Printed from https://ideas.repec.org/j/C63-46.html
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:
- 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.
- 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.