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

2000

• T. W. Epps, 2000, "Introduction And Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Mathematical Preparation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Tools For Continuous-Time Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Dynamics-Free Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Pricing Under Bernoulli Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Black-Scholes Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Pricing Derivative Securities".
• T. W. Epps, 2000, "American Options And ‘Exotics’," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Models With Uncertain Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Discontinuous Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Interest-Rate Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Simulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Pricing Derivative Securities".
• T. W. Epps, 2000, "SOLVING P.D.E.s NUMERICALLY," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Programs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Pricing Derivative Securities".
• Katarzyna Sznajd-Weron & Jozef Sznajd, 2000, "Opinion evolution in closed community," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/04.
• Böhringer, Christoph & Rutherford, Thomas F., 2000, "Decomposing the cost of Kyoto: a global CGE analysis of multilateral policy impacts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-11.

1999

• Roger Craine, 1999, "Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation," International Finance, University Library of Munich, Germany, number 9902002, Feb.
• Raphaël Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 17-42, DOI: 10.1142/S0219024999000030.
• Teng-Suan Ho & Richard C. Stapleton & Marti G. Subrahmanyam, 1999, "Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics," 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".
• Alexander Levin, 1999, "Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach," 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".
• K. O. Kortanek & V. G. Medvedev, 1999, "Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves," 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".
• Marco Avellaneda & Craig Friedman & Richard Holmes & Dominick Samperi, 1999, "Calibrating Volatility Surfaces Via Relative-Entropy Minimization," 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".
• Peter Carr & Katrina Ellis & Vishal Gupta, 1999, "Static Hedging Of Exotic Options," 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".
• Raphael Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," 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".
• Moshe Arye Milevsky & Steven E. Posner, 1999, "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," 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".
• Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999, "Pricing And Hedging American Options: A Recursive Integration Method," 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".
• Kurt S. Riedel, 1999, "Piecewise Convex Function Estimation: Pilot Estimators," 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".
• K. S. Riedel & A. Sidorenko, 1999, "Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?," 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".
• Yingzi Zhu & Marco Avellaneda, 1999, "E-Arch Model For Implied Volatility Term Structure Of Fx Options," 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".
• Dajiang Guo, 1999, "A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts," 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".
• Sergei Esipov & Dajiang Guo, 1999, "Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process," 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".
• Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," 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".
• Robert Fernholz, 1999, "Portfolio Generating Functions," 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".
• Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999, "Closed form integration of artificial neural networks with some applications," Research Notes, Deutsche Bank Research, number 99-9.
• Weihs, Claus & Calzolari, Giorgio & Röhl, Michael C., 1999, "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,44.
• Eric Jondeau & Michael Rockinger, 1999, "Estimating Gram-Charlier Expansions with Positivity Constraints," Working papers, Banque de France, number 56.
• Haake, Claus-Jochen & Raith, Matthias G. & Su, Francis Edward, 2017, "Bidding for envy freeness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 311, Apr.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• W. Jill Harrison & J. Mark Horridge & K.R. Pearson, 1999, "Decomposing Simulation Results with Respect to Exogenous Shocks," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-73, May.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
• Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs exogenously driven fluctuations in vintage capital models," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9901.
• Collard, Fabrice & Juillard, Michel, 1999, "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9922.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999007, Mar.
• Boucekkine, Raouf & Martinez, Blanca, 1999, "Machine Replacement, Technology Adoption and Convergence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999025, Dec.
• Amman, Hans & Kendrick, David, 1999, "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 4, pages 534-543, December.
• Dakhlia, Sami, 1999, "Testing for a unique equilibrium in applied general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1281-1297, September.
