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

• 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(0x85ab9588).
• 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.

2021

• Anand Sahasranaman, 2021, "Long-Term Dynamics of Poverty Transitions in India," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 38, issue 02, pages 213-235, September, DOI: 10.1142/S0116110521500049.
• Vsevolod K Malinovskii, 2021, "Insurance Planning Models:Price Competition and Regulation of Financial Stability," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11396, ISBN: ARRAY(0x86a459c8).
• Alexander Lipton & Adrien Treccani, 2021, "Blockchain and Distributed Ledgers:Mathematics, Technology, and Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11857, ISBN: ARRAY(0x88438770).
• Andrey Itkin & Alexander Lipton & Dmitry Muravey, 2021, "Generalized Integral Transforms in Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12147, ISBN: ARRAY(0x851726c8).
• Hao Ni & Xin Dong & Jinsong Zheng & Guangxi Yu, 2021, "An Introduction to Machine Learning in Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0275, ISBN: ARRAY(0x855e73e0).
• Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021, "A structural investigation of quantitative easing," Discussion Papers, Deutsche Bundesbank, number 01/2021.
• Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
• Böhl, Gregor & Lieberknecht, Philipp, 2021, "The hockey stick Phillips curve and the effective lower bound," Discussion Papers, Deutsche Bundesbank, number 55/2021.
• Vrigazova, Borislava, 2021, "Novel Approach to Choosing Principal Components Number in Logistic Regression," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2021), Hybrid Conference, Zagreb, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Zagreb, Croatia, 9-10 September 2021", DOI: 10.54820/PUCR5250.
• Richters, Oliver, 2020, "Between bounded rationality and economic imperatives: essays on out-of-equilibrium dynamics," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 228534.
• Böhl, Gregor, 2021, "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 148.
• Böhl, Gregor & Lieberknecht, Philipp, 2021, "The hockey stick Phillips curve and the zero lower bound," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 153.
• Meyer-Gohde, Alexander, 2021, "On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 154.
• Böhl, Gregor & Hommes, Cars H., 2021, "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 156.
• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021, "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-010.
• Bonakdar, Said Benjamin & Roos, Michael W. M., 2021, "Dissimilarity effects on house prices: What is the value of similar neighbours?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 894, DOI: 10.4419/96973034.
• Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021, "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 322.
• Zaharieva, Anna & Dawid, Herbert & Mitkova, Mariya, 2021, "Optimal Promotions of Competing Firms in a Frictional Labour Market with Organizational Hierarchies," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242337.
• Riedler, Jesper & Koziol, Tina, 2021, "Scaling, unwinding and greening QE in a calibrated portfolio balance model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-086.
• Barış Aksoy, 2021, "Predicting Financial Statement Frauds Using Machine Learning Methods and Logistic Regression: The Case of Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 115, pages 27-58, April, DOI: https://doi.org/10.33203/mfy.733855.
• Serkan Gençer & Veysel Ulusoy, 2021, "Dynamic and High-Frequency Price Index: Calculation of Turkey's Daily and Hourly Inflation," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 173-190, January, DOI: https://doi.org/10.33203/mfy.846065.
• Hidayet Beyhan & Burç Ülengin, 2021, "Modelling an Artificial Financial Market: Agent Based Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 71-96, January, DOI: https://doi.org/10.33203/mfy.849275.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, volume 111, pages 626-630, May, DOI: 10.1257/pandp.20211038.
• Cars Hommes, 2021, "Behavioral and Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach," Journal of Economic Literature, American Economic Association, volume 59, issue 1, pages 149-219, March, DOI: 10.1257/jel.20191434.
• Federico Pablo-Martí & Ángel Alañón-Pardo & Angel Sánchez, 2021, "Complex networks to understand the past: the case of roads in Bourbon Spain," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 15, issue 3, pages 477-534, September, DOI: 10.1007/s11698-020-00218-x.
