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 Binning, 2022, "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series, New Zealand Treasury, number 22/02, Jul.
• Donal Smith & Przemyslaw Kowalski & Frank van Tongeren, 2022, "Modelling trade policy scenarios: Macroeconomic and trade effects of restrictions in cross border labour mobility," OECD Trade Policy Papers, OECD Publishing, number 259, Feb, DOI: 10.1787/b37fa34f-en.
• Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2022, "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input–Output Approach
  [Nonlinear Production Networks with an Application to the Covid-19 Crisis]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 31, issue 2, pages 358-409.
• Cabrera Llanos, Agustín I. & Ortiz Arango, Francisco & Dávila Aragón, Griselda, 2022, "Caracterización de la productividad de una empresa mexicana desarrolladora de tecnología mediante control difuso
  [Characterization of the productivity of a Mexican technology development company through fuzzy control]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 281-304, December, DOI: https://doi.org/10.46661/revmetodos.
• Edoardo Gaffeo & Lucio Gobbi, 2022, "Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach," Risk Management, Palgrave Macmillan, volume 24, issue 1, pages 100-100, March, DOI: 10.1057/s41283-021-00082-7.
• Daniela Danková & Renata Halásková & Ján Šebo, 2022, "Fiscal and redistributive impacts of the introduction of dynamic components in maternity benefits," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 1, pages 103-131, March, DOI: 10.24136/eq.2022.005.
• Magdalena Szyszko & Aleksandra Rutkowska, 2022, "Do words transform into actions? The consistency of central banks’ communications and decisions," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 1, pages 31-49, March, DOI: 10.24136/eq.2022.002.
• Drechsler, Martin & Grimm, Volker, 2022, "Land-use hysteresis triggered by staggered payment schemes for more permanent biodiversity conservation," MPRA Paper, University Library of Munich, Germany, number 110361, Oct.
• Banker, Rajiv & Park, Han-Up & Sahoo, Biresh, 2022, "A statistical foundation for the measurement of managerial ability," MPRA Paper, University Library of Munich, Germany, number 111832, Jan.
• Gerling, Charlotte & Schöttker, Oliver & Hearne, John, 2022, "Irreversible and partly reversible investments in the optimal reserve design problem: the role of flexibility under climate change," MPRA Paper, University Library of Munich, Germany, number 112089, Feb.
• Bongers, Anelí & Molinari, Benedetto & Torres, José L., 2022, "Computers, Programming and Dynamic General Equilibrium Macroeconomic Modeling," MPRA Paper, University Library of Munich, Germany, number 112505, Mar.
• Li, Bin, 2022, "Algorithmic Economics," MPRA Paper, University Library of Munich, Germany, number 113563.
• Lee, David, 2022, "Pricing Cancellation Product," MPRA Paper, University Library of Munich, Germany, number 114147, Aug.
• Gerling, Charlotte & Schöttker, Oliver & Hearne, John, 2022, "Optimal time series in the reserve design problem under climate change," MPRA Paper, University Library of Munich, Germany, number 114691, Sep.
• Gerling, Charlotte & Schöttker, Oliver & Hearne, John, 2022, "The ”climate adaptation problem” in biodiversity conservation: the role of reversible conservation investments in optimal reserve design under climate change," MPRA Paper, University Library of Munich, Germany, number 114812, Sep.
• Desogus, Marco & Conversano, Claudio & Pili, Ambrogio & Venturi, Beatrice, 2022, "Fractal analysis of Dow Jones Industrial Index returns," MPRA Paper, University Library of Munich, Germany, number 114923.
• Ramaharo, Franck M., 2022, "The 2019 Merged model for Madagascar," MPRA Paper, University Library of Munich, Germany, number 115226, Nov.
• Lee, Hanbaek, 2022, "Repeated Transition Method and the Nonlinear Business Cycle with the Corporate Saving Glut," MPRA Paper, University Library of Munich, Germany, number 115887, Dec.
• Cajas Guijarro, John, 2022, "Unpaid family labor and self-employment: Two multi-sector models of capitalist reproduction and endogenous cycles," MPRA Paper, University Library of Munich, Germany, number 116581, Nov.
