Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C63: Computational Techniques
This JEL code is mentioned in the following RePEc Biblio entries:
1997
- 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.
- DESCHAMPS , Philippe J., 1995, "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995049, Aug.
- Boucekkine, Raouf & Licandro, Omar & Paul, Christopher, 1995, "Differential-difference equations in economics: on the numerical solution of vintage capital growth models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 3951, Dec.
- John Geweke, 1995, "Monte Carlo simulation and numerical integration," Staff Report, Federal Reserve Bank of Minneapolis, number 192, DOI: 10.21034/sr.192.
- Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1995, "On the mechanics of forming and estimating dynamic linear economies," Staff Report, Federal Reserve Bank of Minneapolis, number 198, DOI: 10.21034/sr.198.
1994
- Urzúa, Carlos M., 1994, "Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 1994-01, revised .
- Urzúa, Carlos M., 1994, "Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 200302, Jan.
- Urzúa, Carlos M., 1994, "Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 9, issue 2, pages 273-294.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1994, "Algorithms for solving dynamic models with occasionally binding constraints," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-6.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1994, "Algorithms for solving dynamic models with occasionally binding constraints," Staff Report, Federal Reserve Bank of Minneapolis, number 171, DOI: 10.21034/sr.171.
- Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994, "Mechanics of forming and estimating dynamic linear economies," Staff Report, Federal Reserve Bank of Minneapolis, number 182, DOI: 10.21034/sr.182.
- Atish R. Ghosh & Holger C. Wolf, 1994, "How Many Monies? A Genetic Approach to Finding Optimum Currency Areas," NBER Working Papers, National Bureau of Economic Research, Inc, number 4805, Jul.
- Buda, Rodolphe, 1994, "La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement," MPRA Paper, University Library of Munich, Germany, number 3995, Apr, revised May 1997.
- Geweke, John & Keane, Michael & Runkle, David, 1994, "Recursively Simulating Multinomial Multiperiod Probit Probabilities," MPRA Paper, University Library of Munich, Germany, number 55140.
- Atish R. Ghosh & Holger C. Wolf, 1994, "How Many Monies? A Genetic Approach to Finding Optimum Currency Areas," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-18.
- Albert Marcet & Ramon Marimon, 1994, "Recursive contracts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 337, Sep, revised Oct 1998.
- Lawrence J. Christiano & Jonas D.M. Fisher, 1994, "Algorithms for Solving Dynamic Models with Occasionally Binding Constraints," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9404.
1993
- Jean-Pierre DANTHINE & John B. DONALDSON, 1993, "Computing Equilibria of Non-Optimal Economies," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9306.
- Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993, "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper, University Library of Munich, Germany, number 24433.
- Debra J. Holt, 1993, "Coherent Belief Revision And Equilibrium Selection In Games," Working Paper, Economics Department, Queen's University, number 892, Dec.
- Hugo A. Hopenhayn & Maria E. Muniagurría, 1993, "Policy variability and economic growth," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 30, Feb.
- Calzolari, Giorgio & Sampoli, Letizia, 1993, "A Curious Result on Exact FIML and Instrumental Variables," Econometric Theory, Cambridge University Press, volume 9, issue 2, pages 296-309, April.
- Danthine, J.P. & Donaldson, J.B., 1993, "Computing Equilibria of Non-Optimal Economies," Papers, Columbia - Graduate School of Business, number 93-01a.
1992
- Fabio Verona & Maik H. Wolters, 2013, "Sticky Information Models in Dynare," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1306, Apr.
1991
- Albu, Lucian-Liviu, 1991, "Le Rapport Industrie - Agriculture Et Le Developpement Economique
[Industry-Agriculture Relationship and Economic Development]," MPRA Paper, University Library of Munich, Germany, number 20660, Jul. - Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P., 1991, "Simulation of interest rate options using ARCH," MPRA Paper, University Library of Munich, Germany, number 24844.
