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

1999

• 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.
• Uhlig, H.F.H.V.S. & Ravn, M., 1997, "On Adjusting the H-P Filter for the Frequency of Observations," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-50.
• Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H., 1997, "Application of Neural Networks to House Pricing and Bond Rating," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-96.
• Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G., 1997, "Repeated Audit Controls," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-113.
• Ventura, Gustavo, 1997, "Flat Tax Reform: A Quantitative Exploration," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9706.
• Aguirregabiria, Victor, 1997, "Estimation of Dynamic Programming Models with Censored Dependent Variables," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9711.
• Pedro Cosme, 1997, "SEARCH, Variable Sample Size, A Computational Solution," Computational Economics, University Library of Munich, Germany, number 9706001, Jun.
• Jacek B. Krawczyk & Steffan Berridge, 1997, "Relaxation Algorithms in Finding Nash Equilibria," Computational Economics, University Library of Munich, Germany, number 9707002, Jul.
• Jacek B. Krawczyk & Alistair Windsor, 1997, "An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains," Computational Economics, University Library of Munich, Germany, number 9710001, Oct.
• Alistair Windsor & Jacek B. Krawczyk, 1997, "A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem," Computational Economics, University Library of Munich, Germany, number 9710002, Oct.
• Dietmar P.J. Leisen, 1997, "The Random-Time Binomial Model," Finance, University Library of Munich, Germany, number 9711005, Nov, revised 29 Nov 1998.
• Sami Dakhlia, 1997, "Testing for a unique equilibrium in applied general equilibrium models," GE, Growth, Math methods, University Library of Munich, Germany, number 9709002, Sep.
• Dawkins, C., 1997, "Extended Sensitivity Analysis for Applied General Equilibrium Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 491.

