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

2022

• László Csató, 2022, "UEFA Against the Champions? An Evaluation of the Recent Reform of the Champions League Qualification," Journal of Sports Economics, , volume 23, issue 8, pages 991-1016, December, DOI: 10.1177/15270025221074700.
• Szymon Chudziak, 2022, "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-073, Mar, DOI: 10.33119/kaewps2022073.
• André Cieplinski & Simone D'Alessandro & Chandni Dwarkasing & Pietro Guarnieri, 2022, "Narrowing women’s time and income gaps: an assessment of the synergies between working time reduction and universal income schemes," Working Papers, Department of Economics, SOAS University of London, UK, number 250, Apr, revised Apr 2022.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022, "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_01, Jan, revised 21 Jan 2022.
• Danilo Liuzzi & Veronica Lupi & Aymeric Vié, 2022, "Sustainability, cooperation and mobility of workers within and between European countries: a two-stage goal programming model," Annals of Operations Research, Springer, volume 311, issue 2, pages 749-769, April, DOI: 10.1007/s10479-020-03818-y.
• Luca Grilli & Domenico Santoro, 2022, "Forecasting financial time series with Boltzmann entropy through neural networks," Computational Management Science, Springer, volume 19, issue 4, pages 665-681, October, DOI: 10.1007/s10287-022-00430-2.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2022, "Calibration to FX triangles of the 4/2 model under the benchmark approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 1-34, June, DOI: 10.1007/s10203-021-00330-1.
• Hiroaki Hata & Nien-Lin Liu & Kazuhiro Yasuda, 2022, "Expressions of forward starting option price in Hull–White stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 101-135, June, DOI: 10.1007/s10203-021-00343-w.
• Magnus Grønnegaard Frandsen & Tobias Cramer Pedersen & Rolf Poulsen, 2022, "Delta force: option pricing with differential machine learning," Digital Finance, Springer, volume 4, issue 1, pages 1-15, March, DOI: 10.1007/s42521-021-00041-7.
• Paolo Avner & Vincent Viguié & Bramka Arga Jafino & Stephane Hallegatte, 2022, "Flood Protection and Land Value Creation – Not all Resilience Investments Are Created Equal," Economics of Disasters and Climate Change, Springer, volume 6, issue 3, pages 417-449, November, DOI: 10.1007/s41885-022-00117-7.
• Ali Salmasnia & Ali Talesh-Kazemi & Mohammad Reza Maleki, 2022, "Joint optimization of inventory planning, maintenance policy and pricing for perishable complementary products by considering the product freshness and technology level," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 49, issue 4, pages 713-746, December, DOI: 10.1007/s40812-021-00201-1.
• P. Campoy-Muñoz & M. A. Cardenete & F. J. De Miguel-Vélez & J. Pérez-Mayo, 2022, "How does fiscal austerity impact on poverty and inequality? The Spanish case," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 3, pages 715-737, October, DOI: 10.1007/s40888-021-00253-5.
• Désirée Vandenberghe, 2022, "Simulating lifestyle and medical interventions to prevent type-2 diabetes: an economic evaluation for Belgium," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 2, pages 237-248, March, DOI: 10.1007/s10198-021-01362-5.
• Danny Wende & Dagmar Hertle & Claudia Schulte & Pedro Ballesteros & Uwe Repschläger, 2022, "Optimising the impact of COVID-19 vaccination on mortality and hospitalisations using an individual additive risk measuring approach based on a risk adjustment scheme," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 969-978, August, DOI: 10.1007/s10198-021-01408-8.
• Xiaoyu Tan & Zili Zhang & Xuejun Zhao & Shuyi Wang, 2022, "DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00369-y.
• Hongjun Ha & Daniel Bauer, 2022, "A least-squares Monte Carlo approach to the estimation of enterprise risk," Finance and Stochastics, Springer, volume 26, issue 3, pages 417-459, July, DOI: 10.1007/s00780-022-00478-7.
