Option Pricing Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Yaozhong Hu, 2001, "Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hong Liu, 2001, "Optimal Investment and Consumption with Fixed and Proportional Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Jin Ma & Xiaodong Sun, 2001, "Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hideo Nagai & Shige Peng, 2001, "Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• François Coquet & Ying Hu & Jean Mémin & Shige Peng, 2001, "Filtration Consistent Nonlinear Expectations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• David Heath & Eckhard Platen, 2001, "Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Tomasz R. Bielecki & Daniel Hernandez-Hernandez & Stanley R. Pliska, 2001, "Risk Sensitive Asset Management With Constrained Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier, 2001, "On Filtering in Markovian Term Structure Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Antoine Savine, 2001, "A Theory of Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Lukasz Stettner, 2001, "Discrete Time Markets with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".