Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C63: Computational Techniques
This JEL code is mentioned in the following RePEc Biblio entries:
2021
- 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.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021, "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105636.
- 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.
- Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021, "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, volume 123, issue C, pages 91-108, DOI: 10.1016/j.jmoneco.2021.08.001.
- 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.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The "Matthew effect" and market concentration: Search complementarities and monopsony power," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-22, Feb.
- 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.
- van Basshuysen, Philippe & White, Lucie & Khosrowi, Donal & Frisch, Mathias, 2021, "Three ways in which pandemic models may perform a pandemic," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110996, Jul.
- 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.
- Halina Swieboda & Mateusz Kuczabski & Ryszard Szpyra & Tomasz Zawadzki & Tomasz Walecki & Pawel Stobiecki, 2021, "Social Control in the Face of Digital Propaganda," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1057-1069.
- Agata Wawrzyniak, 2021, "A Multi-Agent Based Simulation Model of Consumer Behaviour - Food Choice and Cooking Attitudes During the Coronavirous (Covid-19) Outbreak," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1142-1152.
- Agnieszka Deja & Krzysztof Pietrusewicz & Magdalena Kaup & Krzysztof Czaplicki, 2021, "Designing a Ship-Generated Waste Management Plan According to the Model-Based Systems Engineering Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 538-554.
- Tadeusz A. Grzeszczyk & Michal K. Grzeszczyk, 2021, "Improving the Discovery of Technological Opportunities Using Patent Classification Based on Explainable Neural Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 402-409.
- Natalia Nehrebecka, 2021, "Internal Credit Risk Models and Digital Transformation: What to Prepare for? An Application to Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 719-736.
- Pawel Pawlewski, 2021, "Customized Lean 3D Simulation Environment for Intralogistics," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 658-669.
- Alena Miftakhova & Clément Renoir, 2021, "Economic Growth and Equity in Anticipation of Climate Policy," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 21/355, May.
- Marc Germain, 2021, "Limites à la croissance et destruction créatrice dans le cadre d'un modèle à générations de capital," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2021.14, Nov.
- Blazej Kochanski, 2021, "A Simulation Model for Risk and Pricing Competition in the Retail Lending Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 96-118, October.
- Alan Davide Bazzana & Jeremy Foltz & Ying Zhang, 2021, "Impact of climate smart agriculture on food security: an agent-based analysis," Working Papers, Fondazione Eni Enrico Mattei, number 2021.18, May.
- Davide Bazzana & Michele Colturato & Roberto Savona, 2021, "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers, Fondazione Eni Enrico Mattei, number 2021.26, Oct.
- Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2021, "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-4, Jan, DOI: 10.29338/wp2021-04.
- Keyvan Eslami & Tom Phelan, 2021, "Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics," Working Papers, Federal Reserve Bank of Cleveland, number 21-04R, Feb, revised 17 May 2022, DOI: 10.26509/frbc-wp-202104r.
- James Hebden & Fabian Winkler, 2021, "Computation of Policy Counterfactuals in Sequence Space," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-042r1, Jul, revised 01 Sep 2024, DOI: 10.17016/FEDS.2021.042r1.
- Pascal Gauthier & Timothy J. Kehoe & Erwan Quintin, 2021, "Constructing Pure-Exchange Economies with Many Equilibria," Staff Report, Federal Reserve Bank of Minneapolis, number 631, Dec, DOI: 10.21034/sr.631.
- Roc Armenter & Michèle Müller-Itten & Zachary Strangebye, 2021, "Rational Inattention via Ignorance Equivalence," Working Papers, Federal Reserve Bank of Philadelphia, number 21-29, Sep, DOI: 10.21799/frbp.wp.2021.29.
- Roc Armenter & Michèle Müller-Itten & Zachary Strangebye, 2021, "Geometric Methods for Finite Rational Inattention," Working Papers, Federal Reserve Bank of Philadelphia, number 21-30, Sep, DOI: 10.21799/frbp.wp.2021.30.
- Hendrik Nevejan & Guy Van Camp & Dieter Vandelannoote, 2021, "Working Paper 04-21 - Réformes régionales des allocations familiales – Une analyse d’impact avec le modèle de microsimulation EXPEDITION
[Working Paper 04-21 - Regionale kinderbijslaghervormingen – Een impactanalyse met het microsimulatie," Working Papers, Federal Planning Bureau, Belgium, number 202104, May. - Rui Pedro Brito & Pedro Alarcão Judice, 2021, "Efficient credit portfolios under IFRS 9," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-07, Jul.