• Jorge González Cázares & Aleksandar Mijatović, 2022, "Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation," Finance and Stochastics, Springer, volume 26, issue 4, pages 671-732, October, DOI: 10.1007/s00780-022-00486-7.
• Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022, "Jacobi stochastic volatility factor for the LIBOR market model," Finance and Stochastics, Springer, volume 26, issue 4, pages 771-823, October, DOI: 10.1007/s00780-022-00488-5.
• Daniel Gahler & Harald Hruschka, 2022, "Resource allocation procedures for unknown sales response functions with additive disturbances," Journal of Business Economics, Springer, volume 92, issue 6, pages 997-1034, August, DOI: 10.1007/s11573-021-01077-2.
• Piero Ferri & Fabio Tramontana, 2022, "Autonomous demand, multiple equilibria and unemployment dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 209-223, January, DOI: 10.1007/s11403-020-00306-1.
• Angelo Antoci & Paolo Russu & Pier Luigi Sacco & Giorgio Tavano Blessi, 2022, "Preying on beauty? The complex social dynamics of overtourism," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 379-400, January, DOI: 10.1007/s11403-020-00311-4.
• Andrea Caravaggio & Mauro Sodini, 2022, "Local environmental quality and heterogeneity in an OLG agent-based model with spatial externalities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 287-317, January, DOI: 10.1007/s11403-022-00346-9.
• Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022, "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 475-499, April, DOI: 10.1007/s11403-021-00317-6.
• Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022, "A simulation of the insurance industry: the problem of risk model homogeneity," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 535-576, April, DOI: 10.1007/s11403-021-00319-4.
• Valentina Macchiati & Giuseppe Brandi & Tiziana Di Matteo & Daniela Paolotti & Guido Caldarelli & Giulio Cimini, 2022, "Systemic liquidity contagion in the European interbank market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 443-474, April, DOI: 10.1007/s11403-021-00338-1.
• Patrick Mellacher, 2022, "Endogenous viral mutations, evolutionary selection, and containment policy design," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 801-825, July, DOI: 10.1007/s11403-021-00344-3.
• Qiuyi Huang & Xiaoping Zheng & Mengjie Zhang & Xiaoshuan Zhang, 2022, "Agent-based modeling of the word-of-mouth effect on promoting brand-name agricultural products," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 875-896, July, DOI: 10.1007/s11403-022-00349-6.
• Pascal Gauthier & Timothy J. Kehoe & Erwan Quintin, 2022, "Constructing pure-exchange economies with many equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 541-564, April, DOI: 10.1007/s00199-021-01406-0.
• Claudius Gräbner & Anna Hornykewycz, 2022, "Capability accumulation and product innovation: an agent-based perspective," Journal of Evolutionary Economics, Springer, volume 32, issue 1, pages 87-121, January, DOI: 10.1007/s00191-021-00732-9.
• Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022, "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, volume 32, issue 1, pages 123-173, January, DOI: 10.1007/s00191-021-00750-7.
• A. E. Biondo & G. Burgio & A. Pluchino & D. Puglisi, 2022, "Taxation and evasion: a dynamic model," Journal of Evolutionary Economics, Springer, volume 32, issue 3, pages 797-826, July, DOI: 10.1007/s00191-022-00776-5.
• Richard J. Arend, 2022, "Balancing the perceptions of NK modelling with critical insights," Journal of Innovation and Entrepreneurship, Springer, volume 11, issue 1, pages 1-15, December, DOI: 10.1186/s13731-022-00212-9.
• Wei Cheng, 2022, "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-23, December, DOI: 10.1007/s43071-022-00022-x.
• Francesco Cusano & Giuseppe Marinelli & Stefano Piermattei, 2022, "Learning from revisions: an algorithm to detect errors in banks’ balance sheet statistical reporting," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4025-4059, December, DOI: 10.1007/s11135-021-01313-5.
• Herbert Dawid & Jasper Hepp, 2022, "Distributional effects of technological regime changes: hysteresis, concentration and inequality dynamics," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 137-167, April, DOI: 10.1007/s43253-021-00052-5.
