## 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 follow RePEc Biblio entries:**

- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Inventor mobility index: A method to disambiguate inventor careers**

*by*Doherr, Thorsten

**Cost-effectiveness and incidence of renewable energy promotion in Germany**

*by*Böhringer, Christoph & Landis, Florian & Tovar Reaños, Miguel Angel

**Financial frictions and regime switching: The role of collateral asset in emerging stock market**

*by*Awijen, Haithem & Hammami, Sami

**Information heterogeneity, housing dynamics and the business cycle**

*by*Guo, Zi-Yi

**Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment**

*by*Dosi, G. & Pereira, M. C. & Roventini, A. & Virgillito, M. E.

**PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs**

*by*Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso

**What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model**

*by*Pascal Seppecher & Isabelle Salle & Marc Lavoie

**Inequality, redistributive policies and multiplierdynamics in an agent-based model with credit rationing**

*by*Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard

**Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model**

*by*Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Sandro Sapio

**Agent-Based Model Calibration using Machine Learning Surrogates**

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**Productivity, Taxation and Evasion: An Analysis of the Determinants of the Informal Economy**

*by*Alessandro Di Nola & Georgi Kocharkov & Aleksandar Vasilev

**Social Network Structure and The Trade-Off Between Social Utility and Economic Performance**

*by*Katarzyna Growiec & Jakub Growiec & Bogumil Kaminski

**Development of sustainable product innovations**

*by*Stig Ottosson

**The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model**

*by*Vincenzo Atella & Federico Belotti & Ludovico Carrino & Andrea Piano Mortari

**OPEC, Saudi Arabia, and the Shale Revolution: Insights from Equilibrium Modelling and Oil Politics**

*by*Ansari, Dawud

**What drives the profitability of household PV investments, self-consumption and self-sufficiency?**

*by*Bertsch, Valentin & Geldermann, Jutta & Lühn, Tobias

**Between Trust and Performance: Exploring Socio-Economic Mechanisms on Directed Weighted Regular Ring with Agent-Based Modeling**

*by*Gao, Lin

**Multi winner Approval Voting: An Apportionment Approach**

*by*Brams, Steven J. & Kilgour, D. Marc & Potthoff, Richard F.

**Computational analysis of source receptor air pollution problems**

*by*Halkos, George & Tsilika, Kyriaki

**Securitisation and Business Cycle: An Agent-Based Perspective**

*by*Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano

**Hill-Climbing Algorithm for Robust Emergency System Design with Return Preventing Constraints**

*by*Marek Kvet & Jaroslav Janáèek

**A multiplier evaluation of primary factors supply–shocks**

*by*M. Alejandro Cardenete & M. Carmen Lima & Ferran Sancho

**Public Finance in a Nutshell: A Cobb Douglas Teaching Tool for General Equilibrium Tax Incidence and Excess Burden**

*by*Don Fullerton & Chi L. Ta

**Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting**

*by*Siem Koopman & André Lucas & Marcin Zamojski

**Bayesian Inference for a 1-Factor Copula Model**

*by*Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

**A network-based approach to technology transfers in the context of climate policy**

*by*Solmaria Halleck Vega & Antoine Mandel

**Assessing structural change in the Maltese economy via the application of a hypothetical extraction analysis**

*by*Ian P.Cassar

**Cost-effectiveness analysis of PET-CT guided management for locally advanced head and neck cancer**

*by*Alison F Smith & Peter Hall & Claire Hulme & Janet A Dunn & Christopher C McConkey & Joy K Rahman & Christopher McCabe & Hisham Mehanna

**Sovereign default contagion: an agent-based model approach**

*by*João Silvestre

**Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints**

*by*Nikolay A Andreev

**Thomas Piketty and the Rate of Time Preference**

*by*Fischer, Thomas

**Case Study of the Moldovan Bank Fraud: Is Early Intervention the Best Central Bank Strategy to Avoid Financial Crises?**

*by*Alexandru Monahov & Thomas Jobert

**On the gains of using high frequency data and higher moments in Portfolio Selection**

*by*Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

**Green tax reform, endogenous innovation and the growth dividend**

*by*Christos Karydas & Lin Zhang

**Uncertainty Quantification and Global Sensitivity Analysis for Economic Models**

*by*Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel

**As Easy as ABC? Multidimensional Screening in Public Finance**

*by*Sander Renes & Floris Zoutman

**Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector**

*by*Sebastian Deininger & Dietmar Maringer

**A goodness-of-fit test for Generalized Error Distribution**

*by*Daniele Coin

**Microeconomic Simulator of Firm Behavior under Monopolistic Competition**

*by*Angelov, Aleks & Vasilev, Aleksandar

**Spatial Planning and Policy Evaluation in an Urban Conurbation: a Regional Agent-Based Economic Model**

*by*Luzius Stricker & Moreno Baruffini

**Matching espacial para georreferenciar datos de encuestas de hogar**

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

**Agent-based simulation for science, technology, and innovation policy**

*by*Petra Ahrweiler

**Micro and macro policies in the Keynes+Schumpeter evolutionary models**

*by*Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Indeterminacy in stochastic overlapping generations models: real effects in the long run**

*by*Zhigang Feng & Matthew Hoelle

**Simple vs. Sophisticated Rules for the Allocation of Voting Weights**

*by*N. Maaser

**Computing deltas without derivatives**

*by*D. Baños & T. Meyer-Brandis & F. Proske & S. Duedahl

**Reassessing the bank–industry relationship in Italy, 1913–1936: a counterfactual analysis**

*by*Michelangelo Vasta & Carlo Drago & Roberto Ricciuti & Alberto Rinaldi

**Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium**

*by*Gavira Durón, Nora & Aguilar Galindo, Julio Irving

**Агент-Ориентированное Моделирование Оптового Рынка Электроэнергии России**

*by*Рашидова Е. А.

**Интеграция Подхода «Затраты – Выпуск» В Агент-Ориентированное Моделирование. Часть 1. Методологические Основы**

*by*Доможиров Д. А. & Ибрагимов Н. М. & Мельникова Л. В. & Цыплаков А. А.

**Equilibrium approach of asset and option pricing under LÃ©vy process and stochastic volatility**

*by*Shuang Li & Yanli Zhou & Yonghong Wu & Xiangyu Ge

**On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach**

*by*MUTEBA MWAMBA, John Weirstrass & MANTSHIMULI, Lamukanyani

**The Economic Evaluation of Floods Using Spatial Software Aplication**

*by*Ekaterina Bogomilova

**Knowledge Discovery from Unstructured Data using Sentiment Analysis**

*by*Stanimira Yordanova & Kamelia Stefanova

**A Resilient Network for Large Scale Disasters from Experience Based on the Great East Japan Earthquake**

*by*Yoshitaka Shibata & Noriki Uchida & Norio Shiratori

**A New Approach to Modeling Bertrand Duopoly**

*by*Puu, Tonu

**Executive flight simulator as a learning tool in new companies’ resource planning based on the balanced scorecard**

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

**Simulador de vuelo ejecutivo como medio de aprendizaje en la planeación de recursos de nuevas empresas bajo el enfoque del marcador balanceado**

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

**Az adózói magatartás különféle magyarázatai**

*by*Semjén, András

**Dynamic coordinating non-equilibrium**

*by*Santiago J. Gangotena

**Entrepreneurship, search costs, and ecological rationality in an agent-based economy**

*by*James Caton

**Comparing access for all: disability-induced accessibility disparity in Lisbon**

*by*David S. Vale & Fernando Ascensão & Nuno Raposo & António Pedro Figueiredo

**Robust Monte Carlo Method for R&D Real Options Valuation**

*by*Marta Biancardi & Giovanni Villani

**Searching for Inefficiencies in Exchange Rate Dynamics**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun

**A note on the Estimation of a Gamma-Variance Process: Learning from a Failure**

*by*Gian P. Cervellera & Marco P. Tucci

**Global Banking on the Financial Network Modelling: Sectorial Analysis**

*by*Fathin Faizah Said

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**Parameterising a detailed dynamic programming model of savings and labour supply using cross-sectional data**

*by*Justin W. van de Ven

**JAS-mine: A new platform for microsimulation and agent-based modelling**

*by*Matteo Richiardi & Ross E. Richardson

**Noise-induced transitions in a stochastic Goodwin-type business cycle model**

*by*Jungeilges, Jochen & Ryazanova, Tatyana

**Combining price and quantity controls under partitioned environmental regulation**

*by*Abrell, Jan & Rausch, Sebastian

**The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process**

*by*Bouleau, Nicolas & Chorro, Christophe

**Wavelet-based monetary and fiscal policy in the Euro area**

*by*Crowley, Patrick M. & Hudgins, David

**Impact of the China–Australia FTA on global coal production and trade**

*by*Xiang, Hongjin & Kuang, Yanxiang & Li, Chenhua

**Banks, market organization, and macroeconomic performance: An agent-based computational analysis**

*by*Ashraf, Quamrul & Gershman, Boris & Howitt, Peter

**Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model**

*by*Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea

**Asymmetric information and the death of ABS CDOs**

*by*Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P.

**The valuation of life contingencies: A symmetrical triangular fuzzy approximation**

*by*de Andrés-Sánchez, Jorge & González-Vila Puchades, Laura

**A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches**

*by*Cantia, Catalin & Tunaru, Radu

**Computational analysis of perfect-information position auctions**

*by*Thompson, David R.M. & Leyton-Brown, Kevin

**Self-confirming price-prediction strategies for simultaneous one-shot auctions**

*by*Wellman, Michael P. & Sodomka, Eric & Greenwald, Amy

**Impact of inefficient quota allocation under the Canada-U.S. softwood lumber dispute: A calibrated mixed complementarity approach**

*by*Johnston, Craig M.T. & van Kooten, G. Cornelis

**Closed-form solutions for options with random initiation under asset price monitoring**

*by*Jun, Doobae & Ku, Hyejin

**How to benefit from a common European electricity market design**

*by*Ringler, Philipp & Keles, Dogan & Fichtner, Wolf

**Can an emission trading scheme promote the withdrawal of outdated capacity in energy-intensive sectors? A case study on China's iron and steel industry**

*by*Zhu, Lei & Zhang, Xiao-Bing & Li, Yuan & Wang, Xu & Guo, Jianxin

**Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis**

*by*Pal, Debdatta & Mitra, Subrata K.

**Low natural gas prices and the financial cost of ramp rate restrictions at hydroelectric dams**

*by*Kern, Jordan D. & Characklis, Gregory W.

**Higher-order properties of approximate estimators**

*by*Kristensen, Dennis & Salanié, Bernard

**Solving and simulating unbalanced growth models using linearization about the current state**

*by*Phillips, Kerk L.

**Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market**

*by*Nonejad, Nima

**Climate change effects and their interactions: An analysis aiming at policy implications**

*by*Halkos, George E. & Tsilika, Kyriaki D.

**On the initialization of adaptive learning in macroeconomic models**

*by*Berardi, Michele & Galimberti, Jaqueson K.

**Thomas Piketty and the rate of time preference**

*by*Fischer, Thomas

**A general endogenous grid method for multi-dimensional models with non-convexities and constraints**

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

**Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran**

*by*Maryam Hosseinzadeh & Saeed Daei-Karimzadeh

**Transaction Costs and Prospects for Public-private Partnership in the Russian Mineral Resourse Sector**

*by*Irina Glazyrina & Sergey Lavlinskii

**Reassessing the bank–industry relationship in Italy, 1913–1936: a counterfactual analysis**

*by*Michelangelo Vasta & Carlo Drago & Roberto Ricciuti & Alberto Rinaldi

**No bullying! A childish proof of Brouwer's fixed-point theorem**

*by*Petri, Henrik & Voorneveld, Mark

**Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods**

*by*Tero Haahtela

**Cost-Effectiveness and Incidence of Renewable Energy Promotion in Germany**

*by*Christoph Böhringer & Florian Landis & Miguel Angel Tovar Reaños

**Combining Price and Quantity Controls under Partitioned Environmental Regulation**

*by*Abrell, Jan & Rausch, Sebastian

**Pervasive enough? General purpose technologies as an emergent property**

*by*Korzinov, Vladimir & Savin, Ivan

**Optimal policy identification: Insights from the German electricity market**

*by*Herrmann, Johannes Karl & Savin, Ivan

**Replicator dynamics in value chains: Explaining some puzzles of market selection**

*by*Cantner, Uwe & Savin, Ivan & Vannuccini, Simone

**Systemic risk spillovers in the European banking and sovereign network**

*by*Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie

**Dokumentation zum Steuer-, Abgaben- und Transfer-Mikrosimulationsmodell des IW Köln (STATS)**

*by*Beznoska, Martin

**Worker personality: Another skill bias beyond education in the digital age**

*by*Bode, Eckhardt & Brunow, Stephan & Ott, Ingrid & Sorgner, Alina

**A micro-funded theory of multilateral resistance to migration**

*by*Marchal, Léa & Naiditch, Claire

**Opportunistic candidates and knowledgeable voters: A recipe for extreme views**

*by*Benček, David

**Prudential regulation in an artificial banking system**

*by*Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias

**Job placement agencies in an agent-based model of the local labor market with the long-term unemployed and on-the-job flows**

*by*Wozniak, Marcin

**Monetary policy and large crises in a financial accelerator agent-based model**

*by*Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**Computation of solutions to dynamic models with occasionally binding constraints**

*by*Holden, Tom D.

**Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints**

*by*Holden, Tom D.

**Tariff-mediated network effects with incompletely informed consumers**

*by*Muck, Johannes

**Shadow banking, financial regulation and animal spirits: An ACE approach**

*by*Krug, Sebastian & Wohltmann, Hans-Werner

**Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models**

*by*Schmitt, Noemi & Westerhoff, Frank

**Herding behavior and volatility clustering in financial markets**

*by*Schmitt, Noemi & Westerhoff, Frank

**What makes consumers adopt to innovative energy services in the energy market?**

*by*Anna Kowalska-Pyzalska

**Impact of social interactions on demand curves for innovative products**

*by*Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Rafal Weron

**Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion**

*by*Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron

**The diamond model of social response within an agent-based approach**

*by*Paul R. Nail & Katarzyna Sznajd-Weron

**Where in cities do "rich" and "poor" people live? The urban economics model revisited**

*by*RÃ©mi Lemoy & Charles Raux & Pablo Jensen

**Simulation modelling of public-private partnership in the Arctic regions**

*by*Olga Tarasova

**Systemically Important Banks: A Permutation Test Approach Abstract According to the definition of Financial Stability Board (FSB), Systemically Important Banks (SIBs) are the banks “whose disorderly failure, because of their size, complexity and systemic interconnectedness, would cause significant disruption to the wider financial system and economic activity”. The current methodology for their determination is based on balance-sheet variables and expert judgment. We use permutation tests to investigate the relevance of equity-based systemic risk measures in the SIBs choice. Restriction of the analysis to European Banks, for which full information is available, allows understanding the importance of equity-based systemic risk measures also for size, interconnectedness, substitutability/financial Institution Infrastructure, complexity and cross-jurisdictional Activity categories**

*by*Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi

**PAMS.py: a GAMS-like Modeling System based on Python and SAGE**

*by*Roberto Roson

**Distribution Dynamics of Property Crime Rates in the United States**

*by*Alessandro Moro

**Detecting Money Market Bubbles**

*by*Jan Baldeaux & Katja Ignatieva & Eckhard Platen

**A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds**

*by*Alessandro Gnoatto & Martino Grasselli & Eckhard Platen

**Modèles multi-agents et stock-flux cohérents : une convergence logique et nécessaire**

*by*Pascal Seppecher

**The linear systems approach to linear rational expectations models**

*by*Majid M. Al-Sadoon

**NOx emissions and productive structure in Spain: An input–output perspective**

*by*Vicent Alcántara & Emilio Padilla & Matias Piaggio

**Pervasive Enough? General Purpose Technologies as an Emergent Property**

*by*Vladimir Korzinov & Ivan Savin

**Optimal Policy Identification: Insights from the German Electricity Market**

*by*Johannes Herrmann & Ivan Savin

**Replicator dynamics in value chains: explaining some puzzles of market selection**

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

**On decay centrality**

*by*Nikolas Tsakas

**Prediction of Gas Concentration Based on the Opposite Degree Algorithm**

*by*Xiao-Guang Yue & Rui Gao & Michael McAleer

**Time-consistent unemployment insurance**

*by*Kankanamge, Sumudu & Weitzenblum, Thomas

**The co-evolution of tax evasion, social capital and policy responses: A theoretical approach**

*by*Luigi Bonatti & Lorenza Lorenzetti

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

**Short-Term Liquidity Contagion in the Interbank Market**

*by*Leon Rincon, C.E. & Martínez, Constanza & Cepeda, Freddy

**Proportionality, Equality, and Duality in Bankruptcy Problems with Nontransferable Utility**

*by*Dietzenbacher, Bas & Estévez-Fernández, A. & Borm, Peter & Hendrickx, Ruud

**Redistributive Politics and the Tyranny of the Middle Class**

*by*Floris T. Zoutman & Bas Jacobs & Egbert L. W. Jongen

**Prediction of Gas Concentration based on the Opposite Degree Algorithm**

*by*Xiao-Guang Yue & Rui Gao & Michael McAleer

**The Complex Interactions between Economic Growth and Market Concentration in a Model of Structural Change**

*by*Tommaso Ciarli & Marco Valente

**When more flexibility yields more fragility : the microfoundations of keynesian aggregate unemployment**

*by*Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito

**Commercial revolutions, search and development**

*by*Maurizio Iacopetta

**Complexity and the Economics of Climate Change: a Survey and a Look Forward**

*by*Tomas Balint & Francesco Lamperti & Mauro Napoletano & Antoine Mandel & Andrea Roventini & Sandro Sapio

**The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model**

*by*Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito

**Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading**

*by*Sandrine Jacob Leal & Mauro Napoletano

**How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**The Road to Socioeconomic Fractality**

*by*George Mengov

**Reform of the United Nations Security Council: Equity and Efficiency**

*by*Matthew Gould & Matthew D. Rablen

**Gresham’S Law Of Model Averaging**

*by*In-Koo Cho & Kenneth Kasa

**Intelligent Coaching Systems in Higher-Order Applications: Lessons from Automated Content Creation Bottlenecks**

*by*Christian Greuel & John Murray & Cindy Ziker & Louise Yarnall & Alexander Kernbaum

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**What order? Perturbation methods for stochastic volatility asset pricing and business cycle models**

*by*Oliver de Groot

**What order? Perturbation methods for stochastic volatility asset pricing and business cycle models**

*by*Oliver de Groot

**A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models**

*by*Martyna Marczak & Tommaso Proietti & Stefano Grassi

**Inequality, Financialisation and Credit Booms - a Model of Two Crises**

*by*Cardaci, Alberto & Saraceno, Francesco

**The relevance of grid expansion under zonal markets**

*by*Bertsch, Joachim & Brown, Tom & Hagspiel, Simeon & Just, Lisa

**Congestion management in power systems - Long-term modeling framework and large-scale application**

*by*Bertsch, Joachim & Hagspiel, Simeon & Just, Lisa

**Optimality of Social Choice Systems: Complexity, Wisdom, and Wellbeing Centrality**

*by*John C. Boik

**A â€œPencil Sharpeningâ€ Algorithm for Two Player Stochastic Games with Perfect Monitoring**

*by*Dilip Abreu & Benjamin Brooks & Yuliy Sannikov

**Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments**

*by*Farmer, Leland & Toda, Alexis Akira

**An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises**

*by*Russo, Alberto

**The Use of Quantitative Economic Techniques in EU Merger Control**

*by*Buettner, Thomas & Federico, Giulio & Lorincz, Szabolcs

**Modification of the GE-IO model of the Russian economy with dynamic optimization of macroeconomic policy**

*by*Gilmundinov, Vadim & Bozo, Natalia & Melnikov, Vladimir & Petrov, Sergei

**Trust and Performance: Exploring Socio-Economic Mechanisms in the “Deep” Network Structure with Agent-Based Modeling**

*by*Gao, Lin

**Climate change impacts: Understanding the synergetic interactions using graph computing**

*by*Halkos, George & Tsilika, Kyriaki

**Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities**

*by*Gencer, Murat & Unal, Gazanfer

**Regional (In)Stability in Europe: a Quantitative Model of State Fragmentation**

*by*Vanschoonbeek, Jakob

**Option Pricing Models**

*by*Giandomenico, Rossano

**An agent-based stock-flow consistent model of the sustainable transition in the energy sector**

*by*Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano

**Why economics textbooks must, and how they can, be changed into a real-world and pluralist economics. The example of a fundamentally new complexity-economics micro-textbook**

*by*Elsner, Wolfram

**Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison**

*by*Pennoni, Fulvia & Romeo, Isabella

**Evolution of Cooperation in Public Good Game**

*by*Colasante, Annarita

**Assessing classical input output structures with trade networks: A graph theory approach**

*by*Halkos, George & Tsilika, Kyriaki

**Civility vs. Incivility in Online Social Interactions: An Evolutionary Approach**

*by*Antoci, Angelo & Delfino, Alexia & Paglieri, Fabio & Panebianco, Fabrizio & Sabatini, Fabio

**A note on construction of a composite index by optimization of Shapley value shares of the constituent variables**

*by*Mishra, SK

**Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels**

*by*Khorunzhina, Natalia & Richard, Jean-Francois

**О Стадном Поведении В Динамической Модели Замкнутого Однотоварного Рынка, Участниками Которого Являются Конечные Автоматы**

*by*Voronovitsky, Mark

**Shapley value regression and the resolution of multicollinearity**

*by*Mishra, SK

**Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis**

*by*Habimana, Olivier

**Does Inequality Hamper Innovation and Growth?**

*by*Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro

**Cowboying Stock Market Herds with Robot Traders**

*by*Galimberti, Jaqueson & Suhadolnik, Nicolas & Da Silva, Sergio

**Agent-Based Model for River-Side Land-living: Portrait of Bandung Indonesian Cikapundung Park Case Study**

*by*Situngkir, Hokky

**Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model**

*by*Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

**The role of networks in firms’ multi-characteristics competition and market-share inequality**

*by*Lapatinas, Athanasios & Garas, Antonios

**Digital DNA of economy of scale and scope**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**The multivariate nature of systemic risk: direct and common exposures**

*by*Paolo Giudici & Peter Sarlin & Alessandro Spelta

**The Formalization of a Generic Trading Company Model Using Software Agents as Active Elements**

*by*Dominik Vymetal & Sohei Ito

**Cost-effectiveness and Incidence of Renewable Energy Promotion in Germany**

*by*Christoph Böhringer & Florian Landis & Miguel Angel Tovar Reaños

**Automated Economic Reasoning with Quantifier Elimination**

*by*Casey B. Mulligan

**The Competitive Effects of Information Sharing**

*by*John Asker & Chaim Fershtman & Jihye Jeon & Ariel Pakes

**Macro, Money and Finance: A Continuous Time Approach**

*by*Markus K. Brunnermeier & Yuliy Sannikov

**Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data**

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

**Solution Methods for Models with Rare Disasters**

*by*Jesús Fernández-Villaverde & Oren Levintal

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

**The 2008 Financial Crisis and the Lack of Retaliatory Trade Intervention**

*by*Chunding Li & John Whalley

**Complexity and the Economics of Climate Change: a Survey and a Look Forward**

*by*Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio

**A model of monopoly with lags in the planning and production activity**

*by*Fausto, Cavalli

**Money supply expansion through a dynamic CGE model**

*by*C. Ciaschini & R. Pretaroli & F. Severini & C. Socci

**Algorithmic and High-Frequency Trading Strategies: A Literature Review**

*by*Alexandru Mandes

**Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data**

*by*Román Mínguez & María L. & Roberto Basile

**Extracting the Information Shocks from the Bank of England Inflation Density Forecasts**

*by*Carlos Diaz Vela

**Pareto optimal matchings of students to courses in the presence of prerequisites**

*by*Katarina Cechlarova & Bettina Klaus & David F.Manlove

**A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints**

*by*Jeppe Druedahl & Thomas Høgholm Jørgensen

**The Market Resources Method for Solving Dynamic Optimization Problems**

*by*Ayse Kabukcuoglu & Enrique Martínez-García

**Optimal Policy Identification: Insights from the German Electricity Market**

*by*Johannes Karl Herrmann & Ivan Savin

**Replicator dynamics in value chains: explaining some puzzles of market selection**

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

**How banks’ strategies influence financial cycles: An approach to identifying micro behavior**

*by*Simone Berardi & Gabriele Tedeschi

**From financial instability to green finance: the role of banking and monetary policies in the Eurace model**

*by*Marco Raberto & Bulent Ozel & Linda Ponta & Andrea Teglio & Silvano Cincotti

**Macroeconomic implications of mortgage loans requirements: An agent based approach**

*by*Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti

**Ist eine Glättung des Mittelstandsbauchs finanzierbar? Eine Mikrosimulationsstudie**

*by*Pestel, Nico & Schnabel, Reinhold & Siegloch, Sebastian & Sommer, Eric & Spermann, Alexander

**A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching**

*by*Mittag, Nikolas

**Co-authorship and Academic Productivity in Economics: Interaction Maps from the Complex Networks Approach**

*by*Molina, José Alberto & Alcolea, Alberto & Ferrer, Alfredo & Iñiguez, David & Rivero, Alejandro & Ruiz, Gonzalo & Tarancón, Alfonso

**Factorisable Multi-Task Quantile Regression**

*by*Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan

**Principal Component Analysis in an Asymmetric Norm**

*by*Ngoc M. Tran & Petra Burdejová & Maria Osipenko & Wolfgang K. Härdle

**Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach**

*by*Alexander Chigodaev

**Some are more equal than others: new estimates of global and regional inequality**

*by*Zsolt Darvas

**Integer programming methods for special college admissions problems**

*by*Kolos Csaba Agoston & Peter Biro & Iain McBride

**Optimal payments to connected depositors in turbulent times-a Markov chain approach**

*by*David Csercsik & Hubert Janos Kiss

**Is the Market Really a Good Teacher? Market Selection, Collective Adaptation and Financial Instability**

*by*Pascal Seppecher & Isabelle Salle & Dany Lang

**New-Issues Markets as behavioral barriers to entry: an agent-based model of choices and market structure**

*by*Ulisses L. Morais & Adelino M. G. Fortunato & Ernesto J. F. Costa

**Optimal monetary policy regime switches**

*by*Foerster, Andrew T. & Choi, Jason

**System reduction and finite-order VAR solution methods for linear rational expectations models**

*by*Martinez-Garcia, Enrique

**The market resources method for solving dynamic optimization problems**

*by*Kabukcuoglu, Ayse & Martinez-Garcia, Enrique

**The WITCH 2016 Model - Documentation and Implementation of the Shared Socioeconomic Pathways**

*by*Johannes Emmerling & Laurent Drouet & Lara Aleluia Reis & Michela Bevione & Loic Berger & Valentina Bosetti & Samuel Carrara & Enrica De Cian & Gauthier De Maere D'Aertrycke & Tom Longden & Maurizio Malpede & Giacomo Marangoni & Fabio Sferra & Massimo Tavoni & Jan Witajewski-Baltvilks & Petr Havlik

**The effects of Labour Market Reforms upon Unemployment and Income Inequalities : an agent based model**

*by*G. Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito Author-Workplace-Name Scuola Superiore Sant'Anna

**Complexity and the Economics of Climate Change : a survey and look forward**

*by*T. BALINT & F. LAMPERTI & A. Mandel & A. Roventini Author-Workplace-Name : OFCE-Sciences Pp and SKEMA Businees School & A. Sapio Author-Workplace-Name : Parathenope Universtiy of Naples

**Commercial revolutions, search, and development**

*by*Maurizion Iacopetta &

**When more flexiility yields more fragility : the microfoundations of keynesian aggregate unemployment**

*by*G; Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito

**Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading**

*by*Sandrine Jacob Leal & Mauro Napoletano

**Simulated ML Estimation of Financial Agent-Based Models**

*by*Jiri Kukacka & Jozef Barunik

**Combining Energy Networks**

*by*Jan Abrell & Hannes Weigt

**Investments in a Combined Energy Network Model: Substitution between Natural Gas and Electricity?**

*by*Jan Abrell & Hannes Weigt

**Combining Price and Quantity Controls under Partitioned Environmental Regulation**

*by*Sebastian Rausch & Jan Abrell

**Prediction of Gas Concentration Based on the Opposite Degree Algorithm**

*by*Yue, X-G. & Gao, R. & McAleer, M.J.

**Efectos potenciales de los certificados ambientales sobre la cobertura forestal de los cafetales en México**

*by*Javier Alejandro López Aguilar

**Insurgency and Small Wars: Estimation of Unobserved Coalition Structures**

*by*Francesco Trebbi & Eric Weese

**Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes**

*by*Ana Paula Martins

**A "Pencil-Sharpening" Algorithm for Two Player Stochastic Games with Perfect Monitoring**

*by*Abreu, Dilip & Brooks, Benjamin & Sannikov, Yuliy

**Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations**

*by*Robert Kollmann

**Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis**

*by*Maria Nieswand & Stefan Seifert

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

**Coordinating Cross-Country Congestion Management**

*by*Friedrich Kunz & Alexander Zerrahn

**Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes**

*by*Michael R. Powers & Martin Shubik

**Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes**

*by*Michael R. Powers & Martin Shubik & Wen Wang

**Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes**

*by*Michael R. Powers & Martin Shubik & Wen Wang

**From Simple Growth To Numerical Simulations: A Primer In Dynamic Programming**

*by*Gianluca Femminis

**Stock prices prediction via tensor decomposition and links forecast**

*by*Alessandro Spelta

**A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs**

*by*Alessandro Spelta

**Exact expectations - Efficient calculation of DSGE models**

*by*Fabian Goessling

**Macro, Money and Finance: A Continuous Time Approach**

*by*Brunnermeier, Markus K & Sannikov, Yuliy

**Solution Methods for Models with Rare Disasters**

*by*Fernández-Villaverde, Jesús & Levintal, Oren

**Simple Sufficient Conditions for Weak Reciprocal Upper Semi-Continuity in Extended Games**

*by*Blake Allison & Adib Bagh & Jason Lepore

**Una comparación de diferentes modelos para la predicción del crimen en Bogotá**

*by*Francisco Barreras & Carlos Díaz & Álvaro J. Riascos Villegas & Mónica Ribero

**Aggregate Loss Distribution And Dependence: Composite Models, Copula Functions And Fast Fourier Transform For The Danish Re Insurance Data**

*by*Rocco Roberto Cerchiara & Francesco Acri

**Markov Cubature Rules for Polynomial Processes**

*by*Damir Filipović & Martin Larsson & Sergio Pulido

**Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions**

*by*Sandro Claudio Lera & Didier Sornette

**Dynamic Principal-Agent Models**

*by*Philipp Renner & Karl Schmedders

**Replicating Portfolio Approach to Capital Calculation**

*by*Mathieu Cambou & Damir Filipović

**Public Finance in a Nutshell: A Cobb-Douglas Teaching Tool for General Equilibrium Tax Incidence and Excess Burden**

*by*Don Fullerton & Chi L. Ta

**Redistributive Politics and the Tyranny of the Middle Class**

*by*Floris Zoutman & Bas Jacobs & Egbert Jongen

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

**Fiscal Policy Matters A New DSGE Model for Slovakia**

*by*Zuzana Mucka

**Fiscal Federalism and Tax Equalization: The potential for progressive local taxes**

*by*Debra Hevenstone & Ben Jann

**Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control**

*by*Crowley, Patrick M. & Hudgins, David

**An agent-based model of dynamics in corporate bond trading**

*by*Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur

**Co-authorship and Academic Productivity in Economics: Interaction Maps from the Complex Networks Approach**

*by*José Alberto Molina & Alberto Alcolea & Alfredo Ferrer & Alberto Alcolea & David Iñiguez & Alejandro Rivero & Gonzalo Ruiz & Alfonso Tarancón

**Solving DSGE models with stochastic trends**

*by*Sergei Seleznev

**Optimal Policy with General Signal Extraction**

*by*Esther Hauk & Andrea Lanteri & Albert Marcet

**The Linear Systems Approach to Linear Rational Expectations Models**

*by*Majid M. Al-Sadoon

**Stock market cycles and supply side dynamics: two worlds, one vision?**

*by*Paul De Grauwe & Eddie Gerba

**The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10**

*by*Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts

**Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?**

*by*Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll

**Resource Allocation Heuristics for Unknown Sales Response Functions with Additive Disturbances**

*by*Gahler, Daniel & Hruschka, Harald

**Measures of variance for smoothed disturbances in linear state-space models: a clarification**

*by*Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti

**Property prices and the real sector: comovements in European markets**

*by*Magdalena Erdem & Michela Scatigna

**Simulator and scenario for "Is the Market Really a Good Teacher? Market Selection, Collective Adaptation and Financial Instability"**

*by*Pascal Seppecher & Isabelle Laure Salle

**Inspecting compliance to many rules: an agent-based model**

*by*Slaven Smojver

**Agent-based modeling for decision making in economics under uncertainty**

*by*Vermeulen, Ben & Pyka, Andreas

**Prudential regulation in an artificial banking system**

*by*Quinaz, Pedro Dias & Curto, José Dias

**Job placement agencies in an artificial labor market**

*by*Wozniak, Marcin

**Charting the Future Global Status of Oil and Natural Gas using Grey Forecasting**

*by*Fatemeh Dehdar & Su-Fei Yap & M.S. Naghavi & M. Mahdi Dehdar

**Measuring Rationality with the Minimum Cost of Revealed Preference Violations**

*by*Mark Dean & Daniel Martin

**The formation of networks with local spillovers and limited observability**

*by*König, Michael David

**Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model**

*by*Oscar Claveria & Enric Monte & Salvador Torra

**Agent-based modeling in managerial science: an illustrative survey and study**

*by*Friederike Wall

**Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems**

*by*Diana Barro & Elio Canestrelli

**Evolutionary learning and the stability of wage posting equilibria**

*by*Robert Jump

**Confounded, augmented and constrained replicator dynamics**

*by*Jacob Rubæk Holm & Esben Sloth Andersen & J. Stanley Metcalfe

**Using simulation experiments to test historical explanations: the development of the German dye industry 1857-1913**

*by*Thomas Brenner & Johann Peter Murmann

**Rock around the clock: An agent-based model of low- and high-frequency trading**

*by*Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

**Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model**

*by*Alberto Russo & Luca Riccetti & Mauro Gallegati

**The effect of demand-driven structural transformations on growth and technological change**

*by*André Lorentz & Tommaso Ciarli & Maria Savona & Marco Valente

**Considering real options in short-term decision making**

*by*Nils Crasselt & Christian Lohmann

**Business model analysis using computational modeling: a strategy tool for exploration and decision-making**

*by*Stefan N. Groesser & Niklas Jovy

**What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary**

*by*Yuri Biondi & Simone Righi

**How much should an investor trust the startup entrepreneur? A network model**

*by*Anna Klabunde

**Robustness of banking networks to idiosyncratic and systemic shocks: a network-based approach**

*by*Matjaž Steinbacher & Mitja Steinbacher & Matej Steinbacher

**An adaptive structure of a hub-and-spoke system with direct and depot shipments in the case of volatile demand over time**

*by*Günther Zäpfel & Michael Bögl

**Another look at the integral of exponential Brownian motion and the pricing of Asian options**

*by*Andrew Lyasoff

**A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates**

*by*Kathrin Glau

**A review of economic evaluation models for cardiac resynchronization therapy with implantable cardioverter defibrillators in patients with heart failure**

*by*F. Tomini & F. Prinzen & A. D. I. Asselt

**On the Recursive Saddle Point Method**

*by*Matthias Messner & Nicola Pavoni

**Behavior-driven agent-based models of spatial systems**

*by*Xinyue Ye & Yuri Mansury

**Churning, power laws, and inequality in a spatial agent-based model of social networks**

*by*Jae Beum Cho & Yuri S. Mansury & Xinyue Ye

**A spatial agent-based model of a congestion game: evolutionary game theory in space**

*by*Sutee Anantsuksomsri & Nij Tontisirin

**Agents playing Hotelling’s game: an agent-based approach to a game theoretic model**

*by*Eveline Leeuwen & Mark Lijesen

**Exploring behavioral regions in agents’ mental maps**

*by*Paul M. Torrens

**The problem of land value betterment: a simplified agent-based test**

*by*Yiming Wang & Michelle Baddeley

**Cambio Tecnológico y Modelos de Simulación con Dinámica de Sistemas**

*by*Rodríguez, José Carlos & Gómez, Mario

**Optimal Production of Crude Oil Based on Buy Back Contract: Case Study of Foroozan Oil Field**

*by*Askari, Mohammad Mahdi & Sadeqi Shahdani, Mahdi & Shirijian, Mohammad & Taheri fard, Ali

**Precio del dólar estadounidense en el mundo. Procesos de Itô económicamente ponderados en un análisis espacial**

*by*Francisco Venegas-Martínez & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos

**Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions**

*by*David Magaña Lemus

**A comparative approach of economic sectors in Sinaloa, Mexico, based on multicriteria decision aiding**

*by*Juan Carlos Leyva Lopez & Diego Alonso Gastelum Chavira & Margarita Urias Ruiz

**Practices, methods and tools for project portfolio management**

*by*Jiří Fotr

**Gas Swing Options: Introduction and Pricing using Monte Carlo Methods**

*by*Tomáš Václavík & Andrea Klimešová

**Economía artificial: una valoración crítica || Artificial Economics: A Critical Review**

*by*Izquierdo, Segismundo S. & Izquierdo, Luis R. & Galán, José M. & Santos, José I.

