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

• 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(0x8dd44728), 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".
• Xiaoai Lin & Xia Liu & Yeneng Sun, 2001, "The Necessity of No Asymptotic Arbitrage in APT Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Shanjian Tang, 2001, "Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Reimer Beneder & Ton Vorst, 2001, "Options on Dividend Paying Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Jianming Xia & Jia-An Yan, 2001, "Some Remarks on Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hailiang Yang, 2001, "Risk: From Insurance to Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• G. Yin & Q. Zhang & R.H. Liu, 2001, "Using Stochastic Approximation Algorithms in Stock Liquidation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Hong Liu & Jiongmin Yong, 2001, "Contingent Claims in an Illiquid Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Shunlong Luo & Jia-an Yan & Qiang Zhang, 2001, "Arbitrage Pricing Systems in a Market Driven by an Itô Process," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Jiongmin Yong, "Recent Developments In Mathematical Finance".
• Balmann, Alfons & Happe, Kathrin & Kellermann, Konrad & Kleingarn, Anne, 2001, "Adjustment Costs Of Agri-Environmental Policy Switchings - A Multi-Agent Approach," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20506, DOI: 10.22004/ag.econ.20506.
• Ben Craig & Goetz von Peter, 2010, "Interbank tiering and money center banks," BIS Working Papers, Bank for International Settlements, number 322, Oct.
• Yasuo Hirose & Koichiro Kamada, 2001, "A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Oct.
• Javier J. Pérez, 2001, "A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2001/02.
• Morten O. Ravn & Harald Uhlig, 2001, "On Adjusting the HP-Filter for the Frequency of Observations," CESifo Working Paper Series, CESifo, number 479.
• Wong, Linda, 2001, "Structural Estimation of Marriage Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A1-1, Nov.
• BOUCEKKINE, Raouf & RUIZ-TAMARIT Ramon, 2001, "Capital Maintenance and Investment : Complements or Substitutes ?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001012, May.
• Athey, Susan, 2001, "Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information," Econometrica, Econometric Society, volume 69, issue 4, pages 861-889, July.
• Collard, Fabrice & Juillard, Michel, 2001, "Accuracy of stochastic perturbation methods: The case of asset pricing models," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 979-999, June.
• Duffy, John & McNelis, Paul D., 2001, "Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 9, pages 1273-1303, September.
• Letendre, Marc-Andre & Smith, Gregor W., 2001, "Precautionary saving and portfolio allocation: DP by GMM," Journal of Monetary Economics, Elsevier, volume 48, issue 1, pages 197-215, August.
• O'Donoghue, Cathal & Immervoll, Herwig, 2001, "Imputation of gross amounts from net incomes in household surveys: an application using EUROMOD," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM1/01, Jun.
• Evis KËLLEZI, & Giorgio PAULETTO, 2001, "Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp30, Mar.
• Holger Strulik & Martin Brunner, 2001, "A Simple and Intuitive Method to Solve Small Rational Expectations Models," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20106, Jun.
• Topper, Jürgen, 2001, "Worst Case Pricing of Rainbow Options," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-217, Oct.
• Topper, Jürgen, 2001, "A Finite Element Implementation of Passport Options," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224e, Nov.
• Longarela, Iñaki R., 2001, "An Extension of Good-Deal Asset Price Bounds," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0448, May, revised 19 Oct 2001.
• Lyhagen, Johan, 2001, "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 481, Dec.
• Dupont, Dominique Y., 2001, "Hedging Barrier Options: Current Methods and Alternatives," Economics Series, Institute for Advanced Studies, number 103, Sep.

2000

• Patrick Llerena & Vanessa Oltra, 2000, "Diversity of Innovative Strategy as a Source of Technological Performance," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 00-1.
• Letendre, Marc-Andre & Smith, Gregor, 2000, "Precautionary saving and portfolio allocation: DP by GMM," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273746, Aug, DOI: 10.22004/ag.econ.273746.
• Michal Kejak, 2000, "Minimum Weighted Residual Methods in Endogeneous Growth Models," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp155, May.
• Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue, 2000, "A computable General Equilibrium Model with Vintage Capital," Working Papers, CEPII research center, number 2000-20, Dec.
• Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 2000, "The importance of the embodied question revisited," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0001.
• Steve Ambler, 2000, "Optimal Time Consistent Fiscal Policy with Overlapping Generations," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 111, May.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 2000, "A Schumpeterian Vintage Capital Model: An Attempt at Synthesis," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000023, Sep.
• de la Croix, David & Boucekkine, Raouf, 2000, "Information technologies, embodiment and growth," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001006, Aug.
• Raouf BOUCEKKINE & Aude POMMERET, 2000, "Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001023, Sep.
• William C. Brainard & Herbert E. Scarf, 2000, "How to Compute Equilibrium Prices in 1891," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1272, Aug.
• Tabata, K. & Ohkusa, Y., 2000, "The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0506, Jan.
• T. R. Kundu, 2000, "Horizontal Information Flows in A Simple Model of Multilevel Planning," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 35, issue 1, pages 67-76, January.
• P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
• Christiano, Lawrence J. & Fisher, Jonas D. M., 2000, "Algorithms for solving dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 8, pages 1179-1232, July.
• Kirchkamp, Oliver, 2000, "Spatial evolution of automata in the prisoners' dilemma," Journal of Economic Behavior & Organization, Elsevier, volume 43, issue 2, pages 239-262, October.
• Flam, Sjur Didrik, 2000, "Looking for arbitrage," International Review of Economics & Finance, Elsevier, volume 9, issue 1, pages 1-9, February.
• Giovanni Dosi & Luigi Marengo & Andrea Bassanini & Marco Valente, 2000, "Norms as Emergent Properties of Adaptive Learning: The Case of Economic Routines," Chapters, Edward Elgar Publishing, chapter 6, "Innovation, Organization and Economic Dynamics".
• Manfred Gilli & Evis Këllezi, 2000, "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp20, Oct.
• Flam, S.D., 2000, "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 207.
• Kaarboe, O.M. & Tieman, A.F., 2000, "Equilibrium Selection in Games with Macroeconomic Complementarities," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 2199.
• Louis de Mesnard, 2000, "Bicausative matrices to measure structural change: Are they a good tool?," Post-Print, HAL, number hal-00383932.
• Louis de Mesnard, 2000, "About the criteria of output coincidence for forecasts to determine the orientation of the economy (application for France, 1980-1997)," Working Papers, HAL, number hal-01526521.