• Marcello Nieddu & Filippo Bertani & Linda Ponta, 2022, "The sustainability transition and the digital transformation: two challenges for agent-based macroeconomic models," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 193-226, April, DOI: 10.1007/s43253-021-00060-5.
• Mattia Guerini & Francesco Lamperti & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2022, "Unconventional monetary policies in an agent-based model with mark-to-market standards," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 73-107, April, DOI: 10.1007/s43253-022-00065-8.
• Shinichiro Kimura, 2022, "Secular change of interdependencies in the clusters of the Japanese motor vehicle industry: a case study in the Tokai region," SN Business & Economics, Springer, volume 2, issue 11, pages 1-12, November, DOI: 10.1007/s43546-022-00348-6.
• Ran Sun & James Nolan & Suren Kulshreshtha, 2022, "Agent-based modeling of policy induced agri-environmental technology adoption," SN Business & Economics, Springer, volume 2, issue 8, pages 1-26, August, DOI: 10.1007/s43546-022-00275-6.
• Tony Sio-Chong U & Jacky Yuk-Chow So, 2022, "Financial Crisis, Capital Requirement, and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates," Springer Books, Springer, chapter 85, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_87.
• Yi-Chen Huang & Tak-Yu Cheng & Bin-Tzong Chie, 2022, "The Effect of Dishonest Sellers on E-commerce: An Agent-Based Modeling Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 4, pages 1-5.
• Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2022, "The North-South divide: sources of divergence, policies for convergence," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/16, May.
• Francesco Lamperti & Andrea Roventini, 2022, "Beyond climate economics orthodoxy: impacts and policies in the agent-based integrated-assessment DSK model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/39, Dec.
• Cathrine Hagem & Snorre Kverndokk & Eric Nævdal & Knut Einar Rosendahl, 2022, "Policies for electrification of the car fleet in the short and long run. Subsidizing electric vehicles or subsidizing charging stations?," Discussion Papers, Statistics Norway, Research Department, number 980, May.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 483-493, September, DOI: 10.9770/jesi.2022.10.1(27).
• Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022, "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1263-1282, October, DOI: 10.1080/1351847X.2020.1832553.
• Andrea Gurgone & Giulia Iori, 2022, "Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1399-1445, October, DOI: 10.1080/1351847X.2021.1976664.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
• Arnoud V. den Boer & Janusz M. Meylahn & Maarten Pieter Schinkel, 2022, "Artificial Collusion: Examining Supracompetitive Pricing by Q-learning Algorithms," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-067/VII, Sep.
• Chih-Sheng Hsieh & Michael D. Konig & Xiaodong Liu, 2022, "A Structural Model for the Coevolution of Networks and Behavior," The Review of Economics and Statistics, MIT Press, volume 104, issue 2, pages 355-367, May, DOI: 10.1162/rest_a_00958.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen Younger, 2022, "The Impact of COVID-19 on Living Standards: Addressing the Challenges of Nowcasting Unprecedented Macroeconomic Shocks with Scant Data and Uncharted Economic Behavior," Working Papers, Tulane University, Department of Economics, number 2206, Sep.
• Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
• Lorentz, André & Ciarli, Tommaso & Savona, Maria & Valente, Marco, 2022, "Structural transformations and cumulative causation towards an evolutionary micro-foundation of the Kaldorian growth model," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-001, Jan.
• Viktoriya V. Akberdina & Andrey F. Shorikov, 2022, "Managing industrial complexes: A hierarchical agent-oriented model," Upravlenets, Ural State University of Economics, volume 13, issue 6, pages 2-14, January, DOI: 10.29141/2218-5003-2022-13-6-1.
• Marwil J. Davila-Fernandez & Serena Sordi, 2022, "The Green-MKS system: A baseline environmental macro-dynamic model," Department of Economics University of Siena, Department of Economics, University of Siena, number 890, Oct.
• Jan Weber, Jan Schulz, 2022, "Growing Differently: A Structural Classification for European NUTS-3 Regions," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2022_01.
• Marco Cozzi, 2022, "Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison," Department Discussion Papers, Department of Economics, University of Victoria, number 2010, Oct.