• Bazzana, Davide & Foltz, Jeremy D. & Zhang, Ying, 2021, "Impact of climate smart agriculture on food security: an agent-based analysis," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 312665, Aug, DOI: 10.22004/ag.econ.312665.
• Bazzana, Davide & Foltz, Jeremy & Zhang, Ying, , "Impact of climate smart agriculture on food security: an agent-based analysis," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 311096, DOI: 10.22004/ag.econ.311096.
• Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021, "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/05, Mar.
• Sabin – Alexandru Babeanu & Viorel - Costin Banta & Cristian Dragos Turcan, 2021, "The Impact Of Artificial Intelligence Usage In Business," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 49, pages 5-12, August.
• Janos Gablera & Tobias Raabe & Klara Röhrl & Hans-Martin von Gaudecker, 2021, "The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 100, Jun.
• Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021, "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 448, Jan.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021, "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 450, Jan.
• Javier López Prol & Wolf-Peter Schill, 2021, "The Economics of Variable Renewable Energy and Electricity Storage," Annual Review of Resource Economics, Annual Reviews, volume 13, issue 1, pages 443-467, October, DOI: 10.1146/annurev-resource-101620-081.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2021, "Portfolio choice with a fundamental criterion – an algorithm and practical applicationon – a computation methods and empirical analysis," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 39-52, June.
• Marcin Borsuk & Kamil Klupa, 2021, "Wybrane uwarunkowania stosowania instrumentu umorzenia lub konwersji długu (bail-in)," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 346-374.
• Oscar Claveria & Enric Monte & Salvador Torra, 2021, "“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202101, Feb, revised Feb 2021.
• P'eter Bir'o & Flip Klijn & Xenia Klimentova & Ana Viana, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Papers, arXiv.org, number 2102.00167, Jan.
• Alberto Bisin & Andrea Moro, 2021, "Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses," Papers, arXiv.org, number 2102.10145, Feb, revised Jun 2021.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," Papers, arXiv.org, number 2102.10443, Feb.
• Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021, "A Fully Quantization-based Scheme for FBSDEs," Papers, arXiv.org, number 2105.09276, May.
• Jano's Gabler & Tobias Raabe & Klara Rohrl & Hans-Martin von Gaudecker, 2021, "The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs," Papers, arXiv.org, number 2106.11129, Jun, revised Jun 2021.
• Patrick Mellacher, 2021, "Endogenous viral mutations, evolutionary selection, and containment policy design," Papers, arXiv.org, number 2107.04358, Jul, revised Dec 2021.
• Stephan Leitner & Friederike Wall, 2021, "Micro-level dynamics in hidden action situations with limited information," Papers, arXiv.org, number 2107.06002, Jul, revised Oct 2022.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.
• Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021, "Dynamic Games in Empirical Industrial Organization," Papers, arXiv.org, number 2109.01725, Sep, revised Sep 2021.
• Patrick Mellacher, 2021, "Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model," Papers, arXiv.org, number 2111.09407, Nov, revised Nov 2023.
• Felix Kubler & Simon Scheidegger, 2021, "Uniformly Self-Justified Equilibria," Papers, arXiv.org, number 2112.14054, Dec.
• Fernando Suárez, 2021, "Dinámica discreta en un modelo de crecimiento de Solow con ahorro diferencial constante y crecimiento poblacional no constante," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 3, issue 3, pages 25-39, Octubre, DOI: 10.46553/ensayos.3.3.2021.p25-39.
• Jaqueson Galimberti, 2021, "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers, Auckland University of Technology, Department of Economics, number 2021-01, Feb.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 2103, Feb.
• Youngsoo Jang & Soyoung Lee, 2021, "A Generalized Endogenous Grid Method for Default Risk Models," Staff Working Papers, Bank of Canada, number 21-11, Mar, DOI: 10.34989/swp-2021-11.
• Jeannine Bailliu & Xinfen Han & Barbara Sadaba & Mark Kruger, 2021, "Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds," Staff Working Papers, Bank of Canada, number 21-3, Jan, DOI: 10.34989/swp-2021-3.