- Codsi, george & Pearson, K & Wilcoxen, Peter, 1991, "General-Purpose Software for Intertemporal Modelling," Impact Project Archive, Impact Research Centre, University of Melbourne, number 295065, May, DOI: 10.22004/ag.econ.295065.
- Pearson, K, 1991, "Solving Nonlinear Economic Models Accurately Via a Linear Representation," Impact Project Archive, Impact Research Centre, University of Melbourne, number 295068, Jul, DOI: 10.22004/ag.econ.295068.
- George Codsi & K. R. Pearson & Peter J. Wilcoxen, 1991, "General Purpose Software for Intertemporal Modelling," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-51, May.
- K.R. Pearson, 1991, "Solving Nonlinear Economic Models Accurately Via a Linear Representation," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-55, Jul.
- William Cook & Thomas Rutherford & Herbert E. Scarf & David F. Shallcross, 1991, "An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 990, Aug.
1990
- Calzolari, Giorgio & Panattoni, Lorenzo, 1990, "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, volume 6, issue 3, pages 317-326, October.
- Lahti, Ari, 1990, "Macroeconomic Effects of European Integration on the Finnish Economy: A Simulation Study," Working Paper Series, Research Institute of Industrial Economics, number 271, Nov.
1989
- Calzolari, Giorgio & Sampoli, Letizia, 1989, "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper, University Library of Munich, Germany, number 29024, Sep.
1988
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1988, "A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions," MPRA Paper, University Library of Munich, Germany, number 23869.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper, University Library of Munich, Germany, number 28802, Jun.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Mode predictors in nonlinear systems with identities," MPRA Paper, University Library of Munich, Germany, number 28845, Sep.
1987
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987, "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper, University Library of Munich, Germany, number 24541, Feb.
- Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987, "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, volume 3, issue 2, pages 211-227.
1986
- Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1986, "Coherent optimal prediction with large nonlinear systems: an example based on a French model," MPRA Paper, University Library of Munich, Germany, number 29057, Sep.
1985
- Calzolari, Giorgio & Panattoni, Lorenzo, 1985, "Gradient methods in FIML estimation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24843.
1984
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "A Simulation Study on FIML Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28804, Sep.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28806, Jul.
1983
- Calzolari, Giorgio & Panattoni, Lorenzo, 1983, "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper, University Library of Munich, Germany, number 28847, Aug.
- Bianchi, Carlo & Calzolari, Giorgio, 1983, "Confidence intervals of forecasts from nonlinear econometric models," MPRA Paper, University Library of Munich, Germany, number 29025, Jun.
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1983, "Analysis and measurement of the uncertainty in Mini-Dms model for the French economy," MPRA Paper, University Library of Munich, Germany, number 29056, Aug.
- K.R. Pearson & Russell J. Rimmer, 1983, "Sparse matrix methods for computable general equilibrium models of the Johansen class," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-43, Nov.
1982
- Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982, "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper, University Library of Munich, Germany, number 28846, Jun.
1980
- Bianchi, Carlo & Calzolari, Giorgio, 1980, "A simulation approach to some dynamic properties of econometric models," MPRA Paper, University Library of Munich, Germany, number 24421.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1980, "Significance of the characteristic roots of linearized econometric models," MPRA Paper, University Library of Munich, Germany, number 24882, Jun.
1979
- Bianchi, Carlo & Calzolari, Giorgio, 1979, "Simulation of a nonlinear econometric model," MPRA Paper, University Library of Munich, Germany, number 24440, revised 1980.
- Calzolari, Giorgio, 1979, "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper, University Library of Munich, Germany, number 24456, Aug.
- Calzolari, Giorgio, 1979, "The asymptotic distribution of power spectra in dynamic econometric models," MPRA Paper, University Library of Munich, Germany, number 24460.
- Calzolari, Giorgio, 1979, "The deterministic simulation bias in the Klein-Goldberger model," MPRA Paper, University Library of Munich, Germany, number 24461.