• Toleva Borislava, 2022, "ANOVA bootstrapped principal components analysis for logistic regression," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 1, pages 18-31, June, DOI: 10.2478/crebss-2022-0002.
• Sulejmani Artan & Tevdovski Dragan, 2022, "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 1-13, June, DOI: 10.2478/jeb-2022-0001.
• Andrew Foerster & Christian Matthes, 2022, "Learning About Regime Change," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 4, pages 1829-1859, November, DOI: 10.1111/iere.12585.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1637-1671, September, DOI: 10.1111/jmcb.12908.
• Hernandez Senosiain, Patricio, 2022, "Why Do Men Keep Swiping Right? Two-Sided Search in Swipe-Based Dating Platforms," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 37.
• Çağdaş Hakan Aladağ & Nihan Potas (ed.), 2022, "Modeling and Advanced Techniques in Modern Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0346, ISBN: ARRAY(0x6db148c8).
• Şahika Gökmen & Johan Lyhagen, 2022, "Smart Growth Developments of European Union Members by Europe 2020 Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Anıl Eralp & Rukiye Dağalp, 2022, "Spatial Regression Model Specification and Measurement Errors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Yılmaz Akdi & Kamil Demirberk Ünlü & Cem Baş & Yunus Emre Karamanoğlu, 2022, "Determining Harmonic Fluctuations in Food Inflation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Baki Ünal & Çağdaş Hakan Aladağ, 2022, "Nonlinear and Chaotic Time Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Gamze Güven & Özge Gürer & Hatice Samkar & Birdal Şenoğlu, 2022, "A Fiducial-based Test for the Equality of Location Parameters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Şenay Açıkgöz & Şahika Gökmen, 2022, "Understanding the Effects of Green Swan Events on Financial Stability: Annex II Countries and Turkey," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Kamil Demirberk Ünlü & Nihan Potas & Mehmet Ylmaz, 2022, "Forecasting the BIST 100 Index with Support Vector Machines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Adil Baykasoğlu, 2022, "Multiple Objective Optimization with Weighted Superposition Attraction–Repulsion (moWSAR) Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Çağatay Bal & Çağdaş Hakan Aladağ, 2022, "Time Series Modeling with Deep Neural Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Talha Arslan, 2022, "An Extension of the Inverse Gaussian Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Hüseyin Ünözkan & Nihan Potas & Mehmet Yılmaz, 2022, "Clustering Eurozone Countries According to Employee Contributions Before and After COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Çağatay Bal & Serdar Demir, 2022, "Criteria for Best Architecture Selection in Artificial Neural Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
• Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022, "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers, Deutsche Bundesbank, number 06/2022.
• Zadrozny, Peter A., 2022, "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series, Center for Financial Studies (CFS), number 682.
• Meyer-Gohde, Alexander & Saecker, Johanna, 2022, "Solving linear DSGE models with Newton methods," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 174.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2022, "How would 401(k) "Rothification" alter saving, retirement security, and inequality?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 368, DOI: 10.2139/ssrn.4297944.
• Böhl, Gregor, 2022, "Endogenous Money, Excess Reserves and Unconventional Monetary Policy," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264141.
• Mariam Dundua & Otar Gorgodze, 2022, "Application of Artificial Intelligence for Monetary Policy-Making," NBG Working Papers, National Bank of Georgia, number 02/2022, Nov.
• Sodjahin, Romaric & Carpentier, Alain & Koutchade, Obafèmi Philippe & Femenia, Fabienne, 2022, "On the economic value of the agronomic effects of crop diversification for farmers: Estimation based on farm cost accounting data," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322295, Aug, DOI: 10.22004/ag.econ.322295.
• Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, , "Charging the macroeconomy with an energy sector: an agent-based model," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 319877, DOI: 10.22004/ag.econ.319877.
• Turco, Enrico & Bazzana, Davide & Rizzati, Massimiliano & Ciola, Emanuele & Vergalli, Sergio, , "Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 324171, DOI: 10.22004/ag.econ.324171.