• Francesco Cusano & Giuseppe Marinelli & Stefano Piermattei, 2021, "Learning from revisions: a tool for detecting potential errors in banks' balance sheet statistical reporting," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 611, Mar.
• Ana Viana & Xenia Klimentova & Péter Biró & Flip Klijn, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Working Papers, Barcelona School of Economics, number 1235, Feb.
• Nguyen Bang & Nguyen Van-Ho & Ho Thanh, 2021, "Sentiment Analysis of Customer Feedback in Online Food Ordering Services," Business Systems Research, Sciendo, volume 12, issue 2, pages 46-59, December, DOI: 10.2478/bsrj-2021-0018.
• Tatiana Grishina & Alexey Ponomarenko, 2021, "Banks’ interest rate setting and transitions between liquidity surplus and deficit," Bank of Russia Working Paper Series, Bank of Russia, number wps79, Oct.
• Richard Harrison & Matt Waldron, 2021, "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers, Bank of England, number 911, Feb.
• Marcus Buckmann & Andy Haldane & Anne-Caroline Hüser, 2021, "Comparing minds and machines: implications for financial stability," Bank of England working papers, Bank of England, number 937, Aug.
• Gregor Boehl, 2021, "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_253, Jan.
• Janos Gabler & Tobias Raabe & Klara Röhrl, 2021, "People Meet People - A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_265, Feb.
• Gregor Boehl & Philipp Lieberknecht, 2021, "The Hockey Stick Phillips Curve and the Zero Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_266, Feb.
• Gregor Boehl & Cars Hommes, 2021, "Rational vs. Irrational Beliefs in a Complex World," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_287, Apr.
• Janos Gabler & Tobias Raabe & Klara Röhrl & Hans-Martin von Gaudecker, 2021, "The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_302, Jun.
• Okura Mahito & Yoshizawa Takuya & Sakaki Motohiro, 2021, "An Evaluation of the New Japanese Bonus–Malus System with No-claim and Claimed Subclasses," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 15, issue 1, pages 1-12, January, DOI: 10.1515/apjri-2019-0004.
• Chen Jo-Hui & Diaz John Francis T., 2021, "Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-17, April, DOI: 10.1515/snde-2015-0088.
• Chyong, C K. & Reiner, D & Aggarwal, D., 2021, "Market power and long-term gas contracts: the case of Gazprom in Central and Eastern European Gas Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2144, May.
• Yuechen Dai & Tonghui Xu, 2021, "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/13, Nov.
• Jesús Fernández-Villaverde & Federico Mandelman & Yu Yang & Francesco Zanetti, 2021, "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," CESifo Working Paper Series, CESifo, number 8897.
• Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021, "Exploiting Symmetry in High-Dimensional Dynamic Programming," CESifo Working Paper Series, CESifo, number 9161.
• Svenn Jensen & Christian P. Traeger & Christian Traeger & Christian Traeger, 2021, "Pricing Climate Risk," CESifo Working Paper Series, CESifo, number 9196.
• Antonio Palestrini & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald, 2021, "Adaptive Agents May Be Smarter than You Think: Unbiasedness in Adaptive Expectations," CESifo Working Paper Series, CESifo, number 9205.
• Guglielmo Maria Caporale & Alex Plastun, 2021, "Witching Days and Abnormal Profits in the US Stock Market," CESifo Working Paper Series, CESifo, number 9360.
• Jorge Miguel Bravo & Mercedes Ayuso & Robert Holzmann & Edward Palmer, 2021, "Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age," CESifo Working Paper Series, CESifo, number 9408.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration: Search Complementarities and Monopsony Power," Discussion Papers, Centre for Macroeconomics (CFM), number 2105, Feb.
• Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni, 2021, "Expectations and Aggregate Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-68, Oct.
• Davide Cividino & Rebecca Westphal & Didier Sornette, 2021, "Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-76, Nov.
