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

0

• Raouf Boucekkine & Fernando del Río & Omar Licandro, , "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," Working Papers, FEDEA, number 98-19.
• Raouf Boucekkine & Fernando del Río & Omar Licandro, , "The importance of the embodied question revisited," Working Papers, FEDEA, number 99-13.
• Gliksberg, Baruch, , "The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability," Working Papers, University of Haifa, Department of Economics, number WP2010/3.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201801, Jan, revised Jan 2018.
• Oliver de Groot & Falk Mazelis & Roberto Motto & Annukka Ristiniemi, 2021, "A Toolkit for Computing Constrained Optimal Policy Projections (COPPs)," Working Papers, University of Liverpool, Department of Economics, number 202112.
• Luca Flabbi & James Mabli & Mauricio Salazar, , "Household Lifetime Inequality Estimates in the U.S. Labor Market," Mathematica Policy Research Reports, Mathematica Policy Research, number 01983b3cc4024752b42ef14fd.
• Martin Langen, Thomas Krauskopf, , "The Election of a World Champion," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201039.
• Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, , "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19222.
• Yunus Yilmaz & Knut Lehre Seip & Michael Schröder, 2017, "Comparing sentiment and behavioral based leading indexes for industrial production in Germany: A novel running local test," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201707.
• Giuseppe Schinaia & Valentino Parisi, , "Public health prevention strategies. A mathematical model," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 128/14.
• Maria Giuseppina Bruno & Antonio Grande, , "Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 131/14.
• Maria Giuseppina Bruno & Antonio Grande, , "Pricing arithmetic average options and basket options using Monte Carlo and Quasi-Monte methods," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 143/15.
• Rainer Hegselmann & Ulrich Krause, , "Collective Dynamics of Interacting Agents when Driven by PAM," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 08.
• Raouf Boucekkine & Omar Licandro & Christopher Paul, , "Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models," Computing in Economics and Finance 1996, Society for Computational Economics, number _036.
• Steffan Berridge & Jacek Krawczyk, , "Relaxation Algorithms in Finding Nash Equilibrium," Computing in Economics and Finance 1997, Society for Computational Economics, number 159.
• Hans M. Amman & David Kendrick, , "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computing in Economics and Finance 1997, Society for Computational Economics, number 8.
• M. Koenig & Claudio J. Tessone & Yves Zenou, , "A Dynamic Model of Network Formation with Strategic Interactions," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-006.
• Michael D. Konig & Claudio J. Tessone & Yves Zenou, , "From Assortative to Dissortative Networks: The Role of Capacity Constraints," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-10-012.
• Kikuchi, Tomoo & Nishimura, Kazuo & Stachurski, John, 2018, "Span of control, transaction costs and the structure of production chains," Theoretical Economics, Econometric Society, volume 13, issue 2, May.
• Oddvar M. Kaarbøe & Alexander F. Tieman, 0000, "Equilibrium Selection in Games with Macroeconomic Complementarities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-096/1, 00.
• Clovis Freire, 2011, "Social and Economic Impact of Disasters: Estimating the Threshold between Low and High Levels of Risk," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/11/15, Apr.
• Kevin Huang, , "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers, Utah State University, Department of Economics, number 2000-22.