• Sodjahin, Ibirénoyé Honoré Romaric & Féménia, Fabienne & Koutchade, Obafémi Philippe & Carpentier, Alain, 2022, "On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 320398, Mar, DOI: 10.22004/ag.econ.320398.
• ȘTefan Bolotä‚ & Mircea Asandului, 2022, "Using Machine Learning In Detecting Fake News," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 30, pages 53-66, December, DOI: 10.47743/rebs-2022-2-0004.
• Farmer, J. Doyne & Axtell, Robert L., 2022, "Agent-Based Modeling in Economics and Finance: Past, Present, and Future," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-10, Jun.
• Kaiser, Caspar & Oparina, Ekaterina & Gentile, Niccolò & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D’Ambrosio, Conchita, 2022, "Human Wellbeing and Machine Learning," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-11, Jun.
• Emiliano Álvarez & Marcelo Álvez & Juan Gabriel Brida, 2022, "Impuesto Progresivo al Ingreso y Crecimiento: Abordaje desde la Complejidad," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 114, Feb.
• Grace Huertas-Morales & Kerry Loaiza-Marín & Laura Ortiz-Coto, 2022, "Counterfactual: Free Zone Participation in Costa Rican Economic Activity," Notas Técnicas, Banco Central de Costa Rica, number 2204, Dec.
• Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022, "Derivatives-based portfolio decisions. An expected utility insight," Papers, arXiv.org, number 2201.03717, Jan.
• Ennio Bilancini & Leonardo Boncinelli & Eugenio Vicario, 2022, "Assortativity in cognition," Papers, arXiv.org, number 2205.15114, May.
• Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022, "Human Wellbeing and Machine Learning," Papers, arXiv.org, number 2206.00574, Jun.
• Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022, "Cost-efficient Payoffs under Model Ambiguity," Papers, arXiv.org, number 2207.02948, Jul, revised Aug 2023.
• Johannes Huber, 2022, "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 343, Apr.
• Faraje, Farhad & Alimoradi, Mehrdad & Farhang Moghaddam, Babak & Fadaee, Mahdi, 2022, "Optimal Planning for Transportation of Petroleum Products via Pipe-line According to the Demand Time Window for Minimizing Costs (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 3, pages 175-221, December.
• Viktor Dzis & Olena Dyachynska, 2022, "Simulation Modeling Of Investment Projects In The Service Sector," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 3, issue 1, DOI: 10.30525/2661-5150/2022-1-9.
• Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022, "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers, Bank of Canada, number 22-31, Jul, DOI: 10.34989/swp-2022-31.
• Christopher McMahon & Donald McGillivray & Ajit Desai & Francisco Rivadeneyra & Jean-Paul Lam & Thomas Lo & Danica Marsden & Vladimir Skavysh, 2022, "Improving the Efficiency of Payments Systems Using Quantum Computing," Staff Working Papers, Bank of Canada, number 22-53, Dec, DOI: 10.34989/swp-2022-53.
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• Oleksandr Shcherbakov, 2022, "Firm‐level investment under imperfect capital markets in Ukraine," Journal of Economics & Management Strategy, Wiley Blackwell, volume 31, issue 1, pages 227-255, February, DOI: 10.1111/jems.12458.
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• Gregor Boehl & Felix Strobel, 2022, "The Empirical Performance of Financial Frictions since 2008," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_353, Jun.
• Gregor Boehl, Felix Strobel, 2022, "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_356, Jun.
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• Alexis Poulhès & Jaâfar Berrada & Jaâfar Berrada, 2022, "Les services de véhicules automatisés seront-ils pertinents dans des territoires d’agglomération éloignés du réseau de transport en commun structurant ?," Revue d'économie industrielle, De Boeck Université, volume 0, issue 2, pages 139-166.
• Debnath, R. & Bardhan, R. & Mohaddes, K. & Shah, D. U. & Ramage, M. H. & Alvarez, R. M., 2022, "People-centric Emission Reduction in Buildings: A Data-driven and Network Topology-based Investigation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2202, Jan.