• da Rocha Braga, Bruno, 2022, "The Generative Nature of the Firm," MPRA Paper, University Library of Munich, Germany, number 117007, Dec, revised 09 Apr 2023.
• Mirjalili, Seyed hossein & Dehghan Khavari, Saeed & Hekmat, saeedeh & Derakhsh, Vahideh, 2022, "بررسی ساختار و روابط علی مولفه های قیمت گذاری محصولات گردشگری در زمان شیوع کرونا: رویکرد نگاشت شناختی فازی
  [The Structure and Causal Relationships for the Pricing Components of Tourism Products During the COVID-19 Outbreak: Fuzzy Cognitive Mapping," MPRA Paper, University Library of Munich, Germany, number 125513, May, revised 28 Jan 2023.
• Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
• Jonah M. Rexer & Ethan B. Kapstein & Andres F. Rivera, 2022, "Pricing Conflict Risk: Evidence from Sovereign Bonds," Empirical Studies of Conflict Project (ESOC) Working Papers, Empirical Studies of Conflict Project, number 33, Nov.
• Rewat Khanthaporn, 2022, "Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 183, Jul.
• Ibirénoyé Honoré Romaric Sodjahin & Fabienne Femenia & Obafémi Philippe Koutchade & Alain Carpentier, 2022, "On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data," Working Papers SMART, INRAE UMR SMART, number 22-02.
• Andrei Luchici, 2022, "Dealing With Vagueness In Agent-Based Models: A Python Fuzzy Logic Abm Framework," Journal of Information Systems & Operations Management, Romanian-American University, volume 16, issue 2, pages 96-111, December, DOI: 10.5281/zenodo.21827383.
• Reza Gharoie Ahangar & Myungsup Kim, 2022, "The Impact of COVID-19 Shocks on Business and GDP of Global Economy," American Business Review, Pompea College of Business, University of New Haven, volume 25, issue 2, pages 328-354.
• Vahideh Ahmadi & Ruhollah Shahnazi & Karim Eslamlouian & Ahmad Sadraei Javaheri, 2022, "Evaluating the Impact of Occupation Choice on Tax Evasion - Behavioral Economics Approach with the Agent-Based Method in the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 1, pages 271-294.
• Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022, "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-138, April.
• Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
• Sandra Daudignon & Oreste Tristani, 2022, "Monetary policy and the drifting natural rate of interest," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1057, Nov.
• Amanda Jasmine Williamson & Andreana Drencheva & Martina Battisti, 2022, "Entrepreneurial Disappointment: Let Down and Breaking Down, a Machine-Learning Study," Entrepreneurship Theory and Practice, , volume 46, issue 6, pages 1500-1533, November, DOI: 10.1177/1042258720964447.
• Mojtaba Hajian Heidary, 2022, "The Effect of COVID-19 Pandemic on the Global Supply Chain Operations: A System Dynamics Approach," Foreign Trade Review, , volume 57, issue 2, pages 198-220, May, DOI: 10.1177/00157325211060932.
• Maxwell Murialdo & Arturo Cifuentes, 2022, "Quantifying Value with Effective Complexity," Journal of Interdisciplinary Economics, , volume 34, issue 1, pages 69-85, January, DOI: 10.1177/0260107920913663.
• László Csató, 2022, "UEFA Against the Champions? An Evaluation of the Recent Reform of the Champions League Qualification," Journal of Sports Economics, , volume 23, issue 8, pages 991-1016, December, DOI: 10.1177/15270025221074700.
• Szymon Chudziak, 2022, "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-073, Mar, DOI: 10.33119/kaewps2022073.
• André Cieplinski & Simone D'Alessandro & Chandni Dwarkasing & Pietro Guarnieri, 2022, "Narrowing women’s time and income gaps: an assessment of the synergies between working time reduction and universal income schemes," Working Papers, Department of Economics, SOAS University of London, UK, number 250, Apr, revised Apr 2022.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022, "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_01, Jan, revised 21 Jan 2022.
• Danilo Liuzzi & Veronica Lupi & Aymeric Vié, 2022, "Sustainability, cooperation and mobility of workers within and between European countries: a two-stage goal programming model," Annals of Operations Research, Springer, volume 311, issue 2, pages 749-769, April, DOI: 10.1007/s10479-020-03818-y.