- Pedro Godinho & João Souza & Pedro Torres, 2021, "Applying real options to port infrastructure expansion: the case of a Brazilian port," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-09, Sep.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021, "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-15, Apr.
- Ismaël Rafaï & Sébastien Duchêne & Eric Guerci & Irina Basieva & Andrei Khrennikov, 2021, "The Triple-Store Experiment: A First Simultaneous Test of Classical and Quantum Probabilities in Choice over Menus," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-16, Apr.
- Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021, "Mission-Oriented Policies and the "Entrepreneurial State" at Work: An Agent-Based Exploration," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-25, Jun.
- Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021, "An Agent-based Model of Trickle-up Growth and Income Inequality," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-29, Jun.
- Antoine Mandel & Vipin Veetil, 2021, "Monetary dynamics in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03165773, Apr, DOI: 10.1016/j.jedc.2021.104084.
- Ismaël Rafaï & Sébastien Duchêne & Eric Guerci & Irina Basieva & Andrei Khrennikov, 2022, "The triple-store experiment: a first simultaneous test of classical and quantum probabilities in choice over menus," Post-Print, HAL, number hal-03227276, DOI: 10.1007/s11238-021-09823-2.
- Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021, "Three green financial policies to address climate risks," Post-Print, HAL, number hal-04103920, Mar, DOI: 10.1016/j.jfs.2021.100875.
- Alexis Lebeau & Marie Petitet & Marcelo Saguan & Eli Rakotomisa & Simon Quemin, 2021, "Long-Term Issues with the Energy-Only Market Design in the Context of Deep Decarbonization," Post-Print, HAL, number hal-04305739, Jun.
- Antoine Mandel & Vipin Veetil, 2021, "Monetary dynamics in a network economy," Post-Print, HAL, number halshs-03165773, Apr, DOI: 10.1016/j.jedc.2021.104084.
- Antoine Mandel & Vipin Veetil, 2021, "Monetary dynamics in a network economy," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03165773, Apr, DOI: 10.1016/j.jedc.2021.104084.
- Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021, "Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration," Sciences Po Economics Publications (main), HAL, number hal-03300295, Jan.
- Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021, "An agent-based model of trickle-up growth and income inequality," Sciences Po Economics Publications (main), HAL, number hal-03373193, Jan.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021, "Assessing the economic impact of lockdowns in Italy: a computational input-output approach," Sciences Po Economics Publications (main), HAL, number hal-03373672, Jan.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021, "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," Sciences Po Economics Publications (main), HAL, number hal-04103906, Oct.
- Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021, "Three green financial policies to address climate risks," Sciences Po Economics Publications (main), HAL, number hal-04103920, Mar, DOI: 10.1016/j.jfs.2021.100875.
- Giovanni Dosi & Elisa Palagi & Andrea Roventini & Emanuele Russo, 2021, "Do patents really foster innovation in the pharmaceutical sector? Results from an evolutionary, agent-based model," Sciences Po Economics Publications (main), HAL, number hal-04114900, Oct.
- Jacopo Staccioli & Mauro Napoletano, 2021, "An agent-based model of intra-day financial markets dynamics," Sciences Po Economics Publications (main), HAL, number halshs-03046657, DOI: 10.1016/j.jebo.2020.05.018.
- Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021, "Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration," Working Papers, HAL, number hal-03300295, Jan.
- Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021, "An agent-based model of trickle-up growth and income inequality," Working Papers, HAL, number hal-03373193, Jan.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021, "Assessing the economic impact of lockdowns in Italy: a computational input-output approach," Working Papers, HAL, number hal-03373672, Jan.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021, "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," Working Papers, HAL, number hal-04103906, Oct.
- Giovanni Dosi & Elisa Palagi & Andrea Roventini & Emanuele Russo, 2021, "Do patents really foster innovation in the pharmaceutical sector? Results from an evolutionary, agent-based model," Working Papers, HAL, number hal-04114900, Oct.
- István Kónya, 2021, "Financial crisis and inequality in Hungary," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2132, Aug.
- Maldonado , Jorge Higinio & Moreno-Sanchez , Rocio del Pilar & Vargas-Morales, Myriam Elizabeth & Leguizamo, Emilio, 2021, "Understanding Livelihoods of Artisanal Fisheries in Marine Protected Areas in the Colombian Caribbean: A Fishing Household Production Model," EfD Discussion Paper, Environment for Development, University of Gothenburg, number 21-6, Jul.