• Charitopoulos, V. & Fajardy, M. & Chyong, C. K. & Reiner, D., 2022, "The case of 100% electrification of domestic heat in Great Britain," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2210, Feb.
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• Paul Burnham & Dorian Carloni, 2022, "CBO’s Model for Estimating the Effect That Federal Taxes Have on Capital Income From New Investment: Working Paper 2022-01," Working Papers, Congressional Budget Office, number 57429, Feb.
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• Ekaterina Oparina & Caspar Kaiser & Niccolo Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022, "Human wellbeing and machine learning," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1863, Jul.
• Peter A. Zadrozny, 2022, "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series, CESifo, number 10078.
• Florian Dorn & Sahamoddin Khailaie & Marc Stoeckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & , 2022, "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," CESifo Working Paper Series, CESifo, number 9600.
• Cathrine Hagem & Snorre Kverndokk & Eric Nævdal & Knut Einar Rosendahl, 2022, "Policies for Electrification of the Car Fleet in the Short and Long Run - Subsidizing Electric Vehicles or Subsidizing Charging Stations?," CESifo Working Paper Series, CESifo, number 9735.
• Florian Dorn & Sahamoddin Khailaie & Marc Stöckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & M, 2022, "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 367.
• David Anderson & Urban Ulrych, 2022, "Accelerated American Option Pricing with Deep Neural Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-03, Jan.
• Walter Farkas & Francesco Ferrari & Urban Ulrych, 2022, "Pricing Autocallables under Local-Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-71, Sep.
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• Laura Vanessa Hern√°ndez Cruz, 2022, "Crisis empresarial en Colombia: probabilidad de entrar en proceso de insolvencia 2016-2019," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20126, May.
• J. Patricia Munoz-Chávez & Asdr�bal L�pez-Chau & David Valle-Cruz, 2022, "Percepción de la calidad en restaurantes: un análisis mixto con redes neuronales," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 449-463, DOI: 10.18046/j.estger.2022.165.5235.
• Fredy Cepeda-Lopez & Fredy Gamboa-Estrada & Carlos Leon-Rinc�n & Hern�n Rincon-Castro, 2022, "Colombian Liberalization and Integration into World Trade Markets: Much Ado about Nothing," Revista de Economía del Rosario, Universidad del Rosario, volume 25, issue 2, pages 1-44.
• de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2022, "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16865, Jan.
• Cheela, Bhagath & DeHon, Andre & Fernández-Villaverde, Jesús & Peri, Alessandro, 2022, "Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17183, Apr.
• Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2022, "The North-South divide: sources of divergence, policies for convergence," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dipe0027, May.
• Glowka, Marc & Müller, Alexander & Polo Friz, Livia & Testi, Sara & Valentini, Massimo & Vespucci, Stefano, 2022, "TARGET2 analytical tools for regulatory compliance," Occasional Paper Series, European Central Bank, number 300, Aug.
• Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2022, "DSGE Nash: solving Nash games in macro models," Working Paper Series, European Central Bank, number 2678, Jul.
• Sarjiya & Lesnanto Multa Putranto & Roni Irnawan & Rizki Firmansyah Setya Budi, 2022, "Assessing Potential Scenarios for Achieving New and Renewable Energy Targets in Java-Bali Power System, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 502-515, March.
• Jeniffer Guadalupe Insuasty-Reina & Juan Carlos Osorio-Gomez & Diego Fernando Manotas-Duque, 2022, "A System Dynamics Model for the Analysis of CO2 Emissions Derived from the Inclusion of Hydrogen Obtained from Coal in the Energy Matrix in Colombia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 72-82, March.
• Tobiloba Somefun & Olawale Popoola & Ademola Abdulkareem & Ayokunle Awelewa, 2022, "Review of Different Methods for Siting and Sizing Distributed Generator," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 16-31, May.
• Ryo Iwata & Kaoru Kuramoto & Satoshi Kumagai, 2022, "Detecting Chasms and Cracks Using Innovator Scores and Agent Interactions," International Review of Management and Marketing, Econjournals, volume 12, issue 6, pages 1-15, November.