• Luca Grilli & Domenico Santoro, 2022, "Forecasting financial time series with Boltzmann entropy through neural networks," Computational Management Science, Springer, volume 19, issue 4, pages 665-681, October, DOI: 10.1007/s10287-022-00430-2.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2022, "Calibration to FX triangles of the 4/2 model under the benchmark approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 1-34, June, DOI: 10.1007/s10203-021-00330-1.
• Hiroaki Hata & Nien-Lin Liu & Kazuhiro Yasuda, 2022, "Expressions of forward starting option price in Hull–White stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 101-135, June, DOI: 10.1007/s10203-021-00343-w.
• Magnus Grønnegaard Frandsen & Tobias Cramer Pedersen & Rolf Poulsen, 2022, "Delta force: option pricing with differential machine learning," Digital Finance, Springer, volume 4, issue 1, pages 1-15, March, DOI: 10.1007/s42521-021-00041-7.
• Paolo Avner & Vincent Viguié & Bramka Arga Jafino & Stephane Hallegatte, 2022, "Flood Protection and Land Value Creation – Not all Resilience Investments Are Created Equal," Economics of Disasters and Climate Change, Springer, volume 6, issue 3, pages 417-449, November, DOI: 10.1007/s41885-022-00117-7.
• Ali Salmasnia & Ali Talesh-Kazemi & Mohammad Reza Maleki, 2022, "Joint optimization of inventory planning, maintenance policy and pricing for perishable complementary products by considering the product freshness and technology level," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 49, issue 4, pages 713-746, December, DOI: 10.1007/s40812-021-00201-1.
• P. Campoy-Muñoz & M. A. Cardenete & F. J. De Miguel-Vélez & J. Pérez-Mayo, 2022, "How does fiscal austerity impact on poverty and inequality? The Spanish case," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 3, pages 715-737, October, DOI: 10.1007/s40888-021-00253-5.
• Désirée Vandenberghe, 2022, "Simulating lifestyle and medical interventions to prevent type-2 diabetes: an economic evaluation for Belgium," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 2, pages 237-248, March, DOI: 10.1007/s10198-021-01362-5.
• Danny Wende & Dagmar Hertle & Claudia Schulte & Pedro Ballesteros & Uwe Repschläger, 2022, "Optimising the impact of COVID-19 vaccination on mortality and hospitalisations using an individual additive risk measuring approach based on a risk adjustment scheme," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 969-978, August, DOI: 10.1007/s10198-021-01408-8.
• Xiaoyu Tan & Zili Zhang & Xuejun Zhao & Shuyi Wang, 2022, "DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00369-y.
• Hongjun Ha & Daniel Bauer, 2022, "A least-squares Monte Carlo approach to the estimation of enterprise risk," Finance and Stochastics, Springer, volume 26, issue 3, pages 417-459, July, DOI: 10.1007/s00780-022-00478-7.
• Jorge González Cázares & Aleksandar Mijatović, 2022, "Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation," Finance and Stochastics, Springer, volume 26, issue 4, pages 671-732, October, DOI: 10.1007/s00780-022-00486-7.
• Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022, "Jacobi stochastic volatility factor for the LIBOR market model," Finance and Stochastics, Springer, volume 26, issue 4, pages 771-823, October, DOI: 10.1007/s00780-022-00488-5.
• Daniel Gahler & Harald Hruschka, 2022, "Resource allocation procedures for unknown sales response functions with additive disturbances," Journal of Business Economics, Springer, volume 92, issue 6, pages 997-1034, August, DOI: 10.1007/s11573-021-01077-2.
• Piero Ferri & Fabio Tramontana, 2022, "Autonomous demand, multiple equilibria and unemployment dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 209-223, January, DOI: 10.1007/s11403-020-00306-1.
• Angelo Antoci & Paolo Russu & Pier Luigi Sacco & Giorgio Tavano Blessi, 2022, "Preying on beauty? The complex social dynamics of overtourism," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 379-400, January, DOI: 10.1007/s11403-020-00311-4.