**Simulación como herramienta de ayuda para la toma de decisiones empresariales. Un caso práctico || Simulation as a business decision making tool. A case study**

*by*Puche Regaliza, Julio César & Costas Gual, José & Arranz Val, Pablo

**Ontology based Approach for an Insurance Company Activity Modelling**

*by*Aurelia Pãtraºcu

**A Verification Platform of Failure Resistance Evaluation for Wide-Area Distributed Systems**

*by*KIKUCHI Yutaka & KITAGUCHI Yoshiaki & KONDO Tohruz & ICHIKAWA Koheix & NISHIUCHI Kazuma & NAKAGAWA Ikuo & KASHIWAZAKI Hiroki

**A Study on Medical Support System in Multiple Hospitals for a Large Tsunami Disaster**

*by*Jun Sasaki & Yuko Murayama

**Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts**

*by*Massimiliano Kaucic & Roberto Daris

**Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate**

*by*Domingo Alberto Tarzia

**Shapley Value Regression and the Resolution of Multicollinearity**

*by*Sudhanshu K. MISHRA

**An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors**

*by*Jaydip SEN & Tamal DATTA CHAUDHURI

**BA Note on Construction of a Composite Index by Optimization of Shapley Value Shares of the Constituent Variables**

*by*Sudhanshu K. MISHRA

**Stochastic covariance and dimension reduction in the pricing of basket options**

*by*Marcos Escobar & Daniel Krause & Rudi Zagst

**Congestion management in power systems**

*by*Joachim Bertsch & Simeon Hagspiel & Lisa Just

**Weak versus strong net neutrality: correction and clarification**

*by*Joshua S. Gans & Michael L. Katz

**Equitable representation in councils: theory and an application to the United Nations Security Council**

*by*Matthew Gould & Matthew D. Rablen

**A note on parameterizing input distance functions: does the choice of a functional form matter?**

*by*Rolf Färe & Michael Vardanyan

**Spatial indices for measuring three-dimensional patterns in a voxel-based space**

*by*Anthony Jjumba & Suzana Dragićević

**Stochastic Integrated Assessment of Ecosystem Tipping Risk**

*by*Thomas S. Lontzek & Daiju Narita & Ole Wilms

**Dynamic Climate Policy with Both Strategic and Non-strategic Agents: Taxes Versus Quantities**

*by*Larry Karp & Sauleh Siddiqui & Jon Strand

**An expected utility analysis of k-majority rules**

*by*Keith L. Dougherty & Robi Ragan

**Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm**

*by*Michael C. Hatcher & Eric M. Scheffel

**Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’**

*by*Venkatachalam Ragupathy & K. Vela Velupillai

**Economic Modeling Using Evolutionary Algorithms: The Influence of Mutation on the Premature Convergence Effect**

*by*Michael K. Maschek

**Intraday Anomalies and Market Efficiency: A Trading Robot Analysis**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

**The Diablo 3 Economy: An Agent Based Approach**

*by*Makram El-Shagi & Gregor Schweinitz

**Constructing a Synthetic City for Estimating Spatially Disaggregated Heat Demand**

*by*M. Esteban Muñoz H. & Ivan Dochev & Hannes Seller & Irene Peters

**Validation of Spatial Microsimulation Models: a Proposal to Adopt the Bland-Altman Method**

*by*Kate A Timmins & Kimberley L Edwards

**A Mathematical Model For Optimal Corporate Alliances: Evidence From Japan**

*by*Satoshi Tomita & Yoshiyasu Takefuji

**A literature review on optimal indirect taxation and the uniformity debate**

*by*Odd E. Nygard & John T. Revesz

**The Nexus Between Systemic Risk and Sovereign Crises**

*by*Tomas Klinger & Petr Teply

**Innovation, imitation and policy inaction**

*by*Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco

**Innovation, imitation and policy inaction**

*by*Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco

**The complex interactions between economic growth and market concentration in a model of structural change**

*by*Ciarli, Tommaso & Valente, Marco

**Exploring the sources of Spanish macroeconomic fluctuations: An estimation of a small open economy DSGE model**

*by*Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús

**Stock market dynamics, leveraged network-based financial accelerator and monetary policy**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**Workshop 5 report: Harnessing big data**

*by*Sánchez-Martínez, Gabriel E. & Munizaga, Marcela

**Deforestation, leakage and avoided deforestation policies: A spatial analysis**

*by*Delacote, Philippe & Robinson, Elizabeth J.Z. & Roussel, Sébastien

**The switch from patents to state-dependent prizes for technological innovation**

*by*Lin, Hwan C.

**Government spending multipliers and the zero lower bound**

*by*Ji, Yangyang & Xiao, Wei

**Decision rules for allocation of finances to health systems strengthening**

*by*Morton, Alec & Thomas, Ranjeeta & Smith, Peter C.

**Seeking ergodicity in dynamic economies**

*by*Kamihigashi, Takashi & Stachurski, John

**Tinbergen and tipping points: Could some thresholds be policy-induced?**

*by*Fenichel, Eli P. & Horan, Richard D.

**Chasing trends at the micro-level: The effect of technical trading on order book dynamics**

*by*Chiarella, Carl & Ladley, Daniel

**Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure**

*by*Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju

**Understanding strategic competition using numerical simulations and dynamic diagrams in Mathematica**

*by*Pezzino, Mario

**A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis**

*by*Claveria, Oscar & Monte, Enric & Torra, Salvador

**Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality**

*by*Ignatieva, Katja & Song, Andrew & Ziveyi, Jonathan

**Pricing and hedging basket options with exact moment matching**

*by*Leccadito, Arturo & Paletta, Tommaso & Tunaru, Radu

**Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options**

*by*Shen, Yang & Sherris, Michael & Ziveyi, Jonathan

**Omega diffusion risk model with surplus-dependent tax and capital injections**

*by*Cui, Zhenyu & Nguyen, Duy

**Optimal forest management with sequential disturbances**

*by*Xu, Ying & Amacher, Gregory S. & Sullivan, Jay

**Systemic loops and liquidity regulation**

*by*Aldasoro, Iñaki & Faia, Ester

**The credit quality channel: Modeling contagion in the interbank market**

*by*Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian

**Systemic risk spillovers in the European banking and sovereign network**

*by*Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie

**Capital requirements, liquidity and financial stability: The case of Brazil**

*by*Souza, Sergio Rubens Stancato de

**Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani**

*by*Xiao, Shuang & Ma, Shihua

**Estimation of bid-ask prices for options on LIBOR based instruments**

*by*Energy Sonono, Masimba & Phillip Mashele, Hopolang

**Integral representation of vega for American put options**

*by*Liu, Yanchu & Cui, Zhenyu & Zhang, Ning

**Market ecologies: The effect of information on the interaction and profitability of technical trading strategies**

*by*Jackson, Antony & Ladley, Daniel

**The economic value of transmission lines and the implications for planning models**

*by*Lamadrid, Alberto J. & Maneevitjit, Surin & Mount, Timothy D.

**Climate policy scenarios in Brazil: A multi-model comparison for energy**

*by*Lucena, André F.P. & Clarke, Leon & Schaeffer, Roberto & Szklo, Alexandre & Rochedo, Pedro R.R. & Nogueira, Larissa P.P. & Daenzer, Kathryn & Gurgel, Angelo & Kitous, Alban & Kober, Tom

**Emissions reduction scenarios in the Argentinean Energy Sector**

*by*Di Sbroiavacca, Nicolás & Nadal, Gustavo & Lallana, Francisco & Falzon, James & Calvin, Katherine

**The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions**

*by*Afanasyev, Dmitriy O. & Fedorova, Elena A.

**A robust model for the ramp-constrained economic dispatch problem with uncertain renewable energy**

*by*Moarefdoost, M. Mohsen & Lamadrid, Alberto J. & Zuluaga, Luis F.

**On the predictability of energy commodity markets by an entropy-based computational method**

*by*Benedetto, F. & Giunta, G. & Mastroeni, L.

**Who pays and who gains from fuel policies in Brazil?**

*by*Khanna, Madhu & Nuñez, Hector M. & Zilberman, David

**A time consistent risk averse three-stage stochastic mixed integer optimization model for power generation capacity expansion**

*by*Pisciella, P. & Vespucci, M.T. & Bertocchi, M. & Zigrino, S.

**Flexibility in Europe's power sector — An additional requirement or an automatic complement?**

*by*Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan

**An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions**

*by*Eggleston, Jonathan

**TENET: Tail-Event driven NETwork risk**

*by*Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining

**Striated Metropolis–Hastings sampler for high-dimensional models**

*by*Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Volatility can be detrimental to option values!**

*by*Ghoddusi, Hamed & Fahim, Arash

**Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples**

*by*Mozharovskyi, Pavlo & Vogler, Jan

**Do educational vouchers reduce inequality and inefficiency in education?**

*by*Akyol, Metin

**On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets**

*by*Hathroubi, Salem & Aloui, Chaker

**A good career or a good marriage: The returns of higher education in France**

*by*Courtioux, Pierre & Lignon, Vincent

**Interbank loans, collateral and modern monetary policy**

*by*Wolski, Marcin & van de Leur, Michiel

**Information rigidities and asymmetric business cycles**

*by*Cheremukhin, Anton & Tutino, Antonella

**Envelope condition method with an application to default risk models**

*by*Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor

**Evaluating systemic risk using bank default probabilities in financial networks**

*by*Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria

**Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity**

*by*Savin, Ivan & Egbetokun, Abiodun

**Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation**

*by*Cong, F. & Oosterlee, C.W.

**Itchy feet vs cool heads: Flow of funds in an agent-based financial market**

*by*Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya

**Assessing the Future of Energy Security in Egypt**

*by*Baher Mohamed Atlam & Asmaa Melegy Rapiea

**A New Combinative Distance-Based Assessment(Codas) Method For Multi-Criteria Decision-Making**

*by*Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Zenonas TURSKIS & Jurgita ANTUCHEVICIENE

**The Genetic Approach Of Marketing Research**

*by*Adrian MICU & Angela Eliza MICU & Kamer AIVAZ & Alexandru CAPATINA

**Forecasting The Composition Of Demand For Higher Education Degrees By Genetic Algorithms**

*by*Montserrat Hernández-LÓPEZ & José Juan Cáceres-HERNÁNDEZ

**Using Nature-Inspired Metaheuristics to Train Predictive Machines**

*by*Vasile GEORGESCU

**An Efficient Binomial Method for Pricing Asian Options**

*by*Kyoung-Sook Moon & Yunju Jeong & Hongjoong Kim

**A New Method Of Assessment Based On Fuzzy Ranking And Aggregated Weights (Afraw) For Mcdm Problems Under Type-2 Fuzzy Environment**

*by*Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Maghsoud AMIRI & Jurgita ANTUCHEVICIENE

**Pricing Cdss And Cds Options Under A Regime-Switching Cev Process With Jump To Default**

*by*Ruxing Xu & Dan Wu & Ronghua Yi

**Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits**

*by*Eymen Errais & Dhikra Bahri

**A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis**

*by*Oscar Claveria & Enric Monte & Salvador Torra

**Assurance maladie obligatoire et demande de soins : une analyse par microsimulation**

*by*Grégoire de Lagasnerie

**Un modèle multi-agent du marché du travail français, outil d’évaluation des politiques de l’emploi : l’exemple du contrat de génération**

*by*Gérard Ballot & Jean-Daniel Kant & Olivier Goudet

**Une évaluation ex ante des conséquences du Crédit d’impôt pour la compétitivité et l’emploi (CICE)**

*by*Cyrille Hagneré & François Legendre

**Analysis Of Sustainable Development Using Fuzzy Logic Prediction Models And Artifical Neural Networks**

*by*Daniel-Petru, GHENCEA & Mihaela, ASANDEI & Miron, ZAPCIU

**Analysis of Volvo ITâ€™s Closed Problem Management Processes By Using Process Mining Software ProM and Disco**

*by*Ufuk Ã‡elik & EyÃ¼p AkÃ§etin & Abdulkadir YaldÄ±r

**Energy Saving In Continuous Annealing Line Using Heating Optimization**

*by*Ã–mer Faruk Sezer & Erman CoÅŸkun

**Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kupers's Complexity and the Art of Public Policy**

*by*Alan Kirman

**Does Merger Simulation Work? Evidence from the Swedish Analgesics Market**

*by*Jonas Björnerstedt & Frank Verboven

**Revisión de Modelos Energéticos**

*by*Martínez Torrico, Karen M. & Aliaga Lordemann, Javier

**Baserunning - analyzing the sensitivity and economies of scale of the Swedish national freight model system using stochastic production-consumption-matrices**

*by*Westin, Jonas & de Jong, Gerard & Vierth, Inge & Krüger, Niclas & Karlsson, Rune & Johansson, Magnus

**The Convergence of Evolutionary Expectations in a Dynamic IS-LM Model**

*by*Bobeică Gabriel

**Assessing the Monetary Policy Stance in Turkey Using the Natural Interest Rate**

*by*Vuslat US

**Ambalaj atıklarında tersine lojistik: Bir simülasyon modeli uygulaması**

*by*Ender GÜRGEN & Tevfik AYTEMİZ & Kısmet CİNGÖZ

**Shifting taxes from labor to consumption: More employment and more inequality**

*by*Pestel, Nico & Sommer, Eric

**Risk-Sensitive Linear Approximations**

*by*Meyer-Gohde, Alexander

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion**

*by*Glanemann, Nicole & Belaia, Mariia & Funke, Michael

**A tradable employment quota**

*by*Akyol, Metin & Neugart, Michael & Pichler, Stefan

**Evolution of the electricity market in Germany: Identifying policy implications by an agent-based model**

*by*Herrmann, Johannes & Savin, Ivan

**The macroeconomics of radical uncertainty**

*by*Roos, Michael W. M.

**Agent-based modeling for decision making in economics under uncertainty**

*by*Vermeulen, Ben & Pyka, Andreas

**A data-cleaning augmented Kalman filter for robust estimation of state space models**

*by*Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano

**Stock market cycles and supply side dynamics**

*by*de Grauwe, Paul & Gerba, Eddie

**RBC Models and the Hours-Wages Puzzle: Puzzle Solved!**

*by*Vasilev, Aleksandar

**The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macrofinancial stability?**

*by*Krug, Sebastian

**The credit quality channel: Modeling contagion in the interbank market**

*by*Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian

**Difficulty is critical: Psychological factors in modeling diffusion of green products and practices**

*by*Katarzyna Byrka & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron & Rafal Weron

**Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products**

*by*Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Katarzyna Sznajd-Weron & Rafal Weron

**Social acceptance of green energy and dynamic electricity tariffs - a short review**

*by*Anna Kowalska-Pyzalska

**Spatial Aspects of Agent-Based Modeling of Large Economy**

*by*Larisa Melnikova & Victor Suslov & Alexander Tsyplakov & Naimdjon Ibragimov & Dmitry Domozhirov & Vitaly Kostin

**Different roles of municipalities in a urban agglomeration: a regional agent-based economic model**

*by*Moreno Baruffini & Valentina Mini & Luzius Stricker

**Probability weighting functions**

*by*Martina Nardon & Paolo Pianca

**Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy**

*by*Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

**Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading**

*by*Marco Corazza & Andrea Sangalli

**Recovering the Real-World Density and Liquidity Premia From Option Data**

*by*Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen

**Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments**

*by*Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz

**Testing the lag structure of assets’ realized volatility dynamics**

*by*Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin

**Quantile and expectile smoothing by F-transform**

*by*Luciano Stefanini

**Comparing orders, rankings, queues, tournaments and lists**

*by*Can B. & Storcken A.J.A.

**A Practical, Universal, Information Criterion over Nth Order Markov Processes**

*by*Sylvain Barde

**npbr: A Package for Nonparametric Boundary Regression in R**

*by*Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk

**A Welfare Assessment of Revenue Management Systems**

*by*Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

**Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection**

*by*Zhen, J. & den Hertog, D.

**An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope**

*by*Dang, Chuangyin & Meng, Xiaoxuan & Talman, Dolf

**Globalized Robust Optimization for Nonlinear Uncertain Inequalities**

*by*Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P.

**Tail Distribution of the Maximum of Correlated Gaussian Random Variables**

*by*Zdravko Botev & Michel Mandjes & Ad Ridder

**Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity**

*by*Lin Zhao & Sweder van Wijnbergen

**Assigning Multiple Job Types to Parallel Specialized Servers**

*by*Dinard van der Laan

**Congestion Pricing in Urban Polycentric Networks with Distorted Labor Markets: A Spatial General Equilibrium Model for the Area Randstad**

*by*Ioannis Tikoudis

**Tail Mutual Exclusivity and Tail-Var Lower Bounds**

*by*Ka Chun Cheung & Michel Denuit & Jan Dhaene

**Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior**

*by*Runhuan Feng & Xiaochen Jing & Jan Dhaene

**The Effect of Demand-Driven Structural Transformations on Growth and Technological Change**

*by*Andre Lorentz & Tommaso Ciarli & Maria Savona & Marco Valente

**Inequality, Financialisation and economic crises : an agent-based model**

*by*Alberto Cardacci & Francesco Saraceno

**Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model**

*by*Lilit Popoyan & Mauro Napoletano & Andrea Roventini

**Effect of Homophily on Network Evolution**

*by*Kibae Kim & Jörn Altmann

**An Enhanced Approach for Implementing Unsupervised Label Refinement in Automatic Face Annotation**

*by*Jieh-Ren Chang & Hung-Chi Juang

**Using Service Design to Manage Emergent Services**

*by*Tung-Hsiang Chou

**Object-Oriented Interindustry Systems: Proof of Concept**

*by*Péter Járosi & Randall W. Jackson

**New Perspectives on Institutionalist Pattern Modeling: Systemism, Complexity, and Agent-Based Modeling**

*by*Gräbner, Claudius & Kapeller, Jakop

**Evolutionary Political Economy: Content and Methods**

*by*Hanappi, Hardy & Scholz-Waeckerle, Manuel

**Identifying the Median Path of a Stochastic Processes**

*by*Bell, Peter N

**Use of maximum entropy in estimating production risks in crop farms**

*by*Kevorchian, Cristian & Gavrilescu, Camelia

**Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA**

*by*Njindan Iyke, Bernard

**A Portrait of Diversity In Indonesian Traditional Cuisine**

*by*Situngkir, Hokky & Maulana, Ardian & M. Dahlan, Rolan

**A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure**

*by*Heinrich, Torsten

**Beyond Equilibrium: Revisiting Two-Sided Markets from an Agent-Based Modeling Perspective**

*by*Heinrich, Torsten & Gräbner, Claudius

**On Capturing the Spreading Dynamics over Trading Prices in the Market**

*by*Situngkir, Hokky

**A Replicator Dynamic and Simulation Analysis of Network Externalities and Compatibility Among Standards**

*by*Heinrich, Torsten

**Modelo espacial simples da economia: uma proposta teórico-metodológica**

*by*Furtado, Bernardo Alves & Eberhardt, Isaque Daniel Rocha

**Quantum microeconomics theory**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model**

*by*Chattopadhyay, Siddhartha & Agrawal, Manasi

**Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration**

*by*Li, Xi Hao & Gallegati, Mauro

**Major Defects of the Market Economy**

*by*Kakarot-Handtke, Egmont

**Regional Input-Output Analysis of A Mega-Event: Possible Impact of EXPO on Izmir Economy**

*by*Aydoğuş, Osman & Deger, Cagacan & Tunalı Çalışkan, Elif & Gürel Günal, Gülçin

**An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox**

*by*Albers, Scott

**Автоматизация Деятельности Страховой Компании**

*by*Meshcherjakova, Natalya & Lisizina, Uliya & Lichachenko, Victoriya

**Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**Information money fields of cyclic oscillations in nonlinear dynamic economic system**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Methodology Does Matter: About Implicit Assumptions in Applied Formal Modelling. The case of Dynamic Stochastic General Equilibrium Models vs Agent-Based Models**

*by*Gräbner, Claudius

**The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model**

*by*Medel, Carlos & Pincheira, Pablo

**The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions**

*by*Afanasyev, Dmitriy & Fedorova, Elena

**Returns to tail hedging**

*by*Bell, Peter N

**Mineral exploration as a game of chance**

*by*Bell, Peter N

**On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015**

*by*Albers, Scott & Albers, Andrew

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

**Formal Approaches to Socio Economic Policy Analysis - Past and Perspectives**

*by*Gräbner, Claudius

**A dynamic aggregate supply and aggregate demand model with Matlab**

*by*José M. Gaspar

**Simulation Methods Comparison in Business Process Domain**

*by*Roman Šperka

**Impact of a Financial Transaction Tax on a Financial Market**

*by*Roman Šperka & Irena Szarowská

**Testimony on Network Neutrality to US Congress**

*by*Nicholas Economides

**A Model of Non-Stationary Dynamic Price Competition with an Application to Platform Design**

*by*Andrew Sweeting

**A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems**

*by*Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks

**A Tractable Framework for Analyzing a Class of Nonstationary Markov Models**

*by*Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener

**Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data**

*by*Weihong HUANG & Yu ZHANG

**A Simple Probabilistic Approach of the Yard-Sale Model**

*by*Christophe Chorro

**Shapley Allocation, Diversification and Services in Operational Risk**

*by*Peter Mitic & Bertrand K. Hassani

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

**The Evolution of a "Kantian Trait": Inferring from the Dictator Game**

*by*Lorenzo Cerda Planas

**Pushing the Tipping in International Environmental Agreements**

*by*Lorenzo Cerda Planas

**The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process**

*by*Nicolas Bouleau & Christophe Chorro

**The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process**

*by*Nicolas Bouleau & Christophe Chorro

**The Bank Capital Regulation (BCR) Model**

*by*Hyejin Cho

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time**

*by*Yuri Biondi & Simone Righi

**Inequality, mobility and the financial accumulation process: A computational economic analysis**

*by*Yuri Biondi & Simone Righi

**Inequality, Financialisation and Economic Crises: An Agent-Based Macro Model**

*by*Alberto CARDACI & Francesco SARACENO

**A Comprehensive Simulation Study on the Forward Imputation**

*by*Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

**Complexity and Model Comparison in Agent Based Modeling of Financial Markets**

*by*Alexandru Mandes & Peter Winker

**Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework**

*by*Alexandru Mandes

**Impacts of Cambodia's Tariff Elimination on Household Welfare and Labor Market: a CGE Approach**

*by*Heng Dyna & Senh Senghor & Ear Sothy & Kanga Em

**Valuing American options using fast recursive projections**

*by*Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet

**Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms**

*by*Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo

**Institutional dynamics under revenue volatility and revenue-dependent lobbying power: A stochastic differential game approach**

*by*Raouf Boucekkine & Fabien Prieur & Benteng Zou

**Decisions to Harvest and Spatial Interactions**

*by*Eric N. Kéré & Serge Garcia & Arnaud Dragicevic

**Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks**

*by*Fedor Iskhakov & Thomas Høgholm Jørgensen & John Rust & Bertel Schjerning

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashi & John Stachurski

**The dynamics of exploitation and class in accumulation conomies**

*by*Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara

**Slow and steady wins the race: approximating Nash equilibria in nonlinear quadratic tracking games**

*by*Dimitri Blueschke & Viktoria Blüschke-Nikolaeva & Ivan Savin

**Behavioral characteristics of applied general equilibrium models with an Armington-Krugman-Melitz encompassing module**

*by*Oyamada, Kazuhiko

**Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model**

*by*Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti

**A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity**

*by*Grey Gordon & Shi Qiu

**Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks**

*by*Reiter, Michael

**Factorisable Sparse Tail Event Curves**

*by*Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan &

**A Tractable Framework for Analyzing a Class of Nonstationary Markov Models**

*by*Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener

**The Efficiency of Triple-Helix Relations in Innovation Systems: Measuring the Connection between a Country’S Net Income and its Knowledge Base**

*by*Inga Ivanova & Oivind Strand & Duncan Kushnir & Loet Leydesdorff

**Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits**

*by*Nikolay A. Andreev

**Decomposing bivariate dominance for social welfare comparisons**

*by*Gottschalk, Tina & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter

**Liberalizing Russian gas markets – an economic analysis**

*by*Aune, Finn Roar & Golombek, Rolf & Moe, Arild & Rosendahl , Knut Einar & Le Tissier, Hilde Hallre

**Bilateral exchange and competitive equilibrium**

*by*Flåm, Sjur Didrik

**The Stable Fixtures Problem with Payments**

*by*Peter Biro & Walter Kern & Daniel Paulusma & Peter Wojuteczky

**Factors to Curb Tax Evasion: Evidences from the TAXSIM Agent-Based Simulation Model**

*by*Laszlo Gulyas & Tamás Mahr & Istvan Janos Toth

**Mortgages denominated in domestic and foreign currencies: Simple models**

*by*Julia Kiraly & Andras Simonovits

**Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing**

*by*Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard

**The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting**

*by*Alexandru Monahov

**Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation**

*by*Nathalie Oriol & Iryna Veryzhenko

**Portfolio Management With Higher Moments: The Cardinality Impact**

*by*Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

**Efficient Skewness/Semivariance Portfolios**

*by*Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Financing and advising with (over)confident entrepreneurs : an experimental investigation**

*by*Nicolas Houy & François Le Grand

**Occupational Choice, Retirement, and the Effects of Disability Insurance**

*by*Lindsay Jacobs

**Testing innovation, employment and distributional impacts of climate policy packages in a macro-evolutionary systems setting**

*by*Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen van den Bergh

**How much Electricity do we Consume? A Guide to German and European Electricity Consumption and Generation Data**

*by*Maximilian Schumacher & Lion Hirth

**Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model**

*by*Lilit Popoyan & Mauro Napoletano & Andrea Roventini

**Inequality, Financialisation and Economic Crisis : an Agent-Based Model**

*by*Alberto Cardaci & Francesco Saraceno

**The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market**

*by*Jiri Kukacka & Filip Stanek

**Global sensitivity analysis of an energy-economy model of the residential building sector**

*by*Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion

**Global sensitivity analysis of an energy-economy model of the residential building sector**

*by*Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion

**Inefficiency and Self-Determination: Simulation-Based Evidence From Meiji Japan**

*by*Eric Weese & Masayoshi Hayashi & Masashi Nishikawa

**Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS**

*by*Marco Valerio Geraci & Jean-Yves Gnabo

**Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions**

*by*Marco Valerio Geraci & Jean-Yves Gnabo

**Quanto Implied Correlation in a Multi-Lévy Framework**

*by*Laura Ballota & Griselda Deelstra & Grégory Rayée

**Classification Models Via Tabu Search: An Application to Early Stage Venture Classification**

*by*Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir

**The Method of Endogenous Gridpoints in Theory and Practice**

*by*Matthew N. White

**The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun

**Renewable Energy Support in Germany: Surcharge Development and the Impact of a Decentralized Capacity Mechanism**

*by*Thure Traber & Claudia Kemfert

**Long-Term Price Overreactions: Are Markets Inefficient?**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun

**The Aggregate and Distributional Effects of Migration Policies: A Multifaceted Analysis**

*by*Shyam Gouri Suresh

**Bank Networks: Contagion, Systemic Risk and Prudential Policy**

*by*Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia

**Bank Networks: Contagion, Systemic Risk and Prudential Policy**

*by*Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia

**CompDTIMe: Computing one-dimensional invariant manifolds for saddle points of discrete time dynamical systems**

*by*Anastasiia Panchuk

**Evolution of outpatient healthcare expenditure, a dynamic micro-simulation using the Destinie model**

*by*C. GEAY & M. KOUBI & G. de LAGASNERIE

**Solution and Estimation Methods for DSGE Models**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

**Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models**

*by*Den Haan, Wouter & Kobielarz, Michal L. & Rendahl, Pontus

**Systemic Loops and Liquidity Regulation**

*by*Aldasoro, Iñaki & Faia, Ester

**Bank Networks: Contagion, Systemic Risk and Prudential Policy**

*by*Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester

**Industry location and wages: The role of market size and accessibility in trading networks**

*by*Barbero, Javier & Behrens, Kristian & Zofio, Jose L.

**A Welfare Assessment of Revenue Management Systems**

*by*Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

**An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models**

*by*Yang, Yuan & Wang, Lu

**Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality**

*by*Jang, Tae-Seok

**The [phi]-Martingale**

*by*Vrins, F. & Jeanblanc, M.

**A dynamic approach to intraday liquidity needs**

*by*Freddy Cepeda L. & Fabio Ortega C.

**COMPAS: Un modèle de microsimulation santé pour le Québec**

*by*David Boisclair & Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

**High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation**

*by*Jakub ROJCEK & Alexandre ZIEGLER

**Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models**

*by*Wouter den Haan & Michal Kobielarz & Pontus Rendahl

**Stock Market Cycles and Supply Side Dynamics: Two Worlds, One Vision?**

*by*Paul De Grauwe & Eddie Gerba

**Pareto Improving Climate Policies: Distributing the Benefits across Generations and Regions**

*by*Michael Hoel & Sverre A.C. Kittelsen & Snorre Kverndokk

**Liberalizing Russian Gas Markets - An Economic Analysis**

*by*Finn Roar Aune & Rolf Golombek & Hilde Hallre & Arild Moe & Knut Einar Rosendahl

**A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching**

*by*Nikolas Mittag

**Is the Maastricht debt limit safe enough for Slovakia?**

*by*Zuzana Mucka

**Fiscal Policy Matters A New DSGE Model for Slovakia**

*by*Zuzana Mucka & Michal Horvath

**The robustness of industrial commodity oligopoly pricing strategies**

*by*David M. Newbery & Thomas P. Greve

**Linearization about the Current State: A Computational Method for Approximating Nonlinear Policy Functions during Simulation**

*by*Richard W. Evans & Kerk L. Phillips

**Euro area monetary and fiscal policy tracking design in the time-frequency domain**

*by*Crowley, Patrick M. & Hudgins, David

**Sound Auction Specification and Implementation**

*by*Marco B Caminati & Manfred Kerber & Christoph Lange & Colin Rowat

**Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective**

*by*K. Galušcák & G. Kátay

**Dealing with farm heterogeneity on modeling agricultural policy: An Agent Based Modeling Approach**

*by*Dimitris Kremmydas & Stelios Rozakis & Ioannis N. Athanasiadis

**DPB: Dynamic Panel Binary data models in Gretl**

*by*Riccardo Lucchetti & Claudia Pigini

**Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Institutional Dynamics Under Revenue Volatility and Revenue-Dependent Lobbying Power: A Stochastic Differential Game Approach**

*by*Raouf Boucekkine & Fabien Prieur & Benteng Zou

**Derivatives Algorithms:Volume 1: Bones**

*by*Tom Hyer

**Comparison of Different Simulations Methods in Case of Service-Providing Companies**

*by*Biserka Runje & Elizabeta Krstic Vukelja & Amalija Horvatic

**Modelling the economic impacts of climate change on global and European agriculture: Review of economic structural approaches**

*by*Fernández, Francisco J. & Blanco, Maria

**RBC Models and the Hours-Wages Puzzle: Puzzle Solved!**

*by*Vasilev, Aleksandar

**Endogenous Growth Effects of Environmental Policies**

*by*Oscar Afonso & Ana Catarina Afonso

**Investimento em infraestrutura logística, comércio internacional e crescimento econômico de longo prazo: uma análise a partir de simulações computacionais**

*by*Matheus Silva de Paiva & Guilherme Jonas C. da Silva & Júlio Fernando Costa Santos

**Markov switching models in the analysis of business cycle synchronization**

*by*Michał Bernardelli & Monika Dędys

**Innovation management based concidering advertising and complementarity of public and private levels of technology**

*by*Levin, Mark & Matrosova, Kseniya

**Diffusion of innovation: a model of evolutionary processes**

*by*Bukin, Kirill

**Selection and Evolutionary Patterns of New Firms**

*by*Fumagalli, Andrea

**Dynamic optimization of an investment portfolio on European stock markets using pair copulas**

*by*Atskanov, Isuf

**Exchange Rate Volatility and other Determinants of Hysteresis in Exports – Empirical Evidence for the Euro Area**

*by*Ansgar H. Belke & Matthias Göcke & Laura Werner

**Choques de colas anchas y política monetaria**

*by*Ortiz, Marco

**Defining and Measuring Bank’s Equity Risk: Evidence from the Erste Bank Group Romania**

*by*Ioana Ple?cãu

**The Expansion of the E-business Information Systems in the Cloud- Problems and Solutions**

*by*Vanya Lazarova

**Analyzing University Data with Business Intelligence Systems for Management Decision Support**

*by*Kamelia Stefanova & Dorina Kabakchieva

**Big Data Approach and Dimensions for Educational Industry**

*by*Dorina Kabakchieva & Kamelia Stefanova

**Analysis and Classification of Business Software Systems Integration Approaches**

*by*Smilen Kouzmanov

**Homo Economicus and Homo Sapiens**

*by*Goldstone, Robert L.

**Using the Discrete Model to Derive Optimal Income Tax Rates**

*by*Spencer Bastani

**Appraising the Financial Sustainability of a Pension System with Signal Processing/Evaluando la sostenibilidad financiera del sistema de pensiones con el procesamiento de la señal**

*by*ROSTAN, PIERRE & BELHACHEMI, RACHID & ROSTAN, ALEXANDRA

**On the Ability to Disentangle the Two Errors in the Normal/Half-Normal Stochastic Frontier Model /Sobre la capacidad de separar los dos errores en el modelo de frontera estocástica normal/half-normal**

*by*GAVILAN, JOSE M. & ORTEGA IRIZO, FCO. JAVIER

**Hossz- és keresztmetszeti egyensúly az életpálya finanszírozásában**

*by*Simonovits, András

**Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek**

*by*Simonovits, András & Király, Júlia

**Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy**

*by*Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

**Distributional Effects of the Forthcoming Finnish Pension Reform - a Dynamic Microsimulation Approach**

*by*Heikki Tikanmaki & Hannu Sihvonen & Janne Salonen

**The Quantitative and Qualitative Evaluation of a Multi-Agent Microsimulation Model for Subway Carriage Design**

*by*Le-le Cao & Xiao-xue Li & Fen-ni Kang & Chang Liu & Fu-chun Sun & Ramamohanarao Kotagiri

**Creating a synthetic database for use in microsimulation models to investigate alternative health care financing strategies in Canada**

*by*Deirdre Hennessy & Claudia Sanmartin & Sabha Eftekhary & Laurie Plager & Jennifer Jones & Kanecy Onate

**Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment**

*by*Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis

**Modelling the Early life-course (MELC): A Microsimulation Model of Child Development in New Zealand**

*by*Barry J. Milne & Roy Lay-Yee & Jessica M. Mc Lay & Janet Pearson & Martin von Randow & Peter Davis

**The simulation properties of microsimulation models with static and dynamic ageing – a brief guide into choosing one type of model over the other**

*by*Gijs Dekkers

**Iterative methods used to solve economic systems**

*by*Popirlan Cristina

**Parallel projection algorithm for solving economics systems**

*by*Popirlan Cristina

**Productivity Shocks and Monetary Policy in a Two-Country Model**

*by*Tae-Seok Jang & Eiji Okano

**Benefit-Retirement Age Schedules and Redistribution in Public Pension Systems**

*by*Andras Simonovits

**An Actual Position Benchmark for Mexican Pension Funds Performance**

*by*Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya.

**Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis**

*by*Muhammad Irfan Malik & Atiq-ur-Rehman

**Discriminación de género en redes laborales**

*by*César Vladimir Martínez Arango & Coralia Azucena Quintero Rojas & Lari Arthur Viianto

**Nonlinear multiplier–accelerator model with investment and consumption delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**Choosing a future based on the past: Institutions, behavior, and path dependence**

*by*Bednar, Jenna & Jones-Rooy, Andrea & Page, Scott E.

**Dynamic monopoly with multiple continuously distributed time delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**A tradable employment quota**

*by*Akyol, Metin & Neugart, Michael & Pichler, Stefan

**Overseas oil investment projects under uncertainty: How to make informed decisions?**

*by*Zhu, Lei & Zhang, ZhongXiang & Fan, Ying

**Household’s optimal mortgage and unsecured loan default decision**

*by*Kim, Jiseob

**Why are aggregate equity payouts pro-cyclical?**

*by*Huang-Meier, Winifred & Freeman, Mark C. & Mazouz, Khelifa

**Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK**

*by*Crowley, Patrick M. & Hughes Hallett, Andrew

**Duration of bankruptcy proceedings and monetary policy effectiveness**

*by*Aysun, Uluc

**Comment on “Imitation processes with small mutations” [J. Econ. Theory 131 (2006) 251–262]**

*by*McAvoy, Alex

**Risk assessment based on the analysis of the impact of contagion flow**

*by*Edirisinghe, Chanaka & Gupta, Aparna & Roth, Wendy

**Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies**

*by*Fischer, Thomas

**Quote inefficiency in options markets**

*by*Longarela, Iñaki R. & Mayoral, Silvia

**Pricing currency derivatives under the benchmark approach**

*by*Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard

**Counterparty risk for CDS: Default clustering effects**

*by*Bo, Lijun & Capponi, Agostino

**Costs and benefits of financial regulation: Short-selling bans and transaction taxes**

*by*Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

**Numerical simulations of competition in quantities**

*by*Gorry, Devon & Gilbert, John

**Computation of equilibrium values in the Baron and Ferejohn bargaining model**

*by*Kalandrakis, Tasos

**Polynomial-time computation of exact correlated equilibrium in compact games**

*by*Jiang, Albert Xin & Leyton-Brown, Kevin

**An optimization model to solve skidding problem in steep slope terrain**

*by*Ezzati, Sattar & Najafi, Akbar & Yaghini, Masoud & Hashemi, Amir Ala & Bettinger, Pete

**Optimal hedging strategy for risk management on a network**

*by*Gao, Tianjiao & Gupta, Aparna & Gulpinar, Nalan & Zhu, Yun

**Equilibrium option pricing: A Monte Carlo approach**

*by*Buchner, Axel

**Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley**

*by*Ballestra, Luca Vincenzo & Cecere, Liliana

**Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics**

*by*Hu, Jun & Kanniainen, Juho

**A static deterministic linear peak-load pricing model for the electricity industry: Application to the Peruvian case**

*by*Alayo, Hans & García, Raúl

**A note on using the Hodrick–Prescott filter in electricity markets**

*by*Weron, Rafał & Zator, Michał

**Electricity market-clearing prices and investment incentives: The role of pricing rules**

*by*Herrero, Ignacio & Rodilla, Pablo & Batlle, Carlos

**The Clean-Development Mechanism, stochastic permit prices and energy investments**

*by*Hieronymi, Philipp & Schüller, David

**Real option valuation of power transmission investments by stochastic simulation**

*by*Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

**Position limit for the CSI 300 stock index futures market**

*by*Wei, Lijian & Zhang, Wei & Xiong, Xiong & Shi, Lei

**Maximum likelihood estimation of a spatial autoregressive Tobit model**

*by*Xu, Xingbai & Lee, Lung-fei

**A spatial autoregressive model with a nonlinear transformation of the dependent variable**

*by*Xu, Xingbai & Lee, Lung-fei

**The importance of introducing spatial heterogeneity in bio-economic forest models: Insights gleaned from FFSM++**

*by*Lobianco, Antonello & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed

**Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations**

*by*Iskhakov, Fedor

**Solving and estimating linearized DSGE models with VARMA shock processes and filtered data**

*by*Meyer-Gohde, Alexander & Neuhoff, Daniel

**Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling**

*by*Nonejad, Nima

**On the uniqueness of solutions to rational expectations models**

*by*Heiberger, Christopher & Klarl, Torben & Maußner, Alfred

**Nonparametric estimation of utility function in first-price sealed-bid auctions**

*by*Kim, Dong-Hyuk

**Back to the past: Burning wood to save the globe**

*by*Johnston, Craig M.T. & Cornelis van Kooten, G.