- Klügl, Franziska & Kyvik Nordås, Hildegunn, 2021, "AI-enabled Automation, Trade, and the Future of Engineering Services," Working Papers, Örebro University, School of Business, number 2021:16, Dec.
- Gandil, Mikkel Høst, 2021, "Substitution Effects in College Admissions," Memorandum, Oslo University, Department of Economics, number 3/2021, Sep.
- Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021, "Narrative Fragmentation and the Business Cycle," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 401, Jan.
- Debrabant, Kristian & Grønbæk, Lone & Kronborg, Christian, 2021, "The cost-effectiveness of a COVID-19 vaccine in a Danish context," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2021, Jan.
- Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2021, "The Dynamics of International Exploitation," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 726, Aug.
- Diyah Putriani & Gairuzazmi Mat Ghani & Mira Kartiwi, 2021, "Mark-Up Vs. Interest-Based Financing On Gdp: An Application Of Agent-Based Computational Model," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 1, pages 55-76, February, DOI: https://doi.org/10.21098/jimf.v7i1..
- Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021, "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 70-2021.
- Emanuele Citera & Shyam Gouri Suresh & Mark Setterfield, 2021, "The network origins of aggregate Fluctuations: A demand-side approach," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 72-2021.
- Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021, "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 212-2021.
- Luis Enrique García Pérez & Francisco Ortiz Arango & Salvador Cruz Aké, 2021, "Viabilidad de introducir contratos de derivados de gas natural en el Mercado Mexicano de Derivados: Un enfoque Hubbert-Grey," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-35, Enero - M.
- Luis Huesca & Linda Llamas & H. Xavier Jara & César O. Vargas Téllez & David RodrÃguez, 2021, "The impact of the COVID-19 pandemic on poverty and inequality in Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-19, Julio - S.
- Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021, "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-22, Octubre -.
- Oscar Claveria & Enric Monte & Salvador Torra, 2021, ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202103, Feb, revised Feb 2021.
- Gabler, Janos & Raabe, Tobias & Röhrl, Klara & Gaudecker, Hans-Martin von, 2021, "The Effectiveness of Strategies to Contain Sars-Cov-2: Testing, Vaccinations, and NPIs," IZA Discussion Papers, IZA Network @ LISER, number 14510, Jun.
- Gabler, Janos & Raabe, Tobias & Röhrl, Klara & Gaudecker, Hans-Martin von, 2021, "Der Effekt von Homeoffice auf die Entwicklung der Covid-19-Pandemie in Deutschland," IZA Standpunkte, Institute of Labor Economics (IZA), number 100, Jan.
- Emanuele Ciola & Gabriele Tedeschi, 2021, "From interaction to business fluctuations: How credit network explains cycles," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/01.
- Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021, "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/03.
- Luca Eduardo Fierro & Alessandro Caiani & Alberto Russo, 2021, "Automation, job polarisation, and structural change," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/09.
- Alexander Melnikov & Hongxi Wan, 2021, "On modifications of the Bachelier model," Annals of Finance, Springer, volume 17, issue 2, pages 187-214, June, DOI: 10.1007/s10436-020-00381-1.
- Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou, 2021, "Gold Against the Machine," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 5-28, January, DOI: 10.1007/s10614-020-10019-z.
- Ismail Saglam, 2021, "The Success of the Deferred Acceptance Algorithm Under Heterogenous Preferences with Endogenous Aspirations," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 2, pages 577-591, February, DOI: 10.1007/s10614-020-09969-1.
- K. Vela Velupillai, 2021, "Proofs and Predictions in Human Problem Solving," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 3, pages 935-947, March, DOI: 10.1007/s10614-018-9810-0.
- P. Carr & A. Itkin, 2021, "An Expanded Local Variance Gamma Model," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 4, pages 949-987, April, DOI: 10.1007/s10614-020-10000-w.
- Zakaria Babutsidze & Maurizio Iacopetta, 2021, "The Emergence of Money: Computational Approaches with Fully and Boundedly Rational Agents," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 1, pages 3-26, June, DOI: 10.1007/s10614-019-09887-x.
- Patrick Mellacher & Timon Scheuer, 2021, "Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 233-278, August, DOI: 10.1007/s10614-020-10026-0.