1978
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "Stochastic simulation: a package for Monte Carlo experiments on econometric models," MPRA Paper, University Library of Munich, Germany, number 23073, Mar, revised Mar 1978.
- Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic, 1978, "Stochastic simulation and dynamic properties of the new version of the Italian model," MPRA Paper, University Library of Munich, Germany, number 23355, Oct, revised Oct 1978.
- Bianchi, Carlo & Calzolari, Giorgio, 1978, "La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
[The variance of forecast errors in econometric models: application to a nonlinear model of the Italian economy]," MPRA Paper, University Library of Munich, Germany, number 29121, Oct.
1977
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1977, "The asymptotic distribution of impact multipliers for a non-linear structural econometric model," MPRA Paper, University Library of Munich, Germany, number 24537, revised 1979.
1976
- Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C., 1976, "Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
[Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971]," MPRA Paper, University Library of Munich, Germany, number 24423. - Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "Monte Carlo methods in econometrics: a package for the stochastic simulation," MPRA Paper, University Library of Munich, Germany, number 24538.
1970
- Robert Stehrer, 2001, "Industrial Specialization, Trade, and Labour Market Dynamics in a Multisectoral Model of Technological Progress," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 15, Jan.
0
- Daniel Daianu & Lucian-Liviu Albu, , "Strain and the Inflation - Unemployment Relationship: A Conceptual and Empirical Investigation," Ace Project Memoranda, Department of Economics, University of Leicester, number 96/15.
- Gomez, Exequiel Romero & Ojeda, Maria Laura & Salvatici, Luca & Vaquero-Piñeiro, Cristina, , "The sustainability of agri-food systems: is organic production part of the solution?," Agricultural Economics Society 99th Annual Conference, April 14-16, 2025, The University of Bordeaux, France, Agricultural Economics Society (AES), number 356757, DOI: 10.22004/ag.econ.356757.
- Harrison, W. Jill & Horridge, J. Mark & Pearson, K. R., , "Decomposing Simulation Results with Respect to Exogenous Shocks," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266345, DOI: 10.22004/ag.econ.266345.
- Cornacchia, Federico & Martínez-Hernández, Alberto Gabino & Bidoia, Marco & Giupponi, Carlo, , "Towards a Modelling Process for Simulating Socio-ecosystems with a Focus on Climate Change Adaptation," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 333363, DOI: 10.22004/ag.econ.333363.
- Legrenzi, Demis & Ciola, Emanuele & Bazzana, Davide, , "Adaptation to climate-induced macrofinancial risks: top-down and bottom-up solutions," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 369004, DOI: 10.22004/ag.econ.369004.
- Harris, Mark N. & Macquarie, Lachlan R. & Siouclis, Anthony J., , "A Comparison of Alternative Estimators for Binary Panel Probit Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267940, DOI: 10.22004/ag.econ.267940.
- Pangallo, Marco & Farmer, J. Doyne & Heinrich, Torsten, 2018, "Best reply structure and equilibrium convergence in generic games," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2017-07, Sep, revised Mar 2018.
- Damiano Brigo & Naoufel El-Bachir, 2008, "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model," Papers, arXiv.org, number 0812.4199, Dec.
- Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010, "FX Smile in the Heston Model," Papers, arXiv.org, number 1010.1617, Oct.
- Claudio Albanese & Damiano Brigo & Frank Oertel, 2011, "Restructuring Counterparty Credit Risk," Papers, arXiv.org, number 1112.1607, Dec, revised May 2012.
- Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011, "Null Models of Economic Networks: The Case of the World Trade Web," Papers, arXiv.org, number 1112.2895, Dec, revised Sep 2012.
- Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Papers, arXiv.org, number 1203.5903, Mar, revised Aug 2012.
- Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006, "The value of information in a multi-agent market model," Papers, arXiv.org, number physics/0610026, Oct, revised Feb 2007.
- Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, , "Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2179545.
- Franz Hamann, 2002, "Sovereign Risk and Real Business Cycles in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 226, Dec, DOI: 10.32468/be.226.
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