**Exploring sprawl: Results from an economic agent-based model of land and housing markets**

*by*Magliocca, Nicholas & McConnell, Virginia & Walls, Margaret

**Explicit approximate analytic formulas for timer option pricing with stochastic interest rates**

*by*Ma, Jingtang & Deng, Dongya & Lai, Yongzeng

**Implied volatility and the risk-free rate of return in options markets**

*by*Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco

**Fiscal policy tracking design in the time–frequency domain using wavelet analysis**

*by*Crowley, Patrick M. & Hudgins, David

**Modeling expectations in agent-based models — An application to central bank's communication and monetary policy**

*by*Salle, Isabelle L.

**Learning, information processing and order submission in limit order markets**

*by*Chiarella, Carl & He, Xue-Zhong & Wei, Lijian

**Robust measurement of (heavy-tailed) risks: Theory and implementation**

*by*Schneider, Judith C. & Schweizer, Nikolaus

**The method of endogenous gridpoints in theory and practice**

*by*White, Matthew N.

**Using nonlinear model predictive control for dynamic decision problems in economics**

*by*Grüne, Lars & Semmler, Willi & Stieler, Marleen

**A calibration procedure for analyzing stock price dynamics in an agent-based framework**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

**A comparison of programming languages in macroeconomics**

*by*Aruoba, S. Borağan & Fernández-Villaverde, Jesús

**Superhedging under ratio constraint**

*by*Chen, Yingshan & Dai, Min & Xu, Jing & Xu, Mingyu

**Approximate dynamic programming with post-decision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Solving and estimating indeterminate DSGE models**

*by*Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni

**Endogenous leverage and asset pricing in double auctions**

*by*Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim

**A simple method for computing equilibria when asset markets are incomplete**

*by*Ma, Wei

**Fiscal and monetary policies in complex evolving economies**

*by*Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania

**Computation of Greeks using binomial trees in a jump-diffusion model**

*by*Suda, Shintaro & Muroi, Yoshifumi

**Overlapping portfolios, contagion, and financial stability**

*by*Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel

**Price dynamics, financial fragility and aggregate volatility**

*by*Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert

**Estimation of ergodic agent-based models by simulated minimum distance**

*by*Grazzini, Jakob & Richiardi, Matteo

**Towards a credit network based early warning indicator for crises**

*by*Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio

**Tipping points in macroeconomic agent-based models**

*by*Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe

**Application of Real Options Theory to the Assessment of Public Incentives for Onshore Wind Energy Development in Spain**

*by*José Balibrea-Iniesta & Antonio Sánchez-Soliño & Antonio Lara-Galera

**Substitutability Between Drugs, Innovation, and Fiscal Policy in the Pharmaceutical Industry**

*by*Felipa de Mello-Sampayo & Sofia de Sousa-Vale & Francisco Camoes

**Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes me?todos de estimacio?n de la volatilidad**

*by*Andre?s Mora-Valencia & Germa?n Gonza?lez-Echeverri & Juan Gregorio Solano

**Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad**

*by*Andrés Mora-Valencia & Germán González-Echeverri & Juan Gregorio Solano

**Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia**

*by*José Mauricio Gil León

**Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia**

*by*José Mauricio Gil León

**Performance Of Shannonâ€™s Maximum Entropy Distribution Under Some Restrictions: An Application On Turkeyâ€™s Annual Temperatures**

*by*Hatice Ã‡iÃ§ek & Sinan SaraÃ§lÄ±

**Corporate cash hoarding in a model with liquidity constraints**

*by*Mazelis, Falk

**Decomposing Risk in Dynamic Stochastic General Equilibrium**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model**

*by*Sacht, Stephen

**Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods**

*by*Ludwig, Alexander & Schön, Matthias

**Monetary policy implementation in an interbank network: Effects on systemic risk**

*by*Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter

**Computational Economic Modeling of Migration**

*by*Klabunde, Anna

**Integration of biophysical and agro-economic models to assess the economic effects of climate change on agriculture: A review of global and EU regional approaches**

*by*Fernández, Francisco J. & Blanco, Maria

**A calibration procedure for analyzing stock price dynamics in an agent-based framework**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

**Bank's strategies during the financial crisis**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

**Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market**

*by*Fischer, Thomas & Riedler, Jesper

**Systemic risk spillovers in the European banking and sovereign network**

*by*Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie

**The impact of Basel III on financial (in)stability: An agent-based credit network approach**

*by*Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner

**Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework**

*by*Sacht, Stephen

**Analysis of various shocks within the high-frequency versions of the baseline New-Keynesian model**

*by*Sacht, Stephen

**Filling in the blanks: Network structure and interbank contagion**

*by*Anand, Kartik & Craig, Ben & von Peter, Goetz

**Modeling consumer opinions towards dynamic pricing: An agent-based approach**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

**Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

**Risk Assessment Under A Nonlinear Fiscal Policy Rule**

*by*Christos Shiamptanis

**Dynamic monopoly with demand delay**

*by*Akio Matsumoto & Keiko Nakayama

**Can Dreams Come True? Eliminating Extreme Poverty In Africa By 2030**

*by*Mthuli Ncube & Zuzana Brixiova & Zorobabel Bicaba

**Circuits of Iterated Foata Maps**

*by*Francesco Mason & Andrea Borghesan

**Trade-in programs in the context of technological innovation with herding**

*by*Paolo Pellizzari & Elena Sartori & Marco Tolotti

**Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models**

*by*Bernd Funovits

**Fiscal and Monetary Policies in Complex Evolving Economies**

*by*Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading**

*by*Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

**European option pricing with constant relative sensitivity probability weighting function**

*by*Martina Nardon & Paolo Pianca

**Understanding the dynamics of violent political revolutions in an agent-based framework**

*by*Alessandro Moro

**Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance**

*by*Diana Barro & Elio Canestrelli & Fabio Lanza

**Q-Learning-based financial trading systems with applications**

*by*Marco Corazza & Francesco Bertoluzzo

**Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?**

*by*Roberto Roson & Kazuhiko Oyamada

**The simplicity of optimal trading in order book markets**

*by*Paolo Pellizzari & Dan Ladley

**Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications**

*by*Roberto Roson & Kazuhiko Oyamada

**Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach**

*by*Roberto Roson & Franz Hubert

**Position-Limit Design for the CSI 300 Futures Markets**

*by*Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi

**A Consistent Framework for Modelling Basis Spreads in Tenor Swaps**

*by*Yang Chang & Erik Schlogl

**A note on the estimation of a Gamma-Variance process: Learning from a failure**

*by*Gian P. Cervellera & Marco P. Tucci

**The Dynamics of Exploitation and Class in Accumulation Economies**

*by*Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki

**Learning and coordinating in a multilayer network**

*by*Haydée Lugo & Maxi San Miguel

**An ex ante evaluation of the Revenu de Solidarité Active by micro-macro simulation techniques**

*by*Luciano Canova & Luca Piccoli & Amedeo Spadaro

**Personal Income Tax Reforms: a Genetic Algorithm Approach**

*by*Matteo Morini & Simone Pellegrino

**Implied Volatility and the Risk-Free Rate of Return in Options Markets**

*by*Marcelo Bianconi & Scott MacLachlan & Marco Sammon

**Aggregate Production Functions and Neoclassical Properties: An Empirical Verification**

*by*Stefano Zambelli

**Robust Measurement of National Technological Progress**

*by*Stefano Zambelli & Thomas Fredholm & Ragupathy Venkatachalam

**Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics**

*by*K.Vela Velupillai

**Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data**

*by*de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D.

**Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance**

*by*León, C. & Machado, C. & Murcia, A.

**Research among Copycats: R&D, Spillovers, and Feedback Strategies**

*by*Grega Smrkolj & Florian Wagener

**How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model**

*by*Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**A Comparison of Optimal Policy Rules for Pre and Post Inflation Targeting Eras : Empirical Evidence from Bank of Canada**

*by*Neslihan Kaya

**Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach**

*by*Vuslat Us

**Strategic Stability in Poisson Games**

*by*Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta

**Fiscal and monetary policies in complex evolving economies**

*by*Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Rock around the clock: an agent-based model of low- and high-frequency trading**

*by*Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

**Micro and macro policies in the Keynes + Schumpeter evolutionary models**

*by*Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints**

*by*Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini

**The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter**

*by*Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich

**Dynamics of assets liquidity and inequality in economies with decentralized markets**

*by*Maurizio Iacopetta

**Cost Model Based Service Placement in Federated Hybrid Clouds**

*by*Jorn Altmann & Mohammad Mahdi Kashef

**A Simple Method for Computing Equilibria when Asset Markets Are Incomplete**

*by*Wei Ma

**Maximum entropy estimator for the predictability of energy commodity market time series**

*by*Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

**Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas**

*by*Popov, Maxim & Madlener, Reinhard

**Carbon Neutrality of Hardwood and Softwood Biomass: Issues of Temporal Preference**

*by*Craig M.T. Johnston & G. Cornelis van Kooten

**An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options**

*by*Juan C. Arismendi & Marcel Prokopczuk

**Fat-Tailed Shocks and the Central Bank Reaction**

*by*Ortiz, Marco

**Can Tax Compliance Research Profit from Biology?**

*by*Benno Torgler

**Impact of Operational Wind Generation in the Australian National Electricity Market over 2007-2012**

*by*Phil Wild & William Paul Bell & John Foster

**Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison**

*by*Marco Cozzi

**The Krusell-Smith Algorithm: Are Self-fulfilling Equilibria Likely?**

*by*Marco Cozzi

**Appendix to "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy"**

*by*John C. Boik

**First Microsimulation Model of a LEDDA Community Currency-Dollar Economy**

*by*John C. Boik

**A Simple Method for Computing Equilibria when Asset Markets Are Incomplete**

*by*Wei Ma

**Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem**

*by*Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia

**Perspectives on integrating a computer algebra system into advanced calculus curricula**

*by*Halkos, George & Tsilika, Kyriaki

**Problem of Reduction of the Quantum State’s Vector**

*by*Zayko, Yuriy

**Power Plant Waste Heat Recovery for Household Heating Using Heat Pumps**

*by*Dosa, Ion

**The variance-minimizing hedge with put options**

*by*Bell, Peter N

**On the optimal use of put options under trade restrictions**

*by*Bell, Peter N

**Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not**

*by*Gunaratna, Thakshila

**Finite-length Patents and Functional Differential Equations in a Non-scale R&D-based Growth Model**

*by*Lin, Hwan C. & Shampine, L.F.

**Optimal inventory policies with an exact cost function under large demand uncertainty**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures**

*by*Lee, Mei-Yu

**Supplier selection criteria and methods: past, present and future**

*by*MUKHERJEE, KRISHNENDU

**The Modi ed R a Robust Measure of Association for Time Series**

*by*Rehman, Atiq-ur- & Malik, Muhammad Irfan

**Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis**

*by*Malik, Muhammad Irfan & Rehman, Atiq-ur-

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A Note on the Computation of the Pre-Kernel for Permutation Games**

*by*Meinhardt, Holger Ingmar

**Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design**

*by*Devine, Mel & Farrell, Niall & Lee, William

**Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration**

*by*Corbin, Charles

**Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm**

*by*Taha, Raghda & Abdallah, Khaled & Sadek, Yomma & El-Kharbotly, Amin & Afia, Nahid

**A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves**

*by*Mishra, SK

**A condition for determinacy of optimal strategies in zero-sum convex polynomial games**

*by*Arias-R., Omar Fdo.

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis**

*by*Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur

**What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?**

*by*Mishra, Sudhanshu K

**The environmental Kuznets curve in a public spending model of economic growth**

*by*Diallo, Ibrahima Amadou

**Agent-Based Computational Models - A Formal Heuristic for Institutionalist Pattern Modelling?**

*by*Gräbner, Claudius

**Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks**

*by*Nonejad, Nima

**Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox**

*by*Nonejad, Nima

**On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings**

*by*Albers, Scott

**On automatic derivation of first order conditions in dynamic stochastic optimisation problems**

*by*Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja

**Quantitative Evaluation of Prevention Strategies in Public Health**

*by*Schinaia, Giuseppe & Parisi, Valentino

**Analyzing and visualizing the synergistic impact mechanisms of climate change related costs**

*by*Halkos, George & Tsilika, Kyriaki

**Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit**

*by*Albers, Scott

**Global Solutions to DSGE Models as a Perturbation of a Deterministic Path**

*by*Ajevskis, Viktors

**A recursive method for solving a climate-economy model: value function iterations with logarithmic approximations**

*by*Hwang, In Chang

**Demand function and its role in a business simulator**

*by*Vymetal, Dominik & Ježek, Filip

**The diffusion of electric vehicles: An agent-based microsimulation**

*by*McCoy, Daire & Lyons, Sean

**Optimal Use of Put Options in a Stock Portfolio**

*by*Peter N, Bell

**Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia**

*by*Guizani, Brahim

**Resource Depletion, Growth, Collapse, and the Measurement of Capital**

*by*Heinrich, Torsten

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Korobilis, Dimitris

**Transition to sustainability? Feasible scenarios towards a low-carbon economy**

*by*Bernardo, Giovanni & D'Alessandro, Simone

**A Method for Experimental Events that Break Cointegration: Counterfactual Simulation**

*by*Bell, Peter N

**Discrete dynamics for the core-periphery model**

*by*L. Garrido-da-Silva & Sofia B.S.D. Castro & Paulo B. Vasconcelos

**A Steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations**

*by*Jo Michell

**Choice of Monetary Policy Instrument under Targeting Regimes in a Simple Stochastic Macro Model**

*by*Haider Ali & Eatzaz Ahmad

**Information Processing, Pattern Transmission and Aggregate Consumption Patterns in New Zealand:**

*by*Dan Farhat

**Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance**

*by*Jakob Grazzini & Matteo Richiardi

**Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics**

*by*Mark Setterfield & Shyam Gouri Suresh

**The Margins of Global Sourcing: Theory and Evidence from U.S. Firms**

*by*Pol Antràs & Teresa C. Fort & Felix Tintelnot

**Information Aggregation in a DSGE Model**

*by*Tarek A. Hassan & Thomas M. Mertens

**Fast computation of reconciled forecasts for hierarchical and grouped time series**

*by*Rob J Hyndman & Alan Lee & Earo Wang

**How to manage a large and flexible nuclear set in a deregulated electricity market from the point of view of social welfare?**

*by*Pascal Gourdel & Maria Lykidi

**The inter-temporal optimization of the operation of the nuclear fuel reservoir in a liberalized electricity market dominated by the nuclear generation**

*by*Pascal Gourdel & Maria Lykidi

**The optimal short-term management of flexible nuclear plants in a competitive electricity system as a case of competition with reservoir**

*by*Pascal Gourdel & Maria Lykidi

**Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods**

*by*Ludwig, Alexander & SchÃ¶n, Matthias

**Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model**

*by*Britta Niehof

**Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time**

*by*Bernd Hayo & Britta Niehof

**Order Placement in a Continuous Double Auction Agent Based Model**

*by*Alexandru Mandes

**Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model**

*by*Bernd Hayo & Britta Niehof

**Compas: un modèle de microsimulation santé pour le Québec**

*by*David Boisclair & Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

**Projections de l'état de santé de la population québécoise et impacts sur le risque de longévité d'un régime de retraite à prestations déterminée**

*by*Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

**Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path**

*by*Viktors Ajevskis

**Introducing forest management in forest sector models: impact of active management and risk attitude on forest resources in the long term**

*by*Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui

**Introducing spatial heterogeneity in forest sector modelling: insights from the French forest Sector Model**

*by*Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui

**gpsbound: Routine for importing and verifying geographical information from a user provided shapefile**

*by*Brophy, Tim & Daniels, Reza Che & Musundwa, Sibongile

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashi & John Stachurski

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashi & John Stachurski

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashi & John Stachurski

**The Impact of Uncertainty Shocks on the Job-Finding Rate and Separation Rate**

*by*Markus Riegler

**Bayesian Exploratory Factor Analysis**

*by*Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek

**Neutrality in the choice of number of firms or level of fixed costs in calibrating an Armington-Krugman-Melitz encompassing module for applied general equilibrium models**

*by*Oyamada, Kazuhiko

**Bayesian Exploratory Factor Analysis**

*by*Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

**How Diverse Can Spatial Measures of Cultural Diversity Be? Results from Monte Carlo Simulations of an Agent-Based Model**

*by*Arribas-Bel, Daniel & Nijkamp, Peter & Poot, Jacques

**Can Dreams Come True? Eliminating Extreme Poverty in Africa by 2030**

*by*Ncube, Mthuli & Brixiova, Zuzana & Bicaba, Zorobabel

**Crowdfunding, Cascades and Informed Investors**

*by*Parker, Simon C.

**Reweight: a stata module to reweight survey data to external totals**

*by*Daniele Pacifico

**Modelling of Agglomeration and Dispersion in RHOMOLO**

*by*Francesco Di Comite & d’Artis Kancs

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashiw & John Stachurski

**A Note on Parameterizing Input Distance Functions: Does the Choice of a Functional Form Matter?**

*by*Rolf Färe & Michael Vardanyan

**TENET: Tail-Event driven NETwork risk**

*by*Wolfgang Karl HÃ¤rdle & Natalia Sirotko-Sibirskaya & Weining Wang &

**Corporate Cash Hoarding in a Model with Liquidity Constraints**

*by*Falk Mazelis & & &

**Comparing Solution Methods for DSGE Models with Labor Market Search**

*by*Hong Lan & & &

**Risky Linear Approximations**

*by*Alexander Meyer-Gohde & & &

**Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study**

*by*Xianhua Dai & Wolfgang Karl HÃ¤rdle & Keming Yu &

**Principal Component Analysis in an Asymmetric Norm**

*by*Ngoc Mai Tran & Maria Osipenko & Wolfgang Karl HÃ¤rdle &

**Bayesian Exploratory Factor Analysis**

*by*Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek

**The Dynamics of Exploitation and Class in Accumulation Economies**

*by*Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki

**Finding The Nearest Valid Covariance Matrix: A Fx Market Case**

*by*Aleksei Minabutdinov & Ilia Manaev & Maxim Bouev

**Wavelet improvement in turning point detection using a Hidden Markov Model**

*by*Li, Yushu & Reese, Simon

**Energy Storage and Renewable Energy**

*by*Durmaz, Tunc

**Finite Element Model of the Innovation Diffusion: An Application to Photovoltaic Systems**

*by*Karakaya, Emrah

**Benefit-retirement age schedules and redistribution in public pension systems**

*by*András Simonovits

**A new solution for the roommate problem: The Q-stable matchings**

*by*Péter Biró & Elena Inarra & Elena Molis

**Using Quotas to Enhance Competition in Asymmetric Auctions: A Comparison of Theoretical and Experimental Outcomes**

*by*Daniel Hellersteina & Nathaniel Higginsa & Michael J. Roberts

**Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading**

*by*Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

**Fiscal and Monetary Policies in Complex Evolving Economies**

*by*Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison**

*by*António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**Computing Markov-Perfect Optimal Policies in Business-Cycle Models**

*by*Richard Dennis & Tatiana Kirsanova

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Dimitris Korobilis

**A computational model of optimal commodity taxation**

*by*John T. Revesz

**Heterogeneous Fundamentalists and Market Maker Inventories**

*by*Alessandro Carraro & Giorgio Ricchiuti

**Adverse Selection, Risk Sharing and Business Cycles**

*by*Veracierto, Marcelo

**Asymmetric firm dynamics under rational inattention**

*by*Cheremukhin, Anton A. & Tutino, Antonella

**Filling in the Blanks: Network Structure and Interbank Contagion**

*by*Anand, Kartik & Craig, Ben R. & von Peter, Goetz

**The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models**

*by*Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao

**Fiscal and monetary policies in complex evolving economies**

*by*Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

**Rock around the clock :An agent-based model of low-and high frequency trading**

*by*Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgo Fagiolo

**Interest Rate Swap Credit Valuation Adjustment**

*by*Jakub Cerny & Jiri Witzany

**Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents**

*by*Laura Carvalho & Corrado Di Guilmi

**Straightforward approximate stochastic equilibria for nonlinear rational expectations models**

*by*Michael K. Johnston & Robert G. King & Denny Lie

**Endogenous Gridpoints in Multiple Dimensions: Interpolation on Non-Linear Grids**

*by*Matthew N. White

**Short-Term Price Overreaction: Identification, Testing, Exploitation**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun

**The Weekend Effect: A Trading Robot and Fractional Integration Analysis**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

**Capacity Mechanisms on Central European Electricity Markets: Effects on Consumers, Producers and Technologies until 2033**

*by*Thure Traber

**Intraday Anomalies and Market Efficiency: A Trading Robot Analysis**

*by*Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

**Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics**

*by*Mark Setterfield & Shyam Gouri Suresh

**Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations**

*by*Shyam Gouri Suresh & Mark Setterfield

**The Consequences of Social Pressures on Partisan Opinion Dynamics**

*by*Shyam Gouri Suresh & Scott Jeffrey

**Cohesion Policy and Inequality Dynamics: Insights from a Heterogeneous Agents Macroeconomic Model**

*by*Herbert Dawid & Philipp Harting & Michael Neugart

**How diverse can spatial measures of cultural diversity be? Results from Monte Carlo simulations of an agent-based model**

*by*Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot

**Can Tax Compliance Research Profit from Biology?**

*by*Benno Torgler

**The Margins of Global Sourcing: Theory and Evidence from U.S. Firms**

*by*Antràs, Pol & Fort, Teresa C & Tintelnot, Felix

**Government Debt Management: The Long and the Short of It**

*by*Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew

**Information Aggregation in a DSGE Model**

*by*Hassan, Tarek & Mertens, Thomas M.

**Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy**

*by*Costa Junior, Celso José & Sampaio, Armando Vaz

**Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective**

*by*Kamil Galuscak & Gabor Katay

**Reason, Intuition, and Time**

*by*Marco Sahm & Robert K. von Weizsäcker

**Short-Term Price Overreactions: Identification, Testing, Exploitation**

*by*Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun

**Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion**

*by*Mariia Belaia & Michael Funke & Nicole Glanemann

**The Weekend Effect: A Trading Robot and Fractional Integration Analysis**

*by*Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko

**On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions**

*by*Christoph Görtz & Afrasiab Mirza

**Reform of the United Nations Security Council: Equity and Efficiency**

*by*Matthew Gould & Matthew D. Rablen

**Intraday Anomalies and Market Efficiency: A Trading Robot Analysis**

*by*Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko

**Theoretical Simulation in Health Economics: An application to Grossman's Model of Investment in Health Capital**

*by*Katerina Koka & Audrey Laporte & Brian Ferguson

**Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar

**Envelope Condition Method with an Application to Default Risk Models**

*by*Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov

**A Big Data Approach to Optimal Sales Taxation**

*by*Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips

**Business Cycle Persistence in a Model with Schumpeterian Growth and Uncorrelated Shocks**

*by*Chase Coleman & Kerk L. Phillips

**pca2: implementing a strategy to reduce the instrument count in panel GMM**

*by*M. E. Bontempi & I. Mammi

**Fiscal policy tracking design in the time frequency domain using wavelet analysis**

*by*Crowley, Patrick M. & Hudgins, David

**A Formal Proof of Vickrey's Theorem by Blast, Simp, and Rule**

*by*Manfred Kerber & Christoph Lange & Colin Rowat

**Government Debt Management: The Long and the Short of It**

*by*Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott

**Calibrating the Italian smile with time-varying volatility and heavy-tailed models**

*by*Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev

**Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?**

*by*Roberto Roson & Kazuhiko Oyamada

**Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications**

*by*Roberto Roson & Kazuhiko Oyamada

**Bargaining Power and Value Sharing in Distribution Networks: A Cooperative Game Theory Approach**

*by*Roberto Roson & Franz Hubert

**Generating structured music using quality metrics based on Markov models**

*by*HERREMANS, Dorien & WEISSER, Stéphanie & SÖRENSEN, Kenneth & CONKLIN, Darrell

**Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals**

*by*Vivien Lespagnol & Juliette Rouchier

**Accuracy, Speed and Robustness of Policy Function Iteration**

*by*Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton

**Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets**

*by*Gustavo Fruet Dias & George Kapetanios

**Discretization of Lévy semistationary processes with application to estimation**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**Simulator and scenario for "Deleveraging crises and deep recessions: a behavioural approach"**

*by*Pascal Seppecher & Isabelle Laure Salle

**TES-simulation: Python package that simulates token and dollar flows within a Local Economic Direct Democracy Association (LEDDA)**

*by*John C. Boik

**Economic Direct Democracy: A Framework to End Poverty and Maximize Well-Being**

*by*John C. Boik

**A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories**

*by*Wei-Bin Zhang

**Social networks and macroeconomic stability**

*by*Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang

**Consequences of trading hours deregulation. A spatio-temporal object-oriented data model for Madrid region**

*by*Juan Luis Santos & Federico Pablo-Martí

**Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective**

*by*Christopher R. Knittel & Konstantinos Metaxoglou

**Stochastic stability in monotone economies**

*by*Stachurski, John & Kamihigashi, Takashi

**Nestedness in networks: A theoretical model and some applications**

*by*Zenou, Yves & König, Michael D. & Tessone, Claudio J.

**An algorithm for two-player repeated games with perfect monitoring**

*by*Abreu, Dilip & Sannikov, Yuliy

**Estimating NAIRU for Turkey Using Extended Kalman Filter Approach**

*by*Vuslat Us

**Demand Function And Its Role In A Business Simulator**

*by*Dominik VYMÌTAL & Filip JEŽEK

**Macroprudential Banking Regulation: Does One Size Fit All?**

*by*Doris Neuberger & Roger Rissi

**Generating Covariances in multifactor CIR model**

*by*Wojciech Szatzschneider

**How the Nature of Product Differentiation Affects Procurement Competition**

*by*Charles J. Thomas

**Financialized growth regime: lessons from Stock Flow Consistent models**

*by*Reyes, Luis & Mazier, Jacques

**Pour une macroéconomie monétaire dynamique et complexe**

*by*Seppecher, Pascal

**A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting**

*by*Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

**Adequacy of Lagrange Multiplier Test**

*by*Lee , Mei-Yu

**A generalized endogenous grid method for non-smooth and non-concave problems**

*by*Giulio Fella

**Fiškálna udržateľnosť systému zdravotníctva SR**

*by*Rudolf Sivák & Pavol Ochotnický & Ľuboš Kuchta

**Modelling Interconnections in the Global Financial System in the Light of Systemic Risk**

*by*Tomáš Klinger & Petr Teply

**Concepción de un procedimiento para la planificación y control de la producción haciendo uso de herramientas matemáticas || Design of a Process for Planning and Controlling Production by Using Mathematical Tools**

*by*Tamayo García, Amelia & Urquiola García, Idalianys

**Enfoque híbrido simulación-proceso analítico jerárquico: caso de estudio del rediseño de un restaurante || Hybrid Approach between Analytic Hierarchy Process and Simulation: Case Study, Redesign of a Restaurant**

*by*González Sánchez, Caridad & Garza Ríos, Rosario & Pérez Malo, Eduardo

**Directions for Development of Corporate Communications through Social Network Tools**

*by*Veselin Georgiev

**Software Development Methodologies for Reducing Project Risks**

*by*Kamelia Stefanova & Veselin Georgiev

**Una medida de eficiencia de mercado: Un enfoque de teoría de la información**

*by*García Ruiz Reyna Susana & Cruz Aké Salvador & Venegas Martínez Francisco

**Promoting Corporate Social Responsibility in Logistics throughout Horizontal Cooperation**

*by*Raúl León & Angel A. Juan

**Improving Information Security by Implementing Fault Tolerance Concepts**

*by*Aurel Serb

**Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market**

*by*Ya-Chi Huang

**Threshold effects of technological regimes for the stochastic frontier model**

*by*Ku-Hsieh Chen & Author: Soumendra N. Ghosh

**A Geospatial Dynamic Microsimulation Model for Household Population Projections**

*by*Susan M. Rogers & James Rineer & Matthew D. Scruggs & William D. Wheaton & Phillip C. Cooley & Douglas J. Roberts & Diane K. Wagener

**Comparing Two Methods of Reweighting a Survey File to Small Area Data**

*by*Robert Tanton & Paul Williamson & Ann Harding

**A Review of Spatial Microsimulation Methods**

*by*Robert Tanton

**Microsimulation Model Projecting Small Area Populations Using Contextual Variables: An Application to the Montreal Metropolitan Area, 2006-2031**

*by*Guillaume Marois & Alain Bélanger

**Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption**

*by*M. Esteban Muñoz H. & Irene Peters

**Modelling the impact of declining Australian terms of trade on the spatial distribution of income**

*by*Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton

**The Risk Channel of Monetary Policy**

*by*Oliver de Groot

**Evaluation Of A Mathematic Model To Support Complex Decision Makings, Evaluacion De Un Modelo Matematico Para Apoyar Decisiones Empresariales Complejas**

*by*Yoannia Arean Rodriguez & Alejandro Rosete Suarez & Franklin Marin Vargas

**Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy**

*by*Andrei Polbin & Sergey Drobyshevsky

**A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation**

*by*Biase di Giuseppe & Guglielmo D'Amico & Jacques Janssen & Raimondo Manca

**Property Assets Fair Value Accounting Under Uncertainty**

*by*Anastasios Tsamis & Konstantinos Liapis

**Cálculo de VaR a partir de simulaciones Monte Carlo de rendimientos de activos financieros, con distribuciones no paramétricas y dependientes, utilizando el Método de Iman-Conover**

*by*Juan Sampieri Espinoza & Barbara Ruth Trejo Becerril & Luis Manuel González de Salceda Ruiz

**Agent-based simulation of policy induced diffusion of smart meters**

*by*Rixen, Martin & Weigand, JÃ¼rgen

**Monitoring as a partially observable decision problem**

*by*Fackler, Paul L. & Haight, Robert G.

**Does a detailed model of the electricity grid matter? Estimating the impacts of the Regional Greenhouse Gas Initiative**

*by*Shawhan, Daniel L. & Taber, John T. & Shi, Di & Zimmerman, Ray D. & Yan, Jubo & Marquet, Charles M. & Qi, Yingying & Mao, Biao & Schuler, Richard E. & Schulze, William D. & Tylavsky, Daniel

**Simulating confidence for the Ellison–Glaeser index**

*by*Cassey, Andrew J. & Smith, Ben O.

**The debt trap: A two-compartment train wreck… and how to avoid it**

*by*Artzrouni, Marc & Tramontana, Fabio

**Citizenship and power in an agent-based model of tax compliance with public expenditure**

*by*Pellizzari, Paolo & Rizzi, Dino

**An agent-based model of network effects on tax compliance and evasion**

*by*Andrei, Amanda L. & Comer, Kevin & Koehler, Matthew

**Welfare costs of shifting trend inflation**

*by*Nakata, Taisuke

**Advancing the universality of quadrature methods to any underlying process for option pricing**

*by*Chen, Ding & Härkönen, Hannu J. & Newton, David P.

**Strategic stability in Poisson games**

*by*De Sinopoli, Francesco & Meroni, Claudia & Pimienta, Carlos

**Network analysis and calibration of the “leveraged network-based financial accelerator”**

*by*Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto

**Taxation, income redistribution and debt dynamics in a seven-equation model of the business cycle**

*by*Colacchio, Giorgio

**Behavioral heuristics and market patterns in a Bertrand–Edgeworth game**

*by*Heymann, D. & Kawamura, E. & Perazzo, R. & Zimmermann, M.G.

**Pricing range notes within Wishart affine models**

*by*Chiarella, Carl & Da Fonseca, José & Grasselli, Martino

**Priority matchings revisited**

*by*Okumura, Yasunori

**Strategies and evolution in the minority game: A multi-round strategy experiment**

*by*Linde, Jona & Sonnemans, Joep & Tuinstra, Jan

**Optimality versus practicality in market design: A comparison of two double auctions**

*by*Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E.

**A valuation of wind power projects in Germany using real regulatory options**

*by*Barroso, Manuel Monjas & Iniesta, José Balibrea

**Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market**

*by*Young, David & Poletti, Stephen & Browne, Oliver

**A Fuzzy Goal Programming model for solving aggregate production-planning problems under uncertainty: A case study in a Brazilian sugar mill**

*by*da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva

**On the use of the moment-matching technique for pricing and hedging multi-asset spread options**

*by*Pellegrino, Tommaso & Sabino, Piergiacomo

**The trade-off between intra- and intergenerational equity in climate policy**

*by*Kverndokk, Snorre & Nævdal, Eric & Nøstbakken, Linda

**Bayesian exploratory factor analysis**

*by*Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

**Estimation of finite sequential games**

*by*Maruyama, Shiko

**A nonparametric approach to solving a simple one-sector stochastic growth model**

*by*Shaw, Philip

**Crowdfunding, cascades and informed investors**

*by*Parker, Simon C.

**Three-dimensional panel data models with interactive effects: Estimation and simulation**

*by*Ye, Xiaoqing & Wu, Xiangjun

**Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments**

*by*Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles

**Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain**

*by*Dong, Yinghui & Wang, Guojing

**A real business cycle model with tradable and non-tradable goods for the Spanish economy**

*by*Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús

**Prices, debt and market structure in an agent-based model of the financial market**

*by*Fischer, Thomas & Riedler, Jesper

**Learning to bid in sequential Dutch auctions**

*by*Guerci, E. & Kirman, A. & Moulet, S.

**Systemic risk in banking networks: Advantages of “tiered” banking systems**

*by*Teteryatnikova, Mariya

**No-Arbitrage ROM simulation**

*by*Geyer, Alois & Hanke, Michael & Weissensteiner, Alex

**Solvability of perturbation solutions in DSGE models**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Solving the income fluctuation problem with unbounded rewards**

*by*Li, Huiyu & Stachurski, John

**Speculative behavior and the dynamics of interacting stock markets**

*by*Schmitt, Noemi & Westerhoff, Frank

**Asset prices in affine real business cycle models**

*by*Malkhozov, Aytek

**Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain**

*by*Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael

**Economic convergence: Policy implications from a heterogeneous agent model**

*by*Dawid, H. & Harting, P. & Neugart, M.

**Imperfect credibility and robust monetary policy**

*by*Dennis, Richard

**Repeated moral hazard and recursive Lagrangeans**

*by*Mele, Antonio

**Heterogeneous beliefs in over-the-counter markets**

*by*De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis

**An empirical study of the Mexican banking system’s network and its implications for systemic risk**

*by*Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo

**Adaptive consumption behavior**

*by*Howitt, Peter & Özak, Ömer

**Recovering default risk from CDS spreads with a nonlinear filter**

*by*Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

**Computing equilibria in dynamic models with occasionally binding constraints**

*by*Brumm, Johannes & Grill, Michael

**Investing in PV Systems utilizing Savings from Building Envelop Replacement by Sustainable Local Material: A Case Study in Lebanese Inland Region**

*by*Raghid Farhat & Nesreen K. Ghaddar & Kamel Ghali

**Entwicklung der Leistungsempfängerzahlen in der Gesetzlichen Pflegeversicherung – Zum Einfluss unterschiedlicher Morbiditätsannahmen auf die Entwicklung der sozialrechtlich anerkannten Pflegebedürftigkeit in Deutschland**

*by*David Bowles & Andy Zuchandke & Wolfgang Greiner & J.-Matthias Graf von der Schulenburg

**Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation**

*by*Edyta Laszkiewicz

**Viable Ramsey economies**

*by*Noël Bonneuil & Raouf Boucekkine

**Indexing Pension Funds with Exchange-Traded Funds**

*by*Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior

**The Computational Intelligence Techniques For Predictions - Artificial Neural Networks**

*by*Mary Violeta Bar

**The psychological cost of saving – an agent-based modelling approach**

*by*Elena DRUICA & Rodica IANOLE & Viorel CORNESCU

**Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model**

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**An Agent Based Modeling Approach to the Check Payments Among SMEs in Turkey**

*by*İlker ARSLAN & Alper DUMAN

**Finding starting-values for maximum likelihood estimation of vector STAR models**

*by*Schleer, Frauke

**Prices, debt and market structure in an agent-based model of the financial market**

*by*Fischer, Thomas & Riedler, Jesper

**Flexibility in Europe's power sector - an additional requirement or an automatic complement?**

*by*Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan

**The Effect of On-net/Off-net Differentiation and Heterogeneous Consumers on Network Size in Mobile Telecommunications An Agent-based Approach**

*by*Muck, Johannes

**When do jumps matter for portfolio optimization?**

*by*Ascheberg, Marius & Branger, Nicole & Kraft, Holger

**How Much Should an Investor Trust the Startup Entrepreneur? - A Network Model**

*by*Klabunde, Anna

**Multi-layered interbank model for assessing systemic risk**

*by*Montagna, Mattia & Kok, Christoffer

**The effects of a financial transaction tax in an artificial financial market**

*by*Fricke, Daniel & Lux, Thomas

**A flow network analysis of direct balance-sheet contagion in financial networks**

*by*Eboli, Mario

**Unemployment benefits and financial factors in an agent-based macroeconomic model**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**On the bottom-up foundations of the banking-macro nexus**

*by*Wäckerle, Manuel

**Social networks and macroeconomic stability**

*by*Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang

**Good governance problems and recent financial crises in some EU countries**

*by*Gamberger, Dragan & Smuc, Tomislav

**Coordination in the El Farol Bar problem: The role of social preferences and social networks**

*by*Chen, Shu-Heng & Gostoli, Umberto

**Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis**

*by*Kyritsis, Costas & Hytis, Evangelos

**Financial network systemic risk contributions**

*by*Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie

**Restructuring counterparty credit risk**

*by*Albanese, Claudio & Brigo, Damiano & Oertel, Frank

**Speculative behavior and the dynamics of interacting stock markets**

*by*Schmitt, Noemi & Westerhoff, Frank

**Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron

**Rewiring the network. What helps an innovation to diffuse?**

*by*Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron

**Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

**Diffusion of innovation within an agent-based model: Spinsons, independence and advertising**

*by*Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron

**International Trade of Bio-Energy Products – Economic Potentials for Austria**

*by*Olivia Koland & Martin Schönhart & Erwin Schmid

**Heuristic model of taxpayer behaviour: application to Russian experience with regard to tax evasion**

*by*Alexey Naydenov

**The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands**

*by*Abdullah Almansour & Margaret Insley

**On the timing of non-renewable resource extraction with regime switching prices: an optimal stochastic control approach**

*by*Margaret Insley

**A framework of conjugate direction methods for symmetric linear systems in optimization**

*by*Giovanni Fasano

**On Loss Aversion, Level-1 Reasoning, and Betting**

*by*Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

**Learning and Evolution of Trading Strategies in Limit Order Markets**

*by*Carl Chiarella & Xue-Zhong He & Lijian Wei

**Learning and Information Dissemination in Limit Order Markets**

*by*Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang

**Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments**

*by*Garland Durham & John Geweke

**Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules**

*by*Mikhail Anufriev & Dávid Kopányiz & Jan Tuinstra

**Fuzzification via F-transform**

*by*Luciano Stefanini & Maria Letizia Guerra

**Results on the Stability of a Simple Wage Posting Model**

*by*Robert Jump

**Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study**

*by*Alberto Fernández Muñoz de Morales

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Les Oxley & Felix Chan

**Would a real depreciation of the euro improve the French economy?**

*by*Riccardo Magnani & Luca Piccoli & Martine Carré & Amedeo Spadaro

**An ABM for Economics: Micro Explains Macro**

*by*Luca Barone

**Production Functions Behaving Badly - Reconsidering Fisher and Shaikh**

*by*Thomas Fredholm & Stefano Zambelli

**Did CNBC contribute to the Great Moderation or the Great Recession?**

*by*Mark Setterfield & Shyam Gouri Suresh

**Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models**

*by*Martin Burda & Artem Prokhorov

**A Numerical Algorithm to find All Scalar Feedback Nash Equilibria**

*by*Engwerda, J.C.