• Martin Hoesli & Louis Johner, 2021, "Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-89, Dec.
• Kevin Steven Mojica Munoz, 2021, "Inteligencia Artificial para Detectar Corrupci√≥n en la Administraci√≥n P√∫blica Municipal de Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19421, Jul.
• Jorge H. Maldonado & RocÔøΩo del Pilar Moreno SÔøΩnchez & Myriam E. Vargas & Emilio LeguÔøΩzamo, 2021, "Entendiendo los medios de vida de los hogares de pescadores artesanales en el Caribe colombiano: una aproximaci√≥n a partir de un modelo de producci√≥n de hogares," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19425, Jul.
• C Castro-Iragorri & J RamÔøΩrez & S VÔøΩlez, 2021, "Financial intermediation and risk in decentralized lending protocols," Documentos de Trabajo, Universidad del Rosario, number 19420, Jul.
• Brotherhood, Luiz & Kircher, Philipp & Santos, Cezar & Tertilt, Michele, 2021, "An economic model of the Covid-19 pandemic with young and old agents: Behavior, testing and policies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021034, Apr.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Zanetti, Francesco & Yu, Yang, 2021, "The ``Matthew Effect'' and Market Concentration: Search Complementarities and Monopsony Power," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15788, Feb.
• Anderson, Kym & Wittwer, Glyn, 2021, "COVID-19 and Global Beverage Markets: Implications for Wine," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16018, Apr.
• Lepetyuk, Vadym & Maliar, Serguei & Taylor, John, 2021, "The Power of Open-Mouth Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16262, Jun.
• Fernández-Villaverde, Jesús & Ebrahimi Kahou, Mahdi & Perla, Jesse & Sood, Arnav, 2021, "Exploiting Symmetry in High-Dimensional Dynamic Programming," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16285, Jun.
• Aguirregabiria, Victor & Collard-Wexler, Allan & Ryan, Stephen, 2021, "Dynamic Games in Empirical Industrial Organization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16514, Sep.
• Iaria, Alessandro & Wang, Ao, 2021, "An Empirical Model of Quantity Discounts with Large Choice Sets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16666, Oct.
• Pierri, Damian Rene, 2021, "Useful results for the simulation of non-optimal economies with heterogeneous agents," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33246, Sep.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
• Wittwer, Glyn & Anderson, Kym, 2021, "COVID-19 and Global Beverage Markets: Implications for Wine," Journal of Wine Economics, Cambridge University Press, volume 16, issue 2, pages 117-130, May.
• Catullo, Ermanno & Giri, Federico & Gallegati, Mauro, 2021, "Macro- And Microprudential Policies: Sweet And Lowdown In A Credit Network Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 5, pages 1227-1246, July.
• Mario COCCIA, 2021, "Recurrring waves of Covid-19 pandemic with different effects in public healts," Journal of Economics Bibliography, EconSciences Journals, volume 8, issue 1, pages 28-45, March.
• Muhammad Mustafa RASHID, 2021, "The Greek letters: Scenario analysis with a reverse butterfly spread," Journal of Economics Bibliography, EconSciences Journals, volume 8, issue 4, pages 185-189, December.
• Dawid, Herbert & Harting, Philipp & Neugart, Michael, 2021, "The Role of (De-)Centralized Wage Setting for Industry Dynamics and Economic Growth: An Agent-Based Analysis with the Eurace@Unibi Model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 124807.
• Bastien Lextrait, 2021, "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-25.
• Romano, Stefania & Martinez-Heras, Jose & Raponi, Francesco Natalini & Guidi, Gregorio & Gottron, Thomas, 2021, "Discovering new plausibility checks for supervisory data," Statistics Paper Series, European Central Bank, number 41, Oct.
• de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021, "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," Working Paper Series, European Central Bank, number 2555, May.