None

• Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh, None, "Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• Marco Valente, None, "Comments on the paper Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination , by Chen, Duffy and Yeh," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• D.D.B. van Bragt, E.H. Gerding, J.A. La Poutre, None, "Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• Riccardo Boero, Flaminio Squazzoni, None, "Proximity Relations, Partnership Structure and Supporting Institutions in an Agent-Based Model of an Industrial District Prototype," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• James Dow, None, "Neighborhood effects and the distribution of income in cities," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• Burkhard Heer & Alfred Maussner & Bernd Suessmuth, 2018, "Cyclical Asset Returns in the Consumption and Investment Goods Sector," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 28, pages 51-70, April, DOI: 10.1016/j.red.2017.07.008.
• Jason Choi & Andrew Foerster, 2021, "Optimal Monetary Policy Regime Switches," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 42, pages 333-346, October, DOI: 10.1016/j.red.2020.11.007.
• Marc Henrard, None, "Skewed Libor market model and Gaussian HJM explicit approaches to rolled deposit options," Journal of Risk, Journal of Risk.
• Guglielmo Maria Caporale & Alex Plastun, None, "Abnormal returns and stock price movements: some evidence from developed and emerging markets," Journal of Investment Strategies, Journal of Investment Strategies.
• D.A. Kendrick & H.M. Amman, 2008, "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers, Utrecht School of Economics, number 08-19, Aug.
• D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008, "Learning About Learning in Dynamic Economic Models," Working Papers, Utrecht School of Economics, number 08-20, Aug.
• D.A. Kendrick & H.M. Amman, 2011, "A Taylor Rule for Fiscal Policy," Working Papers, Utrecht School of Economics, number 11-17, Oct.
• M.P. Tucci & D.A. Kendrick & H.M. Amman, 2011, "Expected optimal feedback with Time-Varying Parameters," Working Papers, Utrecht School of Economics, number 11-18.
• H.M. Amman & D.A. Kendrick, 2012, "Conjectures on the policy function in the presence of optimal experimentation," Working Papers, Utrecht School of Economics, number 12-09.
• Elliott Joshua & Foster Ian & Judd Kenneth & Moyer Elisabeth & Munson Todd, 2010, "CIM-EARTH: Framework and Case Study," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 2, pages 1-34, December, DOI: 10.2202/1935-1682.2531.
• Muller Nicholas Z, 2011, "Linking Policy to Statistical Uncertainty in Air Pollution Damages," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 11, issue 1, pages 1-29, June, DOI: 10.2202/1935-1682.2925.
• Higgins Richard S & Johnson Paul A & Sullivan John T, 2004, "Spatial Competition and Merger," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 4, issue 1, pages 1-37, March, DOI: 10.2202/1538-0653.1223.
• Dueker Michael & Fischer Andreas & Dittmar Robert, 2007, "Stochastic Capital Depreciation and the Co-movement of Hours and Productivity," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-24, January, DOI: 10.2202/1534-5998.1181.
• Lamberson PJ, 2010, "Social Learning in Social Networks," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-33, August, DOI: 10.2202/1935-1704.1616.
• Anderson Axel, 2009, "Geometric Asymptotic Approximation of Value Functions," The B.E. Journal of Theoretical Economics, De Gruyter, volume 9, issue 1, pages 1-32, December, DOI: 10.2202/1935-1704.1532.
• Mandel Antoine & Botta Nicola, 2009, "A Note on Herbert Gintis' "Emergence of a Price System from Decentralized Bilateral Exchange"," The B.E. Journal of Theoretical Economics, De Gruyter, volume 9, issue 1, pages 1-18, December, DOI: 10.2202/1935-1704.1560.
• Rodríguez Longarela Iñaki, 2003, "A Simple Linear Programming Approach to Gain, Loss and Asset Pricing," The B.E. Journal of Theoretical Economics, De Gruyter, volume 2, issue 1, pages 1-10, January, DOI: 10.2202/1534-598X.1064.
• Maringer Dietmar G. & Meyer Mark, 2008, "Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1469.
• Meinl Thomas & Sun Edward W., 2012, "A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-24, September, DOI: 10.1515/1558-3708.1920.
• Lapatinas Athanasios, 2012, "On the Interrelation of Capital and Labor Adjustment Costs at the Firm Level," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-36, September, DOI: 10.1515/1558-3708.1885.
• Lines Marji & Westerhoff Frank, 2012, "Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 4, pages 1-30, October, DOI: 10.1515/1558-3708.1900.
• Ucinski Dariusz & Atkinson Anthony C., 2004, "Experimental Design for Time-Dependent Models with Correlated Observations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-16, May, DOI: 10.2202/1558-3708.1217.
• Doornik Jurgen A & Ooms Marius, 2004, "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1218.
• Gapen Michael T. & Cosimano Thomas F., 2005, "Solving Ramsey Problems with Nonlinear Projection Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-38, June, DOI: 10.2202/1558-3708.1263.
• Hamilton James D., 2005, "Comment on "Investigating Nonlinearity"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-10, September, DOI: 10.2202/1558-3708.1286.
• Luca Flabbi & James Mabli & Mauricio Salazar, 2016, "Household Lifetime Inequality Estimates in the U.S. Labor Market☆," Research in Labor Economics, Emerald Group Publishing Limited, "Inequality: Causes and Consequences", DOI: 10.1108/S0147-912120160000043020.
• Lara Shore-Sheppard & John Ham & Serkan Ozbeklik, 2012, "Estimating Heterogeneous Take-up and Crowd-Out Responses to Current Medicaid Limits and Their Nonmarginal Expansions," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-05, Nov.