• Kirchkamp, Oliver, 1999, "Simultaneous evolution of learning rules and strategies," Journal of Economic Behavior & Organization, Elsevier, volume 40, issue 3, pages 295-312, November.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," Journal of Economic Theory, Elsevier, volume 88, issue 1, pages 161-187, September.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 99-082/4, Oct.
• Desgranges, G. & Gauthier, S., 1999, "On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a45.
• Vial, J.-P., 1999, "A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.4.
• Papahristodoulou, C., 1999, "A Pure Binary LP Model to the Facility Layout Problem," Papers, Uppsala - Working Paper Series, number 1999:13.
• Raouf Boucekkine & Cagri Saglam & Thomas Vallée, 1999, "Technology adoption under embodiment: A two-stage optimal control approach," Post-Print, HAL, number hal-03193663, DOI: 10.1017/S1365100503030062.
• Louis de Mesnard, 1999, "Bicausative matrices to measure structural change : are they a good tool ?," Working Papers, HAL, number hal-01527138.
• Topper, Jürgen, 1999, "Die Berechnung von Passport-Optionen mit Finiten Elementen," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224, Aug.
• Jensen, Bjarne Astrup, 1999, "On Makeham's formula and xed income mathematics," Working Papers, Copenhagen Business School, Department of Finance, number 1999-13, Oct.
• Papahristodoulou, Christos, 1999, "A Pure Binary LP Model to the Facility Layout Problem," Working Paper Series, Uppsala University, Department of Economics, number 1999:13, Sep.
• Heilig Stephan & Schöbel Rainer, 1999, "Kontrolle von Chaos am Beispiel des Kaldor-Modells / Controlling Chaos in the Kaldor Modell," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 657-672, October, DOI: 10.1515/jbnst-1999-5-624.
• Kendrick, David A & Amman, Hans M, 1999, "Programming Languages in Economics," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 1-2, pages 151-181, October.
• Amman, Hans M & Kendrick, David A, 1999, "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 3, pages 263-267, December.
• MESNARD, Louis de, 1999, "Bicausative matrices to measure structural change: are they a good tool?," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 9904, Mar.
• MESNARD, Louis de, 1999, "Interpretation of the RAS method : absorption and fabrication effects are incorrect," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 9907, Jun.
• Hirschberg, J.G. & Slottje, D.J., 1999, "The Reparametrization of Linear Models Subject to Exact Linear Restrictions," Department of Economics - Working Papers Series, The University of Melbourne, number 702.
• Jean-Pierre Lachaud, 1999, "Pauvreté vulnérabilité et marché du travail : le cas du Burkina Faso et de la Mauritanie ; Programmes SPSS et Limdep ; syntaxe et résultats," Documents pédagogiques, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 01, Jun.
• Sergei Parinov, 1999, "Toward a Theory and Agent-Based Model of the Networked Economy," Russian Working Paper Archive for Economists and Sociologists, The Institute of Economics and Industrial Engineering of SD of RAS, number 827080, Jul.
• Dietmar P. J. Leisen, 1999, "Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk," Review of Finance, European Finance Association, volume 3, issue 3, pages 319-342.
• Claus Munk, 1999, "The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices," Review of Finance, European Finance Association, volume 3, issue 3, pages 347-388.
• Fent, Thomas, 1999, "Adaptive agents in the House of Quality," MPRA Paper, University Library of Munich, Germany, number 2835, Jul.
• Fent, Thomas, 1999, "Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market," MPRA Paper, University Library of Munich, Germany, number 2837, Oct.
• Buda, Rodolphe, 1999, "Quantitative Economic Modeling vs Methodological Individualism ?," MPRA Paper, University Library of Munich, Germany, number 4004.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Xing Jin & Frank Milne, 1999, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper, Economics Department, Queen's University, number 1084, Jan.
• Thomas Riechmann, 1999, "Genetic Algorithms and Economic Evolution," Computing in Economics and Finance 1999, Society for Computational Economics, number 1011, Mar.
• Paul Glasserman & S.G. Kou & Mark Broadie, 1999, "Connecting discrete and continuous path-dependent options," Finance and Stochastics, Springer, volume 3, issue 1, pages 55-82.
• Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi, 1999, "Norms as emergent properties of adaptive learning: The case of economic routines," Journal of Evolutionary Economics, Springer, volume 9, issue 1, pages 5-26.
• Thomas Riechmann, 1999, "Learning and behavioral stability An economic interpretation of genetic algorithms," Journal of Evolutionary Economics, Springer, volume 9, issue 2, pages 225-242.
• Guoqiang Shen, 1999, "research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 213-220.
• Joe Sexton & Anders Rygh Swensen, 1999, "ECM-algorithms that converge at the rate of EM," Discussion Papers, Statistics Norway, Research Department, number 244, Jan.
• D. Ormoneit & H. White, 1999, "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 127-140, DOI: 10.1080/07474939908800436.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-54.
• Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D., 1999, "On the Nucleolus of Neighbour Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-111.
• Moors, J.J.A., 1999, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-23.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06a4e5b2-f380-4d5b-a96f-8.
• Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D., 1999, "On the Nucleolus of Neighbour Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number 24d16e9c-4dab-4284-8b39-f.