- Marco P. Tucci, 2021, "How Robust is Robust Control in Discrete Time?," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 279-309, August, DOI: 10.1007/s10614-020-10027-z.
- Ayşe Kabukçuoğlu & Enrique Martínez-García, 2021, "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 435-460, August, DOI: 10.1007/s10614-020-10037-x.
- N. B. Melnikov & A. P. Gruzdev & M. G. Dalton & M. Weitzel & B. C. O’Neill, 2021, "Parallel Extended Path Method for Solving Perfect Foresight Models," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 517-534, August, DOI: 10.1007/s10614-020-10044-y.
- George E. Halkos & Kyriaki D. Tsilika, 2021, "Towards Better Computational Tools for Effective Environmental Policy Planning," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 3, pages 555-572, October, DOI: 10.1007/s10614-019-09902-1.
- Athanasios Tsadiras & Maria Pempetzoglou & Iosif Viktoratos, 2021, "Making Predictions of Global Warming Impacts Using a Semantic Web Tool that Simulates Fuzzy Cognitive Maps," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 3, pages 715-745, October, DOI: 10.1007/s10614-020-10025-1.
- Jin-Yu Zhang & Wen-Bo Wu & Yong Li & Zhu-Sheng Lou, 2021, "Pricing Exotic Option Under Jump-Diffusion Models by the Quadrature Method," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 3, pages 867-884, October, DOI: 10.1007/s10614-020-10055-9.
- Chase Coleman & Spencer Lyon & Lilia Maliar & Serguei Maliar, 2021, "Matlab, Python, Julia: What to Choose in Economics?," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 1263-1288, December, DOI: 10.1007/s10614-020-09983-3.
- Claudius Gräbner & Wolfram Elsner & Alex Lascaux, 2021, "Trust and Social Control: Sources of Cooperation, Performance, and Stability in Informal Value Transfer Systems," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 1077-1102, December, DOI: 10.1007/s10614-020-09994-0.
- Guglielmo Maria Caporale & Alex Plastun, 2021, "Gold and oil prices: abnormal returns, momentum and contrarian effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 353-368, September, DOI: 10.1007/s11408-021-00380-w.
- Dani Arribas-Bel & Mark Green & Francisco Rowe & Alex Singleton, 2021, "Open data products-A framework for creating valuable analysis ready data," Journal of Geographical Systems, Springer, volume 23, issue 4, pages 497-514, October, DOI: 10.1007/s10109-021-00363-5.
- Armando Razo, 2021, "Network structure and performance of crony capitalism systems credible commitments without democratic institutions," Public Choice, Springer, volume 189, issue 1, pages 115-137, October, DOI: 10.1007/s11127-020-00864-9.
- Jean-Philippe Aguilar, 2021, "The value of power-related options under spectrally negative Lévy processes," Review of Derivatives Research, Springer, volume 24, issue 2, pages 173-196, July, DOI: 10.1007/s11147-020-09174-0.
- Nicola Giuseppe Castellano & Roy Cerqueti & Bruno Maria Franceschetti, 2021, "Evaluating risks-based communities of Mafia companies: a complex networks perspective," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 4, pages 1463-1486, November, DOI: 10.1007/s11156-021-00984-3.
- Jonathan Cogliano & Roberto Veneziani & Naoki Yoshihara, 2021, "Computational Methods and Classical-Marxian Economics," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2021-10, Sep, revised Sep 2021.
- Csató, László, 2021, "Pontozási rendszerek szimulációs összehasonlítása
[A simulatory comparison of the points systems]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 847-862, DOI: 10.18414/KSZ.2021.7-8.847. - Varga, Attila & Sebestyén, Tamás & Szabó, Norbert, 2021, "Az intelligens szakosodási politika gazdasági hatásainak modellezése
[Economic impact assessment of smart specialization policy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 901-929, DOI: 10.18414/KSZ.2021.9.901. - Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021, "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-09.
- Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2021, "The Dynamics of International Exploitation," Working Papers, University of Massachusetts Boston, Economics Department, number 2021-02, Aug.
- Feghhi Kashani, Mohammad & Mohebimajd, Ahmadreza, 2021, "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 2, pages 253-282, June.
- jamshidi, neda & Vaez Barzani, Mohammad & Toghyani, Mahdi, 2021, "An Analysis about the Long Term Impact of Banks Securitization on Economic Growth," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 283-304, September.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration: Search Complementarities and Monopsony Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 28495, Feb.