• Andrea Caravaggio & Mauro Sodini, 2022, "Local environmental quality and heterogeneity in an OLG agent-based model with spatial externalities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 287-317, January, DOI: 10.1007/s11403-022-00346-9.
• Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022, "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 475-499, April, DOI: 10.1007/s11403-021-00317-6.
• Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022, "A simulation of the insurance industry: the problem of risk model homogeneity," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 535-576, April, DOI: 10.1007/s11403-021-00319-4.
• Valentina Macchiati & Giuseppe Brandi & Tiziana Di Matteo & Daniela Paolotti & Guido Caldarelli & Giulio Cimini, 2022, "Systemic liquidity contagion in the European interbank market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 443-474, April, DOI: 10.1007/s11403-021-00338-1.
• Patrick Mellacher, 2022, "Endogenous viral mutations, evolutionary selection, and containment policy design," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 801-825, July, DOI: 10.1007/s11403-021-00344-3.
• Qiuyi Huang & Xiaoping Zheng & Mengjie Zhang & Xiaoshuan Zhang, 2022, "Agent-based modeling of the word-of-mouth effect on promoting brand-name agricultural products," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 875-896, July, DOI: 10.1007/s11403-022-00349-6.
• Pascal Gauthier & Timothy J. Kehoe & Erwan Quintin, 2022, "Constructing pure-exchange economies with many equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 541-564, April, DOI: 10.1007/s00199-021-01406-0.
• Claudius Gräbner & Anna Hornykewycz, 2022, "Capability accumulation and product innovation: an agent-based perspective," Journal of Evolutionary Economics, Springer, volume 32, issue 1, pages 87-121, January, DOI: 10.1007/s00191-021-00732-9.
• Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022, "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, volume 32, issue 1, pages 123-173, January, DOI: 10.1007/s00191-021-00750-7.
• A. E. Biondo & G. Burgio & A. Pluchino & D. Puglisi, 2022, "Taxation and evasion: a dynamic model," Journal of Evolutionary Economics, Springer, volume 32, issue 3, pages 797-826, July, DOI: 10.1007/s00191-022-00776-5.
• Richard J. Arend, 2022, "Balancing the perceptions of NK modelling with critical insights," Journal of Innovation and Entrepreneurship, Springer, volume 11, issue 1, pages 1-15, December, DOI: 10.1186/s13731-022-00212-9.
• Wei Cheng, 2022, "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-23, December, DOI: 10.1007/s43071-022-00022-x.
• Francesco Cusano & Giuseppe Marinelli & Stefano Piermattei, 2022, "Learning from revisions: an algorithm to detect errors in banks’ balance sheet statistical reporting," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4025-4059, December, DOI: 10.1007/s11135-021-01313-5.
• Herbert Dawid & Jasper Hepp, 2022, "Distributional effects of technological regime changes: hysteresis, concentration and inequality dynamics," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 137-167, April, DOI: 10.1007/s43253-021-00052-5.
• Marcello Nieddu & Filippo Bertani & Linda Ponta, 2022, "The sustainability transition and the digital transformation: two challenges for agent-based macroeconomic models," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 193-226, April, DOI: 10.1007/s43253-021-00060-5.
• Mattia Guerini & Francesco Lamperti & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2022, "Unconventional monetary policies in an agent-based model with mark-to-market standards," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 73-107, April, DOI: 10.1007/s43253-022-00065-8.
• Shinichiro Kimura, 2022, "Secular change of interdependencies in the clusters of the Japanese motor vehicle industry: a case study in the Tokai region," SN Business & Economics, Springer, volume 2, issue 11, pages 1-12, November, DOI: 10.1007/s43546-022-00348-6.
• Ran Sun & James Nolan & Suren Kulshreshtha, 2022, "Agent-based modeling of policy induced agri-environmental technology adoption," SN Business & Economics, Springer, volume 2, issue 8, pages 1-26, August, DOI: 10.1007/s43546-022-00275-6.
• Tony Sio-Chong U & Jacky Yuk-Chow So, 2022, "Financial Crisis, Capital Requirement, and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates," Springer Books, Springer, chapter 85, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_87.
• Yi-Chen Huang & Tak-Yu Cheng & Bin-Tzong Chie, 2022, "The Effect of Dishonest Sellers on E-commerce: An Agent-Based Modeling Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 4, pages 1-5.
• Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2022, "The North-South divide: sources of divergence, policies for convergence," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/16, May.
• Francesco Lamperti & Andrea Roventini, 2022, "Beyond climate economics orthodoxy: impacts and policies in the agent-based integrated-assessment DSK model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/39, Dec.
• Cathrine Hagem & Snorre Kverndokk & Eric Nævdal & Knut Einar Rosendahl, 2022, "Policies for electrification of the car fleet in the short and long run. Subsidizing electric vehicles or subsidizing charging stations?," Discussion Papers, Statistics Norway, Research Department, number 980, May.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 483-493, September, DOI: 10.9770/jesi.2022.10.1(27).
• Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022, "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1263-1282, October, DOI: 10.1080/1351847X.2020.1832553.
• Andrea Gurgone & Giulia Iori, 2022, "Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1399-1445, October, DOI: 10.1080/1351847X.2021.1976664.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
• Arnoud V. den Boer & Janusz M. Meylahn & Maarten Pieter Schinkel, 2022, "Artificial Collusion: Examining Supracompetitive Pricing by Q-learning Algorithms," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-067/VII, Sep.
• Chih-Sheng Hsieh & Michael D. Konig & Xiaodong Liu, 2022, "A Structural Model for the Coevolution of Networks and Behavior," The Review of Economics and Statistics, MIT Press, volume 104, issue 2, pages 355-367, May, DOI: 10.1162/rest_a_00958.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen Younger, 2022, "The Impact of COVID-19 on Living Standards: Addressing the Challenges of Nowcasting Unprecedented Macroeconomic Shocks with Scant Data and Uncharted Economic Behavior," Working Papers, Tulane University, Department of Economics, number 2206, Sep.
• Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
• Lorentz, André & Ciarli, Tommaso & Savona, Maria & Valente, Marco, 2022, "Structural transformations and cumulative causation towards an evolutionary micro-foundation of the Kaldorian growth model," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-001, Jan.
• Viktoriya V. Akberdina & Andrey F. Shorikov, 2022, "Managing industrial complexes: A hierarchical agent-oriented model," Upravlenets, Ural State University of Economics, volume 13, issue 6, pages 2-14, January, DOI: 10.29141/2218-5003-2022-13-6-1.

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," 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 Rodríguez, 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.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Ramaharo, Franck M., 2021, "A simple macroeconomic framework for Madagascar," MPRA Paper, University Library of Munich, Germany, number 112092, Feb.
• Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
• Katerina Gawthorpe, 2021, "Random Forest as a Model for Czech Forecasting," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 3, pages 336-357, DOI: 10.18267/j.pep.765.
• Jan Hagemejer & Jan Jakub Michałek & Karolina Pawlak, 2021, "Trade Implications of the Transatlantic Trade and Investment Partnership for Poland’s Agri-Food Trade," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 1, pages 75-103, March.
• Vessela Daskalova & Nicolaas J.Vriend, 2021, "Learning frames," Working Papers, Queen Mary University of London, School of Economics and Finance, number 929, Aug.
• Ozan Aksoy, 2021, "Preaching to Social Media: Turkey’s Friday Khutbas and Their Effects on Twitter," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 21-17, May.
• Daisuke Watanabe & Ryuichi Shibasaki & Hirofumi Arai, 2021, "Logistics Policy Analysis and Network Model Simulation for Cross-Border Transport in the Trans-Caspian Transport Corridor: Global Intermodal Logistics Network Simulation (GLINS) Model," ADBI Working Papers, Asian Development Bank Institute, number 1269, Jun.
• Bharati Singh, 2021, "A Bibliometric Analysis of Behavioral Finance and Behavioral Accounting," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 198-230.
• Fatemeh SALIMIANRAD & Vali BORIMNEJAD & Sahar DEHYUORI, 2021, "Investigating the Relationship between Natural Capital and Sustainable Economic Growth using the General Equilibrium Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 120-139, June.
• Nora Lustig & Valentina Martinez Pabon & Guido Neidhöfer & Mariano Tommasi, 2021, "Short and Long-Run Distributional Impacts of COVID-19 in Latin America," Working Papers, Universidad de San Andres, Departamento de Economia, number 153, Jun, revised Jun 2021.