1998

• Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998, "Teaching Macroeconomics with GAMS," Computational Economics, Springer;Society for Computational Economics, volume 12, issue 2, pages 125-149, October.
• Nejat Anbarci & Gyoseob Yi, 1998, "An iterative allocation mechanism in the edgeworth box," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 4, issue 3, pages 253-258, August, DOI: 10.1007/BF02294894.
• Inkyo Cheong, 1998, "Sustainable Grouping of Economies for a Pacific Rim Trading Bloc," Korean Economic Review, Korean Economic Association, volume 14, pages 149-171.
• MESNARD, Louis de, 1998, "Analyzing structural change: the biproportional mean filter and the biproportional bimarkovian filter," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 9805, Mar.
• Kirchkamp, Oliver, 1998, "Simultaneous evolution of learning rules and strategies," Papers, Sonderforschungsbreich 504, number 98-46.
• Harris, M.N. & Macquarie, L.R. & Siouclis, A.J., 1998, "A Comparison of Alternative Estimators for Binary Panel Probit Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/98.
• Lawrence J. Christiano, 1998, "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0225, Feb.
• Bennett T. McCallum, 1998, "Solutions to Linear Rational Expectations Models: A Compact Exposition," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0232, Apr.
• Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C., 1998, "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," MPRA Paper, University Library of Munich, Germany, number 24425.
• Joachim Coche, 1998, "An evolutionary approach to the examination of capital market efficiency," Journal of Evolutionary Economics, Springer, volume 8, issue 4, pages 357-382.
• Herings, P.J.J. & van den Elzen, A.H., 1998, "Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-04.
• Herings, P.J.J. & van den Elzen, A.H., 1998, "Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number f30f7bfb-4975-4851-ac39-0.
• José Niño-Mora, 1998, "On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 276, Mar.
• Helena Ramalhinho-Lourenço & Daniel Serra, 1998, "Adaptive approach heuristics for the generalized assignment problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 288, May.
• Albert Marcet & Guido Lorenzoni, 1998, "Parameterized expectations approach; Some practical issues," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 296, Jun.
• Helena Ramalhinho-Lourenço & José Pinto & Rita Portugal, 1998, "Metaheuristics for the bus-driver scheduling problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 304, Jul.
• Helena Ramalhinho-Lourenço, 1998, "A polynomial algorithm for special case of the one-machine scheduling problem with time-lags," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 339, Dec.
• Paul McNelis & John Duffy, 1998, "Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm," GE, Growth, Math methods, University Library of Munich, Germany, number 9804004, Apr, revised 14 May 1998.
• Leech, D., 1998, "Computing Power Indices for Large Voting Games: A New Algorithm," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 510.
• Peter G. Zhang, 1998, "From Vanilla Options To Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Option Pricing Methodology," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Vanilla Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Asian Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Approximating Arithmetic Asian Options With Corresponding Geometric Asian Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Flexible Arithmetic Asian Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Forward-Start Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "One-Clique Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Vanilla Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Exotic Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Lookback Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Options Paying The Best/Worst And Cash," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Standard Digital Options And Correlation Digital Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Quotient Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Product Options And Foreign Domestic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Foreign Equity Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Equity-Linked Foreign Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Quanto Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Rainbow Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Spread Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Spread Over The Rainbows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Dual-Strike Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Out-Performance Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Alternative Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Basket Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Pricing Correlation Options With Uncertain Correlation Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Package Or Hybrid Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Nonlinear Payoff Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Compound Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Chooser Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Contingent Premium Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Other Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, "Exotic Options A Guide to Second Generation Options".
• Peter G. Zhang, 1998, "Hedging Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, "Exotic Options A Guide to Second Generation Options".
• Marco Valente, 1998, "Laboratory for Simulation Development," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 98-5.
• Marco Valente, 1998, "Technological Competition a Qualitative Product Life Cycle," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 98-6.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2z02z6d9, Jun.
• Manuel Santos, 1998, "Numerical Solution of Dynamic Economic Models," Working Papers, Centro de Investigacion Economica, ITAM, number 9804, Mar.
• Albert Marcet & Guido Lorenzoni, 1998, "The Parameterized Expectations Approach: Some Practical Issues," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 128, revised .
• Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998, "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 16, Nov.
• Amman, Hans M. & Kendrick, David A., 1998, "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, volume 58, issue 2, pages 185-191, February.
• McCallum, Bennett T., 1998, "Solutions to linear rational expectations models: a compact exposition," Economics Letters, Elsevier, volume 61, issue 2, pages 143-147, November.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119142, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119144, Oct.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.
• Lawrence J. Christiano, 1998, "Solving dynamic equilibrium models by a method of undetermined coefficients," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9804, DOI: 10.26509/frbc-wp-199804.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers, Financial Markets Group, number dp303, Sep.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp304, Oct.
• Fragniere, E. & Gondzio, J. & Vial, J.-P., 1998, "A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.11.
• Louis de Mesnard, 1998, "Analyzing structural change : the biproportional mean filter and the biproportional bimarkovian filter," Working Papers, HAL, number hal-01526551.
• Martin Brunner & Holger Strulik, 1998, "Solution of Perfect Foresight Saddlepoint Problems: A Simple Method and Applications," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 19805, Nov.
• Topper, Jürgen, 1998, "Finite Element Modelling of Exotic Options," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-216, Dec.
• Riechmann, Thomas, 1998, "Genetic Algorithms and Economic Evolution," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-219, Dec.