• Gabriel Ziegler & Pierfrancesco Guarino, 2022, "Optimism and Pessimism in Strategic Interactions under Ignorance," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 309, Nov.
• Yim, Sung Taek & Son, Jong Chil & Lee, Jiwon, 2022, "Spread of E-commerce, prices and inflation dynamics: Evidence from online price big data in Korea," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101475.
• Shami, Labib & Lazebnik, Teddy, 2022, "Economic aspects of the detection of new strains in a multi-strain epidemiological–mathematical model," Chaos, Solitons & Fractals, Elsevier, volume 165, issue P2, DOI: 10.1016/j.chaos.2022.112823.
• Brotherhood, Luiz & Cavalcanti, Tiago & Da Mata, Daniel & Santos, Cezar, 2022, "Slums and pandemics," Journal of Development Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jdeveco.2022.102882.
• Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022, "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, volume 135, issue C, DOI: 10.1016/j.jedc.2021.104292.
• Dennis, Richard, 2022, "Computing time-consistent equilibria: A perturbation approach," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104349.
• Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022, "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104354.
• Catullo, Ermanno & Gallegati, Mauro & Russo, Alberto, 2022, "Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104405.
• Arifovic, Jasmina & He, Xue-zhong & Wei, Lijian, 2022, "Machine learning and speed in high-frequency trading," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104438.
• Brotherhood, Luiz & Santos, Cezar, 2022, "Vaccines and variants: A comment on “optimal age-based vaccination and economic mitigation policies for the second phase of the Covid-19 pandemic”," Journal of Economic Dynamics and Control, Elsevier, volume 140, issue C, DOI: 10.1016/j.jedc.2022.104303.
• Anufriev, Mikhail & Arifovic, Jasmina & Ledyard, John & Panchenko, Valentyn, 2022, "The role of information in a continuous double auction: An experiment and learning model," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104387.
• Bao, Te, 2022, "Comments on “the role of information in a continuous double auction: An experiment and learning model” by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and Valentyn Panchenko," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104388.
• Phelan, Thomas & Eslami, Keyvan, 2022, "Applications of Markov chain approximation methods to optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104437.
• Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022, "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104458.
• Lu, Dong & Zhan, Yaosong, 2022, "Over-the-counter versus double auction in asset markets with near-zero-intelligence traders," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104510.
• Boehl, Gregor, 2022, "Efficient solution and computation of models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104523.
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• Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022, "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104526.
• Gao, Xing & Ladley, Daniel, 2022, "Statistical arbitrage and risk contagion," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104528.
• Xiang, Hongjin & Kuang, Yanxiang & He, Hongbo & Yao, Shujie, 2022, "Could tariffs reduce overcapacity and environmental pollution? Evidence from China’s adjustment of tariffs on coal," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 129-144, DOI: 10.1016/j.eap.2022.04.007.
• Dixon, Peter B. & Rimmer, Maureen T., 2022, "Winners and losers in global supply chain trade: Embedding GSC in CGE," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105670.
• Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
• Lee, Hangsuck & Lee, Minha & Ko, Bangwon, 2022, "A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101704.
• Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022, "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, volume 202, issue C, DOI: 10.1016/j.ecolecon.2022.107588.
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• Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022, "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 116-132, DOI: 10.1016/j.ecosta.2021.07.001.
• Boehl, Gregor, 2022, "Monetary policy and speculative asset markets," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104250.
• Alexander, Carol & Meng, Xiaochun & Wei, Wei, 2022, "Targeting Kollo skewness with random orthogonal matrix simulation," European Journal of Operational Research, Elsevier, volume 299, issue 1, pages 362-376, DOI: 10.1016/j.ejor.2021.09.003.
• Keles, Dogan & Dehler-Holland, Joris, 2022, "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105800.
• Csercsik, Dávid, 2022, "Convex combinatorial auction of pipeline network capacities," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106084.