• Damián Pierri, 2021, "Useful Results for the Simulation of Non-Optimal Economies with Heterogeneous Agents," Working Papers, Universidad de San Andres, Departamento de Economia, number 156, Aug, revised Aug 2021.
• Sierra Juárez, Guillermo, 2021, "Curvatura de Ricci como Indicador de Fragilidad en el Contagio del COVID-19 y de los Mercados Financieros en el mundo / Ricci Curvature as an indicator of fragility in the contagium of COVID-19 and in financial markets around the world," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 81-112, enero-jun.
• Vasil Marchev & Angel Marchev Jr, 2021, "Methods for Simulating Multi-dimensional Data for Financial Services Recommendation," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-02, Feb, revised Feb 2021.
• Lilian N. Rolim & Carolina Troncoso Baltar & Gilberto Tadeu Lima, 2021, "Income Distribution, Productivity Growth and Workers's Bargaining Power in an Agent-Based Macroeconomic Model," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2021_27, Nov, revised 30 Nov 2021.
• Giacomo Morelli, 2021, "Fair prices under a unified lattice approach for interest rate derivatives," Annals of Operations Research, Springer, volume 299, issue 1, pages 429-441, April, DOI: 10.1007/s10479-019-03209-y.
• Matteo Cinelli & Giovanna Ferraro & Antonio Iovanella & Giulia Rotundo, 2021, "Assessing the impact of incomplete information on the resilience of financial networks," Annals of Operations Research, Springer, volume 299, issue 1, pages 721-745, April, DOI: 10.1007/s10479-019-03306-y.
• F. Benedetto & L. Mastroeni & P. Vellucci, 2021, "Modeling the flow of information between financial time-series by an entropy-based approach," Annals of Operations Research, Springer, volume 299, issue 1, pages 1235-1252, April, DOI: 10.1007/s10479-019-03319-7.
• Matteo Farnè & Angelos T. Vouldis, 2021, "Banks’ business models in the euro area: a cluster analysis in high dimensions," Annals of Operations Research, Springer, volume 305, issue 1, pages 23-57, October, DOI: 10.1007/s10479-021-04045-9.
• Federico Pablo-Martí & Ángel Alañón-Pardo & Angel Sánchez, 2021, "Complex networks to understand the past: the case of roads in Bourbon Spain," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 15, issue 3, pages 477-534, September, DOI: 10.1007/s11698-020-00218-x.
• Gaetano Bua & Daniele Marazzina, 2021, "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case," Computational Management Science, Springer, volume 18, issue 2, pages 149-176, June, DOI: 10.1007/s10287-021-00388-7.
• Massimo Arnone & Michele Leonardo Bianchi & Anna Grazia Quaranta & Gian Luca Tassinari, 2021, "Catastrophic risks and the pricing of catastrophe equity put options," Computational Management Science, Springer, volume 18, issue 2, pages 213-237, June, DOI: 10.1007/s10287-021-00391-y.
• Raffaella Coppier & Francesca Grassetti & Elisabetta Michetti, 2021, "Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 459-483, June, DOI: 10.1007/s10203-021-00317-y.
• Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2021, "MURAME parameter setting for creditworthiness evaluation: data-driven optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 295-339, June, DOI: 10.1007/s10203-021-00322-1.
• G. Rigatos & P. Siano & M. Abbaszadeh & T. Ghosh, 2021, "Nonlinear optimal control of coupled time-delayed models of economic growth," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 375-399, June, DOI: 10.1007/s10203-021-00327-w.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021, "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 883-903, December, DOI: 10.1007/s10203-021-00324-z.
• Fausto Cavalli & Ahmad Naimzada & Lucia Parisio, 2021, "Learning in a double-phase cobweb model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 579-611, December, DOI: 10.1007/s10203-021-00335-w.
• Fred Espen Benth & Nils Detering & Silvia Lavagnini, 2021, "Accuracy of deep learning in calibrating HJM forward curves," Digital Finance, Springer, volume 3, issue 3, pages 209-248, December, DOI: 10.1007/s42521-021-00030-w.