1996

• Kirchkamp, Oliver, 1996, "Simultaneous Evolution of Learning Rules and Strategies," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 98-46, Jun.
• Binder, M. & Pesaran, H., 1996, "Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9619.
• Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard, 1996, "The Transition from a Drèze Equilibrium to a Walrasian Equilibrium," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996013, Apr.
• Anderson, Ronald W. & Tu, Cheng, 1996, "Numerical analysis of strategic contingent claims models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997004, Sep, revised 00 Jan 1997.
• Jérome ADDA & Raouf BOUCEKKINE, 1996, "Liquidity constraints and time non separable preferences," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996042, Sep.
• Ghosh, Atish R. & Wolf, Holger C., 1996, "On the mark(s): Optimum currency areas in Germany," Economic Modelling, Elsevier, volume 13, issue 4, pages 561-573, October.
• Vives, Xavier, 1996, "Social learning and rational expectations," European Economic Review, Elsevier, volume 40, issue 3-5, pages 589-601, April.
• Dixon, Peter B. & Parmenter, B.R., 1996, "Computable general equilibrium modelling for policy analysis and forecasting," Handbook of Computational Economics, Elsevier, chapter 1, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• McKelvey, Richard D. & McLennan, Andrew, 1996, "Computation of equilibria in finite games," Handbook of Computational Economics, Elsevier, chapter 2, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Fair, Ray C., 1996, "Computational methods for macroeconometric models," Handbook of Computational Economics, Elsevier, chapter 3, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996, "Mechanics of forming and estimating dynamic linear economies," Handbook of Computational Economics, Elsevier, chapter 4, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Wilson, Robert, 1996, "Nonlinear pricing and mechanism design," Handbook of Computational Economics, Elsevier, chapter 5, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Kendrick, David A., 1996, "Sectoral economics," Handbook of Computational Economics, Elsevier, chapter 6, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Nagurney, Anna, 1996, "Parallel computation," Handbook of Computational Economics, Elsevier, chapter 7, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Pau, L.F. & Tan, Pan Yong, 1996, "Artificial intelligence in economics and finance: A state of the art -- 1994: The real estate price and assets and liability analysis case," Handbook of Computational Economics, Elsevier, chapter 8, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Cho, In-Koo & Sargent, Thomas J., 1996, "Neural networks for encoding and adapting in dynamic economies," Handbook of Computational Economics, Elsevier, chapter 9, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Zenios, Stavros A., 1996, "Modeling languages in computational economics: Gams," Handbook of Computational Economics, Elsevier, chapter 10, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Varian, Hal R., 1996, "Mathematica for economists," Handbook of Computational Economics, Elsevier, chapter 11, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Judd, Kenneth L., 1996, "Approximation, perturbation, and projection methods in economic analysis," Handbook of Computational Economics, Elsevier, chapter 12, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Amman, Hans, 1996, "Numerical methods for linear-quadratic models," Handbook of Computational Economics, Elsevier, chapter 13, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Rust, John, 1996, "Numerical dynamic programming in economics," Handbook of Computational Economics, Elsevier, chapter 14, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• Geweke, John, 1996, "Monte carlo simulation and numerical integration," Handbook of Computational Economics, Elsevier, chapter 15, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".
• H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996, "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, number 1, edition 1.
• Broadie, M. & Glasserman, P., 1996, "Pricing American-Style Securities Using Simulation," Papers, Columbia - Graduate School of Business, number 96-12.
• Richter, M.K. & Wong, K-C., 1996, "Bounded Rationalities and Computable Economies," Papers, Minnesota - Center for Economic Research, number 297.
• Richter, M.K. & Wong, K-C., 1996, "Computability of Preference, Utility, and Demand," Papers, Minnesota - Center for Economic Research, number 298.
• Purcal, S.T., 1996, "Optimal Portfolio Selection and Financial Planning," Papers, New South Wales - School of Economics, number 96/23.
• Bruce D. Grundy & Zvi Wiener, , "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
• Novkovic, S, 1996, "Comparative Performance of Worker Co-operatives with Artificial Adaptive Agents," Papers, Saint Mary's - Department of Economics, number 96-69.
• Kaufmann, Sylvia & Scheicher, Martin, 1996, "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series, Institute for Advanced Studies, number 38, Nov.
• Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George, 1996, "Pricing and Hedging American Options: A Recursive Integration Method," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 1, pages 277-300.
• Daianu, Daniel & Albu, Lucian-Liviu, 1996, "Strain and the inflation - unemployment relationship: a conceptual and empirical investigation," MPRA Paper, University Library of Munich, Germany, number 14017, Oct.
• David Card & Philip K. Robins, 1996, "Do Financial Incentives Encourage Welfare Recipients to Work? Early Findings from the Canadian Self Sufficiency Project," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 738, Mar.
• Hopenhayn, H. & Maniagurria, M.E., 1996, "Policy Variability and Economic Growth," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 422.
• Arifovic, J & Eaton, C, 1996, "The Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk," Discussion Papers, Department of Economics, Simon Fraser University, number dp96-05.
• John Foster & Phillip Wild, 1996, "Economic evolution and the science of synergetics," Journal of Evolutionary Economics, Springer, volume 6, issue 3, pages 239-260.
• Herbert Dawid, 1996, "Learning of cycles and sunspot equilibria by Genetic Algorithms (*)," Journal of Evolutionary Economics, Springer, volume 6, issue 4, pages 361-373.
• Witold Kwasnicki, 1996, "Innovation regimes, entry and market structure," Journal of Evolutionary Economics, Springer, volume 6, issue 4, pages 375-409.
• Ghosh, A.R. & Wolf, H.C., 1996, "On the Mark(s) Optimim Currency Areas in Germany," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-02.
• Alistair Milne & A Elizabeth Whalley, 1996, "New Analysis of a Model of Time to Build," School of Economics Discussion Papers, School of Economics, University of Surrey, number 9603, May.
• Hans M. Amman & David A. Kendrick, 1996, "The DUALI/DUALPC Software for Optimal Control Models: Introduction," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9602, May.
• Dimitris Bertsimas & José Niño-Mora, 1996, "Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 302, Jul, revised Jul 1998.
• Dimitris Bertsimas & José Niño-Mora, 1996, "Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 314, Sep, revised Aug 1998.

1995

• Amundsen, Eirik S. & Lønning, Dag & Rasmussen, Heine, 1995, "An Analysis of International CO2 agreements," MPRA Paper, University Library of Munich, Germany, number 10753.
• Kwasnicki, Witold, 1995, "Innovation regimes, entry and market structure," MPRA Paper, University Library of Munich, Germany, number 22445.
• Hans M. Amman & David A. Kendrick, 1995, "Programming Languages in Economics," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9504, Jun.
• Ghosal, Sayantan & Porter, James, 2010, "Out of Equilibrium Dynamics with Decentralized Exchange Cautious Trading and Convergence to Efficiency," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 928.
• Vives, X..A., 1995, "Social Learning and Rational Expectations," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 305.95.