- Yongyang Cai & Kenneth L. Judd, 2021, "A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28502, Feb.
- Aleskerov, F. & Kazachinskaya, A. & Karabekyan, D. & Semina, A. & Yakuba, V., 2021, "Economic journals of Russia, their characteristics and network analysis," Journal of the New Economic Association, New Economic Association, volume 50, issue 2, pages 170-182, DOI: 10.31737/2221-2264-2021-50-2-9.
- Emanuele Citera & Shyam Gouri Suresh & Mark Setterfield, 2021, "The network origins of aggregate fluctuations: a demand-side approach," Working Papers, New School for Social Research, Department of Economics, number 2118, Oct.
- Knut Anton Mork & Vegard Skonseng Bjerketvedt, 2021, "Soft habits," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 18921, Jun.
- Tatsuji Koizumi & Stephan Hubertus Gay & Gen Furuhashi, 2021, "Reviewing Indica and Japonica rice market developments," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 154, Apr, DOI: 10.1787/0c500e05-en.
- Svenn Jensen & Christian P. Traeger, 2021, "Pricing Climate Risk," Working Papers, Oslo Metropolitan University, Oslo Business School, number 202101, Jan, DOI: 10.2139/ssrn.3892620.
- Chunding Li & John Whalley & Chuantian He & Chuangwei Lin, 2021, "The 2008 Financial Crisis and the Lack of Retaliatory Trade Intervention," CESifo Economic Studies, CESifo Group, volume 67, issue 1, pages 78-105.
- Giovanni Dosi & Richard B Freeman & Marcelo C Pereira & Andrea Roventini & Maria Enrica Virgillito, 2021, "The impact of deunionization on the growth and dispersion of productivity and pay
[It’s where you work: increases in the dispersion of earnings across establishments and individuals in the United States]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 377-408. - Simon Scheidegger & Adrien Treccani, 2021, "Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations
[Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 258-290. - Marcus Buckmann & Andy Haldane & Anne-Caroline Hüser, 2021, "Comparing minds and machines: implications for financial stability," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 37, issue 3, pages 479-508.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 932, Feb.
- Gaffeo Edoardo & Gobbi Lucio, 2021, "Achieving financial stability during a liquidity crisis: a multi-objective approach," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 48-74, June, DOI: 10.1057/s41283-021-00067-6.
- Glyn Wittwer & Kym Anderson, 2021, "COVID-19 and global beverage markets: Implications for wine," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2021-12.
- Lorenzo Di Domenico, 2021, "Multiplicity and not necessarily heterogeneity: implications for the long-run degree of capacity utilization," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2116, Oct.
- Bertani, Filippo & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2021, "Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach," MPRA Paper, University Library of Munich, Germany, number 105326, Jan.
- Ikeda, Yuki, 2021, "Efficient Computation of Portfolio Credit Risk with Chain Default," MPRA Paper, University Library of Munich, Germany, number 106652, Mar.
- Kumar, Satish & Tiwari, Aviral & Raheem, Ibrahim & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," MPRA Paper, University Library of Munich, Germany, number 106684, Mar.
- Nieddu, Marcello & Bertani, Filippo & Ponta, Linda, 2021, "Sustainability transition and digital trasformation: an agent-based perspective," MPRA Paper, University Library of Munich, Germany, number 106943, Apr.
- Demartini, Melissa & Bertani, Filippo & Tonelli, Flavio & Raberto, Marco & Cincotti, Silvano, 2021, "An investigation into modelling approaches for industrial symbiosis: a literature review," MPRA Paper, University Library of Munich, Germany, number 107448, Apr.
- Heinrich, Torsten, 2021, "Epidemics in modern economies," MPRA Paper, University Library of Munich, Germany, number 107578, Apr.
- Escaith, Hubert, 2021, "Withering globalization? The Global Value Chain effects of trade decoupling," MPRA Paper, University Library of Munich, Germany, number 107935, May.
- Ofori, Isaac K, 2021, "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper, University Library of Munich, Germany, number 108622.
- Halkos, George & Tsilika, Kyriaki, 2021, "Computational aspects of sustainability: Conceptual review and analytical framework," MPRA Paper, University Library of Munich, Germany, number 109632, Sep.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021, "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper, University Library of Munich, Germany, number 110034, Oct.
Printed from https://ideas.repec.org/j/C63-9.html