• Wang, Baixue & Duan, Maosheng, 2022, "Consignment auctions of emissions trading systems: An agent-based approach based on China’s practice," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106187.
• Concettini, Silvia & Creti, Anna & Gualdi, Stanislao, 2022, "Assessing the regional redistributive effect of renewable power production through a spot market algorithm simulator: The case of Italy," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106225.
• Crosby, John & Frau, Carme, 2022, "Jumps in commodity prices: New approaches for pricing plain vanilla options," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106302.
• Chyong, Chi Kong & Newbery, David, 2022, "A unit commitment and economic dispatch model of the GB electricity market – Formulation and application to hydro pumped storage," Energy Policy, Elsevier, volume 170, issue C, DOI: 10.1016/j.enpol.2022.113213.
• Lai, Chong, 2022, "Investment dynamics of fund managers under evolutionary games," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102159.
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• García-Céspedes, Rubén & Moreno, Manuel, 2022, "The generalized Vasicek credit risk model: A Machine Learning approach," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102669.
• van der Zwaard, Thomas & Grzelak, Lech A. & Oosterlee, Cornelis W., 2022, "Relevance of Wrong-Way Risk in Funding Valuation Adjustments," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103091.
• Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022, "Price discovery using a double auction," Games and Economic Behavior, Elsevier, volume 131, issue C, pages 57-83, DOI: 10.1016/j.geb.2021.11.001.
• Aziz, Haris & Lee, Barton E., 2022, "A characterization of proportionally representative committees," Games and Economic Behavior, Elsevier, volume 133, issue C, pages 248-255, DOI: 10.1016/j.geb.2022.03.006.
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• Feng, Runhuan & Li, Peng, 2022, "Sample recycling method – a new approach to efficient nested Monte Carlo simulations," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 336-359, DOI: 10.1016/j.insmatheco.2022.04.012.
• Ang, Zi Qing & Lee, See Keong, 2022, "Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 54-63, DOI: 10.1016/j.insmatheco.2022.03.008.
• Kang, Boda & Shen, Yang & Zhu, Dan & Ziveyi, Jonathan, 2022, "Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 96-127, DOI: 10.1016/j.insmatheco.2022.03.012.
• Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022, "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 13-32, DOI: 10.1016/j.insmatheco.2022.04.010.
• Feng, Ben Mingbin & Li, Johnny Siu-Hang & Zhou, Kenneth Q., 2022, "Green nested simulation via likelihood ratio: Applications to longevity risk management," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 285-301, DOI: 10.1016/j.insmatheco.2022.07.004.
• Hillairet, Caroline & Lopez, Olivier & d'Oultremont, Louise & Spoorenberg, Brieuc, 2022, "Cyber-contagion model with network structure applied to insurance," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 88-101, DOI: 10.1016/j.insmatheco.2022.08.002.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Backwell, Alex & Hayes, Joshua, 2022, "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106669.
• Foster, Joshua, 2022, "How rating mechanisms shape user search, quality inference and engagement in online platforms: Experimental evidence," Journal of Business Research, Elsevier, volume 142, issue C, pages 791-807, DOI: 10.1016/j.jbusres.2021.12.029.
• Terranova, Roberta & Turco, Enrico M., 2022, "Concentration, stagnation and inequality: An agent-based approach," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 569-595, DOI: 10.1016/j.jebo.2021.11.002.
• Guilmi, Corrado Di & Fujiwara, Yoshi, 2022, "Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 346-371, DOI: 10.1016/j.jebo.2022.02.003.
• Fierro, Luca Eduardo & Caiani, Alessandro & Russo, Alberto, 2022, "Automation, Job Polarisation, and Structural Change," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 499-535, DOI: 10.1016/j.jebo.2022.05.025.
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• Bazzana, Davide & Foltz, Jeremy & Zhang, Ying, 2022, "Impact of climate smart agriculture on food security: An agent-based analysis," Food Policy, Elsevier, volume 111, issue C, DOI: 10.1016/j.foodpol.2022.102304.
• Plakandaras, Vasilios & Ji, Qiang, 2022, "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100245.
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