• Ignatius Kema Okakwu & Olakunle Elijah Olabode & Akintunde Samson Alayande & Tobiloba Emmanuel Somefun & Titus Oluwasuji Ajewole, 2021, "Techno-Economic Assessment of Wind Turbines in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 240-246.
• Rishan Adha & Cheng-Yih Hong, 2021, "How Large the Direct Rebound Effect for Residential Electricity Consumption When the Artificial Neural Network Takes on the Role? A Taiwan Case Study of Household Electricity Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 354-364.
• Akintunde S. Alayande & O. D. Owoicho & Tobiloba Emmanuel Somefun & Joseph Olowoleni & Ignatius K. Okakwu & Ademola Abdulkareem, 2021, "Power Quality Considerations for Distributed Generation Integration in the Nigerian Distribution Network Using NEPLAN Software," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 331-342.
• Li, Chunding & Lin, Xin, 2021, "COVID-19 and trade: Simulated asymmetric loss," Journal of Asian Economics, Elsevier, volume 75, issue C, DOI: 10.1016/j.asieco.2021.101327.
• Ah Mand, Abdollah & Sifat, Imtiaz, 2021, "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100466.
• Alós-Ferrer, Carlos & Buckenmaier, Johannes & Farolfi, Federica, 2021, "When are efficient conventions selected in networks?," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104074.
• Wan, Xiangwei & Yang, Nian, 2021, "Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104083.
• Mandel, Antoine & Veetil, Vipin P., 2021, "Monetary dynamics in a network economy," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104084.
• Choi, So Eun & Jang, Hyun Jin & Lee, Kyungsub & Zheng, Harry, 2021, "Optimal market-Making strategies under synchronised order arrivals with deep neural networks," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104098.
• Magnus, Jan R. & Pijls, Henk G.J. & Sentana, Enrique, 2021, "The Jacobian of the exponential function," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104122.
• Khalaf, Lynda & Lin, Zhenjiang, 2021, "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104138.
• Ma, Jingtang & Yang, Wensheng & Cui, Zhenyu, 2021, "CTMC integral equation method for American options under stochastic local volatility models," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104145.
• Harmenberg, Karl, 2021, "Aggregating heterogeneous-agent models with permanent income shocks," Journal of Economic Dynamics and Control, Elsevier, volume 129, issue C, DOI: 10.1016/j.jedc.2021.104185.
• Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2021, "Simulating liquidity stress in the derivatives market," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104215.
• Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021, "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104248.
• Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021, "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104266.
• Can, Ufuk & Can, Zeynep Gizem & Bocuoglu, Mehmet Emin & Dogru, Muhammed Erkam, 2021, "The effectiveness of the post-Covid-19 recovery policies: Evidence from a simulated DSGE model for Turkey," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 694-708, DOI: 10.1016/j.eap.2021.07.006.
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• Miftakhova, Alena, 2021, "Global sensitivity analysis for optimal climate policies: Finding what truly matters," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105653.
• Mnasri, Ayman & Nechi, Salem, 2021, "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, volume 95, issue C, pages 192-202, DOI: 10.1016/j.econmod.2020.12.011.
• Goldbaum, David, 2021, "The origins of influence," Economic Modelling, Elsevier, volume 97, issue C, pages 380-396, DOI: 10.1016/j.econmod.2020.04.008.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Li, Shaoyu & Zhang, Yuanyuan & Zhu, Chunhui, 2021, "A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101532.
• Lee, Jae Won & Park, Woong Yong, 2021, "System reduction of dynamic stochastic general equilibrium models solved by gensys," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109704.
• Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021, "Narrative fragmentation and the business cycle," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109783.
• Gordon, Grey, 2021, "Efficient VAR discretization," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109872.
• Emoto, Masakazu & Sunakawa, Takeki, 2021, "Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109940.
• Guay, François & Schwenkler, Gustavo, 2021, "Efficient estimation and filtering for multivariate jump–diffusions," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2020.09.004.