• Vikram Ojha & JeongHoe Lee, 2021, "Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008–2009," Digital Finance, Springer, volume 3, issue 3, pages 249-271, December, DOI: 10.1007/s42521-021-00036-4.
• Michael P. Schlaile & Johannes Zeman & Matthias Mueller, 2021, "It’s a Match! Simulating Compatibility-based Learning in a Network of Networks," Economic Complexity and Evolution, Springer, chapter 0, in: Michael P. Schlaile, "Memetics and Evolutionary Economics", DOI: 10.1007/978-3-030-59955-3_5.
• Huosong Xia & Xiang Wei & Wuyue An & Zuopeng Justin Zhang & Zelin Sun, 2021, "Design of electronic-commerce recommendation systems based on outlier mining," Electronic Markets, Springer;IIM University of St. Gallen, volume 31, issue 2, pages 295-311, June, DOI: 10.1007/s12525-020-00435-2.
• Ahmet Akca & Ethem Çanakoğlu, 2021, "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 3, pages 463-504, September, DOI: 10.1007/s40812-021-00184-z.
• César García-Díaz, 2021, "Design, systems approaches, and the engineering-economics nexus," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 4, pages 601-607, December, DOI: 10.1007/s40812-021-00199-6.
• Lukas Gonon & Christoph Schwab, 2021, "Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models," Finance and Stochastics, Springer, volume 25, issue 4, pages 615-657, October, DOI: 10.1007/s00780-021-00462-7.
• Kathrin Eismann, 2021, "Diffusion and persistence of false rumors in social media networks: implications of searchability on rumor self-correction on Twitter," Journal of Business Economics, Springer, volume 91, issue 9, pages 1299-1329, November, DOI: 10.1007/s11573-020-01022-9.
• Jascha-Alexander Koch & Jens Lausen & Moritz Kohlhase, 2021, "Internalizing the externalities of overfunding: an agent-based model approach for analyzing the market dynamics on crowdfunding platforms," Journal of Business Economics, Springer, volume 91, issue 9, pages 1387-1430, November, DOI: 10.1007/s11573-021-01045-w.
• Christian Stummer & Lars Lüpke & Markus Günther, 2021, "Beaming market simulation to the future by combining agent-based modeling with scenario analysis," Journal of Business Economics, Springer, volume 91, issue 9, pages 1469-1497, November, DOI: 10.1007/s11573-021-01046-9.
• Jan Schulz & Daniel M. Mayerhoffer, 2021, "Equal chances, unequal outcomes? Network-based evolutionary learning and the industrial dynamics of superstar firms," Journal of Business Economics, Springer, volume 91, issue 9, pages 1357-1385, November, DOI: 10.1007/s11573-021-01047-8.
• Arpan Jani, 2021, "An agent-based model of repeated decision making under risk: modeling the role of alternate reference points and risk behavior on long-run outcomes," Journal of Business Economics, Springer, volume 91, issue 9, pages 1271-1297, November, DOI: 10.1007/s11573-021-01048-7.
• Iris Lorscheid & Matthias Meyer, 2021, "Toward a better understanding of team decision processes: combining laboratory experiments with agent-based modeling," Journal of Business Economics, Springer, volume 91, issue 9, pages 1431-1467, November, DOI: 10.1007/s11573-021-01052-x.
• Kai Fischbach & Johannes Marx & Tim Weitzel, 2021, "Agent-based modeling in social sciences," Journal of Business Economics, Springer, volume 91, issue 9, pages 1263-1270, November, DOI: 10.1007/s11573-021-01070-9.
• Rémi Stellian & Gabriel I. Penagos & Jenny P. Danna-Buitrago, 2021, "Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 1, pages 59-101, January, DOI: 10.1007/s11403-020-00285-3.
• Stephan Leitner & Friederike Wall, 2021, "Decision-facilitating information in hidden-action setups: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 2, pages 323-358, April, DOI: 10.1007/s11403-020-00297-z.
• Ivan Savin, 2021, "On optimal regimes of knowledge exchange: a model of recombinant growth and firm networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 3, pages 497-527, July, DOI: 10.1007/s11403-020-00314-1.