**Modeling And Analysis Of Renewable Energy Obligations And Technology Bandings In the UK Electricity Market**

*by*Gurkan, G. & Langestraat, R.

**Introducing CO2 Allowances, Higher Prices For All Consumers; Higher Revenues For Whom?**

*by*Gurkan, G. & Langestraat, R. & Ozdemir, O.

**Adjustable Robust Parameter Design with Unknown Distributions**

*by*Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C.

**Iteration Capping For Discrete Choice Models Using the EM Algorithm**

*by*Kabatek, J.

**Stochastic User Equilibrium Traffic Assignment with Price-sensitive Demand: Do Methods matter (much)?**

*by*Adriaan Hendrik van der Weijde & Vincent A.C. van den Berg

**Semiparametric Cross Entropy for Rare-Event Simulation**

*by*Zdravko Botev & Ad Ridder & Leonardo Rojas-Nandayapa

**Sequential Monte Carlo for Counting Vertex Covers in General Graphs**

*by*Radislav Vaisman & Zdravko Botev & Ad Ridder

**A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles**

*by*Bernd Heidergott & Warren Volk-Makarewicz

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment**

*by*Jona Linde & Joep Sonnemans & Jan Tuinstra

**Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors**

*by*Simon A. Broda

**Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model**

*by*David Kendrick & George Shoukry

**Equity portfolio diversification with high frequency data**

*by*Alexeev, Vitali & Dungey, Mardi

**Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets**

*by*Alexeev, Vitali & Tapon, Francis

**Top Incomes and Top Tax Rates : Implications for Optimal Taxation of Top Incomes in Finland**

*by*Marja Riihelä & Risto Sullström & Matti Tuomala

**An overview of salient factors, relationships and values to support integrated energy-economic systems dynamic modelling**

*by*Martin de Wit & Matthew Kuperus Heun & Douglas J Crookes

**Validation and Functional Complexity**

*by*Robert E. Marks

**Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions**

*by*Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov

**Mismatch, Sorting and Wages Dynamics**

*by*Jeremy Lise & Costas Meghir & Jean-Marc Robin

**Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity**

*by*Ivan Savin & Abiodun Egbetokun

**Comparison of Two Yield Management Strategies for Cloud Service Providers**

*by*Mohammad Mahdi Kashef & Azamat Uzbekov & Jorn Altmann & Matthias Hovestadt

**Maximizing Liquidity in Cloud Markets through Standardization of Computational Resources**

*by*Ivan Breskovic & Ivona Brandic & Jorn Altmann

**Does SIC need a heart pacemaker?**

*by*Robert Oleschak & Thomas Nellen

**Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach**

*by*Frank Hespeler & Marco M. Sorge

**Walrasian TatÈ nnement by Sequential Pairwise Trading: Convergence and Welfare Implications**

*by*Maria-Augusta Miceli & Federico Cecconi & Giovanni Cerulli

**The Market Value of Variable Renewables. The Effect of Solar and Wind Power Variability on their Relative Price**

*by*Lion Hirth

**Flexibility in Europe's Power Sector - an Additional Requirement or an Automatic Complement?**

*by*Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan

**Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change**

*by*Mariano Kulish & Adrian Pagan

**Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length**

*by*P Dorian Owen & Nicholas King

**A fast fractional difference algorithm**

*by*Andreas Noack Jensen & Morten Ã˜rregaard Nielsen

**Les fondements mathématiques pour une aide à la décision du réseau de transport aérien : cas de la République Démocratique du Congo**

*by*KIKOMBA KAHUNGU, Michaël & MABELA MAKENGO MATENDO, Rostin & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic & OKITONYUMBE Y.F, Joseph

**Development of Web-Based CGE Model for Tax Policy Analysis**

*by*Amir, Hidayat & Nugroho, Anda

**The Effects Of Neighborhood On Tax Compliance Rates: Evidence From An Agent Based Model**

*by*Arslan, Mehmet Oğuz & İcan, Özgür

**How To Win Acceptance Of The Inequality Process As Economics?**

*by*Angle, John

**Forecasting with Factor Models: A Bayesian Model Averaging Perspective**

*by*Dimitris, Korobilis

**Say’s Law: A Rigorous Restatement**

*by*Kakarot-Handtke, Egmont

**The effect of freight transport time changes on the performance of manufacturing companies**

*by*Sambracos, Evangelos & Ramfou, Irene

**The Ideal Economy: A Prototype**

*by*Kakarot-Handtke, Egmont

**Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model**

*by*Russo, Alberto & Riccetti, Luca & Gallegati, Mauro

**Financialisation and Crisis in an Agent Based Macroeconomomic Model**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A comparison of normal approximation rules for attribute control charts**

*by*Emura, Takeshi & Lin, Yi-Shuan

**Financial Regulation in an Agent Based Macroeconomic Model**

*by*Riccetti, Luca & Russo, Alberto & Mauro, Gallegati

**Bifurcation Analysis of an Endogenous Growth Model**

*by*Barnett, William & Ghosh, Taniya

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Credit Contagion in Financial Markets: A Network-Based Approach**

*by*Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej

**Identity, Authority and Evolution of Order: the trajectory of dueling simulated**

*by*Behrooz Hassani-Mahmooei, Behrooz & Vahabi, Mehrdad

**Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm**

*by*Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay

**An Easy Way to Teach First-order Linear Differential and Difference Equations with a Constant Term and a Constant Coefficient**

*by*Todorova, Tamara

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**The debt trap: a two-compartment train wreck**

*by*Artzrouni, Marc & Tramontana, Fabio

**Growth and Demography in Turkey: Economic History vs. Pro-Natalist Rhetoric**

*by*Attar, M. Aykut

**Model projections and policy reviews for energy saving in China's service sector**

*by*Zhang, Lin

**New Testing Procedures to Assess Market Efficiency with Trading Rules**

*by*Bell, Peter N

**Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework**

*by*Russo, Alberto

**Relevant States and Memory in Markov Chain Bootstrapping and Simulation**

*by*Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian

**Evaluating Case-based Decision Theory: Predicting Empirical Patterns of Human Classification Learning (Extensions)**

*by*Pape, Andreas & Kurtz, Kenneth

**Simple heuristics as equilibrium strategies in mutual sequential mate search**

*by*Saglam, Ismail

**A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata**

*by*Cristina Matias & Pedro Campos

**Optimal Control of Infinite-Horizon Growth Models — A direct approach**

*by*Mário Amorim Lopes & Fernando A. C. C. Fontes & Dalila A. C. C. Fontes

**Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length**

*by*P. Dorian Owen & Nicholas King

**The Economics of Vampires: An Agent-based Perspective**

*by*Dan Farhat

**Endogenous Leverage and Asset Pricing in Double Auctions**

*by*Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht

**Migration feedback effects in networks: an agent-based model**

*by*Miriam Rehm & Ali Asjad Naqvi

**The Strategic Use of Download Limits by a Monopoly Platform**

*by*Nicholas Economides & Benjamin Hermalin

**Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero

**Nonlinear Programming Method for Dynamic Programming**

*by*Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su

**Poverty and Self-Control**

*by*B. Douglas Bernheim & Debraj Ray & Sevin Yeltekin

**Mismatch, Sorting and Wage Dynamics**

*by*Jeremy Lise & Costas Meghir & Jean-Marc Robin

**Solving Dynamic Programming Problems on a Computational Grid**

*by*Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright

**Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs**

*by*Yongyang Cai & Kenneth L. Judd & Rong Xu

**The Social Cost of Stochastic and Irreversible Climate Change**

*by*Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek

**Price dynamics, financial fragility and aggregate volatility**

*by*Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis

**The importance of choosing the data set for tax-benefit analysis**

*by*Lidia CERIANI & Carlo V. FIORIO & Chiara GHIGLIARANO

**Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets**

*by*Bernd Hayo & Britta Niehof

**Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach**

*by*Viktors Ajevskis

**Structural estimation of a dynamic model of joint production of timber and amenities**

*by*Jérôme Foncel & Eric Kéré

**The Evolution Of Cooperation In Business: Individual Vs. Group Incentives**

*by*Daniel Ladley & Ian Wilkinson & Louise Young

**Market Ecologies: The Interaction and Profitability of Technical Trading Strategies**

*by*Antony Jackson & Daniel Ladley

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**A fast fractional difference algorithm**

*by*Andreas Noack Jensen & Morten Ørregaard Nielsen

**Stochastic Optimal Growth with Risky Labor Supply**

*by*Yiyong CAI & Takashi Kamihigashi & John Stachurski

**Exact Sampling from the Stationary Distribution of Entry-Exit Models**

*by*Takashi Kamihigashi & John Stachurski

**Stochastic Stability in Monotone Economies**

*by*Takashi Kamihigashi & John Stachurski

**Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods**

*by*Alexander Ludwig & Matthias Schön

**Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity**

*by*Ivan Savin & Abiodun Egbetokun

**Factor decomposition of income inequality change : Japan's regional income disparity from 1955 to 1998**

*by*Higashikata, Takayuki

**Shifting Taxes from Labor to Consumption: Efficient, but Regressive?**

*by*Pestel, Nico & Sommer, Eric

**Comparing Inequality Aversion across Countries When Labor Supply Responses Differ**

*by*Bargain, Olivier & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian

**Assessing gains from parallel computation on supercomputers**

*by*Lilia Maliar

**Envelope condition method versus endogenous grid method for solving dynamic programming problems**

*by*Lilia Maliar & Serguei Maliar

**Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain**

*by*Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar

**Rhomolo: A Dynamic Spatial General Equilibrium Model for Assessing the Impact of Cohesion Policy**

*by*Andries Brandsma & d’Artis Kancs & Philippe Monfort & Alexandra Rillaers

**Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A Cross-Sectional Approach**

*by*Justin van de Ven & Paolo Lucchino

**Modelling the Dynamic Effects of Transfer Policy: The LINDA Policy Analysis Tool**

*by*Justin van de Ven & Paolo Lucchino

**Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations**

*by*Hong Lan & Alexander Meyer-Gohde & &

**Decomposing Risk in Dynamic Stochastic General Equilibrium**

*by*Hong Lan & Alexander Meyer-Gohde & &

**Forecasting systemic impact in financial networks**

*by*Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle &

**Using the Discrete Model to Derive Optimal Income Tax Rates**

*by*Bastani, Spencer

**Approximate dynamic programming with postdecision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Merger Simulation with Nested Logit Demand - Implementation using Stata**

*by*Björnerstedt, Jonas & Verboven, Frank

**Regressive intracohort redistribution in nonfinancial defined contribution pension**

*by*Andras Simonovits

**Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality**

*by*Inessa Love & Rima Turk Ariss

**Macroeconomic Modelling of the Global Economy-Energy-Environment Nexus - An Overview of Recent Advancements of the Dynamic Simulation Model GINFORS**

*by*Mark Meyer & Martin Distelkamp & Gerd Ahlert & Prof. Dr. Bernd Meyer

**How Transparent About Its Inflation Target Should a Central Bank be? An Agent-Based Model Assessment**

*by*Isabelle SALLE & Marc-Alexandre SENEGAS & Murat YILDIZOGLU

**Social Learning about Consumption**

*by*Isabelle Salle & Pascal Seppecher

**Imperfect Credibility and Robust Monetary Policy**

*by*Richard Dennis

**Statistical Equilibrium Models for Sparse Economic Networks**

*by*Leonardo Bargigli

**Bayesian network as a modelling tool for risk management in agriculture**

*by*Svend Rasmussen & Anders L. Madsen & Mogens Lund

**A Portfolio-Balance Approach to the Nominal Term Structure**

*by*King, Thomas B.

**Asymmetric Information and the Death of ABS CDOs**

*by*Beltran, Daniel O. & Cordell, Lawrence R. & Thomas, Charles P.

**Tractable latent state filtering for non-linear DSGE models using a second-order approximation**

*by*Kollmann, Robert

**The Optimal Share of Variable Renewables. How the Variability of Wind and Solar Power Affects their Welfare-optimal Deployment**

*by*Lion Hirth

**Geoengineering and Abatement: A “flat” Relationship under Uncertainty**

*by*Johannes Emmerling & Massimo Tavoni

**Türkiye’de Biyo-Etanol Kullanım Hedeflerinin Sektörel ve Bölüşüm Etkileri**

*by*Celal Taşdoğan & Selim Çağatay & Reyhan Özeş

**Complex Networks Analysis of European International Trade: An Agent-Based Model**

*by*Kırer, Hale & Çırpıcı, Yasemin & Eren, Ercan

**Finding the Nearest Valid Covariance Matrix: An FX Market Case**

*by*Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov

**Studying The Volatility Of The Romanian Investment Funds With The Arch And Garch Models Using The "R" Software**

*by*Antoniade Ciprian ALEXANDRU

**Irish and British Historical Electricity Prices and Implications for the Future**

*by*Deane, Paul & FitzGerald, John & Malaguzzi Valeri, Laura & Tuohy, Aidan & Walsh, Darragh

**Towards autonomous decision-making: A probabilistic model for learning multi-user preferences**

*by*Peters, M. & Ketter, W.

**The 2013 Power Trading Agent Competition**

*by*Ketter, W. & Collins, J. & Reddy, P. & de Weerdt, M.M.

**Modelling and Simulation: An Overview**

*by*McAleer, M.J. & Chan, F. & Oxley, L.

**Compromises and Incentives**

*by*Sonia Di Giannatale Menegalli & Itza T. Q. Curiel-Cabral

**Innovation diffusion in networks: the microeconomics of percolation**

*by*Paolo Zeppini & Koen Frenken & Luis R. Izquierdo

**Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations**

*by*Eric Weese

**Imperfect Credibility and Robust Monetary Policy**

*by*Richard Dennis

**Tractable latent state filtering for non-linear DSGE models using a second-order Approximation**

*by*Robert Kollmann

**Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations**

*by*Weese, Eric

**Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation**

*by*Robert Kollmann

**Shifting Taxes from Labor to Consumption: Efficient, but Regressive?**

*by*Nico Pestel & Eric Sommer

**Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation**

*by*Kollmann, Robert

**Self-commitment of combined cycle units under electricity price uncertainty**

*by*PAPAVASILIOU, Anthony & HE, Yi & SVOBODA, Alva

**An algorithmic approach for simulating realistic irregular lattices**

*by*Juan C. Duque & Alejandro Betancourt & Freddy Marin

**Macro-prudential assessment of Colombian financial institutions’ systemic importance**

*by*Carlos León & Clara Machado & Andrés Murcia

**Una evaluación de la efectividad y el impacto en el bienestar de los controles de capital en Colombia**

*by*Daniel Poveda & Franz Hamann

**Patrones Visuales en Análisis Técnico: Identificación Algorítmica y Evaluación de Estrategias de Inversión**

*by*Sergio Mario Ferro Cárdenas

**A General Closed Form Option Pricing Formula**

*by*Ciprian Necula & Gabriel G. Drimus & Walter Farkas

**Equitable Representation in the Councils of the United Nations: Theory and Application**

*by*Matthew Gould & Matthew Rablen

**Reaching Market Equilibrium Merely by Bilateral Barters**

*by*Sjur Didrik Flåm

**The Impact of Uncertainty on the European Energy Market: A Scenario Aggregation Approach**

*by*Kjell Arne Brekke & Rolf Golombek & Michal Kaut & Sverre A.C. Kittelsen & Stein W. Wallace

**Cyclical Asset Returns in the Consumption and Investment Goods Sector**

*by*Burkhard Heer & Alfred Maussner & Bernd Süssmuth

**The Trade-off between Intra- and Intergenerational Equity in Climate Policy**

*by*Snorre Kverndokk & Eric Nævdal & Linda Nøstbakken

**Considerações sobre a Relação Demanda-Inovação em um Modelo Evolucionário**

*by*Thiago Calliari & Marco Valente & Ricardo Ruiz

**Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis**

*by*HARISH MANI & V. PANDIT & R. PRABHAKAR RAO

**JAS 2: a new Java platform for AB modeling and dynamic microsimulation**

*by*Matteo G. Richiardi & Michele Sonnessa

**Consistent Estimation of Agent-Based Models by Simulated Minimum Distance**

*by*Jakob Grazzini & Matteo G. Richiardi

**Modeling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’**

*by*Yogi Vidyattama & Robert Tanton & Nicholas Biddle

**‘Small area estimates of Subjective Wellbeing: Spatial Microsimulation on the Australian Unity Wellbeing Index Survey’**

*by*Itismita Mohanty & Robert Tanton & Yogi Vidyattama & Marcia Keegan & Robert Cummins

**Inequality Constraints and Euler Equation based Solution Methods**

*by*Pontus Rendahl

**Fuel Panics - insights from spatial agent-based simulation**

*by*Eben Upton & William J. Nuttall

**Can Uncorrelated Shocks Generate Aggregate Autocorrelation?: Business Cycle Persistence in a Model with Endogenous Growth and Fluctuations**

*by*Chase Coleman & Kerk Phillips

**Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero

**Generational Risk–Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks**

*by*Jasmina Hasanhodzic & Laurence J. Kotlikoff

**Central bank liquidity auction mechanism design and the interbank market**

*by*Ollikka, Kimmo & Tukiainen, Janne

**Pillage Games with Multiple Stable Sets**

*by*Simon MacKenzie & Manfred Kerber & Colin Rowat

**Managing Intraday Liquidity: The Mexican Experience**

*by*Biliana Alexandrova-Kabadjova & Francisco Solís-Robleda

**Solving Incomplete Markets Models by Derivative Aggregation**

*by*Tobias Grasl

**How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Comparing Inequality Aversion across Countries When Labor Supply Responses Differ**

*by*Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch

**State-Price Deflators and Risk-Neutral valuation of Life Insurance Liabilities**

*by*Bell Fanon Ouelega

**A comparison of numerical methods for the solution of continuous-time DSGE models**

*by*Juan Carlos Parra-Alvarez

**Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox**

*by*Nima Nonejad

**Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression**

*by*Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk

**Dynamic Overlapping Generations Computable General Equilibrium Models and the Analysis of Tax Policy: The Diamond–Zodrow Model**

*by*Zodrow, George R. & Diamond, John W.

**Putting Services and Foreign Direct Investment with Endogenous Productivity Effects in Computable General Equilibrium Models**

*by*Tarr, David G.

**The MONASH Style of Computable General Equilibrium Modeling: A Framework for Practical Policy Analysis**

*by*Dixon, Peter B. & Koopman, Robert B. & Rimmer, Maureen T.

**Solution Software for Computable General Equilibrium Modeling**

*by*Horridge, Mark & Meeraus, Alex & Pearson, Ken & Rutherford, Thomas F.

**Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities**

*by*Anatoliy Swishchuk

**Multi-Equilibria Regulation Agent-Based Model of Opinion Dynamics in Social Networks**

*by*Andreas Koulouris & Ioannis Katerelos & Theodore Tsekeris

**Unemployment benefits and financial leverage in an agent based macroeconomic model**

*by*Ricetti, Luca & Russo, Alberto & Gallegati, Mauro

**Good governance problems and recent financial crises in some EU countries**

*by*Gamberger, Dragan & Smuc, Tomislav

**On the bottom-up foundations of the banking-macro nexus**

*by*Wäckerle, Manuel

**Money creation and financial instability: An agent-based credit network approach**

*by*Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner

**SinkRank: An algorithm for identifying systemically important banks in payment systems**

*by*Soramäki, Kimmo & Cook, Samantha

**Finding communities in credit networks**

*by*Bargigli, Leonardo & Gallegati, Mauro

**Solving Linear Rational Expectations Models with Predictable Structural Changes**

*by*Adam Cagliarini & Mariano Kulish

**Financial/Technical Analysis About Italian "Iv Conto Energia" For Photovoltaic Energy: A Case Study**

*by*Luca GRILLI & Angelo SFRECOLA

**Logistic Optimization Of The Complex Manufacturing System With Parallel Production Lines**

*by*Robert BUCKI & Petr SUCHÁNEK & Bronislav CHRAMCOV

**First Steps Of Java-Based Simulation For Decision Support System Of Business Companies**

*by*Roman ŠPERKA & Marek SPIŠÁK

**Decision Making in Energy Market with Producers with Different Profiles**

*by*Nikolaos Chr. Kakogiannis

**Disminución del riesgo electoral mediante un algoritmo híbrido**

*by*Rincón García, Eric Alfredo & Magno Rico, Luis Fernando

**A mathematical model for consumers based on aspiration adaptation theory and bounded rationality**

*by*Nicolas Marciales Parra

**Are There Key Sectors? An Appraisal Using Applied General Equilibrium**

*by*M. Alejandro Cardenete & M. Carmen Lima & Ferran Sancho

**The Interaction Of Structural Changes With Inflation in the Presence of Symetric and Asymetric Economic Behaviours – Evidence from a General Dynamic Intersectoral Model**

*by*Dospinescu, Andrei Silviu & Mitrofan, Maria

**Measuring Non-Performing Loans During (and After) Credit Booms**

*by*Dobromił Serwa

**Small & Medium Enterprise Assessment in Czech Republic & Russia Using Marketing Analytics Methodology**

*by*Pramod Dasan

**Non Linear Analysis Of S&P Index**

*by*Michael Hanias & Lykourgos Magafas & P. Konstantaki

**Sensitivity Assessment Modelling In European Funded Projects Proposed By Romanian Companies**

*by*Droj Laurentiu & Droj Gabriela

**¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?**

*by*De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel

**Experimental verification of the control mechanism of marketing activities of small consulting organization**

*by*Kirushkin, A. A.

**Simulación estocástica de esquemas piramidales tipo Ponzi**

*by*Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina

**Cuantificación de las pérdidas inesperadas ocasionadas por la delincuencia en Ecuador**

*by*Yannira Chávez & Patricia Cortez & Paúl Medina

**The importance of choosing the data set for tax-benefit analysis**

*by*Lidia Ceriani & Carlo V. Fiorio & Chiara Gigliarano

**Foresight Exercises as a tool for decision-making: the example of two case studies in health**

*by*Maria João Ferreira Maia

**Extreme Programming Project Performance Management By Statistical Earned Value Analysis**

*by*Wei Lu & Li Lu

**Information System - A Component Of The Management System**

*by*Cezarina Adina TOFAN

**Is Geoengineering a Viable Option for Dealing with Climate Change?**

*by*Johannes Emmerling & Massimo Tavoni

**Possible Modifications of the Multiple Criteria Assignment Method**

*by*Adam Borovička

**Türkiye’nin Yakıt Tüketiminde Biyo-dizel Kullanım Hedeflerinin Etki Analizi**

*by*Selim ÇAĞATAY & Celal TAŞDOĞAN & Reyhan ÖZEŞ

**Water quality trading with asymmetric information, uncertainty and transaction costs: A stochastic agent-based simulation**

*by*Nguyen, N.P. & Shortle, J.S. & Reed, P.M. & Nguyen, T.T.

**Congestion pricing and long term urban form: Application to Paris region**

*by*De Lara, Michel & de Palma, André & Kilani, Moez & Piperno, Serge

**A quantitative model for structured microfinance**

*by*Dorfleitner, G. & Priberny, C.

**An uncertainty based multi-criteria ranking system for open pit mining cut-off grade strategy selection**

*by*Azimi, Yousuf & Osanloo, Morteza & Esfahanipour, Akbar

**Embodied technological change and technological revolution: Which sectors matter?**

*by*Mattalia, Claudio

**Fiscal policy and business cycle characteristics in a heterogeneous agent macro model**

*by*Neveu, Andre R.

**Costly information and the evolution of self-organization in a small, complex economy**

*by*Wilson, James & Hill, J. & Kersula, M. & Wilson, C.L. & Whitsel, L. & Yan, L. & Acheson, J. & Chen, Y. & Cleaver, C. & Congdon, C. & Hayden, A. & Hayes, P. & Johnson, T. & Morehead, G. & Steneck, R. & Turner, R. & Vadas, R. & Wilson, C.J.

**Mitigating financial fragility with Continuous Workout Mortgages**

*by*Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B.

**A network model of financial system resilience**

*by*Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew

**Systemic risk contributions: A credit portfolio approach**

*by*Puzanova, Natalia & Düllmann, Klaus

**A general closed-form spread option pricing formula**

*by*Caldana, Ruggero & Fusai, Gianluca

**Inequality and growth: Understanding the link through a simulation**

*by*Hanlon, Michael

**Fuzzy portfolio optimization model under real constraints**

*by*Liu, Yong-Jun & Zhang, Wei-Guo

**Control variates and conditional Monte Carlo for basket and Asian options**

*by*Dingeç, Kemal Dinçer & Hörmann, Wolfgang

**Pricing European options on deferred annuities**

*by*Ziveyi, Jonathan & Blackburn, Craig & Sherris, Michael

**Pricing inflation products with stochastic volatility and stochastic interest rates**

*by*Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W.

**Expected value multiobjective portfolio rebalancing model with fuzzy parameters**

*by*Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar

**Pareto optimality in coalition formation**

*by*Aziz, Haris & Brandt, Felix & Harrenstein, Paul

**Evaluating case-based decision theory: Predicting empirical patterns of human classification learning**

*by*Pape, Andreas Duus & Kurtz, Kenneth J.

**Composition of robust equity portfolios**

*by*Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.

**Superconvergence of the finite element solutions of the Black–Scholes equation**

*by*Golbabai, A. & Ballestra, L.V. & Ahmadian, D.

**Economic feasibility of biodiesel production from Macauba in Brazil**

*by*Lopes, Daniela de Carvalho & Steidle Neto, Antonio José & Mendes, Adriano Aguiar & Pereira, Débora Tamires Vítor

**Risk–return incentives in liberalised electricity markets**

*by*Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J.

**The market value of variable renewables**

*by*Hirth, Lion

**Hybrid modeling to support energy-climate policy: Effects of feed-in tariffs to promote renewable energy in Portugal**

*by*Proença, Sara & St. Aubyn, Miguel

**Modeling and valuing make-up clauses in gas swing contracts**

*by*Edoli, Enrico & Fiorenzani, Stefano & Ravelli, Samuele & Vargiolu, Tiziano

**The case of negative day-ahead electricity prices**

*by*Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel

**The computational complexity of random serial dictatorship**

*by*Aziz, Haris & Brandt, Felix & Brill, Markus

**Computing the risky steady state of DSGE models**

*by*de Groot, Oliver

**Optimal climate policy: Uncertainty versus Monte Carlo**

*by*Crost, Benjamin & Traeger, Christian P.

**Envelope condition method versus endogenous grid method for solving dynamic programming problems**

*by*Maliar, Lilia & Maliar, Serguei

**Solution of continuous-time dynamic models with inequality constraints**

*by*Trimborn, Timo

**Discrete approximations of continuous distributions by maximum entropy**

*by*Tanaka, Ken’ichiro & Toda, Alexis Akira

**A note on exact correspondences between adaptive learning algorithms and the Kalman filter**

*by*Berardi, Michele & Galimberti, Jaqueson K.

**Pricing exotic options using the Wang transform**

*by*Labuschagne, Coenraad C.A. & Offwood, Theresa M.

**Inflation targeting in a learning economy: An ABM perspective**

*by*Salle, Isabelle & Yıldızoğlu, Murat & Sénégas, Marc-Alexandre

**Applying the Model Order Reduction method to a European option pricing model**

*by*Lin, Shao-Bin & Chen, Chun-Da

**Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy**

*by*Pratt, Stephen & Blake, Adam & Swann, Peter

**Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach**

*by*Hassani-Mahmooei, Behrooz & Parris, Brett W.

**Stability of the World Trade Web over time – An extinction analysis**

*by*Foti, Nicholas J. & Pauls, Scott & Rockmore, Daniel N.

**Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets**

*by*Kaeck, Andreas

**Leveraged network-based financial accelerator**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**An assessment of the Stability and Growth Pact reform in a small-scale macro-framework**

*by*Creel, Jérôme & Hubert, Paul & Saraceno, Francesco

**Contagion and risk-sharing on the inter-bank market**

*by*Ladley, Daniel

**Modeling urban housing market dynamics: Can the socio-spatial segregation preserve some social diversity?**

*by*Gauvin, Laetitia & Vignes, Annick & Nadal, Jean-Pierre

**Second-order approximation of dynamic models with time-varying risk**

*by*Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore

**Asian and Australian options: A common perspective**

*by*Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai

**Characterization of a risk sharing contract with one-sided commitment**

*by*Zhang, Yuzhe

**Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order**

*by*Schlögl, Erik

**A system reduction method to efficiently solve DSGE models**

*by*Hernandez, Kolver

**Fitted value function iteration with probability one contractions**

*by*Pál, Jenő & Stachurski, John

**Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion**

*by*Blake, David & Wright, Douglas & Zhang, Yumeng

**Solving DSGE models with a nonlinear moving average**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Asset price dynamics with heterogeneous beliefs and local network interactions**

*by*Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V.

**Learning cycles in Bertrand competition with differentiated commodities and competing learning rules**

*by*Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan

**A polyhedral approximation approach to concave numerical dynamic programming**

*by*Fukushima, Kenichi & Waki, Yuichiro

**Study of Speculative Bubbles: The Contribution of Approximate Entropy**

*by*Imen Mahmoud & Kamel Naoui & Hatem Jemmali

**Verteilungseffekte von Kapazitätsmechanismen: auf den Typ kommt es an**

*by*Claudia Kemfert & Thure Traber

**The Analysis of the Customer Request Processing in a Financial Institution**

*by*Maria NEAGU & Valentin MARIN

**The Optimal Price of Default**

*by*Wei Ma & Chuangyin Dang

**Solución numérica de la ecuación fundamental de Solow con función de producción CES**

*by*Nicolás Marciales Parra

**The Decision Support System In Romania**

*by*Ana V.Monica POP

**On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model**

*by*CIOBANU Dumitru & BAR Mary Violeta

**An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast**

*by*Ming-Tao Chou

**O Papel das Redes Sociais na Condição do Desempregado: Uma Análise Usando a Teoria de Matching**

*by*Francis Carlo Petterini

**An Agent-Based Analysis of Tax Compliance for Turkey**

*by*M. Oguz Arslan & Ozgur Ican

**The New Economics of Equilibrium Sorting and Policy Evaluation Using Housing Markets**

*by*Nicolai V. Kuminoff & V. Kerry Smith & Christopher Timmins

**Stochastic stability in the Scarf economy**

*by*Antoine Mandel & Herbert Gintis

**Wavelet Improvement in Turning Point Detection using a Hidden Markov Model**

*by*Li, Yushu & Reese, Simon

**Russia’s Modernization and High Technology Clusters in the Sphere of Nanotechnologies**

*by*A. Balyakin & V. Zhulego.

**Network formation with local complements and global substitutes: the case of R&D networks**

*by*Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu

**Prices, debt and market structure in an agent-based model of the financial market**

*by*Fischer, Thomas & Riedler, Jesper

**Statistical test for the mathematical theory of democracy**

*by*Tangian, Andranik

**An Electricity Market Model with Generation Capacity Investment under Uncertainty**

*by*Schröder, Andreas

**Der Einkommenssteuertarif verteilt stärker um als je zuvor: Eine Simulationsanalyse**

*by*Brügelmann, Ralph & Schaefer, Thilo

**Generating Random Optimising Choices**

*by*Heufer, Jan

**Macroprudential banking regulation: Does one size fit all?**

*by*Neuberger, Doris & Rissi, Roger

**Money creation and financial instability: An agent-based credit network approach**

*by*Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner

**Algorithm for identifying systemically important banks in payment systems**

*by*Soramäki, Kimmo & Cook, Samantha

**Finding communities in credit networks**

*by*Bargigli, Leonardo & Gallegati, Mauro

**The impact of network inhomogeneities on contagion and system stability**

*by*Hübsch, Arnd & Walther, Ursula

**Money creation and financial instability: An agent-based credit network approach**

*by*Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner

**Agent-based models for economic policy design: Two illustrative examples**

*by*Westerhoff, Frank & Franke, Reiner

**Simulating Confidence for the Ellison-Glaeser Index**

*by*Andrew J. Cassey & Ben O. Smith

**Border Collision Bifurcations in Boom and Bust Cycles**

*by*Ingrid Kubin & Laura Gardini

**Constrained matchings in bipartite graphs**

*by*Andrea Borghesan & Daniela Favaretto & Francesco Mason

**A two-stage model for diffusion of innovations**

*by*Cinzia Colapinto & Elena Sartori & Marco Tolotti

**Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems**

*by*Mariya Teteryatnikova

**Extracting information on implied volatilities and discrete dividends from American options prices**

*by*Martina Nardon & Paolo Pianca

**Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure**

*by*Paolo Pellizzari & Dino Rizzi

**Dynamic tracking error with shortfall control using stochastic programming**

*by*Diana Barro & Elio Canestrelli

**Downside risk in multiperiod tracking error models**

*by*Diana Barro & Elio Canestrelli

**Prospect theory: An application to European option pricing**

*by*Martina Nardon & Paolo Pianca

**Reinforcement Learning for automatic financial trading: Introduction and some applications**

*by*Francesco Bertoluzzo & Marco Corazza

**Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model**

*by*Jan Baldeaux & Alexander Badran

**Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics**

*by*Audrino, Francesco & Knaus, Simon

**Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines**

*by*Audrino, Francesco & Meier, Pirmin

**Generalized Fuzzy Differentiability with LU-parametric Representation**

*by*Luciano Stefanini & Barnabás Bede

**Generalized Differentiability of Fuzzy-valued Functions**

*by*Barnabás Bede & Luciano Stefanini

**Some notes on generalized Hukuhara differentiability of interval-valued functions and interval differential equations**

*by*Luciano Stefanini & Barnabás Bede

**ILS-ESP: An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem**

*by*Angel A. Juan & Helena Ramalhinho-Lourenço & Manuel Mateo & Quim Castellà & Barry B. Barrios

**Markets as communication systems. Simulating and assessing the performance of market networks**

*by*Galtier, F. & Bousquet, F. & Antona, M. & Bommel, P.

**Conditional Stable Matchings**

*by*Vilmos Komornik & Christelle Viauroux

**Back to the future: economic rationality and maximum entropy prediction**

*by*Sylvain Barde

**Optimal taxation, social contract, and the four worlds of welfare capitalism**

*by*Amedeo Spadaro & Lucia Mangiavacchi & Luca Piccoli

**The multiregional core-periphery model: The role of the spatial topology**

*by*Barbero, Javier & Zofío, José Luis

**Incentive Design and Manager Performances: an ABM Approach**

*by*Concetta Sorropago

**Turing’s Economics-- A Birth Centennial Homage**

*by*K. Vela Velupillai

**Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion**

*by*Arif Oduncu

**Efficient simulation of DSGE models with inequality constraints**

*by*Tom Holden & Michael Paetz

**An assessment of stability and growth pact reform proposals in a small-scale macro framework**

*by*Jérôme Creel & Paul Hubert & Francesco Saraceno

**Target Fitting and Robustness Analysis in CGE Models**

*by*Gabriel Garber & Eduardo A. Haddad

**Creating Standardized Products for Electronic Markets**

*by*Ivan Breskovic & Jorn Altmann & Ivona Brandic

**IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption**

*by*Selam Abrham Gebregiorgis & Jorn Altmann

**Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software**

*by*Juthasit Rohitratana & Jorn Altmann

**Nestedness in Networks: A Theoretical Model and Some Applications**

*by*Michael Koenig & Claudio Tessone & Yves Zenou

**The Formation of Networks with Local Spillovers and Limited Observability**

*by*Michael Koenig

**Risk Assessment Under a Non-linear Fiscal Rule**

*by*Christos Shiamptanis

**From Nodal to Zonal Pricing - A Bottom-Up Approach to the Second-Best**

*by*Burstedde, Barbara

**Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach**

*by*Fürsch, Michaela & Nagl, Stephan & Lindenberger, Dietmar

**The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050**

*by*Fürsch, Michaela & Hagspiel, Simeon & Jägemann, Cosima & Nagl, Stephan & Lindenberger, Dietmar & Tröster, Eckehard

**The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe**

*by*Nagl, Stephan & Fürsch, Michaela & Lindenberger, Dietmar

**Testing for Avoidance of Environmental Obligations**

*by*Muehlenbachs, Lucija

**ROM Simulation: Applications to Stress Testing and VaR**

*by*Carol Alexander & Daniel Ledermann

**Estimation and Solution of Models with Expectations and Structural Changes**

*by*Mariano Kulish & Adrian Pagan

**Impact of Carbon Prices: State Production Trends, Inter-state Trade and Carbon Emission Reduction Outcomes in the NEM over the period 2007- 2009**

*by*Phil Wild & William Paul Bell & John Foster

**Econometric notes**

*by*Calzolari, Giorgio

**Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA**

*by*Giovanis, Eleftherios

**Supplier selection by F-compromise method: a case study of cement industry of NE India**

*by*Mukherjee, Krishnendu & Sarkar, Bijon & Bhattacharyya, Ardhendu

**Switching from Patents to an Intertemporal Bounty in a Non-Scale Growth Model: Transitional Dynamics and Welfare Evaluation**

*by*Lin, Hwan C.