1997

• Rocher, F. & Vila, X., 1997, "A Note on Agent Based Imperfect Competition," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 398.97.
• Fields, Gary S. & Ok, Efe A., 1997, "A Subgroup Decomposable Measure of Relative Income Mobility," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-04.
• Topa, Giorgio, 1997, "Social Interactions, Local Spillovers and Unemployment," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-17.
• Michael Binder & M. Hashem Pesaran, 1997, "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 73, revised .
• Boucekkine, Raouf & Licandro, Omar & Paul, Christopher, 1997, "Differential-difference equations in economics: On the numerical solution of vintage capital growth models," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 2-3, pages 347-362.
• Judd, Kenneth L., 1997, "Computational economics and economic theory: Substitutes or complements?," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 6, pages 907-942, June.
• Monfardini, C., 1997, "An Application of Cox's Non-Nested Test to trinomial Logit and Probit Models," Economics Working Papers, European University Institute, number eco97/20.
• Lawrence J. Christiano & Jonas D. M. Fisher, 1997, "Algorithms for solving dynamic models with occasionally binding constraints," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9711, DOI: 10.26509/frbc-wp-199711.
• Lawrence J. Christiano & Jonas D. M. Fisher, 1997, "Algorithms for solving dynamic models with occasionally binding constraints," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number WP-97-15.
• Abuamsha, O. & Fourneau, J.-M. & Pekergin, N., 1997, "ESFQ: Une discipline equitable, minimisant la dispersion et adaptee aux bas debits," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.76.
• Riechmann, Thomas, 1997, "Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-209, Oct.
• Wang, Cheng, 1997, "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5170, Sep.
• Athey, S., 1997, "Sigle Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-11.
• Kenneth L. Judd, 1997, "Computational Economics and Economic Theory: Substitutes or Complements," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0208, Feb.
• Sanjiv Ranjan Das, 1997, "An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0212, Jun.
• Lawrence J. Christiano & Jonas D.M. Fisher, 1997, "Algorithms for Solving Dynamic Models with Occasionally Binding Constraints," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0218, Oct.
• Mark Davis, 1997, "A note on the forward measure," Finance and Stochastics, Springer, volume 2, issue 1, pages 19-28.
• Hans M. Amman & David A. Kendrick, 1997, "Should Macroeconomic Policy Makers Consider Parameter Covariances?," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9701, Feb.
• Hans M. Amman & David A. Kendrick, 1997, "Teaching Macroeconomics with Gams," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9702, Jun.
• P. Ruben Mercado & David A. Kendrick, 1997, "TAYGAMS: John Taylor's Two-Country Model in GAMS," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9703, May.
• P. Ruben Mercado & David A. Kendrick, 1997, "HTGAMS: Hall and Taylor's Model in GAMS," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9704, May.
• Hans M. Amman & David A. Kendrick, 1997, "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9707, Jul.
• Hans M. Amman & David A. Kendrick, 1997, "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9708, Jul.
• Hans M. Amman & David A. Kendrick, 1997, "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-102/2, Oct.