• Iskhakov, Fedor & Keane, Michael, 2021, "Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 401-432, DOI: 10.1016/j.jeconom.2020.01.023.
• Cao, Yi & Liu, Xiaoquan & Zhai, Jia, 2021, "Option valuation under no-arbitrage constraints with neural networks," European Journal of Operational Research, Elsevier, volume 293, issue 1, pages 361-374, DOI: 10.1016/j.ejor.2020.12.003.
• Domínguez, Ruth & Vitali, Sebastiano & Carrión, Miguel & Moriggia, Vittorio, 2021, "Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105438.
• Viehmann, Johannes & Lorenczik, Stefan & Malischek, Raimund, 2021, "Multi-unit multiple bid auctions in balancing markets: An agent-based Q-learning approach," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.105035.
• Yu, Hyun Jin Julie, 2021, "System contributions of residential battery systems: New perspectives on PV self-consumption," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105151.
• Das Gupta, Supratim, 2021, "Using real options to value capacity additions and investment expenditures in renewable energies in India," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111916.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Hodoshima, Jiro, 2021, "The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101588.
• Lamperti, Francesco & Bosetti, Valentina & Roventini, Andrea & Tavoni, Massimo & Treibich, Tania, 2021, "Three green financial policies to address climate risks," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100875.
• Alfonsi, Aurélien & Cherchali, Adel & Infante Acevedo, Jose Arturo, 2021, "Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 234-260, DOI: 10.1016/j.insmatheco.2021.05.005.
• Goffard, Pierre-Olivier & Laub, Patrick J., 2021, "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 350-371, DOI: 10.1016/j.insmatheco.2021.06.002.
• Ballotta, Laura & Eberlein, Ernst & Schmidt, Thorsten & Zeineddine, Raghid, 2021, "Fourier based methods for the management of complex life insurance products," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 320-341, DOI: 10.1016/j.insmatheco.2021.08.009.
• Tzougas, George & Pignatelli di Cerchiara, Alice, 2021, "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 602-625, DOI: 10.1016/j.insmatheco.2021.10.001.
• Brignone, Riccardo & Kyriakou, Ioannis & Fusai, Gianluca, 2021, "Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 232-247, DOI: 10.1016/j.insmatheco.2020.12.002.
• Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021, "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 81-97, DOI: 10.1016/j.insmatheco.2020.10.008.
• Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2021, "Addressing the life expectancy gap in pension policy," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 200-221, DOI: 10.1016/j.insmatheco.2021.03.025.
• Liu, Xueying & Madlener, Reinhard, 2021, "The sky is the limit: Assessing aircraft market diffusion with agent-based modeling," Journal of Air Transport Management, Elsevier, volume 96, issue C, DOI: 10.1016/j.jairtraman.2021.102104.
• Backwell, Alex, 2021, "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105993.
• Bauer, Daniel & Zanjani, George, 2021, "Economic capital and RAROC in a dynamic model," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106071.
• Kircher, Felix & Rösch, Daniel, 2021, "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106281.
• Baule, Rainer & Shkel, David, 2021, "Model risk and model choice in the case of barrier options and bonus certificates," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106307.
• Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2021, "The complexity of the intangible digital economy: an agent-based model," Journal of Business Research, Elsevier, volume 129, issue C, pages 527-540, DOI: 10.1016/j.jbusres.2020.03.041.
• Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021, "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, volume 129, issue C, pages 736-756, DOI: 10.1016/j.jbusres.2019.10.043.
• Staccioli, Jacopo & Napoletano, Mauro, 2021, "An agent-based model of intra-day financial markets dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 331-348, DOI: 10.1016/j.jebo.2020.05.018.
• Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing, 2021, "The double-edged role of social learning: Flash crash and lower total volatility," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 405-420, DOI: 10.1016/j.jebo.2019.09.007.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2021, "Cold play: Learning across bimatrix games," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 419-441, DOI: 10.1016/j.jebo.2021.02.027.