**Applications in Agent-Based Computational Economics**

*by*Schuster, Stephan

**Income Transfer as Model of Economic Growth**

*by*Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria

**Dynamics of effort allocation and evolution of trust: an agent-based model**

*by*Hassani Mahmooei, Behrooz & Parris, Brett

**Why might climate change not cause conflict? an agent-based computational response**

*by*Hassani Mahmooei, Behrooz & Parris, Brett

**Modelling economic structures from a Qualitative Input-Output Perspective: Greece in 2005 and 2010**

*by*Aroche-Reyes, Fidel & García Muñiz, Ana Salomé

**Constructing a Generator of Matrices with Pattern**

*by*Halkos, George & Tsilika, Kyriaki

**Programming identification criteria in simultaneous equation models**

*by*Halkos, George & Tsilika, Kyriaki

**A Study on the Dynamics of Interest Rate**

*by*LI, Wu

**Characterization of a Risk Sharing Contract with One-Sided Commitment**

*by*Zhang, Yuzhe

**An Agent Based Decentralized Matching Macroeconomic Model**

*by*Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

**Stability analysis in economic dynamics: A computational approach**

*by*Halkos, George & Tsilika, Kyriaki

**Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation**

*by*Sinha, Pankaj & Bansal, Vishakha

**Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics**

*by*Mishra, SK

**Economic growth with incomplete financial discipline**

*by*Bessenyei, István & Horváth, Márton

**Algorithm for construction of portfolio of stocks using Treynor’s ratio**

*by*Sinha, Pankaj & Goyal, Lavleen

**Kullback-Leibler Simplex**

*by*Kangpenkae, Popon

**Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores**

*by*Mishra, SK

**Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model**

*by*Nwaobi, Godwin

**A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization**

*by*Mishra, SK

**Econometric notes**

*by*Calzolari, Giorgio

**Energy Consumption Response to Climate Change under Globalization: Options for India**

*by*Narayanan, K. & Sahu, Santosh Kumar

**Common Factors and Specific Factors**

*by*Chen, Pu

**A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction**

*by*Buer, Tobias & Kopfer, Herbert

**Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio**

*by*Guillermo Moloche

**The Italian Electricity Prices in Year 2025: an Agent-Based Simulation**

*by*Eric Guerci & Fulvio Fontini

**Basics of Levy processes**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Innovation Economy, Productive Public Expenditures and Economic Growth**

*by*Oscar Afonso & Sara Monteiro & Maria Thompson

**SHELscape: a multi-agent policy toolkit**

*by*Miriam Rehm & Ali Asjad Naqvi

**Identifying Equilibrium Models of Labor Market Sorting**

*by*Marcus Hagedorn & Tzuo Hann Law & Iourii Manovskii

**Dynamic Programming with Hermite Approximation**

*by*Yongyang Cai & Kenneth L. Judd

**Merging Simulation and Projection Approaches to Solve High-Dimensional Problems**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar

**Continuous-Time Methods for Integrated Assessment Models**

*by*Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek

**How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Game Over: Simulating Unsustainable Fiscal Policy**

*by*Richard W. Evans & Laurence J. Kotlikoff & Kerk L. Phillips

**Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration**

*by*Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

**Price-Volume Relations in Financial Market**

*by*Weihong HUANG & Wanying Wang

**Stochastic stability in the Scarf economy**

*by*Antoine Mandel & Herbert Gintis

**The optimal short-term management of flexible nuclear plants in a competitive electricity market as a case of competition with reservoir**

*by*Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

**Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach**

*by*Péter Benczúr & Gábor Kátay & Áron Kiss

**Analysis of Numerical Errors**

*by*Manuel S. Santos & Adrian Peralta-Alva

**Ergodic Invariant Distributions for Non-optimal Dynamic Economics**

*by*Manuel S. Santos & Adrian Peralta-Alva

**Heterogeneous Beliefs in Over-The-Counter Markets**

*by*Marc de Kamps & Daniel Ladley & Aistis Simaitis

**Generating Tempered Stable Random Variates from Mixture Representation**

*by*Piotr Jelonek

**Diversity among banks may increase systemic risk**

*by*Teruyoshi Kobayashi

**Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem**

*by*Takashi Kamihigashi & John Stachurski

**Exact Draws from the Stationary Distribution of Entry-Exit Models**

*by*Takashi Kamihigashi & John Stachurski

**Absorptive Capacity and Innovation: When Is It Better to Cooperate?**

*by*Abiodun Egbetokun & Ivan Savin

**Lasso-type and Heuristic Strategies in Model Selection and Forecasting**

*by*Ivan Savin & Peter Winker

**Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates**

*by*Flabbi, Luca & Mabli, James

**Merging simulation and projection approaches to solve high-dimensional problems**

*by*Kenneth Judd & Lilia Maliar & Serguei Maliar

**Financial Network Systemic Risk Contributions**

*by*Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle &

**Support Vector Machines with Evolutionary Feature Selection for Default Prediction**

*by*Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo & Christian Hafner

**Existence and Uniqueness of Perturbation Solutions to DSGE Models**

*by*Hong Lan & Alexander Meyer-Gohde

**Computational Statistics (Journal)**

*by*Wolfgang Karl HÃ¤rdle & Yuichi Mori & JÃ¼rgen Symanzik

**Essays on Credit Markets and Banking**

*by*Holmberg, Ulf

**Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks**

*by*Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen

**The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach**

*by*Holmberg, Ulf

**Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case**

*by*Biørn, Erik

**Costs and Benefits of Speculation**

*by*Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

**Estimating Long Memory Causality Relationships by a Wavelet Method**

*by*Li, Yushu

**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

*by*Li, Yushu

**A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries**

*by*Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander

**Direct Exchange in Linear Economies**

*by*Flåm, Sjur Didrik & Gramstad, Kjetil

**Solutions for the Stable Roommates Problem with Payments**

*by*Peter Biro & Matthijs Bomhoff & Walter Kern & Petr A. Golovach & Daniel Paulusma

**Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model**

*by*Isabelle SALLE (GREThA, CNRS, UMR 5113) & Martin ZUMPE (GREThA, CNRS, UMR 5113) & Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113)

**Efficient Sampling and Metamodeling for Computational Economic Models**

*by*Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Isabelle SALLE (GREThA, CNRS, UMR 5113)

**Inflation targeting in a learning economy: An ABM perspective**

*by*Isabelle SALLE (GREThA, CNRS, UMR 5113) & Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113)

**Estructura corporativa e interlocking directorates en las mayores empresas españolas, 1917-1970**

*by*Juan Antonio Rubio Mondéjar & Josean Garrués Irurzun

**Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates**

*by*Luca Flabbi and James Mabli

**Redistribution Effects of Energy and Climate Policy: The Electricity Market**

*by*Lion Hirth & Falko Ueckerdt

**ETS and Technological Innovation: A Random Matching Model**

*by*Angelo Antoci & Simone Borghesi & Mauro Sodini

**An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework**

*by*Jerome Creel & Paul Hubert & Francesco Saraceno

**Um Exercício de Simulação de Ocupação dos Espaços Rurais e Urbanos**

*by*António Caleiro

**Finding a Valid FX Covariance Matrix in the BS World**

*by*Maxim Bouev

**Structural interactions and long run growth: An application of Experimental Design to Agent Based Models**

*by*Tommaso Ciarli

**Imperfect Credibility and Robust Monetary Policy**

*by*Richard Dennis

**The Ricardo-Lemke parametric algorithm on oddity and uniqueness**

*by*Christian Bidard

**German Nuclear Phase-out Policy: Effects on European Electricity Wholesale Prices, Emission Prices, Conventional Power Plant Investments and Eletricity Trade**

*by*Thure Traber & Claudia Kemfert

**Discounted Stochastic Games with Voluntary Transfers**

*by*Sebastian Kranz

**The Z-Transform Method for Multidimensional Dynamic Economic Systems**

*by*Xiaoyong Cui & Liutang Gong & Xiaojun Zhao & Heng-fu Zou

**Nestedness in Networks: A Theoretical Model and Some Applications**

*by*König, Michael & Tessone, Claudio J. & Zenou, Yves

**Accelerating the resolution of sovereign debt models using an endogenous grid method**

*by*Villemot, Sébastien

**Existence and Uniqueness of Perturbation Solutions in DSGE Models**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Two-dimensional Fourier cosine series expansion method for pricing financial options**

*by*Marjon Ruijter & Kees Oosterlee (CWI)

**Interval and fuzzy Average Internal Rate of Return for investment appraisal**

*by*Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

**Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica**

*by*José Armin Ordoñez Castillo

**Redes neuronales artificiales en las ciencias económicas**

*by*Viviana María Oquendo Patiño

**Systemic Importance Index for financial institutions: A Principal Component Analysis approach**

*by*Carlos Eduardo León & Andrés Murcia

**Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach**

*by*Carlos Léon

**Forecasting with Unobserved Heterogeneity**

*by*Matteo G. Richiardi

**Indirect estimation of agent-based models.An application to a simple diffusion model**

*by*Jacob Grazzini & Matteo Richiardi & Lisa Sella

**Optimal Treatment of an SIS Disease with Two Strains**

*by*Telalagic, S.

**The roubstness of agent-based models of electricity wholesale markets**

*by*Newberry, D.

**OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method**

*by*Richard W. Evans & Kerk L. Phillips

**Simulating Utah State Pension Reform**

*by*Richard W. Evans & Kerk L. Phillips

**A strategy to reduce the count of moment conditions in panel data GMM**

*by*M. E. Bontempi & I. Mammi

**A DSGE-based assessment of nonlinear loan-to-Value policies : Evidence from Hong Kong**

*by*Funke, Michael & Paetz, Michael

**A network model of financial system resilience**

*by*Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew

**Fixed interest rates over finite horizons**

*by*Blake, Andrew

**Sufficient Conditions for the Unique Stable Sets in Three Agent Pillage Games**

*by*Manfred Kerber & Colin Rowat

**ILS-ESP: An Efficient, Simple, and Parameter-Free Algorithm for Solving the Permutation Flow-Shop Problem**

*by*Barry B. & Quim Castellà & Angel A. & Helena Ramalhinho Lourenco & Manuel Mateo

**The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments**

*by*Biliana Alexandrova-Kabadjova & Francisco Solís-Robleda

**An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk**

*by*Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain

**System Reduction and the Accuracy of Solutions of DSGE Models: A Note**

*by*Christopher Heiberger & Torben Klarl & Alfred Maussner

**A Note on the Uniqueness of Solutions to Rational Expectations Models**

*by*Christopher Heiberger & Torben Klarl & Alfred Maussner

**Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model**

*by*Sofia Anyfantaki & Antonis Demos

**Pricing European Options on Deferred Insurance**

*by*Jonathan Ziveyi & Craig Blackburn & Michael Sherris

**A Stochastic Model of Wealth Accumulation with Class Division**

*by*Alberto RUSSO

**Exact Draws from the Stationary Distribution of Entry-Exit Models**

*by*Takashi Kamihigashi & John Stachurski

**Imperfect Credibility and Robust Monetary Policy**

*by*Richard Dennis

**Model Selection in Kernel Ridge Regression**

*by*Peter Exterkate

**Conditionally-uniform Feasible Grid Search Algorithm**

*by*Matt P. Dziubinski

**Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models**

*by*THORSTEN SCHMIDT & JERZY ZABCZYK

**Performance Of Robust Hedges For Digital Double Barrier Options**

*by*JAN OBŁÓJ & FRÉDÉRIK ULMER

**Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria**

*by*M. MUSIELA & T. ZARIPHOPOULOU

**Optimal Exercise Of An Executive Stock Option By An Insider**

*by*MICHAEL MONOYIOS & ANDREW NG

**Conic Finance And The Corporate Balance Sheet**

*by*DILIP B. MADAN & WIM SCHOUTENS

**Absolutely Continuous Compensators**

*by*SVANTE JANSON & SOKHNA M'BAYE & PHILIP PROTTER

**Forward And Future Implied Volatility**

*by*PAUL GLASSERMAN & QI WU

**The Heat-Kernel Most-Likely-Path Approximation**

*by*JIM GATHERAL & TAI-HO WANG

**Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework**

*by*JIM GATHERAL & ALEXANDER SCHIED

**Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets**

*by*PAUL GASSIAT & HUYÊN PHAM & MIHAI SÎRBU

**Pricing Of Perpetual American Options In A Model With Partial Information**

*by*PAVEL V. GAPEEV

**Conditional Certainty Equivalent**

*by*MARCO FRITTELLI & MARCO MAGGIS

**On The Penalty Function And On Continuity Properties Of Risk Measures**

*by*MARCO FRITTELLI & EMANUELA ROSAZZA GIANIN

**Monetary Valuation Of Cash Flows Under Knightian Uncertainty**

*by*HANS FÖLLMER & IRINA PENNER

**Conditional Density Models For Asset Pricing**

*by*DAMIR FILIPOVIĆ & LANE P. HUGHSTON & ANDREA MACRINA

**Target Volatility Option Pricing**

*by*GIUSEPPE DI GRAZIANO & LORENZO TORRICELLI

**Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time**

*by*PATRICK CHERIDITO & MICHAEL KUPPER

**Tangent Models As A Mathematical Framework For Dynamic Calibration**

*by*RENÉ CARMONA & SERGEY NADTOCHIY

**Information-Based Asset Pricing**

*by*DORJE C. BRODY & LANE P. HUGHSTON & ANDREA MACRINA

**Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model**

*by*T. R. BIELECKI & S. CRÉPEY & M. JEANBLANC & B. ZARGARI

**Managing Corporate Liquidity: Strategies And Pricing Implications**

*by*ATTAKRIT ASVANUNT & MARK BROADIE & SURESH SUNDARESAN

**Stress Testing The Resilience Of Financial Networks**

*by*HAMED AMINI & RAMA CONT & ANDREEA MINCA

**Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes**

*by*JIRÔ AKAHORI & ANDREA MACRINA

**Finance at Fields**

*by*

**An Undergraduate Introduction to Financial Mathematics**

*by*J Robert Buchanan

**An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach**

*by*Francis In & Sangbae Kim

**Introduction to Numerical Simulation for Trade Theory and Policy**

*by*John Gilbert & Edward Tower

**Oil Price Uncertainty**

*by*Apostolos Serletis

**Market Practice in Financial Modelling**

*by*Chia Chiang Tan

**Financial Hacking:Evaluate Risks, Price Derivatives, Structure Trades, and Build Your Intuition Quickly and Easily**

*by*Philip Maymin

**A Model of an Open Microeconomic System Taking into Account its Objective Function**

*by*Serghey A. Amelkin

**Modelling the Dynamics of Securizitating National Identities**

*by*Martin Neumann

**Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach**

*by*Chen, Shu-heng & Chang, Chia-ling

**Agent-Based Design Of Business Intelligence System Architecture**

*by*Roman Å PERKA

**Metoda szybkiej aktualizacji dekompozycji QR dla modeli liniowej regresji**

*by*Michał Bernardelli

**Sectoral Growth Effects of Energy Policies in an Increasing-Varieties Model of the Swiss Economy**

*by*Lucas Bretschger & Roger Ramer

**Introduction to Energy Systems Modelling**

*by*Andrea Herbst & Felipe Andrés Toro & Felix Reitze & Eberhard Jochem

**Modelling Contributions to the Swiss Energy and Environmental Challenge**

*by*Nicole A. Mathys & Philippe Thalmann & Marc Vielle

**Analytical and Numerical Models of Sandwich Panel taking into Account Wrinkling Phenomenon**

*by*Jolanta BLASZCZUK & Zbigniew POZORSKI

**Recursive Contracts, Lotteries and Weakly Concave Pareto Sets**

*by*Harold Cole & Felix Kubler

**Computing DSGE Models with Recursive Preferences and Stochastic Volatility**

*by*Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao

**Collateralized Debt Obligations´ Valuation Using the One Factor Gaussian Copula Model**

*by*Petra Buzková & Petr Teplý

**Un problema de consenso para problemas de toma de decisiones multicriterio en grupo mediante relaciones de preferencia intervalares difusas lingüísticas || A Consensus Model for Group Multicriteria Decision Making Problems with Interval Fuzzy Preference Relations**

*by*Tapia García, Juan Miguel & Del Moral Ávila, María José & Tapia García, Cristóbal & Martínez, María de los Ángeles & Amor Pulido, Raúl

**Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Ladder Method and Bootstrap**

*by*Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente

**Usage Of Acb-Minind Software In The Cba Analysis For Financing Investment Projects Through European Funding In Correlation With The Financing From The Banking System**

*by*Droj Laurentiu & Droj Gabriela

**Financial Performance Analysis Based On The Financial Statements For The Companies Located In The Bihor - Hajdu Bihar Euroregion**

*by*Droj Laurentiu

**Financial Stability - The Pre-Requisit Of A Successful Financial Activity**

*by*Chirila Emil

**The Measure of a MAC: A Machine-Learning Protocol for Analyzing Force Majeure Clauses in M&A Agreements**

*by*Eric Talley & Drew O'Kane

**A népesség iskolázottságának előrejelzése 2020-ig. Iskolázási mikroszimulációs modell (ISMIK)**

*by*Varga, Júlia & Hermann, Zoltán

**A Mate-Matching Algorithm for Continuous-Time Microsimulation Models**

*by*Sabine Zinn

**Option Portfolio Value At Risk Using Monte Carlo Simulation Under A Risk Neutral Stochastic Implied Volatility Model**

*by*Peng He

**Influence of investor subjective judgments in investment decision-making**

*by*Liu, Yu-hong & Jiang, I-ming

**Producing energy in a stochastic environment: Switching from non-renewable to renewable resources**

*by*Mosiño, Alejandro

**On model specification and parameter space definitions in higher order spatial econometric models**

*by*Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco

**Dynamic models of residential segregation: An analytical solution**

*by*Grauwin, Sébastian & Goffette-Nagot, Florence & Jensen, Pablo

**Quantitative evaluation of nation stability**

*by*Tsuneyoshi, Takao & Hashimoto, Akihiro & Haneda, Shoko

**Introduction to general equilibrium**

*by*Balasko, Yves & Geanakoplos, John

**Linear-quadratic approximation of optimal policy problems**

*by*Benigno, Pierpaolo & Woodford, Michael

**Structural contagion and vulnerability to unexpected liquidity shortfalls**

*by*Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro

**Exploring pricing rules in combinatorial sealed-bid auctions**

*by*Mochon, A. & Saez, Y. & Gomez-Barroso, J.L. & Isasi, P.

**Currency crisis: Evolution of beliefs and policy experiments**

*by*Arifovic, Jasmina & Maschek, Michael K.

**Boom–bust cycles: Leveraging, complex securities, and asset prices**

*by*Semmler, Willi & Bernard, Lucas

**Portfolio credit-risk optimization**

*by*Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr

**Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions**

*by*Kaeck, Andreas & Alexander, Carol

**Copula based hierarchical risk aggregation through sample reordering**

*by*Arbenz, Philipp & Hummel, Christoph & Mainik, Georg

**Network neutrality on the Internet: A two-sided market analysis**

*by*Economides, Nicholas & Tåg, Joacim

**Learning to bid: The design of auctions under uncertainty and adaptation**

*by*Noe, Thomas H. & Rebello, Michael & Wang, Jun

**Optimal forest harvest age considering carbon sequestration in multiple carbon pools: A comparative statics analysis**

*by*Asante, Patrick & Armstrong, Glen W.

**Agent-based analysis of the impact of the imbalance pricing mechanism on market behavior in electricity balancing markets**

*by*van der Veen, Reinier A.C. & Abbasy, Alireza & Hakvoort, Rudi A.

**Oil exploration and perceptions of scarcity: The fallacy of early success**

*by*Jakobsson, Kristofer & Söderbergh, Bengt & Snowden, Simon & Li, Chuan-Zhong & Aleklett, Kjell

**Modelling energy spot prices: Empirical evidence from NYMEX**

*by*Nomikos, Nikos & Andriosopoulos, Kostas

**Real-Time Pricing in the Nordic Power markets**

*by*Kopsakangas Savolainen, Maria & Svento, Rauli

**Exploring the potential for energy conservation in French households through hybrid modeling**

*by*Giraudet, Louis-Gaëtan & Guivarch, Céline & Quirion, Philippe

**Short-term predictability of equity returns along two style dimensions**

*by*Shynkevich, Andrei

**Fiscal risk in a monetary union**

*by*Daniel, Betty C. & Shiamptanis, Christos

**A dynamic oligopoly game of the US airline industry: Estimation and policy experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty**

*by*Horvath, Michal

**Dynamic programming with shape-preserving rational spline Hermite interpolation**

*by*Cai, Yongyang & Judd, Kenneth L.

**Human capital accumulation in R&D-based growth models**

*by*Mattalia, Claudio

**Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest**

*by*Bao, Qunfang & Chen, Si & Li, Shenghong

**Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA**

*by*Eleftherios Giovanis

**Small noise methods for risk-sensitive/robust economies**

*by*Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J.

**Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem**

*by*Chen, Shan & Insley, Margaret

**Firm-network characteristics and economic robustness to natural disasters**

*by*Henriet, Fanny & Hallegatte, Stéphane & Tabourier, Lionel

**Optimal trade execution: A mean quadratic variation approach**

*by*Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H.

**Evaluating callable and putable bonds: An eigenfunction expansion approach**

*by*Lim, Dongjae & Li, Lingfei & Linetsky, Vadim

**Numerical computation of the optimal vector field: Exemplified by a fishery model**

*by*Grass, D.

**Nonlinear and stable perturbation-based approximations**

*by*Den Haan, Wouter J. & De Wind, Joris

**Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply**

*by*Hamidreza Mostafaei & Shaghayegh Kordnoori

**Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model**

*by*Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

**Vom Winde verweht? Strommarktpreise und Anreize zur Investition in thermische Kraftwerke bei erhöhtem Angebot an Windenergie**

*by*Thure Traber & Claudia Kemfert

**Knowledge Analysis in Terms of Representation,Processing based Mobilisation and Distribution**

*by*Vasile MAZILESCU

**Micromundo para la simulación de un mercado de corto plazo de electricidad**

*by*Carlos Jaime Franco C. & Juan David Velásquez H. & David Cardona V.

**Is socio-economic development of areas associate with hypertension prevalence, awareness and treatment? A multilevel approach**

*by*Jing Dai & Songsak Sriboonchitta & Yunjuan Yang & Cheng Zi

**Analysis of border trade impacts on economic growth of Yunnan and the Greater Mekong Sub-region (GMS) countries**

*by*Menglei Zhang & Kunchon Wattanakul & Nisit Panthamit & Chukiat Chaiboonsri

**Impact of reform of collective forest use rights on farmers’ production activities and incomes in Heishui village, West Yunnan province, People’s Republic of China**

*by*Lan Li & Jirawan Kitchaicharoen & Manfred Zeller

**What would happen to the economy when energy crops replace food crops? A case of gasohol production in Thailand**

*by*Sarunut Kunanopadon & Komsan Suriya

**Neural Network Principles To Classify Economic Data**

*by*STEFAN Raluca-Mariana & SERBAN Mariuta

**Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series**

*by*Tai-Liang Chen

**Chaos Tests For Time Series**

*by*Dumitru Ciobanu

**Predicting The Exchange Rate Eur-Leu With Svm**

*by*Dumitru Ciobanu

**The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior**

*by*Andrei Silviu DOSPINESCU

**Ambiguity and the historical equity premium**

*by*Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

**Ambiguity and the historical equity premium**

*by*Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

**Ambiguity and the historical equity premium**

*by*Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

**Rethinking Brownfield Redevelopment Features through Fuzzy Delphi Method**

*by*Brano GLUMAC & Qi HAN & Jos SMEETS & Wim SCHAEFER

**Behavioral Finance and Technical Analysis**

*by*Dehnad, Kosrow

**Temsilde adalet – yönetimde istikrar ikileminde seçim barajına yönelik senaryo analizleri ve optimal baraj için bir model önerisi**

*by*Türkmen Göksel & Yetkin Çınar

**Effects of inflation tax versus Tanzi effect on the real value of tax revenues: Evidence from Turkey**

*by*Işıl AKGÜL & Mustafa Kemal BEŞER

**Arithmetic Operations On Interactive Fuzzy Numbers In Financial Analysis**

*by*Rebiasz, B.

**Climate change, agricultural production and food security: Evidence from Yemen**

*by*Breisinger, Clemens & Ecker, Olivier & Al-Riffai, Perrihan & Robertson, Richard & Thiele, Rainer & Wiebelt, Manfred

**Estimating a high-frequency New-Keynesian Phillips curve**

*by*Ahrens, Steffen & Sacht, Stephen

**Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach**

*by*Chang, Chia-ling & Chen, Shu-heng

**Evaluating concepts for short-term control in financial service processes**

*by*Behley, Dustin & Leyer, Michael

**A hierarchical model of tail dependent asset returns for assessing portfolio credit risk**

*by*Puzanova, Natalia

**A hierarchical Archimedean copula for portfolio credit risk modelling**

*by*Puzanova, Natalia

**The effect of the interbank network structure on contagion and common shocks**

*by*Georg, Co-Pierre

**Systemic risk contributions: a credit portfolio approach**

*by*Düllmann, Klaus & Puzanova, Natalia

**On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets**

*by*Dieci, Roberto & Westerhoff, Frank

**Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution**

*by*Agnieszka Wylomanska

**Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Learning to trade in an unbalanced market**

*by*Florian Hauser & Marco LiCalzi

**An Artificial Neural Network technique for on-line hotel booking**

*by*Renato Bettin & Francesco Mason & Marco Corazza & Giovanni Fasano

**Evolutionary computational approach in TAR model estimation**

*by*Claudio Pizzi & Francesca Parpinel

**Combining stochastic programming and optimal control to solve multistage stochastic optimization problems**

*by*Diana Barro & Elio Canestrelli

**Waiting Times and Cost Sharing for a Public Health Care Service with a Private Alternative: A Multi-agent Approach**

*by*Vincenzo Rebba & Dino Rizzi

**Optimal trading in a limit order book using linear strategies**

*by*Paolo Pellizzari

**A Multi-Agent Model of Tax Evasion with Public Expenditure**

*by*Paolo Pellizzari & Dino Rizzi

**Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem**

*by*Marco Corazza & Giovanni Fasano & Riccardo Gusso

**Time-dependent trading strategies in a continuous double auction**

*by*Shira Fano & Paolo Pellizzari

**Back to the Future: A Simple Solution to Schelling Segregation**

*by*Sylvain Barde

**The implications of dynamic financial frictions for DSGE models**

*by*Uluc Aysun

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*Olivier Bargain & Mathias Dolls & Dirk Neumann & Sebastian Siegloch & Andreas Peichl

**A Few Special Cases: Scientific Creativity and Network Dynamics in the Field of Rare Diseases**

*by*Massimo Riccaboni & Maria Laura Frigotto

**Negishi's Theorem and Method**

*by*K.Vela Velupillai

**Behavioural Economics: Classical and Modern**

*by*Selda (Ying Fang) Kao & K. Vela Velupillai

**Foley's Thesis, Negishi's Method, Existence Proofs and Computation**

*by*K. Vela Velupillai

**Computable and Dynamical Systems Foundations of Bounded Rationality and Satisficing**

*by*K. Vela Velupillai

**The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability**

*by*K. Vela Velupillai

**An Agent-Based Model of Centralized Institutions, Social Network Technology, and Revolution**

*by*Michael D. Makowsky & Jared Rubin

**Safe Approximations of Chance Constraints Using Historical Data**

*by*Yanikoglu, I. & den Hertog, D.

**Modelling Issues in Kernel Ridge Regression**

*by*Peter Exterkate

**Counting with Combined Splitting and Capture-Recapture Methods**

*by*Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman

**An Alternative Bayesian Approach to Structural Breaks in Time Series Models**

*by*Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

**Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression**

*by*Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk

**Measuring the impact of market coupling on the Italian electricity market using ELFO++**

*by*Elisabetta Pellini

**Null Models of Economic Networks: The Case of the World Trade Web**

*by*Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli

**Back to the future: a simple solution to schelling segregation**

*by*Sylvain Barde

**Achieving Market Liquidity through Autonomic Cloud Market Management**

*by*Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

**Business Support Service Platform for Providers in Open Cloud Computing Markets**

*by*Jorn Altmann & Matthias Hovestadt & Odej Kao

**A Complex Network Analysis of the Weighted Graph of the Web2.0 Service Network**

*by*Kibae Kim & Jorn Altmann

**Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods**

*by*Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann

**Towards Autonomic Market Management in Cloud Computing Infrastructures**

*by*Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

**Solving Models with Incomplete Markets and Aggregate Uncertainty Using the Krusell-Smith Algorithm: A Note on the Number and the Placement of Grid Points**

*by*Michal Horvath

**Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors**

*by*Dimitris Korobilis

**Policy Response to Pandemic Influenza: The Value of Collective Action**

*by*Bobashev, Georgiy & Cropper, Maureen & Epstein, Joshua & Goedecke, Michael & Hutton, Stephen & Over, Mead

**The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming**

*by*Patrick Withey & G. Cornelis van Kooten

**Block Bootstrap and Long Memory**

*by*George Kapetanios & Fotis Papailias

**A Generalized Endogenous Grid Method for Non-concave Problems**

*by*Giulio Fella

**Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico**

*by*Alfonso Mendoza-Velázquez & Pilar Gómez-Gil

**Partitioned Frames in Bak Sneppen Models**

*by*Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita

**Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning**

*by*Filippou, Miltiades & Zervopoulos, Panagiotis

**The vanna - volga method for derivatives pricing**

*by*Janek, Agnieszka

**A predictive multi-agent approach to model systems with linear rational expectations**

*by*Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter

**Kullback-Leibler simplex**

*by*Kangpenkae, Popon

**Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion**

*by*Blake, David & Wright, Douglas & Zhang, Yumeng

**Growth and financial reforms trajectory: an optimal matching sequence analysis approach**

*by*Bicaba, Zorobabel

**Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres**

*by*Chilarescu, Constantin & Viasu, Iana Luciana

**Simulating tourists' behaviour using multi-agent modelling**

*by*Corniglion, Sébastien & Turnois, Nadine

**Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction**

*by*Qian, Hang

**China, India and the future of the global economy**

*by*Kwasnicki, Witold

**Towards a stochastic model with heterogeneous agents and class division**

*by*Russo, Alberto

**One numerical procedure for two risk factors modeling**

*by*Cocozza, Rosa & De Simone, Antonio

**Fine-tuning the equivalent strike framework for bespoke cdo tranches pricing**

*by*Mrad, Moez & Triki, Racem

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*Korobilis, Dimitris

**Repeated moral hazard and recursive Lagrangeans**

*by*Mele, Antonio

**Technical efficiency analysis of banks in major oil exporting Middle East countries**

*by*Onour, Ibrahim & Abdalla, Abdelgadir

**Does the Food Stamp Program Really Increase Obesity? The Importance of Accounting for Misclassification Errors**

*by*Vassilopoulos, Achilleas & Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis

**Asymmetrien in der Neuen Ökonomischen Geographie : Modelle, Simulationsmethoden und wirtschaftspolitische Diskussion = Asymmetries in new economic geography : models, simulation methods and economic discussion**

*by*Sascha Frohwerk

**Dynamic political effects in a neoclassic growth model with healthcare and creative activities**

*by*Luis Guimarães & Óscar Afonso & Paulo B. Vasconcelos

**Computational Results on Membership in R&D Cooperation Networks: To Be or Not To Be in a Research Joint Venture**

*by*Duarte Leite & Pedro Campos & Isabel Mota

**Comparing Strategies of Collaborative Networks for R&D: an agent-based study**

*by*Pedro Campos & Pavel Brazdil & Isabel Mota

**Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution**

*by*Grey Gordon

**Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzõinek kérdései**

*by*Tamás Sebestyén

**Revisiting The Original Ghosh Model: Can It Be More Plausible?**

*by*Ana-Isabel Guerra & Ferran Sancho

**Ambiguity and the historical equity premium**

*by*Sujoy Mukerji & Kevin Sheppard & Fabrice Collard & Jean-Marc Tallon

**Learning and Collusion in New Markets with Uncertain Entry Costs**

*by*Francis Bloch & Simona Fabrizi & Steffen Lippert

**Designing Optimal Risk Mitigation and Risk Transfer Mechanisms to Improve the Management of Earthquake Risk in Chile**

*by*Robert Muir-Wood

**Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts**

*by*Nicholas Economides & Joacim Tåg

**How to Solve Dynamic Stochastic Models Computing Expectations Just Once**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar

**Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis**

*by*Quamrul Ashraf & Boris Gershman & Peter Howitt

**Continuous Workout Mortgages**

*by*Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton

**One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm**

*by*Kenneth Judd & Lilia Maliar & Serguei Maliar

**An inter-temporal optimization of flexible nuclear plants operation in market based electricity systems: The case of competition with reservoir**

*by*Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

**Computing Tournament Solutions using Relation Algebra and REL VIEW**

*by*Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

**Ambiguity and the historical equity premium**

*by*Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

**Computations on Simple Games using REL VIEW**

*by*Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

**From SHIW to IT-SILC: Construction and Representativeness of the New CAPP_DYN First-Year Population**

*by*Emanuele Ciani & Donatella fresu

**From SHIW to IT-SILC: construction and representativeness of the new CAPP_DYN first-year population**

*by*Emanuele Ciani & Donatella Fresu

**Generating ordinal data**

*by*Pier Alda FERRARI & Alessandro BARBIERO

**Sensitivity Analysis of Composite Indicators through Mixed Model Anova**

*by*Cristina Davino, Rosaria Romano

**Causes of Financial Instability: Don’t Forget Finance**

*by*Dirk J. Bezemer

**Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects**

*by*Dube, Arindrajit & Lester, T. William & Reich, Michael

**Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects**

*by*Dube, Arindrajit & Lester, T. William & Reich, Michael

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*Bargain, Olivier & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*Bargain, Olivier & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian

**A reinforcement learning approach to solving incomplete market models with aggregate uncertainty**

*by*Andrei Jirnyi & Vadym Lepetyuk

**Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models**

*by*Kenneth Judd & Lilia Maliar & Serguei Maliar

**Solving the multi-country real business cycle model using ergodic set methods**

*by*Kenneth Judd & Lilia Maliar & Serguei Maliar

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*BARGAIN Olivier & DOLLS Mathias & NEUMANN Dirk & PEICHL Andreas & SIEGLOCH Sebastian

**Multivariate Stochastic Volatility via Wishart Processes - A Continuation**

*by*Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde

**Some Computational Aspects of Gaussian CARMA Modelling**

*by*Tómasson, Helgi

**Sticky wage Nash bargaining model with incomplete information**

*by*Marek Antosiewicz & Maciej Bukowski & Pawel Kowal

**Solving DSGE Models with a Nonlinear Moving Average**

*by*Hong Lan & Alexander Meyer-Gohde

**Financial Network Systemic Risk Contributions**

*by*Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle

**A Network Model of Financial System Resilience**

*by*Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison

**Basel III ans Systemic Risk Regulation - What Way Forward?**

*by*Co-Pierre Georg

**Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Banking and the Determinants of Credit Crunches**

*by*Holmberg, Ulf

**Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts**

*by*Economides, Nicholas & Tåg, Joacim

**Computing Solutions for Matching Games**

*by*Peter Biro & Walter Kern & Daniel Paulusma

**Price Rigidity and Strategic Uncertainty An Agent-based Approach**

*by*Robert Somogyi & Janos Vincze

**Analysis of Stochastic Matching Markets**

*by*Peter Biro & Gethin Norman

**Dynamic Competition in Electricity Markets: Hydroelectric and Thermal Generation**

*by*Talat S. Genc & Henry Thille

**Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method**

*by*Paul Beaumont & Yaniv Jerassy-Etzion

**Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk**

*by*Muffasir Badshah & Paul Beaumont & Anuj Srivastava

**Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability**

*by*Isakov, Dusan & Marti, Didier

**An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model**

*by*Lei Zhu & ZhongXiang Zhang & Ying Fan

**Pricing of Gas Swing Options using Monte Carlo Methods**

*by*Andrea Klimešová & Tomáš Václavík

**An evaluation of overseas oil investment projects under uncertainty using a real options based simulation model**

*by*Lei Zhu & ZhongXiang Zhang & Ying Fan

**Recursive Contracts**

*by*Albert Marcet & Ramon Marimon

**A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model**

*by*Callan, Tim & Van de Ven, Justin

**When do global pipelines enhance knowledge diffusion in clusters?**

*by*Andrea Morrison & Roberta Rabellotti & Florian Lorenzo Zirulia

**Political Mergers as Coalition Formation**

*by*Eric Weese

**Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty**

*by*Olaf Posch & Timo Trimborn

**Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices**

*by*Willi Semmler & Lucas Bernard

**Continuous Workout Mortgages**

*by*Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton

**Second Order Approximation of Dynamic Models with Time-Varying Risk**

*by*Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore

**Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions**

*by*Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien

**Solving rational expectations models at first order: what Dynare does**

*by*Villemot, Sébastien

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*KOROBILIS, Dimitris

**Solution Software for CGE Modeling**

*by*Mark Horridge & Ken Pearson

**Agentes no ricardianos y rigideces nominales: su efecto sobre el principio de Taylor**

*by*Sergio Ocampo Díaz

**Aproximación a la informalidad en el mercado laboral: una modelación basada en agentes**

*by*María Jennifer Novoa Alvarez & Orlando Vargas Rayo

**Designing an expert knowledge-based Systemic Importance Index for financial institutions**

*by*Carlos Léon & Clara Machado

**Montecarlo simulation of long-term dependent processes: a primer**

*by*Carlos León Rincón & Alejandro Reveiz

**Política monetaria contracíclica y encaje bancario**

*by*Christian Bustamante

**Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities**

*by*Carlos León & Clara Machado & Freddy cepeda & Miguel Sarmiento

**The implications of dynamic financial frictions for DSGE models**

*by*Uluc Aysun

**Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency**

*by*Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch

**Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty**

*by*Olaf Posch & Timo Trimborn

**Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy**

*by*Burkhard Heer & Alfred Maussner

**Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules**

*by*Cronin, David & Dowd, Kevin

**On the Solution of Markov-switching Rational Expectations Models**

*by*Francesco Carravetta & Marco M. Sorge

**Systemic capital requirements**

*by*Webber, Lewis & Willison, Matthew

**An efficient method of computing higher-order bond price perturbation approximations**

*by*Andreasen , Martin & Zabczyk, Pawel

**Recursive Contracts**

*by*Albert Marcet and Ramon Marimon

**Firm-Network Characteristics and Economic Robustness to Natural Disasters**

*by*Henriet, F. & Hallegatte, S. & Tabourier, L.

**A method to estimate power parameter in Exponential Power Distribution via polynomial regression**

*by*Daniele Coin

**Estimating non-linear models with multiple fixed effects:a computational note**

*by*Laura Hospido

**Merging the Hypothetical Extraction Method and the Classical Multiplier Approach: A Hybrid Possibility for Identifying Key Distributive Sectors**

*by*Ana-Isabel Guerra

**Leveraged Network-Based Financial Accelerator**

*by*Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI

**The impact of classes of innovators on Technology, Financial Fragility and Economic Growth**

*by*Stefania VITALI & Gabriele TEDESCHI

**Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models**

*by*Antonis Papapantoleon & John Schoenmakers & David Skovmand

**Uruguayan microsimulation model**

*by*Verónica Amarante & Marisa Bucheli & Cecilia Olivieri & Ivone Perazzo

**Mexican microsimulation model**

*by*Carlos Absalón & Urzúa, Carlos M.

**Guatemalan microsimulation model**

*by*Alberto Castañón-Herrera & Wilson Romero

**Chilean microsimulation model**

*by*Osvaldo Larrañaga & Jenny Encina & Gustavo Cabezas

**Brazilian microsimulation model**

*by*José Ricardo Bezerra Nogueira & Rozane Bezerra de Siqueira & Evaldo Santana de Souza

**Elastic Labour Supply and Home Production in a Monetary Growth Model**

*by*Wei-bin Zhang

**Mathematical Modelling with Fuzzy Sets of Sustainable Tourism Development**

*by*Nenad Stojanoviæ

**Financial Market Simulation Based On Intelligent Agents Â€“ Case Study**

*by*Marek SPIÅ Ã K & Roman Å PERKA

**IT Applications as a Didactic Tool in the Teaching of Math (Using of Spreadsheet to Programming)**

*by*Arturo GARCÍA-SANTILLÁN & Milka ESCALERA-CHÁVEZ

**Evaluating the New: The Contingent Value of a Pro-Innovation Bias**

*by*Oliver Baumann & Dirk Martignoni

**Numerical Modeling And Simulation In Various Processes**

*by*ISBĂSOIU, Eliza Consuela

**Protection And Security Of Data Base Information Summary**

*by*SERBAN, MariuŃa SERBAN

**Using Cooperatives Ontologies For The Customization Of Hybrid Mediator Interrogation Process**

*by*LOUBNA, Cherrat & MOSTAFA, Ezziyyani & ESSAAIDI, Mohammed & KASSARA, Omar & MUSTAPHA, Bennouna

**Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union**

*by*López-Hernández , Fernando A. & Artal-Tur, Andrés & Maté-Sánchez-Val, M. Luz

**Determination of the nature of growth of the main trends of time series in small quantity of observations**

*by*Poutko, Boris

**Variance reduction methods at the pricing of weather options**

*by*Raimova, Gulnora

**Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA)**

*by*Isakin, Maksim & Teplykh, Grigory

**Heuristica biobjetivo de dos etapas para rediseno de territorios de venta**

*by*Juan Gabriel Correa Medina & Ma. Loecelia Guadalupe Ruvalcaba Sanchez & Elias Olivares Benitez & Vittorio Zanella Palacios

**A Strategic Framework of Liberalising Trade in Services for Pakistan**

*by*Ahmed Gulzar

**Intelligent modeling method based on genetic algorithm for partner selection in virtual organizations**

*by*Dinu Simona & Pacuraru Raluca

**Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model**

*by*Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel

**Services Cost Analysis Under Risk**

*by*Golea Pompiliu & Balogh Petru

**CRM Information System in the Insurances Field**

*by*Jeflea Victor

**Performance Indicators in the Customer Relationship**

*by*Jeflea Victor

**Determination Of Residual Value Within The Cost Benefit Analysis For The Projects Financed By The European Union**

*by*Droj Laurentiu

**Structure of the Financial System and the Contagion Effect: A Network Approach**

*by*Mariko Fujii & Makoto Takaoka

**Heterogeneous Basket Options Pricing Using Analytical Approximations**

*by*Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani

**Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi**

*by*Elif BULUT & Ozlem GURUNLU ALMA

**A Discrete Particle Swarm Optimization Algorithm for Bi-Criteria Warehouse Location Problem**

*by*Fehmi Burcin Ozsoydan & Tugba Sarac

**Portafolio de consumo: problema de Merton**

*by*Eduardo Cepeda

**Broadband Openness Rules Are Fully Justified by Economic Research**

*by*Nicholas ECONOMIDES

**Application Of A High-Order Asymptotic Expansion Scheme To Long-Term Currency Options**

*by*Kohta Takehara & Masashi Toda & Akihiko Takahashi

**Immigration Effects On Economic Systems Through Dynamic Inequality Indices**

*by*Guglielmo Dâ€™Amico & Giuseppe Di Biase & Raimondo Manca

**Management Information Systems for Computer Aided Design**

*by*Cezarina Adina Tofan

**Applying Pert And Critical Path Method In Human Resource Training**

*by*Eugen ROTARESCU

**Study Concerning The Amplitude Of Applicative-Methodological Elements In The Managerial Durable Development Process**

*by*Gelu ALEXANDRESCU & Dumitru NICA & Vasile DUMITRU

**Growth effects of carbon policies: Applying a fully dynamic CGE model with heterogeneous capital**

*by*Bretschger, Lucas & Ramer, Roger & Schwark, Florentine

**Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence**

*by*Kurita, Takamitsu

**Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models**

*by*Kristensen, Dennis & Mele, Antonio

**Religion, clubs, and emergent social divides**

*by*Makowsky, Michael D.

**Numerical simulations of asymmetric first-price auctions**

*by*Fibich, Gadi & Gavish, Nir

**Rewarding carbon sequestration in South-Western French forests: A costly operation?**

*by*Pajot, Guillaume

**Computing American option prices in the lognormal jump–diffusion framework with a Markov chain**

*by*Simonato, Jean-Guy

**Fast approximations of bond option prices under CKLS models**

*by*Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M.

**Calibrating spatial models of trade**

*by*Paris, Quirino & Drogué, Sophie & Anania, Giovanni

**Estimates for the optimal control policy in the presence of regulations and heavy tails**

*by*Manman, Li & Zaiming, Liu & Hua, Dong

**Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations**

*by*Amisano, Gianni & Tristani, Oreste

**Minimal state variable solutions to Markov-switching rational expectations models**

*by*Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao

**Einkommenswirkungen der Anhebung des gesetzlichen Rentenalters und heutiges Rentenzugangsverhalten**

*by*Johannes Geyer & Peter Haan

**Automation of the Work intensively based on Knowledge, a Challenge for the New Technologies**

*by*Vasile MAZILESCU

**Knowledge Management System and User Modeling**

*by*Cornelia NOVAC UDUDEC & Vasile MAZILESCU

**Aproximación al cálculo del crecimiento real de Colombia: aportes metodológicos para la inclusión en las cuentas nacionales de los impactos del**

*by*Michee Lachaud & Jorge Maldonado

**Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos**

*by*Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda

**Método numérico para la calibración de un modelo dsge**

*by*Pietro Bonaldi & Juan D. Prada & Andrés González & Diego Rodríguez

**Enseignement supérieur et durées de subvention individuelle implicite. Une analyse par microsimulation dynamique**

*by*Pierre Courtioux & Stéphane Gregoir & Dede Houeto

**Monetary Stimulus: Through Wall Street or Main Street?**

*by*Diego E. Vacaflores

**Addressing Inequality And Poverty With Tax Instruments**

*by*Saša Randjelović & Jelena Žarković-Rakić

**Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo**

*by*Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely

**Factors and Premises for Electronic Commerce in Bulgaria and European Union**

*by*Rumen Varbanov

**Designing benefit rules for flexible retirement: Welfare vs. redistribution**

*by*P. Eső & A. Simonovits & J. Tóth

**Financial Bilateral Contract Negotiation in Wholesale Electric Power Markets Using Nash Bargaining Theory**

*by*Yu, Nanpeng & Tesfatsion, Leigh & Liu, Chen-Ching

**Operational Risk Management Using a Fuzzy Logic Inference System**

*by*Reveiz, Alejandro & Carlos, Leon

**Applying simulated annealing to design compact zones**

*by*Rincón García, Eric Alfredo & Gutiérrez Andrade, Miguel Ángel & Ramírez Rodríguez, Javier & Lara Velázquez, Pedro & de-los-Cobos-Silva, Sergio Gerardo

**Optimal tax progressivity in unionised labour markets: Simulation results for Germany**

*by*Boeters, Stefan

**Entry and competition in freight transport: the case of a prospective transalpine rail link between France and Italy**

*by*Prady, Delphine & Ullrich, Hannes

**Extreme value theory as a theoretical background for power law behavior**

*by*Alfarano, Simone & Lux, Thomas

**Climate change mitigation and ecosystem services: a stochastic analysis**

*by*Lontzek, Thomas S. & Narita, Daiju

**Simulation-based valuation of project finance: does model complexity really matter?**

*by*Weber, Florian & Schmid, Thomas & Pietz, Matthäus & Kaserer, Christoph

**The election of a world champion**

*by*Langen, Martin & Krauskopf, Thomas

**Some observations in the high-frequency versions of a standard new-keynesian model**

*by*Franke, Reiner & Sacht, Stephen

**Interbank tiering and money center banks**

*by*Craig, Ben R. & von Peter, Goetz

**Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks**

*by*Sachs, Angelika

**Ruin Probability in Finite Time**

*by*Krzysztof Burnecki & Marek Teuerle

**Building Loss Models**

*by*Krzysztof Burnecki & Joanna Janczura & Rafal Weron

**FX Smile in the Heston Model**

*by*Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup

**Modeling Institutions, Start-Ups And Productivity During Transition**

*by*Zuzana Brixiova & Balazs Egert

**Regime Switching in Stochastic Models of Commodity Prices: An Application to an Optimal Tree Harvesting Problem**

*by*Shan chen & Margaret Insley

**Learning Cancellation Strategies in a Continuous Double Auction Market**

*by*Lucia Milone

**Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market**

*by*Martina Nardon & Paolo Pianca

**Convergence of outcomes and evolution of strategic behavior in double auctions**

*by*Shira Fano & Marco Li Calzi & Paolo Pellizzari

**Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems**

*by*Mariya Teteryatnikova

**Option Valuation in Multivariate SABR Models**

*by*Jörg Kienitz & Manuel Wittke

**The Price of Stability in Matching Markets**

*by*James W. Boudreau & Vicki Knoblauch

**Tax-benefit revealed redistributive preferences over time : Ireland 1987-2005**

*by*Olivier Bargain & Claire Keane

**Transition dynamics in endogenous recombinant growth models by means of projection methods**

*by*Privileggi, Fabio

**Ability, Parental Valuation of Education and the High School Dropout Decision**

*by*Foley, Kelly & Gallipoli, Giovanni & Green, David A.

**On a Consensus Measure in a Group Multi-Criteria Decision Making Problem**

*by*Michele Fedrizzi

**Coupled Dynamics in the Phillips Machine Model of the Macroeconomy**

*by*Stefano Zambelli

**An Algorithmic Measurement of Technical Progress**

*by*Stefano Zambelli & Thomas Fredholm

**Emergent Pareto-Levy Distributed Returns to Research in a Multi-Agent Model of Endogenous Technical Change**

*by*Michael D. Makowsky & David M. Levy

**A Theory of Liberal Churches**

*by*Michael D. Makowsky

**Scrap Value Functions in Dynamic Decision Problems**

*by*Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.

**Optimal Balanced Control for Call Centers**

*by*Sandjai Bhulai & Taoying Farenhorst-Yuan & Bernd Heidergott & Dinard van der Laan

**Estimation of Finite Sequential Games**

*by*Shiko Maruyama

**Assessing elicitation task bias in time preference using experiments with artificial subjects**

*by*Oksana Tokarchuk & Roberto Gabriele

**Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan & Pontus Rendahl

**The Banzhaf Index in Complete and Incomplete Shareholding Structures: A New Algorithm**

*by*Marc Levy

**Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets**

*by*Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

**Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software**

*by*Juthasit Rohitratana & Jorn Altmann

**Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods**

*by*Junseok Hwang & Jihyoun Park & Jorn Altmann

**A Funding and Governing Model for Achieving Sustainable Growth of Computing e-Infrastructures**

*by*Ashraf Bany Mohammed & Jorn Altmann

**A Marketplace and its Market Mechanism for Trading Commoditized Computing Resources**

*by*Jorn Altmann & Costas Courcoubetis & Marcel Risch

**A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information**

*by*Jorn Altmann & Zelalem Berhanu Bedane

**Error Recovery for SLA-Based Workflows within the Business Grid**

*by*Dang Minh Quan & Jorn Altmann & Laurence T. Yang

**Grid Business Models for Brokers Executing SLA-Based Workflows**

*by*Dang Minh Quan & Jorn Altmann

**Capacity Planning in Economic Grid Markets**

*by*Marcel Risch & Jorn Altmann

**The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services**

*by*Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

**Global Food Price Shock and the Poor in Egypt and Ukraine**

*by*Soheir Aboulenein & Heba El Laithy & Omneia Helmy & Hanaa Kheir-El-Din & Liudmyla Kotusenko & Maryla Maliszewska & Dina Mandour & Wojciech Paczynski

**Production Under Uncertainty: A Simulation Study**

*by*Sriram Shankar & Chris O'Donnell & John Quiggin

**Cost Effectiveness of Carbon Capture-Ready Coal Power Plants with Delayed Retrofit**

*by*Rohlfs, Wilko & Madlener, Reinhard

**Valuation of CCS-Ready Coal-Fired Power Plants: A Multi-Dimensional Real Options Approach**

*by*Rohlfs, Wilko & Madlener, Reinhard

**Relating R&D and Investment Policies to CCS Market Diffusion Through Two-Factor Learning**

*by*Lohwasser, Richard & Madlener, Reinhard

**Does model fit matter for hedging? Evidence from FTSE 100 options**

*by*Carol Alexander & Andreas Kaeck

**A Cellular Automata Simulation of the 1990s Russian Housing Privatization Decision**

*by*Maria Plotnikova & Chokri Dridi

**Inflation, Oil Price Volatility and Monetary Policy**

*by*Castillo, Paul & Montoro, Carlos & Tuesta, Vicente.

**The Mean Reversion Stochastic Processes Applications in Risk Management**

*by*Radkov, Petar

**An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio**

*by*Muteba Mwamba, John & Suteni, Mwambi

**Generalized class of synthetic estimators for small areas under systematic sampling scheme**

*by*PANDEY, KRISHAN & Tikkiwal, G.C.

**Some observations in the high-frequency versions of a standard New-Keynesian model**

*by*Franke, Reiner & Sacht, Stephen

**La pobreza y las clases: Dinámicas y estrategias en Bolivia**

*by*Buzaglo, Jorge & Calzadilla, Alvaro

**Automatizing Price Negotiation in Commodities Markets**

*by*Laib, Fodil & Radjef, MS

**Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest**

*by*Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

**A Grouped Factor Model**

*by*Chen, Pu

**Network Formation with Adaptive Agents**

*by*Schuster, Stephan

**Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest**

*by*Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

**An Assessment of the Italian 2007 Second Pillar Reform: a simulation approach**

*by*Corsini, Lorenzo & Pacini, Pier Mario & Spataro, Luca

**The Regional Multi-Agent Simulator (RegMAS): an open-source spatially explicit model to assess the impact of agricultural policies**

*by*Lobianco, Antonello & Esposti, Roberto

**A Contribution Towards New Zealand’s Tax Reform**

*by*Laabas, Belkacem & Razzak, Weshah

**A contribution towards New Zealand's tax reform**

*by*Razzak, W A

**Building Loss Models**

*by*Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

**FX Smile in the Heston Model**

*by*Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe

**Simulation of Risk Processes**

*by*Burnecki, Krzysztof & Weron, Rafal

**How to arrange a Singles Party**

*by*Mullat, Joseph E.

**The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability**

*by*Gliksberg, Baruch

**OLG fife cycle model transition paths: alternate model forecast method**

*by*Evans, Richard W. & Phillips, Kerk L.

**The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production**

*by*Voudouris, V & Di Maio, C

**Estimation of a simple genetic algorithm applied to a laboratory experiment**

*by*Alfarano, Simone & Eva, Camacho & Josep, Domènech

**Optimal Forecasting of Noncausal Autoregressive Time Series**

*by*Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

**Modeling Electricity Markets as Two-Stage Capacity Constrained Price Competition Games under Uncertainty**

*by*Sakellaris, Kostis

**Landscape in the Economy of Conspicuous Consumptions**

*by*Situngkir, Hokky

**Repeated moral hazard and recursive Lagrangeans**

*by*Mele, Antonio

**The Inequality Process vs. The Saved Wealth Model. Two Particle Systems of Income Distribution; Which Does Better Empirically?**

*by*Angle, John

**Hedging Greeks for a portfolio of options using linear and quadratic programming**

*by*Sinha, Pankaj & Johar, Archit

**The Semantic Web Paradigm for a Real-Time Agent Control (Part II)**

*by*Mazilescu, Vasile

**The Semantic Web Paradigm for a Real-Time Agent Control (Part I)**

*by*Mazilescu, Vasile

**The Relationship between Fuzzy Reasoning and its Temporal Characteristics for Knowledge Management Systems**

*by*Mazilescu, Vasile

**Recursive Contracts, Lotteries and Weakly Concave Pareto Sets**

*by*Harold Cole & Felix Kubler

**The Economics of Network Neutrality**

*by*Nicholas Economides & Benjamin Hermalin

**Broadband Openness Rules Are Fully Justified by Economic Research**

*by*Nicholas Economides

**Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and Will Not Improve Broadband Providers’ Investment**

*by*Nicholas Economides

**Second-Order Approximation of Dynamic Models with Time-Varying Risk**

*by*Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò

**Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods**

*by*Serguei Maliar & Lilia Maliar & Kenneth L. Judd

**Comparative Statics in Markets for Indivisible Goods**

*by*Andrew Caplin & John V. Leahy

**A Graph Theoretic Approach to Markets for Indivisible Goods**

*by*Andrew Caplin & John V. Leahy

**A Cluster-Grid Projection Method: Solving Problems with High Dimensionality**

*by*Kenneth L. Judd & Lilia Maliar & Serguei Maliar

**Nonparametric modeling and forecasting electricity demand: an empirical study**

*by*Han Lin Shang

**A Bayesian approach to parameter estimation for kernel density estimation via transformations**

*by*Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

**Modeling the effects of nuclear fuel reservoir operation in a competitive electricity market**

*by*Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

**Agent-based dynamics in disaggregated growth models**

*by*Antoine Mandel & Carlo Jaeger & Steffen Fürst & Wiebke Lass & Daniel Lincke & Frank Meissner & Federico Pablo-Marti & Sarah Wolf

**Time in discrete agent-based models of socio-economic systems**

*by*Nicola Botta & Antoine Mandel & Cezar Ionescu

**The impact of migration on origin countries: a numerical analysis**

*by*Luca Marchiori & Patrice Pieretti & Benteng Zou

**Contagion and risk-sharing on the inter-bank market**

*by*Dan Ladley

**An economic model of contagion in interbank lending markets**

*by*Dan Ladley

**Party Formation and Competition**

*by*Daniel Ladley & James Rockey

**Systemic risk in a network model of interbank markets with central bank activity**

*by*Co-Pierre Georg & Jenny Poschmann

**On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses**

*by*Sebastian Sienknecht

**Tax-Benefit Revealed Redistributive Preferences Over Time: Ireland 1987-2005**

*by*Bargain, Olivier & Keane, Claire

**Tax-Benefit Revealed Redistributive Preferences Over Time: Ireland 1987-2005**

*by*Bargain, Olivier & Keane, Claire

**Estimation of Heterogeneous Treatment Effects on Hazard Rates**

*by*Gaure, Simen & Røed, Knut & van den Berg, Gerard J. & Zhang, Tao

**Estimation of Heterogeneous Treatment Effects on Hazard Rates**

*by*Gaure, Simen & Røed, Knut & van den Berg, Gerard J. & Zhang, Tao

**Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models**

*by*Reiter, Michael

**Building Loss Models**

*by*Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron &

**FX Smile in the Heston Model**

*by*Agnieszka Janek & Tino Kluge & RafaÅ‚ Weron & Uwe Wystup

**Dynamic Systems of Social Interactions**

*by*Ulrich Horst

**Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small**

*by*Shinya Tanaka & Eiji Kurozumi

**The effect of the interbank network structure on contagion and financial stability**

*by*Co-Pierre Georg

**The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study**

*by*Graziani, Rebecca & Keilman, Nico

**Adaptive hybrid Metropolis-Hastings samplers for DSGE models**

*by*Strid, Ingvar & Giordani, Paolo & Kohn, Robert

**A Note on a Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics**

*by*Hui He & Hao Zhang

**Dynamic models of residential segregation : an analytical solution**

*by*Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen

**Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil**

*by*Petra Benešová & Petr Teply

**What is the growth potential of green innovation? An assessment of EU climate policy options**

*by*Andrea Conte & Ariane Labat & Janos Varga & Ziga Zarnic

**Economics of Endogenous Technical Change in CGE Models - The Role of Gains from Specialization**

*by*Florentine Schwark

**Long-Run Effects of Post-Kyoto Policies: Applying a Fully Dynamic CGE model with Heterogeneous Capital**

*by*Lucas Bretschger & Roger Ramer & Florentine Schwark

**A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine**

*by*Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Merino Maestre, María & Pérez Sainz de Rozas, Gloria

**On downloading and using COIN-OR for solving linear/integer optimization problems**

*by*Pérez Sainz de Rozas, Gloria & Garín Martín, María Araceli

**Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems**

*by*Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Unzueta Inchaurbe, Aitziber

**On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition**

*by*Aranburu Laka, Larraitz & Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria

**A comparison of reduced-form permit price models and their empirical performances**

*by*Georg Grüll & Luca Taschini

**The Geography of Internet Infrastructure: An evolutionary simulation approach based on preferential attachment**

*by*Sandra Vinciguerra & Koen Frenken & Marco Valente

**Optimal Dynamic Water Allocation: Irrigation Extractions and Environmental Tradeoffs in the Murray River, Australia**

*by*Quentin Grafton & Hoang Long Chu & Michael Stewardson & Tom Kompas

**A Contribution Towards the New Zealand's Tax Reform**

*by*B. Laabas & W. A. Razzak

**RHOMOLO: A Dynamic General Equilibrium Modelling Approach to the Evaluation of the EU's Regional Policies**

*by*d'Artis Kancs

**Computational Methods for Production-Based Asset Pricing Models with Recursive Utility**

*by*Eric M. Aldrich & Howard Kung

**How well-behaved are higher-order perturbation solutions?**

*by*Wouter J. den Haan & Joris de Wind

**Are R&D subsidies provided optimally? Evidence from a simulated agency-firm stochastic dynamic game**

*by*Giovanni Cerulli

**The pension projection package of the Destinie 2 model: users guide**

*by*D. BLANCHET & E. CRENNER

**A History-Friendly Model of the Evolution of the Pharmaceutical Industry: Technological Regimes and Demand Structure**

*by*Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

**From Assortative to Dissortative Networks: The Role of Capacity Constraints**

*by*König, Michael & Tessone, Claudio J. & Zenou, Yves

**Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos**

*by*Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua

**Missing-Values Adjustment For Mixed-Type Data**

*by*Agostino Tarsitano & Marianna Falcone

**Replicating Hedge Fund Indices with Optimization Heuristics**

*by*Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA

**Log-Normal Approximation of the Equity Premium in the Production Model**

*by*Burkhard Heer & Alfred Maussner

**A Note on the Computation of the Equity Premium and the Market Value of Firm Equity**

*by*Burkhard Heer & Alfred Maussner

**Modeling Institutions, Start-Ups and Productivity during Transition**

*by*Zuzana Brixiova & Balazs Egert

**Second-Order Approximation of Dynamic Models with Time-Varying Risk**

*by*Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò

**Properties of Electricity Prices and the Drivers of Interconnector Revenue**

*by*Parail, V.

**The Economics of the Nord Stream Pipeline System**

*by*Chyong, C.K. & Noël, P. & Reiner, D.M.

**The impact of payment splitting on liquidity requirements in RTGS**

*by*Denbee, Edward & Norman, Ben

**Rethinking Economy-Wide Rebound Measures: An Unbiased Proposal**

*by*Ana-Isabel Guerra & Ferran Sancho

**A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)**

*by*Ana-Isabel Guerra & Ferran Sancho

**The Role of Supply Constraints in Multiplier Analysis**

*by*Manuel Alejandro Cardenete & Ferran Sancho

**Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction**

*by*Guillermo Escudé

**Complementarities between Mathematical and Computational Modeling: The Case of the Repeated Prisoners' Dilemma**

*by*Xavier Vilà

**A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)**

*by*Ana-Isabel Guerra & Ferran Sancho

**The Role of Supply Constraints in Multiplier Analysis**

*by*M. Alejandro Cardenete & Ferran Sancho

**Picard Approximation of Stochastic Differential Equations and Application to Libor Models**

*by*Antonis Papapantoleon & David Skovmand

**Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation**

*by*Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu

**Types and Priorities of Multi-Agent System Interactions**

*by*Martin Ngobye & Wouter T. de Groot & Theo P. van der Weide

**Mathematical Models and Equilibrium in Irreversible Microeconomics**

*by*Anatoly M. Tsirlin & Sergey A. Amelkin

**Emergence of Cooperation in a Model for Agricultural Production**

*by*Santiago Gil & Aleix Serrat-Capdevila

**The Minimum Food Security Quota (MFS-Quota) in Food Security Policy Modelling**

*by*Mario Arturo Ruiz Estrada

**Uniqueness of Steady States in Models with Overlapping Generations**

*by*Felix Kubler & Karl Schmedders

**Search, Failure, and the Value of Moderate Patience**

*by*Oliver Baumann

**Project cost analysis under risk**

*by*Florica LUBAN & Daniela HINCU

**On the Implementation and Use of a Genetic Algorithm with Genetic Acquisitions**

*by*Mateescu, George Daniel

**Distributed Systems And Numeric Calculation**

*by*ISBĂŞOIU, Eliza Consuela & PREOTESESCU , Mădălin Gabriel & CHIRU, Claudiu

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**Finite State Markov-chain Approximations to Highly Persistent Processes**

*by*Karen Kopecky & Richard Suen

**Liquidity Risk Management In Crisis Conditions**

*by*Mutu Simona & Matis Eugenia

**The Correlation Between The Market Risk And The Liquidity Risk In The Romanian Banking Sector**

*by*Trenca Ioan & Zoicas-Ienciu Adrian

**Business Value of Social Computing in the Enterprise**

*by*Dimiter G. Velev

**Current and Future State of the SaaS Business Models**

*by*Dimiter G. Velev

**O ciclo do café durante a República Velha: uma análise com a abordagem de dinâmica de sistemas [Coffe cycle during the Old Republic: analysis with a system dynamics approach]**

*by*Thiago Caliari & Newton Paulo Bueno

**An Implied Income Inequality Index Using L1 Norm Estimation Of Lorenz Curve**

*by*Hamid Shahrestani & Bijan Bidabad

**Dynamics of Stock Market Correlations**

*by*Dror Y. Kenett & Yoash Shapira & Asaf Madi & Sharron Bransburg-Zabary & Gitit Gur-Gershgoren & Eshel Ben-Jacob

**Game-Theoretic Modeling of Electricity Markets in Central Europe**

*by*Martin Hrubý & Petr Čambala & Jan Toufar

**Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets**

*by*Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia.

**Crisis económicas y cambios de paradigma**

*by*Gonzalo Castañeda

**Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors**

*by*Kurita, Takamitsu

**Fuzzy Dynamic Discrimination Algorithms for Distributed Knowledge Management Systems**

*by*Vasile MAZILESCU

**Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración**

*by*JUAN CARLOS VERGARA SCHMALBACH & MARIA DE LOS ANGELES DIAZ MARRUGO & ADOLFO ENRIQUE HERNANDEZ LUNA & OMAR HARVEY LOPEZ CUERVO

**Dysfonctionnement bancaire, bulle du crédit et instabilité macroéconomique dans une économie monétaire dynamique et complexe**

*by*Pascal Seppecher

**Extracting Formations from Long Financial Time Series Using Data Mining**

*by*Stella Karagianni & Thanasis Sfetsos & Costas Siriopoulos

**Effect of Noise Filtering on Predictions :on the Routes of Chaos**

*by*Dominique Guégan

**Análisis del crecimiento y ciclos económicos: Una aplicación general para Bolivia**

*by*José P. Mauricio Vargas

**Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction**

*by*Guillermo Escudé

**Modeling and simulation of economic processes**

*by*Bogdan Alexandru Brumar

**Ricardian Equivalence and Lucas Critique: An Alternative Test of Ricardian Equivalence Using Super Exogeneity Tests in Simulated Series**

*by*Adolfo Sachsida & Fabio Carlucci Walnut & Mario Jorge Cardoso de Mendonça

**A Tributação nas Vendas de Automóveis no Brasil: Quem Paga a Maior Parte da Conta?**

*by*Sergio A. DeSouza & Francis Carlo Petterini & Vitor Hugo Miro

**Geographical Informational Systems - Applicability In Investments And Banking**

*by*Lect. Gabriela Droj Ph. D & Assist. Laurențiu Droj Ph. D Student & Simona Mutu Ph. D Student

**Business Intelligence Software Implementation In The Romanian Companies**

*by*Assoc. Prof. Ph.D Edelhauser Eduard

**Knowedge Development Within Communities Of Practice Using Organizational Learning**

*by*Emil Scarlat & Iulia Mărieș &

**Learning How to Consume and Returns to Product Promotion**

*by*Zakaria Babutsidze

**The US Wage Phillips Curve over Different Time Horizons**

*by*M. Gallegati & M. Gallegati & James B. Ramsey & Willi Semmler

**"Sociomática": El estudio de los sistemas adaptables complejos en el entorno socioeconómico**

*by*Castañeda, Gonzalo

**When does it hurt? The exchange rate "pain threshold" for German exports**

*by*Belke, Ansgar & Göcke, Matthias & Guenther, Martin

**When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports**

*by*Belke, Ansgar & Goecke, Matthias & Guenther, Martin

**The effect of uncertainty on decision making about climate change mitigation: a numerical approach of stochastic control**

*by*Lontzek, Thomas S. & Narita, Daiju

**Rational expectations models with anticipated shocks and optimal policy: a general solution method and a New Keynesian example**

*by*Wohltmann, Hans-Werner & Winkler, Roland C.

**Application of Monte Carlo Methods: Computing Heterogeneous Agent Models Without Aggregate Uncertainty**

*by*Vasilev, Aleksandar

**Solving Hayashi and Prescott (2007) by log-linearization**

*by*Vasilev, Aleksandar

**Rational expectations models with anticipated shocks and optimal policy: a general solution method and a new Keynesian example**

*by*Wohltmann, Hans-Werner & Winkler, Roland C.

**Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations**

*by*Lines, Marji & Westerhoff, Frank

**Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)**

*by*Martina Nardon & Paolo Pianca

**Some effects of transaction taxes under different microstructures**

*by*Paolo Pellizzari & Frank Westerhoff

**Mutual funds flows and the "Sheriff of Nottingham" effect**

*by*Lucia Milone & Paolo Pellizzari

**Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers**

*by*Roberto Cervone & Stefano Galavotti & Marco LiCalzi

**Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model**

*by*Carl Chiarella & Viviana Fanelli & Silvana Musti

**How Robust is Robust Control in the Time Domain?**

*by*Marco P. Tucci

**Option trading strategies based on semi-parametric implied volatility surface prediction**

*by*Francesco Audrino & Dominik Colangelo

**Learning How to Consume and Returns to Product Promotion**

*by*Babutsidze, Zakaria

**Finite State Markov-Chain Approximations to Highly Persistent Processes**

*by*Karen A. Kopecky & Richard M. H. Suen

**Crescita proporzionale e politiche pubbliche: proposte per una sintesi evolutiva**

*by*Massimo Riccaboni & Sandro Trento & Enrico Zaninotto

**A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria**

*by*Victor Aguirregabiria

**Stochastic Dominance: Convexity and Some Efficiency Tests**

*by*Andrey M. Lizyayev

**Investment under Risk with Discrete and Continuous Assets**

*by*Chris Elbers & Jan Willem Gunning & Melinda Vigh

**Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry**

*by*Ole Boysen & Carsten Schröder

**Markets fo Heterogeneous Products: a Boundedly Rational Consumer Model**

*by*Marco Valente

**How Do Organizational Capabilities Shape Industry Dynamics ?**

*by*Marco Corsino & Roberto Gabriele & Enrico Zaninotto

**Simulating Personal Carbon Trading: An Agent-Based Model**

*by*Ruud Kempener

**Organization, learning and cooperation**

*by*Jason Barr & Francesco Saraceno

**Using SLA Mapping to Increase Market Liquidity**

*by*Marcel Risch & Ivona Brandic & Jorn Altmann

**A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data**

*by*Jongsu Lee & Jae Young Choi & Youngsang Cho

**Using Monte Carlo Simulation to Account for Uncertainties in the Spatial Explicit Modeling of Biomass Fired Combined Heat and Power Potentials in Austria**

*by*Johannes Schmidt & Sylvain Leduc & Erik Dotzauer & Georg Kindermann & Erwin Schmid

**Evolution of the Week**

*by*Amy Peng & Francis McKenna

**Simulation of the European Electricity Market and CCS Development with the HECTOR Model**

*by*Lohwasser, Richard & Madlener, Reinhard

**Trade Structure and the Transmission of Economic Distress in the High-Income OECD Countries to Developing Asia**

*by*Jongwanich, Juthathip & E. James, William & J. Minor, Peter & Greenbaum, Alexander

**Exact Moment Simulation using Random Orthogonal Matrices**

*by*Carol Alexander & Walter Ledermann & Daniel Ledermann

**Money, Infation and Interest Rate: Does the Link Change when the Policy Instrument Changes?**

*by*Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

**La spéculation contribue- t- elle à expliquer la dynamique des prix des produits alimentaires au Sénégal ?**

*by*Diagne, Youssoupha S & Fall, Alsim

**A Comparative Study for Estimation Parameters in Panel Data Model**

*by*Youssef, Ahmed H. & Abonazel, Mohamed R.

**Network Averaging: a technique for determining a proxy for the dynamics of networks**

*by*Bell, William Paul

**Exploring the effect of countries’ economic prosperity on their biodiversity performance**

*by*Halkos, George & Tzeremes, Nickolaos

**Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control**

*by*Morozov, Sergei & Mathur, Sudhanshu

**Voting Features based Classifier with Feature Construction and its Application to Predicting Financial Distress**

*by*Guvenir, H. Altay & Cakir, Murat

**The Systematization of Disturbances Act upon E-commerce Systems**

*by*Suchánek, Petr & Vymětal, Dominik & Dolák, Radim

**Monetary Asset Substitution in the Euro Area**

*by*Zagaglia, Paolo

**A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes**

*by*Li, Minqiang

**Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application**

*by*Aguirregabiria, Victor

**Finite State Markov-Chain Approximations to Highly Persistent Processes**

*by*Kopecky, Karen A. & Suen, Richard M. H.

**Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation**

*by*Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi

**InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek B.

**Cultural neuroeconomics of intertemporal choice**

*by*Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu

**A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control**

*by*Mathur, Sudhanshu & Morozov, Sergei

**An Algorithm for the Simulation of Bounded Rational Agents**

*by*Schuster, Stephan

**Modeling risk of international country relations**

*by*Sveshnikov, Sergey & Bocharnikov, Victor

**A note on positive semi-definiteness of some non-pearsonian correlation matrices**

*by*Mishra, SK

**Algorithm for payoff calculation for option trading strategies using vector terminology**

*by*Sinha, Pankaj & Johar, Archit

**Finite State Markov-Chain Approximations to Highly Persistent Processes**

*by*Kopecky, Karen A. & Suen, Richard M. H.

**Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison**

*by*Minqiang Li, Li

**Replication of the Demographic Prisoner’s Dilemma**

*by*Radax, Wolfgang & Rengs, Bernhard

**Learning to be Biased**

*by*Ch'ng, Kean Siang & Zaharim, Norzarina

**Religion, Clubs, and Emergent Social Divides**

*by*Makowsky, Michael

**Religious Extremism, Clubs, and Civil Liberties: A Model of Religious Populations**

*by*Makowsky, Michael

**Policy Advice Derived From Simulation Models**

*by*Brenner, Thomas & Werker, Claudia

**Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses**

*by*Mishra, SK

**A note on the ordinal canonical correlation analysis of two sets of ranking scores**

*by*Mishra, SK

**The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization**

*by*Mishra, SK

**Computing DSGE Models with Recursive Preferences**

*by*Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao

**Risk Matters: The Real Effects of Volatility Shocks**

*by*Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe

**Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study**

*by*Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi

**Computational rationality and voluntary provision of public goods: an agent-based simulation model**

*by*M. Raimondi

**Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk**

*by*Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz

**Adaptive Consumption Behavior**

*by*Peter Howitt & Ömer Özak

**Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models**

*by*Kenneth Judd & Lilia Maliar & Serguei Maliar

**Computing DSGE Models with Recursive Preferences**

*by*Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao

**Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable**

*by*Jeffrey E. Harris & Sandra G. Sosa-Rubi

**Risk Matters: The Real Effects of Volatility Shocks**

*by*Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe

**Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory**

*by*D.S. Poskitt

**A note on the stochastic stability of equilibrium in some exchange economies**

*by*Antoine Mandel & Nicola Botta

**Wavelet method for locally stationary seasonal long memory processes**

*by*Dominique Guegan & Zhiping Lu

**The Rise of A District Lead Firm: The Case of Wam (1968-2003)**

*by*Alberto Rinaldi

**Representations for optimal stopping under dynamic monetary utility functionals**

*by*Volker KrÃ¤tschmer & John Schoenmakers

**Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data**

*by*Claire Blackman

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Uncertainty of Multiple Period Risk Measures**

*by*Lönnbark, Carl

**Approximating Closed Form Solutions to a Class of Feedback Policies**

*by*Sandal, Leif K.