• Makarewicz, Tomasz, 2021, "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 626-673, DOI: 10.1016/j.jebo.2021.07.008.
• Herings, P. Jean-Jacques & Peeters, Ronald & Tenev, Anastas P. & Thuijsman, Frank, 2021, "Naïve imitation and partial cooperation in a local public goods model," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 162-185, DOI: 10.1016/j.jebo.2021.07.025.
• Daskalova, Vessela & Vriend, Nicolaas J., 2021, "Learning frames," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 78-96, DOI: 10.1016/j.jebo.2021.08.020.
• Schmitt, Noemi & Westerhoff, Frank, 2021, "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 117-136, DOI: 10.1016/j.jebo.2021.10.006.
• Kukacka, Jiri & Kristoufek, Ladislav, 2021, "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 324-356, DOI: 10.1016/j.jebo.2021.10.007.
• Kumar, Anand & Priya, Bhawna & Srivastava, Samir K., 2021, "Response to the COVID-19: Understanding implications of government lockdown policies," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 76-94, DOI: 10.1016/j.jpolmod.2020.09.001.
• Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102049.
• Demuynck, Thomas, 2021, "A Markov Chain Monte Carlo procedure to generate revealed preference consistent datasets," Journal of Mathematical Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.jmateco.2021.102523.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2021, "The “Matthew effect” and market concentration: Search complementarities and monopsony power," Journal of Monetary Economics, Elsevier, volume 121, issue C, pages 62-90, DOI: 10.1016/j.jmoneco.2021.04.005.
• Maliar, Lilia & Maliar, Serguei & Winant, Pablo, 2021, "Deep learning for solving dynamic economic models," Journal of Monetary Economics, Elsevier, volume 122, issue C, pages 76-101, DOI: 10.1016/j.jmoneco.2021.07.004.
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• Aljohani, Khalid & Thompson, Russell G., 2021, "Profitability of freight consolidation facilities: A detailed cost analysis based on theoretical modelling," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101122.
• Matos, Paulo & Costa, Antonio & da Silva, Cristiano, 2021, "COVID-19, stock market and sectoral contagion in US: a time-frequency analysis," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101400.
• Al Rababa’a, Abdel Razzaq & Alomari, Mohammad & McMillan, David, 2021, "Multiscale stock-bond correlation: Implications for risk management," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101435.
• Cantner, Uwe & Vannuccini, Simone, 2021, "Pervasive technologies and industrial linkages: Modeling acquired purposes," Structural Change and Economic Dynamics, Elsevier, volume 56, issue C, pages 386-399, DOI: 10.1016/j.strueco.2017.11.002.
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• Jaqueson K. Galimberti, 2021, "Initial beliefs uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-68, Jul.
• Richard Dennis, 2021, "Using a hyperbolic cross to solve non-linear macroeconomic models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-93, Nov.
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• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021, "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118866, Jun.
• Alexey Ponomarenko, 2021, "Money creation and banks’ interest rate setting," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 141-151, July, DOI: 10.1108/JFEP-10-2020-0214.
• Alan Hernández-Solano & Jhair López-López & Antonio Yúnez-Naude & Yatziry Govea-Vargas, 2021, "Mexico. Socioeconomic Effects of Covid-19 and policy options: a Multisectoral Approach," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2021-04, Jul.
• Nora Lustig & Valentina Martínez Pabón, 2021, "The impact of COVID-19 on inequality and poverty in Mexico/El impacto del COVID-19 en la desigualdad y la pobreza en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 1, pages 7-25.
• Emanuelle A. Alemar & Carlos A. Rodríguez, 2021, "Efectos reales de impulsos tecnológicos: el caso de Puerto Rico/Real effects of technology shocks: The case of Puerto Rico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 2, pages 235-277.
• Chi Kong Chyong & David Reiner & Dhruvak Aggarwal, 2021, "Market power and long-term gas contracts: the case of Gazprom in Central and Eastern European Gas Markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2115, May.