**IFSIM Handbook**

*by*Baroni, Elisa & Zamac, Jovan & Öberg, Gustav

**Finding all minimal CURB sets**

*by*Klimm, Max & Weibull, Jörgen

**Pricing basket default swaps in a tractable shot-noise model**

*by*Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten

**A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model**

*by*Jan-Oliver Menz & Lena Vogel

**Sustainability, optimality, and viability in the Ramsey model**

*by*Noël Bonneuil & Raouf Boucekkine

**Vulnerabilities in Central and Eastern European countries : Dynamics of asymmetric shocks**

*by*Aleksandra Zdzienicka

**Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data**

*by*Charles Yuji Horioka & Shizuka Sekita

**Macroeconomic Volatility and Exchange Rate Pass-through under Internationalized Production**

*by*Aurélien Eyquem & Günes Kamber

**Dynamic models of residential segregation: Brief review, analytical resolution and study of the introduction of coordination**

*by*Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen

**A Relation-algebraic Approach to Simple Games**

*by*Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

**An Agent-Based Simulation of Rental Housing Markets**

*by*John Mc Breen & Florence Goffette-Nagot & Pablo Jensen

**Applying Relation Algebra and RelView to Measures in a Social Network**

*by*Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

**Growth and Inequality: Dependence of the Time Path of Productivity Increases (and other Structural Changes)**

*by*Manoj Atolia & Santanu Chatterjee & Stephen J. Turnovsky

**Optimal Equilibria of the Best Shot Game**

*by*Paolo Pin & Luca Dall'Asta & Abolfazl Ramezanpour

**When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports**

*by*Ansgar Belke & Matthias Göcke & Martin Günther

**Europe's Twenties: A Study Using the WIATEC Model**

*by*Claudia Kemfert & Hans Kremers & Truong Truong

**Gone with the Wind?: Electricity Market Prices and Incentives to Invest in Thermal Power Plants under Increasing Wind Energy Supply**

*by*Thure Traber & Claudia Kemfert

**The international stock pollutant control: a stochastic formulation**

*by*Romera, Rosario & Casas, Omar J.

**Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys**

*by*Pena, Jorge & Escribano, Álvaro

**Microsimulation of Pension Reforms: Behavioural versus Nonbehavioural Approach**

*by*Margherita Borella & Flavia Coda Moscarola

**Methodological Issues and Models in 'History Friendly' Simulations**

*by*Christian Garavaglia

**Second-order approximation of dynamic models without the use of tensors**

*by*Paul Gomme & Paul Klein

**A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method**

*by*Borkovsky, Ron N. & Doraszelski, Ulrich & Kryukov, Yaroslav

**A Dynamic Model of Network Formation with Strategic Interactions**

*by*König, Michael & Tessone, Claudio J. & Zenou, Yves

**Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work**

*by*Fershtman, Chaim & Pakes, Ariel

**Computing DSGE Models with Recursive Preferences**

*by*Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Yao, Wen

**Risk Matters: The Real Effects of Volatility Shocks**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco & Uribe, Martín

**Incomplete-Market Equilibria Solved Recursively on an Event Tree**

*by*Dumas, Bernard J & Lyasoff, Andrew

**Sustainability, optimality, and viability in the Ramsey model**

*by*BONNEUIL, Noël & BOUCEKKINE, Raouf

**Multi-assets real options**

*by*GAHUNGU, Joachim & SMEERS, Yves

**Heuristic Optimisation in Financial Modelling**

*by*Manfred Gilli & Enrico Schumann

**Strategic options and expert systems: a fruitful marriage**

*by*Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola & Gisella Facchinetti

**An application of fuzzy expert systems to strategic investments: the case of Florim S.p.a**

*by*Gisella Facchinetti & Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola

**A fuzzy expert system for solving real-option decision processes**

*by*Carlo Alberto Magni

**Operational Risk Management using a Fuzzy Logic Inference System**

*by*Alejandro Reveiz & Carlos Léon

**Método numérico para la calibración de un modelo DSGE**

*by*Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez

**Efficient Likelihood Evaluation of State-Space Representations**

*by*David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard

**An Empirical Analysis of Alternative Portfolio Selection Criteria**

*by*Manfred GILLI & Enrico SCHUMANN

**Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses**

*by*Marc Gronwald

**Dynamics of the UK Natural Gas Industry: System Dynamics Modelling and Long-Term Energy Policy Analysis**

*by*Chi, K.C. & Reiner, D.M. & Nuttall, W.J.

**Stable Sets in Three Agent Pillage Games**

*by*Manfred Kerber & Colin Rowat

**ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One**

*by*Guillermo Escudé

**Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting**

*by*Shin-Ichi Nishiyama

**Buy-and-Hold Strategies and Comonotonic Approximations**

*by*J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de Barcelona) & S. Vanduffel (Katholieke Universiteit Leuven)

**Private long term care insurance: Theoretical approach and results applied to the Spanish case**

*by*Pablo Alonso González & Irene Albarrán Lozano

**Credit and Income: Co-Integration Dynamics of the US Economy**

*by*Athanasios Athanasenas

**Inflation Control in Central and Eastern European Countries**

*by*Fabrizio Iacone & Renzo Orsi

**Health Service Management Using Goal Programming**

*by*Anna-Maria Mouza

**Toward a Theory of Japanese Organizational Culture and Corporate Performance**

*by*Victoria Miroshnik

**Enterprise Modeling and Integration: Review and New Directions**

*by*Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris

**Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games**

*by*Chirstophe Deissenberg & Pavel Ševčík

**The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies**

*by*Andrew Hughes Hallet

**Time Varying Responses of Output to Monetary and Fiscal Policy**

*by*Dipak R. Basu & Alexis Lazaridis

**A Novel Method of Estimation Under Co-Integration**

*by*Alexis Lazaridis

**Some Unresolved Problems of Mathematical Programming**

*by*Olav Bjerkholt

**Economic Models:Methods, Theory and Applications**

*by*

**Implicit Microfoundations for Macroeconomics**

*by*Wright, Ian

**Modeling Risk Of International Country Relations**

*by*Sergey SVESHNIKOV & Victor BOCHARNIKOV

**Interdependency Between Simulation Model Development And Knowledge Management**

*by*Florica LUBAN & Daniela HINCU

**Using simulation to evaluate investment projects**

*by*LUBAN Florica

**Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random**

*by*Stefan, Marius

**Directed Gossip Algorithms, Consensus Problems, and Stability Effects of Noise Trading**

*by*Shmalz, Martin & Fujita, Masayuki & Sawodny, Oliver

**Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement**

*by*Aivazian , Sergei & Afanasiev , Mikhail & Afanasyev, Alexander

**Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential**

*by*Aivazian, Sergei & Afanasiev, Mikhail

**Solving the Capacity Optimization Problem under Demand Uncertainty**

*by*Jan Vlachý

**Analisis de la literatura teorica sobre neutralidad de red y sugerencias de politica**

*by*Alejandro Castaneda Sabido

**Compacidad en celdas aplicada al diseno de zonas electorales**

*by*Eric Rincon Garcia & Miguel Angel Gutierrez Andrade

**A Valuation Model for Project Standby Capacity**

*by*Jan Vlachý

**A method for calibrating input (and output) price elasticities**

*by*Michael M. Alba & Roehlano M. Briones

**Simulation In Inventory Management**

*by*ALEKSANDRA MARCIKIC & BORIS RADOVANOV

**Análisis multinivel de cadenas de suministros: dos técnicas de resolución del efecto bullwhip // Supply Chain Multi-level Analysis: Two Bullwhip Dampening Approaches**

*by*Ciancimino, Elena & Cannella, Salvatore & Canca Ortiz, José David & Framiñán Torres, José Manuel

**Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R**

*by*Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

**Optimal Inventory Policies for Weibull Deterioration under Trade Credit in Declining Market**

*by*Nita H. Shah & Nidhi Raykundaliya

**The Management Of The Informatics Systems Projection**

*by*Cezarina Adina TOFAN

**La misurazione integrata dei rischi bancari: uno studio simulativo**

*by*Annalisa Di Clemente

**Business Cycle Dynamics**

*by*Sebastian Wende

**A Study of Key Management for Encrypted Storage in Storage Area Network**

*by*Hai Xin LU

**Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas**

*by*Santiago Arango & John Jairo Prado & Isaac Dyner

**Using the Software Microsoft Office Excel for Financial Modeling Decision**

*by*Balacescu Aniela

**Evaluación De Políticas Públicas Para La Reducción De La Criminalidad En Medellín: Una Aproximación Con Dinámica De Sistemas**

*by*Santiago Arango & John Jairo Prado & Isaac Dyner

**Concentration risk and Basel Pillar II. Add-On or Portfolio Model? Some proposals**

*by*Michele Bonollo & Paola Mosconi & Marta Pegorin

**How Deep and How Long Could Be the Recession in Romania**

*by*Lucian-Liviu Albu & Vasile Dinu

**Optimal Diversification in Allocation Problems**

*by*Ion Purcaru

**Personaleinsatzplanung im Echtzeitbetrieb in Call Centern mit Künstlichen Neuronalen Netzen**

*by*Halyna Zakhariya & Dr. Frank Köller & Prof. Dr. Michael H. Breitner

**A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO**

*by*Albu, Lucian Liviu

**Sensitivity Analysis in Economic Simulations: A Systematic Approach**

*by*Hermeling, Claudia & Mennel, Tim

**Implicit Microfoundations for Macroeconomics**

*by*Wright, Ian

**Latin hypercube sampling with dependence and applications in finance**

*by*Packham, Natalie & Schmidt, Wolfgang M.

**FX basket options**

*by*Hakala, Jürgen & Wystup, Uwe

**Credit contagion in a network of firms with spatial interaction**

*by*Diana Barro & Antonella Basso

**Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems**

*by*Giovanni Fasano

**An efficient binomial approach to the pricing of options on stocks with cash dividends**

*by*Martina Nardon & Paolo Pianca

**A network of business relations to model counterparty risk**

*by*Diana Barro & Antonella Basso

**Allocative efficiency and traders' protection under zero intelligence behavior**

*by*Marco LiCalzi & Lucia Milone & Paolo Pellizzari

**Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs**

*by*Sergiy Gerasymchuk

**An approximate consumption function**

*by*Mario Padula

**Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model**

*by*Carl Chiarella & Viviana Fanelli & Silvana Musti

**A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions**

*by*Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

**A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions**

*by*Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

**Bifurcation Curves in Discontinuous Maps**

*by*Fabio Tramontana & Laura Gardini & Gian Italo Bischi

**Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations**

*by*Luciano Stefanini & Barnabas Bede

**A generalization of Hukuhara difference for interval and fuzzy arithmetic**

*by*Luciano Stefanini

**Identifying the Most Research Intensive Faculties of Business in Australia: A Multidimensional Approach**

*by*Valadkhani, Abbas & Ville, Simon

**Optimal taxation, social contract and the four worlds of welfare capitalism**

*by*Olivier Bargain & Amedeo Spadaro

**A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments**

*by*Victor Aguirregabiria & Chun-Yu Ho

**Technological Transfers, Limited Commitment and Growth**

*by*Alexandre Dmitriev

**Solving heterogeneous-agent models with parameterized cross-sectional distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**An Approximate Consumption Function**

*by*Mario Padula

**Long-Term Growth and Short-Term Volatility: The Labour Market Nexus**

*by*Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni

**Tracking Global Factor Inputs, Factor Earnings, and Emissions Associated with Consumption in a World Modeling Framework**

*by*Faye Duchin & Stephen H. Levine

**Strain and Inflation-Unemployment Relationship: A conceptual and empirical investigation**

*by*Daianu, Daniel & Albu, Lucian Liviu

**Volatility, Growth and Labour Elasticity**

*by*Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni

**An analytically tractable time-changed jump-diffusion default intensity model**

*by*Naoufel El-Bachir & Damiano Brigo

**Solving Linear Rational Expectations Models with Predictable Structural Changes**

*by*Adam Cagliarini & Mariano Kulish

**The Devil is in the Detail: Hints for Practical Optimisation**

*by*T M Christensen & A S Hurn & K A Lindsay

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**A report on using parallel MATLAB for solutions to stochastic optimal control problems**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek B.

**A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek B.

**The invisible polluter: Can regulators save consumer surplus?**

*by*Contreras, Javier & Krawczyk, Jacek & Zuccollo, James

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**A new method of robust linear regression analysis: some monte carlo experiments**

*by*Mishra, SK

**On construction of robust composite indices by linear aggregation**

*by*Mishra, SK

**Advancing Learning and Evolutionary Game Theory with an Application to Social Dilemmas**

*by*Izquierdo, Luis R.

**InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek

**Individual Contacts, Collective Patterns. Prato 1975-97, a story of interactions**

*by*Fioretti, Guido

**The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis**

*by*Li, Jia

**Parametrix approximations for non constant coefficient parabolic PDEs**

*by*Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio

**Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214**

*by*Olenev, Nicholas

**An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility**

*by*Li, Minqiang

**Humans versus computer algorithms in repeated mixed strategy games**

*by*Spiliopoulos, Leonidas

**Do repeated game players detect patterns in opponents? Revisiting the Nyarko & Schotter belief elicitation experiment**

*by*Spiliopoulos, Leonidas

**Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики**

*by*Rumyantsev, Mikhail I.

**Macroeconomic framework for the economy of Bangladesh**

*by*Khondker, Bazlul Haque & Raihan, Selim

**Adaptive interactive profit expectations using small world networks and runtime weighted model averaging**

*by*Bell, William Paul

**Using sentiment surveys to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Model dropshippingu w sklepie internetowym**

*by*Chodak, Grzegorz

**Simulating extended reproduction: Poverty reduction and class dynamics in Bolivia**

*by*Buzaglo, Jorge & Calzadilla, Alvaro

**Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization**

*by*Giovanis, Eleftherios

**A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods**

*by*Giovanis, eleftheios

**Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis**

*by*Giovanis, Eleftherios

**Additional Smoothing Transition Autoregressive Models**

*by*Giovanis, Eleftherios

**Neuro-Fuzzy approach for the predictions of economic crisis**

*by*Giovanis, Eleftherios

**Developing a simulator for the Greek electricity market**

*by*Sakellaris, Kostis & Vlachos, Andreas & Perrakis, Kostis & Caramanis, Michael C. & Deb, Sidart

**Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation**

*by*Oeffner, Marc

**Processing savings and work decisions through Shannon's channels**

*by*Tutino, Antonella

**A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores**

*by*Mishra, SK

**The role in enabling government to organize and operate itself in a more efficient and cost effective manner by using the information technology**

*by*Vatuiu, Teodora & Popeanga, Vasile

**The utilization of the executive informatics systems for management challenge implementation**

*by*Vatuiu, Teodora

**Oracle HRMS for the human resources management in the public sector**

*by*Vatuiu, Teodora & Lungu, Ion

**Grid-enabled estimation of structural economic models**

*by*Zhorin, Victor & Stef-Praun, Tiberiu

**Algorithmic complexity theory and the relative efficiency of financial markets - Updated**

*by*Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio

**On the optimality of academic rankings of regions with RePEc data**

*by*Mishra, SK

**Can planners control competitive generators?**

*by*Contreras, Javier & Krawczyk, Jacek & Zuccollo, James

**Experience vs. Obsolescence: A Vintage-Human-Capital Model**

*by*Kredler, Matthias

**Hedging error in Lévy models with a Fast Fourier Transform approach**

*by*Flavio Angelini & Marco Nicolosi

**Supply Chain Coordination Model with Retailer fs Risk Attitudes**

*by*Huy CHHAING

**Incomplete-Market Equilibria Solved Recursively on an Event Tree**

*by*Bernard Dumas & Andrew Lyasoff

**The Italian Corporate Network, 1952-1983: New Evidence Using the Interlocking Directorates Technique**

*by*Alberto Rinaldi & Michelangelo Vasta

**On human capital and economic growth with random technology shocks**

*by*Alberto BUCCI & Cinzia COLAPINTO & Martin FORSTER & Davide LA TORRE

**Computational Complexity in Additive Hedonic Games**

*by*Sung, Shao-Chin & Dimitrov, Dinko

**Trend Extraction From Time Series With Structural Breaks and Missing Observations**

*by*Schlicht, Ekkehart

**Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia**

*by*Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

**Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise**

*by*Pedro de Araujo

**Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare**

*by*Ian McCarthy

**Optimal taxation, social contract and the four worlds of welfare capitalism**

*by*Amedeo Spadaro

**Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors**

*by*Grant Hillier & Raymond Kan & Xiaolu Wang

**Computationally efficient recursions for top-order invariant polynomials with applications**

*by*Grant Hillier & Raymond Kan & Xiaolu Wang

**Stock Picking via Nonsymmetrically Pruned Binary Decision Trees**

*by*Anton Andriyashin

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

**Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality**

*by*Viktor Winschel & Markus Krätzig

**Visualizing exploratory factor analysis models**

*by*Sigbert Klinke & Cornelia Wagner

**Independent Component Analysis Via Copula Techniques**

*by*Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

**Recovery Process Model**

*by*Itoh, Yuki

**Network Neutrality on the Internet: A Two-sided Market Analysis**

*by*Economides, Nicholas & Tåg, Joacim

**Metropolis-Hastings prefetching algorithms**

*by*Strid, Ingvar

**An Exploration of Regression-Based Data Mining Techniques Using Super Computation**

*by*Antony Davies

**Conditional Spatial Quantile: Characterization and Nonparametric Estimation**

*by*Mohamed CHAOUCH (IMB, Université de Bourgogne) & Ali GANNOUN (CNAM, Paris) & Jérôme SARACCO (GREThA)

**Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?**

*by*M. Shahid Ebrahim

**Entry and exit as a source of aggregate productivity growth in two alternative technological regimes**

*by*Carlos Carreira & Paulino Teixeira

**Chebyshev polynomial approximation to approximate partial differential equations**

*by*Guglielmo Maria Caporale & Mario Cerrato

**Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner's Dilemma Game**

*by*Jason Barr & Troy Tassier

**Computational Complexity in Additive Hedonic Games**

*by*Dinko Dimitrov & Shao-Chin Sung

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal**

*by*Christian De Peretti & Carole Siani

**Tactical and Strategic Sales Management for Intelligent Agents Guided By Economic Regimes**

*by*Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P.

**Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering**

*by*Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C.

**Selection of the number of frequencies using bootstrap techniques in log-periodogram regression**

*by*Arteche González, Jesús María & Orbe Lizundia, Jesús María

**Copula-Based Nonlinear Quantile Autoregression**

*by*Xiaohong Chen & Roger Koenker & Zhijie Xiao

**Nouveaux instruments d’évaluation pour le risque financier d’entreprise**

*by*Greta Falavigna

**Discretization of Highly-Persistent Correlated AR(1) Shocks**

*by*Damba Lkhagvasuren & Ragchaasuren Galindev

**Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty**

*by*Den Haan, Wouter

**Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents**

*by*Den Haan, Wouter

**Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation**

*by*Den Haan, Wouter & Rendahl, Pontus

**A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method**

*by*Borkovsky, Ron N. & Doraszelski, Ulrich & Kryukov, Yaroslav

**Space-time patterns of urban sprawl, a 1D cellular automata and microeconomic approach**

*by*CARUSO, Geoffrey & PEETERS , Dominique & CAVAILHES, Jean & ROUNSEVELL, Mark

**La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera**

*by*Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui

**Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models**

*by*M. Bigeco & E. Grosso & E. Otranto

**A Real Option Approach to the Protection of a Habitat Dependent Endangered Species**

*by*Skander Ben Abdallah & Pierre Lasserre

**The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing**

*by*Marc Chesney & Luca Taschini

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model**

*by*Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu

**Generalized Quadratic Revenue Functions**

*by*Robert G. Chambers & Rolf Färe & Shawna Grosskopf & Michael Vardanyan

**Using Chebyshev Polynomials to Approximate Partial Differential Equations**

*by*Guglielmo Maria Caporale & Mario Cerrato

**Value Function Iteration as a Solution Method for the Ramsey Model**

*by*Burkhard Heer & Alfred Maussner

**(The Evolution of) Post-Secondary Education: A Computational Model and Experiments**

*by*Andreas Ortmann & Sergey Slobodyan

**Trading Favors: Optimal Exchange and Forgiveness**

*by*Christine Hauser & Hugo Hopenhayn

**Evaluating Government’s Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation**

*by*Zhang, T. & Nuttall, W.J.

**Long-Term Growth and Short-Term Volatility: The Labour Market Nexus**

*by*Annicchiarico, B. & Corrado, L. & Pelloni, A.

**Taking a shower in Youth Hostels: risks and delights of heterogeneity**

*by*Christina Matzke & Damien Challet

**Network models and financial stability**

*by*Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo

**Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG**

*by*Luca Arciero & Claudia Biancotti & Leandro Dï¿½Aurizio & Claudio Impenna

**PelicanHPC Tutorial**

*by*Michael Creel

**A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics**

*by*Xavier Vilà

**Evaluating Implications of Agricultural Policies in a Rural Region through a CGE Analysis**

*by*Andrea BONFIGLIO

**A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata**

*by*Juan Muro & Cristina Suárez & María del Mar Zamora

**Option Pricing by Partial Differential Equations**

*by*Ömür Uğur

**Random Numbers and Monte Carlo Simulation**

*by*Ömür Uğur

**The Black-Scholes Equation**

*by*Ömür Uğur

**Stochastic Differential Equations**

*by*Ömür Uğur

**Option Pricing and Binomial Methods**

*by*Ömür Uğur

**Introduction**

*by*Ömür Uğur

**An Introduction to Computational Finance**

*by*Ömür Ugur

**ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina**

*by*

**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

*by*Sudhanshu Kumar MISHRA

**Strategic Experimentation and Disruptive Technological Change**

*by*Fabiano Schivardi & Martin Schneider

**Determining the best evolution path for export industries using product spaces**

*by*Cyrus Paolo M. Buenafe

**First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights**

*by*Martina Nardon

**Algorithmic Approaches to Game-theoretical Modeling and Simulation**

*by*Martin Hrubý

**The Devil is in the Detail: Hints for Practical Optimisation**

*by*Christensen, T.M. & Hurn, A.S. & Lindsay, K.A.

**Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence**

*by*Edson Bastos e Santos & Nelson Ithiro Tanaka

**Equilíbrio com Desemprego Involuntário em um Modelo de Ciclo-Limite Convencional**

*by*Fabrício Jose Missio & Jose Luis Oreiro

**Differentiability of the Value Function without Interiority Assumptions**

*by*Manuel Santos & Juan Pablo Rincon-Zapatero

**Default Contagion in Large Homogeneous Portfolios**

*by*Herbertsson, Alexander

**Estimating the Output Gap in a Changing Economy**

*by*Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya

**Die ersten Tage im Studium der Wirtschaftsinformatik**

*by*Lämmel, Uwe & Vilkner, Eberhard

**Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance**

*by*Giuseppe De Nadai & Paolo Pianca

**Asset price dynamics with small world interactions under hetereogeneous beliefs**

*by*Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov

**Bayesian Inference on Dynamic Models with Latent Factors**

*by*Monica Billio & Roberto Casarin & Domenico Sartore

**The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations**

*by*Marco P. Tucci & David A. Kendrick & Hans M. Amman

**Unbiased covariance estimation with interpolated data**

*by*Taro Kanatani & Roberto Reno'

**Expected optimal feedback with Time-Varying Parameters**

*by*Marco P. Tucci & David A. Kendrick & Hans M. Amman

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations**

*by*Luciano Stefanini

**Differential Evolution Methods for the Fuzzy Extension of Functions**

*by*Luciano Stefanini

**On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations**

*by*Luciano Stefanini & Maria Letizia Guerra

**Representing fuzzy numbers for fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**An LU-fuzzy calculator for the basic fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**Why Are Firms Sometimes Unwilling to Reduce Costs?**

*by*X. Henry Wang & Jingang Zhao

**A Solution Method for Linear Rational Expectation Models under Imperfect Information**

*by*Katsuyuki Shibayama

**Modelling Credit Spreads evolution using the Cox Process within the HJM framework**

*by*Viviana Fanelli & Silvana Musti

**Pricing of CDS Options with the HJM approach: a Numerical Implementation**

*by*Viviana Fanelli & Silvana Musti

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

**Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**Learning by Doing vs. Learning from Others in a Principal-Agent Model**

*by*Jasmina Arifovic & Alexander Karaivanov

**Segregation and Strategic Neighborhood Interaction**

*by*Jason Barr & Troy Tassier

**Maximum likelihood estimation of an extended latent markov model for clustered binary panel data**

*by*Francesco Bartolucci & Valentina Nigro

**An exact formula for default swaptions’ pricing in the SSRJD stochastic intensity model**

*by*Damiano Brigo & Naoufel El-Bachir

**The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment**

*by*Willenbockel, Dirk

**Mises, Kantorovich and Economic Computation**

*by*Cockshott, W. Paul

**First Derivatives of the log-L for the multivariate probit model**

*by*Vargas Barrenechea, Martin

**Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry**

*by*Ch'ng, Kean Siang

**К Проблеме Формализации Бизнес-Процессов Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Least squares estimation of joint production functions by the Differential Evolution method of global optimization**

*by*Mishra, SK

**A note on least squares fitting of signal waveforms**

*by*Mishra, SK

**Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves**

*by*Mishra, SK

**Higher order approximations of stochastic rational expectations models**

*by*Kowal, Pawel

**A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis**

*by*Mishra, SK

**CMS swaps in separable one-factor Gaussian LLM and HJM model**

*by*Henrard, Marc

**Examining the relationship between firm internationalization and firm performance: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**The nearest correlation matrix problem: Solution by differential evolution method of global optimization**

*by*Mishra, SK

**Using a finite horizon numerical optimisation method for a periodic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek

**Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program**

*by*Mishra, SK

**Are Pound and Euro the Same Currency? - Updated**

*by*Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio

**A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes**

*by*Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees

**Параллельное Программирование В Matlab М Его Приложения**

*by*Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

**Algorithm of arithmetical operations with fuzzy numerical data**

*by*Bocharnikov, Victor & Sveshnikov, Sergey

**Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno**

*by*Sveshnikov, Sergey & Bocharnikov, Victor

**Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options**

*by*Henrard, Marc

**Enforcement of Regulation, Irregular Sector, and Firm Performance**

*by*Bonaventura, Luigi & Orlando, Danilo

**Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes**

*by*Salerno, Gillian & Beard, Rodney & McDonald, Stuart

**Numerical solution of linear models in economics: The SP-DG model revisited**

*by*T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos

**Do Voters Vote Ideologically?, Third Version**

*by*Arianna Degan & Antonio Merlo

**Competitive Equilibria in Semi-Algebraic Economies**

*by*Felix Kuber & Karl Schmedders

**News versus Sunspot Shocks in Linear Rational Expectations Models**

*by*Lilia Karnizova

**Conditioning and Hessians in analytical and numerical optimization - Some illustrations**

*by*Christie Smith

**Jump Bidding and Budget Constraints in All-Pay Auctions and Wars of Attrition**

*by*Eddie Dekel & Matthew Jackson & Asher Wolinsky

**Re-reading Jevons's Principles of Science-Induction Redux**

*by*K. Vela Velupillai

**Net Neutrality on the Internet: A Two-sided Market Analysis**

*by*Nicholas Economides & Joacim Tåg

**Net Neutrality on the Internet: A Two-sided Market Analysis**

*by*Nicholas Economides & Joacim Tåg

**“Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet**

*by*Nicholas Economides

**A New Approach to Drawing States in State Space Models**

*by*William J. McCausland & Shirley Miller & Denis Pelletier

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Beam search-based algorithms for the circular packing problem**

*by*Hakim Akeb & Mhand Hifi

**Sensitivity analysis of the knapsack sharing problem : perturbation of the profit**

*by*Tarik Belgacem & Mhand Hifi

**Sensitivity analysis of the knapsack sharing problem : perturbation of the weight**

*by*Tarik Belgacem & Mhand Hifi

**Algorithms for the circular open dimension problem**

*by*Hakim Akeb & Mhand Hifi

**Adaptive beam search solution procedures for constrained circular cutting problems**

*by*Hakim Akeb & Mhand Hifi

**The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets**

*by*Gaël Giraud

**Trend Extraction From Time Series With Missing Observations**

*by*Schlicht, Ekkehart

**Trend Extraction From Time Series With Structural Breaks**

*by*Schlicht, Ekkehart

**Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations**

*by*Taro Kanatani

**Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools**

*by*Ackland, Robert & Shorish, Jamsheed

**Mixtures of t-distributions for Finance and Forecasting**

*by*Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert

**Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model**

*by*Shorish, Jamsheed

**Homogeneity, Saddle Path Stability, and Logarithmic Preferences in Economic Models**

*by*Dirk Bethmann

**Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily**

*by*Alexander Meyer-Gohde

**Embedding R in the Mediawiki**

*by*Sigbert Klinke & Olga Zlatkin-Troitschanskaia

**Conditional Complexity of Compression for Authorship Attribution**

*by*Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

**Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach**

*by*Takamizawa, Hideyuki & Shoji, Isao

**Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)**

*by*Carling, Kenneth & Alam, Moudud

**Computational Efficiency in Bayesian Model and Variable Selection**

*by*Eklund, Jana & Karlsson, Sune

**Modelling Default Contagion Using Multivariate Phase-Type Distributions**

*by*Herbertsson, Alexander

**Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach**

*by*Herbertsson, Alexander

**Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach**

*by*Herbertsson, Alexander & Rootzén, Holger

**Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution**

*by*Trimborn, Timo

**Convergence in Finite Cournot Oligopoly with Social and Individual Learning**

*by*Thomas VALLEE (LEN - IAE Nantes) & Murat YILDIZOGLU (GREThA)

**Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário**

*by*Fabrício J. Missio & José Luís Oreiro

**Smart Forward Shooting**

*by*Manoj Atolia & Edward F. Buffie

**The Computational Difficulty of Bribery in Qualitative Coalitional Games**

*by*Andrew Dowell & Michael Wooldridge & Peter McBurney

**A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models**

*by*Christian Kascha

**On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents**

*by*Riccardo Magnani & Jean Mercenier

**Inflation premium and oil price volatility**

*by*Paul Castillo & Carlos Montoro & Vicente Tuesta

**Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application**

*by*Ivano Azzini & Riccardo Girardi & Marco Ratto

**Markov Perfect Industry Dynamics with Many Firms**

*by*Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin

**Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend**

*by*Rodolphe Buda

**From simple growth to numerical simulations: a primer in dynamic programming**

*by*Gianluca Femminis

**Constrained Monopoly Pricing with Random Participation**

*by*Basaluzzo, Gabriel & Miravete, Eugenio J

**Do Voters Vote Sincerely?**

*by*Degan, Arianna & Merlo, Antonio

**Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions**

*by*Algan, Yann & Allais, Olivier & Den Haan, Wouter

**Clusters en cultivos ilícitos: determinantes y dinámicas**

*by*José Alberto Guerra & Julián David Parada & Juan Pablo García

**Inflation Premium and Oil Price Volatility**

*by*Paul Castillo & Carlos Montoro & Vicente Tuesta

**Identifying Fuel Poverty Using Objective and Subjective Measures**

*by*Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang

**An Agent Based Simulation Of Smart Metering Technology Adoption**

*by*Zhang, T. & Nuttall, W.J.

**Time-Consistent Control in Non-Linear Models**

*by*Steve Ambler & Florian Pelgrin

**Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data**

*by*Carlos Martins

**Calibration of CES functions for real-world multisectoral modeling**

*by*Ferran Sancho

**A Computable General Equilibrium Approach to Hypothetical Extractions and Missing Links**

*by*M. Alejandro Cardenete & Ferran Sancho

**Future Developments of the Model**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Validation: After Decimalization and the Tick-Size Change**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Phase Transitions in the Market**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Calibration**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Learning, Evolution and Tick Size Effects**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Spread Clustering**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Agent-Based Model and Simulation Results**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Market Dynamics — Analytical Results**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Foresight, Unpredictability and Strategies**

*by*VINCENT DARLEY & ALEXANDER V OUTKIN

**Interest Rate Proprietary Trading Strategies**

*by*YI TANG & BIN LI

**Inflation Linked Instruments Modeling**

*by*YI TANG & BIN LI

**Yield Decomposition Model**

*by*YI TANG & BIN LI

**The Holy Grail — Two-Factor Interest Rate Arbitrage**

*by*YI TANG & BIN LI

**Two-Factor Risk Model**

*by*YI TANG & BIN LI

**Yield Curve Modeling**

*by*YI TANG & BIN LI

**Simple Interest Rate Products**

*by*YI TANG & BIN LI

**Credit Risk Modeling and Pricing**

*by*YI TANG & BIN LI

**The Interest Rate Market Model**

*by*YI TANG & BIN LI

**The Heath-Jarrow-Morton Framework**

*by*YI TANG & BIN LI

**Introduction to Interest Rate Term Structure Modeling**

*by*YI TANG & BIN LI

**Martingale Resampling and Interpolation**

*by*YI TANG & BIN LI

**The Black-Scholes Framework and Extensions**

*by*YI TANG & BIN LI

**Martingale Arbitrage Pricing in Real Market**

*by*YI TANG & BIN LI

**Introduction to Counterparty Credit Risk**

*by*YI TANG & BIN LI

**A NASDAQ Market Simulation:Insights on a Major Market from the Science of Complex Adaptive Systems**

*by*Vince Darley & Alexander V Outkin

**Self-organization of R&D search in complex technology spaces**

*by*Gerald Silverberg & Bart Verspagen

**Some equivalences in linear estimation (in Russian)**

*by*Dmitry Danilov & Jan R. Magnus

**Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice**

*by*Jiří Málek & Jarmila Radová & Filip Štěrba

**Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©**

*by*Merino, María & Vadillo, Fernando

**Modelo no lineal basado en redes neuronales de unidades producto para clasificación. Una aplicación a la determinación del riesgo en tarjetas de crédito = Non-linear model for classification based on product-unit neural networks. An application to determine credit card risk**

*by*Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos

**Multicriteria Framework for the Prediction of Corporate Failure in the UK**

*by*Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras

**Konjunkturanalysen mit DIWAX**

*by*Stefan Kooths

**Diversificación y valor en riesgo de un portafolio de acciones**

*by*Jaime Villamil

**Organizational Capital, Learning-by-Doing and Investment Volatility**

*by*Fabiano Rodrigues Bastos

**The Optimal Long-Run Inflation Rate for the U.S. Economy**

*by*Roberto M. Billi

**The trade-off technological Vs environmental efficiency at glance**

*by*Raouf Boucekkine & Thomas Vallee

**Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction**

*by*Michael Reiter

**Particle Swarm Optimization in Economics**

*by*Mico Mrkaic

**Semi-Markov Regime Switching Regression Models**

*by*Ingo Bulla

**Structured Hidden Markov Models**

*by*Jan Bulla & Ingo Bulla

**A Karush-Kuhn-Tucker test of convexity for univariate observations**

*by*Sofia Georgiadou & Ioannis C. Demetriou

**An Alternative to Stationarization**

*by*Michel Juillard

**The impact of expectations in an agent-based model**

*by*Gottfried Haber

**A Genetic Algorithm for UPM/LPM Portfolios**

*by*David Moreno & David Nawrocki & Ignacio Olmeda

**ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms**

*by*Andi Kabili & Jaya Krishnakumar

**A Reliable Technique for Accurately Computing Unconditional Variances**

*by*Gary S. Anderson

**Using genetic algorithms to improve the term structure of interest rates fitting**

*by*Ricardo Gimeno & Juan M. Nave

**Impact of International Technological-Knowledge Diffusion on Southern Convergence**

*by*Oscar Afonso & Paulo B Vasconcelos

**Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models**

*by*Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer

**Computing the Distributions of Economic Models via Simulation**

*by*John Stachurski & University of Melbourne

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Manfred Gilli & Peter Winker & Vahidin Jeleskovic

**Cooperative home financing**

*by*M. Shahid Ebrahim

**A Practical Guide to Inference in Simulation Models**

*by*Thomas Brenner & Claudia Werker

**Quantifying the costs of investment limits for Chilean pension funds**

*by*Solange M. Berstein & Rómulo A. Chumacero

**Accurate Value-at-Risk forecast with the (good old) normal-GARCH model**

*by*Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S.

**Bond pricing when the short term interest rate follows a threshold process**

*by*Lemke, Wolfgang & Archontakis, Theofanis

**Incentives and Coordination in Vertically Related Energy Markets**

*by*Augusto Rupérez Micola & Albert Banal Estañol & Derek W. Bunn

**Computation of the compensating variation within a random utility model using GAUSS software**

*by*Marilena Locatelli & Steinar Strøm

**On the efficient application of the repeated Richardson extrapolation technique to option pricing**

*by*Luca Barzanti & Corrado Corradi & Martina Nardon

**Financial trading systems: Is recurrent reinforcement the via?**

*by*Francesco Bertoluzzo & Marco Corazza

**Simple Market Protocols for Efficient Risk Sharing**

*by*Marco LiCalzi & Paolo Pellizzari

**Learning and equilibrium selection in a coordination game with heterogeneous agents**

*by*Alberto Fogale & Paolo Pellizzari & Massimo Warglien

**The allocative effectiveness of market protocols under intelligent trading**

*by*Marco LiCalzi & Paolo Pellizzari

**Markov Perfect Equilibria in the Ramsey Model**

*by*Paul Pichler & Gerhard Sorger

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance**

*by*Nicola Bruti-Liberati & Eckhard Platen

**Cooperation with Defection**

*by*Ennio Bilancini & Leonardo Boncinelli

**Solving heterogeneous-agent models by projection and perturbation**

*by*Michael Reiter

**Knowledge flows and the geography of networks. A strategic model of small worlds formation**

*by*Nicolas Carayol & Pascale Roux

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

**Why some clusters succeed whereas others decline ? Modelling the ambivalent stability properties of clusters**

*by*Raphaël Suire & Jérome Vicente & Yan Dala Pria

**Quantity Constrained General Equilibrium**

*by*Babenko, R. & Talman, A.J.J.

**Optimal Fourier Inversion in Semi-analytical Option Pricing**

*by*Roger Lord & Christian Kahl

**Why the Rotation Count Algorithm works**

*by*Roger Lord & Christian Kahl

**A Comparison of Biased Simulation Schemes for Stochastic Volatility Models**

*by*Roger Lord & Remmert Koekkoek & Dick van Dijk

**Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**A Broad-Spectrum Computational Approach for Market Efficiency**

*by*Olivier Brandouy & Philippe Mathieu

**Global sensitivity analysis for macro-economic models**

*by*Marco Ratto

**E-consumers' search and emerging structure of B-to-C coalitions**

*by*Jacques Laye & Charis Lina & Herve Tanguy

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory**

*by*Christian de Peretti & Carole Siani

**Learning Parameters in Non Linear Ecological Models**

*by*W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

**Technological Transfers, Limited Commitment and Growth**

*by*Alexandre Dmitriev

**Inflation Premium and Oil Price Volatility**

*by*Paul Castillo & Carlos Montoro

**Inequality Constraints in Recursive Economies**

*by*Rendahl Pontus

**Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models**

*by*Peter Zadrozny & Baoline Chen

**Computing General Equilibrium Models with Occupational Choice and Financial Frictions**

*by*António Antunes & Tiago Cavalcanti & Anne Villamil

**On the Determinacy of Monetary Policy under Expectational Errors**

*by*Jagjit S. Chadha & Luisa Corrado

**Markov Perfect Industry Dynamics with Many Firms**

*by*Gabriel Weintraub & Lanier Benkard & Benjamin Van Roy

**Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model**

*by*Damiano Brigo & Naoufel El-Bachir

**Bayesian Estimation of Dynamic Discrete Choice Models**

*by*Susumu Imai & Neelam Jain & Andrew Ching

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Computing General Equilibrium Models with Occupational Choice and Financial Frictions**

*by*António R. Antunes & Tiago V. de V. Cavalcanti & Anne Villamil

**Advertising in Duopoly Market**

*by*Situngkir, Hokky

**Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization**

*by*Mishra, SK

**Global Optimization by Particle Swarm Method:A Fortran Program**

*by*Mishra, SK

**Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series**

*by*Bulla, Jan

**Design and Implementation of a Database for the Estimation of Environmental Indicators in an Input - Output Framework with the Use of NAMEA Tables**

*by*Belegri-Roboli, Athena & Markaki, Maria & Michaelides, Panayotis G. & Milios, John G. & Papakyriakopoulos, Thymios & Tsolas, Ioannis

**Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions**

*by*Mishra, SK

**The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods**

*by*Mishra, SK

**Assessing the Research Performance of Australian Universities**

*by*Valadkhani, Abbas & Worthington, Andrew

**Обобщенная Математическая Модель Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Labor market policy evaluation with an agent-based model**

*by*Neugart, Michael

**Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization**

*by*Mishra, SK

**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

*by*Mishra, SK

**Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions**

*by*Mishra, SK

**Social Consequences of Commitment**

*by*Isaac, Alan G

**Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines**

*by*McDonald, Stuart

**The value of information in a multi-agent market model**

*by*Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael

**Non-linear models: applications in economics**

*by*Albu, Lucian-Liviu

**Collective Social Dynamics and Social Norms**

*by*Fent, Thomas

**Some new test functions for global optimization and performance of repulsive particle swarm method**

*by*Mishra, Sudhanshu

**The Levy sections theorem revisited**

*by*Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

**Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions**

*by*Mishra, SK

**Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization**

*by*Mishra, SK

**Simulating the enforcement policies for irregular sector in the Italian labour reform**

*by*Bonaventura, Luigi

**Artificiality in Social Sciences**

*by*Rennard, Jean-Philippe

**Some critical comments on credit risk modeling**

*by*ilya, gikhman

**NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints**

*by*Krawczyk, Jacek & Azzato, Jeffrey

**SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem**

*by*Azzato, Jeffrey & Krawczyk, Jacek

**Estimation of Zellner-Revankar Production Function Revisited**

*by*Mishra, SK

**NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games**

*by*Krawczyk, Jacek & Zuccollo, James

**Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions**

*by*Mishra, SK

**Human capital and corruption: a microeconomic model of the bribes market with democratic contestability**

*by*Pedro Cosme Costa Vieira & Aurora A.C. Teixeira

**Numerical computation for initial value problems in economics**

*by*Óscar Afonso & Paulo B. Vasconcelos

**Do Voters Vote Sincerely? Second Version**

*by*Arianna Degan & Antonio Merlo

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Random Correlation Matrix and De-Noising**

*by*Ken-ichi Mitsui & Yoshio Tabata

**Linear-Quadratic Approximation of Optimal Policy Problems**

*by*Pierpaolo Benigno & Michael Woodford

**E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models**

*by*Bennett T. McCallum

**Continuous State Dynamic Programming via Nonexpansive Approximation**

*by*John Stachurski

**Computing the Distributions of Economic Models Via Simulation**

*by*John Stachurski

**Optimal Nonlinear Labor Income Taxation in Dynamic Economies**

*by*Salvador Balle & Amedeo Spadaro

**Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation**

*by*Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil

**Functional Rational Expectations Equilibria in Market Games**

*by*Shorish, Jamsheed

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**Using Stata for a memory saving fixed effects estimation for the three-way error component model**

*by*Cornelißen, Thomas

**Approximate Solutions to Dynamic Models - Linear Methods**

*by*Harald Uhlig

**A Combined Approach for Segment-Specific Analysis of Market Basket Data**

*by*Yasemin Boztug & Thomas Reutterer

**On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach**

*by*Lensberg, Terje & Schenk-Hoppé, Klaus Reiner

**Closed form spread option valuation**

*by*Bjerksund, Petter & Stensland, Gunnar

**Computing Normalized Equilibria in Convex-Concave Games**

*by*Flam, Sjur & Ruszczynski, A.

**Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods**

*by*Muller, Adrian

**Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods**

*by*Muller, Adrian

**On Stabilizing or Deregulating Food Prices**

*by*Flåm, Sjur Didrik & Gaasland, Ivar & Vårdal, Erling

**Computing Normalized Equilibria in Convex-Concave Games**

*by*Flåm, Sjur Didrik & Ruszczynski, A.

**Applications of Relations and Graphs to Coalition Formation**

*by*Agnieszka Rusinowska & Rudolf Berghammer & Harrie de Swart

**Inequality Constraints in Recursive Economies**

*by*Pontus Rendahl

**Numerical solution of optimal control problems with constant control delays**

*by*Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes P. Schlöder

**Divide to conquer? The Silicon Valley - Boston 128 case revisited**

*by*Kerstin Press

**Two Algorithms for Solving the Walrasian Equilibrium Inequalities**

*by*Donald J. Brown & Ravi Kannan

**Pricing of Complementary Goods and Network Effects**

*by*Viard, V. Brian & Economides, Nicholas

**Computing General Equilibrium Models with Occupational Choice and Financial Frictions**

*by*AntÃƒÂ³nio Antunes & Tiago Cavalcanti & Anne Villamil

**Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks**

*by*Greta Falavigna

**Adaptive Learning in Practice**

*by*Carceles-Poveda, Eva & Giannitsarou, Chryssi

**The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al**

*by*Arie ten Cate

**Running Simulations Faster on Multi-Processor or 64-Bit PCs via GEMPACK**

*by*J Mark Horridge & Ken Pearson

**Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges**

*by*Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang

**On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach**

*by*Terje Lensberg & Klaus Reiner Schenk-Hoppe

**Axiomatization of the AGM theory of belief revision in a temporal logic**

*by*Giacomo Bonanno

**LABORsim: an Agent-Based Microsimulation of Labour Supply. An Application to Italy**

*by*Roberto Leombruni & Matteo Richiardi

**Exploring a New ExpAce: The Complementarities between Experimental Economics and Agent-based Computational Economics**

*by*Bruno Contini & Roberto Leombruni & Matteo Richiardi

**How hard is the euro area core? : an evaluation of growth cycles using wavelet analysis**

*by*Vrowley, Patrick M. & Maraun, Douglas & Mayes, David

**Pricing risky bank loans in the new Basel II environment**

*by*Hasan, Iftekhar & Zazzara, Cristiano

**Genetic algorithm estimation of interest rate term structure**

*by*Ricardo Gimeno & Juan M. Nave

**ACE Models of Endogenous Interactions**

*by*Vriend, Nicolaas J.

**Some Fun, Thirty-Five Years Ago**

*by*Schelling, Thomas C.

**Agent-Based Macro**

*by*Leijonhufvud, Axel

**Coordination Issues in Long-Run Growth**

*by*Howitt, Peter

**Remarks on the Foundations of Agent-Based Generative Social Science**

*by*Epstein, Joshua M.

**Agent-based Modeling as a Bridge Between Disciplines**

*by*Axelrod, Robert

**Out-of-Equilibrium Economics and Agent-Based Modeling**

*by*Arthur, W. Brian

**Computational Laboratories for Spatial Agent-Based Models**

*by*Dibble, Catherine

**Governing Social-Ecological Systems**

*by*Janssen, Marco A. & Ostrom, Elinor

**Computational Methods and Models of Politics**

*by*Kollman, Ken & Page, Scott E.

**Automated Markets and Trading Agents**

*by*MacKie-Mason, Jeffrey K. & Wellman, Michael P.

**Market Design Using Agent-Based Models**

*by*Marks, Robert

**Agent-Based Models of Organizations**

*by*Chang, Myong-Hun & Harrington, Joseph Jr.

**Agent-based Models of Innovation and Technological Change**

*by*Dawid, Herbert

**Agent-based Computational Finance**

*by*LeBaron, Blake

**Heterogeneous Agent Models in Economics and Finance**

*by*Hommes, Cars H.

**Social Dynamics: TheorY AND Applications**

*by*Young, H. Peyton

**Economic Activity on Fixed Networks**

*by*Wilhite, Allen

**Agent-Based Models and Human Subject Experiments**

*by*Duffy, John

**Agent Learning Representation: Advice on Modelling Economic Learning**

*by*Brenner, Thomas

**Computationally Intensive Analyses in Economics**

*by*Judd, Kenneth L.

**Agent-Based Computational Economics: A Constructive Approach to Economic Theory**

*by*Tesfatsion, Leigh

**Business Cycles in Bulgaria and the Baltic Countries: An RBC Approach**

*by*Vasilev, Aleksandar

**Handbook of Computational Economics**

*by*

**On the Application of Genetic Algorithms to Differential Equations**

*by*Mateescu, George Daniel

**Una introducción a la computación evolutiva y algunas de sus aplicaciones en Economía y Finanzas = An Introduction to Evolutionary Computation and Some of its Applications in Economics and Finance**

*by*Santana Quintero, Luis Vicente & Coello Coello, Carlos A.

**Algoritmo Tabú para un problema de distribución de espacios = Tabu Search Algorithm for a Room Allocation Problem**

*by*G. Hernández-Díaz, Alfredo & Guerrero Casas, Flor M. & Caballero Fernández, Rafael & Molina Luque, Julián

**Cournot or Walras? Long-Run Results in Oligopoly Games**

*by*Thomas Riechmann

**The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates**

*by*T.J. Brailsford & J. H.W. Penm & R.D. Terrell

**Nemlineáris, sztochasztikus differenciaegyenletek megoldása Uhlig-algoritmussal**

*by*Horváth, Áron

**Human Capital and Corruption: A microeconomic model of the bribes market with democratic contestability**

*by*Pedro Vieira & Aurora Teixeira

**Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market**

*by*Ken Hung & Chang-Wen Duan & Chin W. Yang

**Modelos de valoración de opciones europeas en tiempo continuo**

*by*Jaime Villamil

**Application of Compound Options in the Evaluation of American Puts**

*by*José Ferreira Marinho Junior & Mauro Antonio Rincon

**Adaptive Control for Economic Models Revisited**

*by*David A. Kendrick

**Automated detection and explanation of exceptional values in a datamining environment**

*by*Hennie Daniels & Emiel Caron

**Option pricing with sparse grids**

*by*Thomas Mertens

**A Computational Approach to Proving Uniqueness in Dynamic Games**

*by*Karl Schmedders & Ken Judd

**Computation of Moral-Hazard Problems**

*by*Kenneth L. Judd & Che-Lin Su

**Portfolio Choice and Permanent Income**

*by*Stanley Zin & Thomas Tallarini

**A decomposition method to deflate the curse of dimensionality for dynamic stochastic models**

*by*Mercedes Esteban-Bravo & F. Javier Nogales

**General Equilibrium Implications of the Capital Adequacy Regulation for Banks**

*by*Roger Aliaga-Diaz

**Alternative Characterizations of the European Continuous-Installment Option Valuation Problem**

*by*Ilir Roko & Pierangelo Ciurlia

**A Numerical Dynamic Programming Algorithm for Optimal Learning Problems**

*by*Volker Wieland

**An Overview of Automatic Differentiation**

*by*Jean Utke & Paul D Hovland

**Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy**

*by*Eric Swanson & Gary Anderson & Andrew Levin

**Solving SDGE Models: Approximation About The Stochastic Steady State**

*by*Michel Juillard & Ondra Kamenik

**Optimal Policy Under Sticky Prices: How to Get Accurate Solutions**

*by*Michael Reiter

**Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey**

*by*Ken-ichi Mitsui & Yoshio Tabata

**FAUN 1.1 User Manual**

*by*Simon König & Frank Köller & Prof. Dr. Michael H. Breitner

**Optimierung von Warteschlangensystemen in Call Centern auf Basis von Kennzahlenapproximation**

*by*Frank Köller & Prof. Dr. Michael H. Breitner

**Optimization By Using Evolutionary Algorithms With Genetic Acquisitions**

*by*Mateescu, George Daniel

**El componente de largo plazo de la relación entre la remuneración al ejecutivo y el desempeño de la empresa**

*by*Di Giannatale, Sonia

**Decomposing Integrated Assessment Climate Change**

*by*Böhringer, Christoph & Löschel, Andreas & Rutherford, Thomas F.

**On the Transition from Instantaneous to Time-Lagged Capital Accumilation: The Case of Leontief Type Production Functions**

*by*Winkler, Ralph & Brandt-Pollmann, Ulrich & Moslener, Ulf & Schlöder, Johannes

**The convergence of optimization based estimators : theory and application to a GARCH-model**

*by*Winker, Peter & Maringer, Dietmar

**The forecast ability of risk-neutral densities of foreign exchange**

*by*Craig, Ben R. & Keller, Joachim

**Sznajd model and its applications**

*by*Katarzyna Sznajd-Weron

**Inflation Premium and Oil Price Volatility**

*by*Paul Castillo & Carlos Montoro & Vicente Tuesta

**The (Much Understated) Quantitative Role of Capital Accumulation and Saving**

*by*Genevieve Verdier

**Solving Models with Imperfect and Asymmetric Information**

*by*Pawel Kowal

**Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization**

*by*Diana Barro & Elio Canestrelli

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models**

*by*P. Marcelo Oviedo

**An Algorithm for Solving Arbitrary Linear Rational Expectations Model**

*by*Pawel Kowal

**Libor Market Model and Gaussian HJM explicit approaches to option on composition**

*by*Marc Henrard

**Valuing defaultable bonds: an excursion time approach**

*by*Martina Nardon

**Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment**

*by*Matthias Kredler

**Diversity Indices of Technical Capability of 14 African Countries**

*by*Voxi Heinrich Amavilah

**Evaluating Approximate Equilibria of Dynamic Economic Models**

*by*Paul Pichler

**The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models**

*by*Ville, Simon & Valadkhani, Abbas & O'Brien, Martin

**Ranking and Clustering Australian University Research Performance, 1998-2002**

*by*Valadkhani, Abbas & Worthington, Andrew

**Ranking of Australian Economics Departments Based on Their Total and Per Academic Staff Research Output**

*by*Rodgers, Joan R. & Valadkhani, Abbas

**It’s a Small Small Welfare Cost of Fluctuations**

*by*Franck Portier & Luis A. Puch

**Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints**

*by*Henry Kim & Jinill Kim & Robert Kollmann

**A Fixed Point Theorem for Discontinuous Functions**

*by*Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F.

**Labor Income and the Demand for Long-term Bonds**

*by*Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

**Adaptive build-up and breakdown of trust : An agent based computational approach**

*by*Gorobets, A. & Nooteboom, B.

**Series Expansions for Finite-State Markov Chains**

*by*Bernd Heidergott & Arie Hordijk & Miranda van Uitert

**On the Optimal Policy for Deterministic and Exponential Polling Systems**

*by*Bruno Gaujal & Arie Hordijk & Dinard van der Laan

**Modeling Interest Rate Parity: A System Dynamics Approach**

*by*John Harvey

**The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals**

*by*Zelal Aktas & Neslihan Kaya & Umit Ozlale

**Cournot Competition and Endogenous Firm Size**

*by*Jason Barr & Francesco Saraceno

**Teaching to do economics with the computer**

*by*Kurt Schmidheiny & Harris Dellas

**Numerical Analysis of Asymmetric First Price Auctions**

*by*Wayne-Roy Gayle

**Information Visualization Of An Agent-Based Financial System Model**

*by*Wei Jiang & Richard Webber & Ric D Herbert

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Multi-core CPUs, Clusters and Grid Computing: a Tutorial**

*by*William L. Goffe & Michael Creel

**Optimal cheating in monetary policy with individual evolutionary learning**

*by*Jasmina Arifovic & Olena Kostyshyna

**Predatory Governance**

*by*Dalida Kadyrzhanova

**Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions**

*by*Peter A. Zadrozny & Baoline Chen

**Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods**

*by*Manoj Atolia & Edward F. Buffie

**Time Consistent Control in Non-Linear Models**

*by*Steven Ambler & Florian Pelgrin

**Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models**

*by*Baoline Chen & Peter A. Zadrozny

**The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates**

*by*Roberto M. Billi

**Firm Structure, Search and Environmental Complexity**

*by*Nobuyuki Hanaki & Jason Barr

**A Continuous-Time Version of the Principal-Agent**

*by*Yuliy Sannikov

**A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints**

*by*Che-Lin Su

**Constrained Pricing of Monopolies with Endogenous Participation**

*by*Eugenio Miravete & Gabriel Basaluzzo

**Modeling the Firm as an Artificial Neural Network**

*by*Jason Barr & Francesco Saraceno

**Firm Structure, Search and Environmental Complexity**

*by*Jason Barr & Nobuyuki Hanaki

**Cournot Competition and Endogenous Firm Size**

*by*Jason Barr & Francesco Saraceno

**Specification of Functional Form in Models of Population Migration**

*by*Brian Cushing

**Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints**

*by*Christopher D. Carroll

**Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences**

*by*Wittkowski, Knut M.

**Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz**

*by*Cakir, Murat

**The silence that precedes hypocrisy: a formal model of the spiral of silence theory**

*by*Blanco, Iván

**What is Your Software Worth?**

*by*Wiederhold, gio

**Using Genetic Algorithms to Develop Strategies for the Prisoners Dilemma**

*by*Haider, Adnan

**Environment design for emerging artificial societies**

*by*Gilbert, Nigel & Schuster, Stephan & den Besten, Matthijs & Yang, Lu

**Estimating regressions and seemingly unrelated regressions with error component disturbances**

*by*Paolo, Foschi

**Hopf bifurcation in a dynamic IS-LM model with time delay**

*by*Neamtu, Mihaela & Opris, Dumitru & Chilarescu, Constantin

**Variation principles for modeling in resource economics**

*by*Bazhanov, Andrei

**Eigenvector Procedure based on Weighted Preference Flows in Multicriteria Outranking Analysis**

*by*Santha Chenayah & Eiji Takeda

**Using and Producing Ideas in Computable Endogenous Growth**

*by*K. Vela Velupillai

**The Foundations of Computable General EquilibriumTheory**

*by*K. Vela Velupillai

**Hit and Miss: Leverage, Sacrifice, and Refusal to Deal in the Supreme Court Decision in Trinko**

*by*Nicholas Economides

**Pricing of Complementary Goods and Network Effects**

*by*Nicholas Economides & V. Brian Viard

**Two-sided competition of proprietary vs. open source technology platforms and the implications for the software industry**

*by*Nicholas Economides & Evangelos Katsamakas

**Pricing of Complementary Goods and Network Effects**

*by*Nicholas Economides & V. Brian Viard

**Markov Perfect Industry Dynamics with Many Firms**

*by*Gabriel Weintraub & C. Lanier Benkard & Ben Van Roy

**Optimal Taxation in an RBC Model: A Linear-Quadratic Approach**

*by*Pierpaolo Benigno & Michael Woodford

**Avoiding the Curse of Dimensionality in Dynamic Stochastic Games**

*by*Ulrich Doraszelski & Kenneth L. Judd

**Evolutionary analysis of the firm and internal selection**

*by*Nadia Jacoby

**Exploration and exploitation strategies. What kind of analytical models ?**

*by*Nadia Jacoby

**Sovereign Risk, Fdi Spillovers, And Economic Growth**

*by*Fidel Pérez Sebastián & Lilia Maliar & Serguei Maliar

**A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models**

*by*Oviedo, P. Marcelo

**A Software Framework for Data Based Analysis**

*by*Markus Krätzig

**Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay**

*by*Markus Fischer & Markus Reiss

**On a class of adjustable rate mortgage loans subject to a strict balance principle**

*by*Jensen, Bjarne Astrup

**Exchange-Rate-Based Stabilization, Durables Consumption, and the Stylized Facts**

*by*Edward F. Buffie & Manoj Atolia

**An Integrated Multi-Criteria System to Assess Sustainable Energy Options: An Application of the Promethee Method**

*by*Fausto Cavallaro & University of Molise

**Simulating the Impact on the Local Economy of Alternative Management Scenarios for Natural Areas**

*by*Stefania Lovo & Paola De Agostini & Francesco Pecci & Federico Perali & Michele Baggio

**On the Design of Artificial Stock Markets**

*by*Boer-Sorban, K. & de Bruin, A. & Kaymak, U.

**Two Algorithms for Solving the Walrasian Equilibrium Inequalities**

*by*Donald J. Brown & Ravi Kannan

**Decision Methods for Solving Systems of Walrasian Inequalities**

*by*Donald J. Brown & Ravi Kannan

**Human Capital Accumulation in R&D-based Growth Models**

*by*Claudio, MATTALIA

**The limits of modularity in innovation and production**

*by*Leonardo Bargigli

**The Short-Run Dynamics of Optimal Growth Models with Delays**

*by*Collard, Fabrice & Licandro, Omar & Puch, Luis

**Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work**

*by*Fershtman, Chaim & Pakes, Ariel

**Strategic Experimentation and Disruptive Technological Change**

*by*Schivardi, Fabiano & Schneider, Martin

**The Theory of Tariff Rate Quotas: An Application to the U.S. Sugar program using MONASH-USA**

*by*Ashley Winston

**Solving SDGE Models: A New Algorithm for the Sylvester Equation**

*by*Ondrej Kamenik

**Parameterized Expectations Algorithm and the Moving Bounds: a comment on convergence properties**

*by*Javier J. Pérez & A. Jesús Sánchez

**A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models**

*by*Kevin Salyer & Victor Dorofeenko & Gabriel Lee

**Temporal interaction of information and belief**

*by*Giacomo Bonanno

**Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making**

*by*Tim W. Cogley & Thomas J. Sargent

**A Note on Parallelizing the Parameterized Expectations Algorithm**

*by*Michael Creel

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Sector Potentiality and Sources of Growth. An Analysis of Structural Changes in Italy in the Nineties**

*by*Andrea BONFIGLIO

**GEMLLIB: Matlab code for specifying and solving DSGE models**

*by*Pawel Kowal

**Self-organizing Innovation Networks: When do Small Worlds Emerge?**

*by*Carayol, Nicolas & Roux, Pascale

**Can we Drop Internal Selection in the Evolutionary Analysis of the Firm?**

*by*Jacoby, Nadia

**Modeling an Artificial Stock Market. When Cognitive Institutions Influence Market Dynamic**

*by*Lavigne, Stéphanie

**A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models**

*by*Marcelo Oviedo

**Extended Sensitivity Analysis for Applied General Equilibrium Models**

*by*Christina Dawkins

**A Multi-Period Mean-Variance Portfolio Selection Problem**

*by*Oswaldo Luiz do Valle Costa & Rodrigo de Barros Nabholz

**Empirical Calibration of Simulation Models**

*by*Thomas Brenner & Claudia Werker

**Using systems engineering software to build a model of the monetary circuit**

*by*Steve Keen

**A formal model of modularity**

*by*Koen Frenken & Luigi Marengo

**(The Evolution of) Post-Secondary Education: A Computational Model and Experiments**

*by*Sergey Slobodyan & Andreas Ortmann

**Distributed Technology Techniques for Solving Dynamic Models**

*by*Paul Turton & Jan Herbert

**An agent based approach to analysis of Capital structure and industry dynamics: The role of policy**

*by*Roberto GABRIELE & Enrico ZANINOTTO

**Some Practical Considerations for Applying Perturbation Methods to**

*by*gary anderson & jinill kim

**Adaptive Learning in Practice**

*by*Chryssi Giannitsarou & Eva Carceles-Poveda

**Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity**

*by*Baoline Chen & Peter A. Zadrozny

**Coordination Dynamics under Collective and Random Fining Systems for Controlling Non-Point Source Pollution: A Simulation Approach with Genetic Algorithms**

*by*Eleni Samanidou

**Solving SDGE Models: A New Algorithm for Sylvester Equation**

*by*Ondrej Kamenik

**An agent-based model of directed advertising on a social network**

*by*C. Castaldi & F. Alkemade

**Negotiating over Bundles and Prices Using Aggregate Knowledge**

*by*Koye Somefun & Tomas Klos

**Occasionally Binding Collateral Constraints in RBC Models**

*by*Emilio Espino & Thomas Hintermaier

**Structural analysis of optimal investment for firms with non-concave revenues**

*by*Florian Wagener

**Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors**

*by*Jules SADEFO KAMDEM

**Which order is too much? An application to a model with staggered price and wage contracts**

*by*Florian Pelgrin & Michel Juillard

**Improving tatonnement methods for solving heterogenous agent models**

*by*Alexander Ludwig

**Occasionally Binding Collateral Constraints in RBC Models**

*by*Emilio Espino & Thomas Hintermaier

**Finite State Dynamic Games with Asymmetric Information: A Computational Framework**

*by*Ariel Pakes & Chaim Fershtman

**Strip generation algorithms for constrained two-dimensional two-staged cutting problems : part II**

*by*Mhand Hifi & Rym M'Hallah

**An exact algorithm for the multiple-choice multidimensional knapsack problem**

*by*Mhand Hifi & Slim Sadfi & Abdelkader Sbihi

**Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy**

*by*Eric Swanson & Gary Anderson & Andrew Levin

**Multivariate Hypernormal Densities**

*by*Andreas Gottschling & Christian Haefke

**Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series**

*by*Rodney C Wolff & Adrian G Barnett

**Numerical Analysis Of Non-Closed Models**

*by*Mateescu, George Daniel

**A Bootstrap-Regression Procedure to Capture Unit Specific Effects In Data Envelopment Analysis**

*by*Evangelia Desli & Subhash C. Ray

**A note on continuously decomposed evolving exchange economies**

*by*Lehmann-Waffenschmidt, Marco

**Efficient computation of option price sensitivities for options of American style**

*by*Wallner, Christian & Wystup, Uwe

**The optimal inflation buffer with a zero bound on nominal interest rates**

*by*Billi, Roberto M.

**Optimal monetary policy under commitment with a zero bound on nominal interest rates**

*by*Adam, Klaus & Billi, Roberto M.

**Finding the optimal exercise time for American warrants on WIG20 futures (Wyznaczanie optymalnego momentu wykonania warrantów amerykańskich na kontrakty futures na indeks WIG20)**

*by*Bartosz Stawiarski

**Pricing of Complementary Goods and Network Effects**

*by*Nicholas Economides & Brian Viard

**Sequential Estimation of Dynamic Discrete Games**

*by*Victor Aguirregabiria & Pedro Mira

**A Unified Approach to Portfolio Optimization with Linear Transaction Costs**

*by*Valeri Zakamouline

**Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis**

*by*Michael Lahr & Louis de Mesnard

**Measuring Financial Cash Flow and Term Structure Dynamics**

*by*CORNELIS A. LOS

**Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems**

*by*Victor Aguirregabiria

**Various methods of balancing of the macro SAM of Tunisia during the year 2000**

*by*Haykel Hadj Salem

**Organization, Learning and Cooperation**

*by*Jason Barr & Francesco Saraceno

**Seeing is Believing: Simulating Resource-Extraction Problems with GAMS IDE and Microsoft Excel in an Intermediate-Level Natural-Resource Economics Course**

*by*Arthur Caplan

**The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning**

*by*Yuya Sasaki

**A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis**

*by*Evangelia Desli & Subhash Ray

**The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets**

*by*Frank Portier & Luis A. Puch

**Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis**

*by*Ilker Birbil, S. & Gürkan, G. & Listes, O.L.

**Processing Games with Restricted Capacities**

*by*Meertens, M. & Borm, P.E.M. & Reijnierse, J.H. & Quant, M.

**The Computation of a Coincidence of Two Mappings**

*by*Talman, A.J.J. & Yang, Z.F.

**Pricing High-Dimensional American Options Using Local Consistency Conditions**

*by*Berridge, S.J. & Schumacher, J.M.

**An Irregular Grid Approach for Pricing High-Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Equilibria with Coordination Failures**

*by*Herings, P.J.J. & van der Laan, G. & Talman, A.J.J.

**A Fixed Point Theorem for Discontinuous Functions**

*by*Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang

**On Optimal Income Taxation with Heterogenous Work Preferences**

*by*Ritva Tarkiainen & Matti Tuomala

**Organization, Learning and Cooperation**

*by*Jason Barr & Francesco Saraceno

**Wage Regimes, Accumulation and Finance Constraints : Keynesian Unemployment Revisited**

*by*Francesco Saraceno

**Distribution and Fluctuation of Firm Size in the Long-Run**

*by*W. Souma & H. Aoyama & L. Gruene

**Computational Economics: Help for the Underestimated Undergraduate**

*by*P. Ruben Mercado & David A. Kendrick

**Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates**

*by*Roberto M. Billi & Klaus Adam

**Asset Pricing with Delayed Consumption Decisions**

*by*Willi Semmler & Lars GrÃ¼ne

**Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management**

*by*Dietmar Leisen

**Computing Center Manifolds: A Macroeconomic Example**

*by*Alex Haro & Pere Gomis-Poruqeras

**Valuation of American Continuous-Installment Options**

*by*Pierangelo Ciurlia & Ilir Roko

**From Heterogeneous expectations to exchange rate dynamic:**

*by*Philippe Protin & Luc Neuberg & Christine Louargant

**Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions**

*by*Paola Palmitesta & Corrado Provasi

**The Optimality of the US and Euro Area Taylor Rule**

*by*Ferhat MIHOUBI & Pascal JACQUINOT

**Modelling the effect of learning and evolving rules on the use of common-pool resources**

*by*Alexander Smajgl

**Cournot Competition and Endogenous Firm Size**

*by*Francesco Saraceno & Jason Barr

**The short-run dynamics of optimal growth models with delays**

*by*Luis A. Puch & Fabrice Collard & Omar Licandro

**A Stochastic Lake Game**

*by*Sharon I. O'Donnell & W. Davis Dechert

**Coordinated Investing with Feedback and Learning**

*by*David Goldbaum

**The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets**

*by*Luis A. Puch & Franck Portier

**An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds**

*by*Ali Bora Yigibasioglu & Carol Alexandra

**Equity Premiums In a Small Open Economy**

*by*Douch, Mohamed

**Innovation creation and diffusion in a social network: an agent based approach**

*by*Lamieri, Marco & Ietri, Daniele

**SINGUL 2.0 : les équations et les programmes**

*by*Buda, Rodolphe

**Symulator obrotów magazynowych w sklepie internetowym - propozycja implementacji**

*by*Chodak, Grzegorz

**New Combinations :Taking Schumpeter's concept serious**

*by*Hanappi, Hardy & Hanappi-Egger, Edeltraud

**On generating correlated random variables with a given valid or invalid Correlation matrix**

*by*Mishra, SK

**Simulating Online Business Models**

*by*Schuster, Stephan & Gilbert, Nigel

**Equity Premiums In Small Open Economy**

*by*Douch, Mohamed

**Technological Innovation, Financial Fragility and Complex Dynamics**

*by*Domenico Delli Gatti & Mauro Gallegati & Alberto Russo

**A Primer on the Tools and Concepts of Comutable Economics.?**

*by*K. Vela Velupillai

**The Economics of the Internet Backbone**

*by*Nicholas Economides

**Pricing of Complementary Goods and Network Effects**

*by*Nicholas Economides & V. Brian Viard

**Improving tatonnement methods for solving heterogeneous agent models**

*by*Ludwig, Alexander

**Target zone rearrangements and exchange rate behavior in an options-based model**

*by*Anna Naszódi

**Reverse-Shooting versus Forward-Shooting over a Range of Dimensionalities**

*by*Ric D. Herbert & Peter J. Stemp

**Improving Tatonnement Methods of Solving Heterogeneous Agent Models**

*by*Alexander Ludwig

**Parameterized Expectations Algorithm: How To Solve For Labor Easily**

*by*Lilia Maliar & Serguei Maliar

**Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations**

*by*Lilia Maliar & Serguei Maliar

**Equilibrium Selection In The Nash Demand Game. An Evolutionary Approach**

*by*Juana Santamaria-Garcia

**Treasury Auctions, Uniform or Discriminatory?: An Agent-Based Approach**

*by*Koesrindartoto, Deddy P.

**The Climate Change Learning Curve**

*by*Andrew J. Leach

**Chinese Postman Games on a Class of Eulerian Graphs**

*by*D. Granot & H. Hamers & J. Kuipers & M. Maschler

**Simulating the New Economy**

*by*Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol

**A method for numerical and analytical solutions to a class of nonlinear optimal control problems**

*by*Sandal, Leif K. & Berge, Gerhard

**Parametric covariance matrix modeling in Bayesian panel regression**

*by*Salabasis, Mickael

**Economic Cooperation and Social Identity: Towards a Model of Economic Cross-Cultural Integration**

*by*Olsen, Karsten Bjerring

**Modelling an artificial stock market: When cognitive institutions influence market dynamics**

*by*Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS)

**Reverse Shooting Made Easy: Solving for the Global Nonlinear Saddle Path**

*by*Manoj Atolia & Edward F. Buffie

**Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods**

*by*Manoj Atolia & Edward F. Buffie

**An Integrated Assessment Framework for Water Resources Management: A DSS Tool and a Pilot Study Application**

*by*Anita Fassio & Carlo Giupponi & Jaroslaw Mysiak

**Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited**

*by*Francesco Saraceno

**A Double-Sided Multiunit Combinatorial Auction for Substitutes: Theory and Algorithms**

*by*Henry Schellhorn

**Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints**

*by*Alexis Anagnostopoulos

**The detection of hidden periodicities: A comparison of alternative methods**

*by*Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO

**The short-run dynamics of optimal growth models with delays**

*by*Fabrice COLLARD & Omar LICANDRO & Luis A. PUCH

**Multi-dimensional transitional dynamics : a simple numerical procedure**

*by*Timo Trimborn & Karl-Josef Koch & Thomas M. Steger

**An Improved Estimator For Black-Scholes-Merton Implied Volatility**

*by*Hallerbach, W.G.P.M.

**Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models**

*by*Christopher A. Sims & Jinill Kim & Sunghyun Kim

**Inflation Target as a Buffer against Liquidity Trap**

*by*Shin-Ichi Nishiyama

**The Welfare Cost of Business Cycles in an Economy with Non-Clearing Markets**

*by*Portier, Franck & Puch, Luis

**Computation of Business Cycle Models: A Comparison of Numerical Methods**

*by*Burkhard Heer & Alfred Maussner

**Intertemporal and Spatial Location of Disposal Facilities**

*by*Francisco J. André & Francisco Velasco & Luis González

**Regional impacts of trade liberalization strategies in Brazil**

*by*Edson Paulo Domingues & Mauro Borges Lemos

**Electricity Generation with Looped Transmission Networks: Bidding to an ISO**

*by*Hu, X. & Ralph, D. & Ralph, E.K. & Bardsley, P. & Ferris, M.C.

**ParallelKnoppix Tutorial**

*by*Michael Creel

**ParallelKnoppix - Rapid Deployment of a Linux Cluster for MPI Parallel Processing Using Non-Dedicated Computers**

*by*Michael Creel

**A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között**

*by*Naszódi, Anna

**How accurate are the Swedish forecasters on GDB-Growth, CPI-inflation and unemployment? (1993 - 2001)**

*by*Bharat Barot

**The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution**

*by*Johann Peter Murmann & Thomas Brenner

**Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy**

*by*Eric Swanson & Gary Anderson & Andrew Levin

**Hedge Fund Classification using K-means Clustering Method**

*by*Nandita Das

**Variety of Agent-based Models for Computer Simulation of FX Rate**

*by*Lukas, L.

**Consumer Behaviour, Interpersonal Interaction and Fashions**

*by*Thomas Brenner

**Perturbation Methods and Change of Variable Transformations**

*by*Kenneth L. Judd

**Solution Methods for Models with Quasi-Geometric Discounting**

*by*Kenneth L. Judd

**Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues**

*by*Ric D. Herbert & Peter J. Stemp

**A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint**

*by*Thomas Weitzenblum

**A Numerical Solution to American Style Options on Commodities**

*by*Kevin Burrage & Jamie Alcock & Monica Barbu

**WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options**

*by*Oliver Kubertin & Michael H. Breitner

**Rufus Philip Isaacs and the Early Years of Differential Games**

*by*Michael H. Breitner

**Time Series Analysis Using Abstract Systems Having An Infinite Number Of Equations**

*by*Mateescu, George Daniel

**An oversimplified inquiry into the sources of exchange rate variability**

*by*Kempa, Bernd

**A new De Vylder type approximation of the ruin probability in infinite time**

*by*Krzysztof Burnecki & Pawel Mista & Aleksander Weron

**On Higher Derivatives of Expectations**

*by*Robert de Rozario

**Structural, efficiency and income effects of direct payments: an analysis of different payment schemes for the German region 'Hohenlohe'**

*by*Kathrin Happe & Alfons Balmann & Konrad Kellermann

**Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited**

*by*Francesco Saraceno

**Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?**

*by*Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

**Generalizing Gibrat. Reasonable Multiplicative Models of Firm Dynamics**

*by*Matteo Richiardi

**Is Batting Last an Advantage?**

*by*Theodore L. Turocy

**Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options**

*by*Allen Abrahamson

**A Note on Constructing 50-50 Step Probability Binomial Lattices to Replicate Wiener Diffusion**

*by*Allen Abrahamson

**A Virtual Dynamic Applied General Equilibrium Model Of Africa: Specifications And Simulations**

*by*GODWIN CHUKWUDUM NWAOBI

**Solving The Poverty Crisis In Nigeria: An Applied General Equilibrium Approach**

*by*GODWIN CHUKWUDUM NWAOBI

**Solving Finite Mixture Models in Parallel**

*by*Christopher Ferrall

**Imputation of Gross Amounts from Net Incomes in Household Surveys. An Application using EUROMOD**

*by*Herwig Immervoll & Cathal O'Donoghue

**Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries**

*by*David E.A. Giles & Hui Feng

**Maximization by Parts in Likelihood Inference**

*by*Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch

**Inventory-routing model, for a multi-period problem with stochastic and deterministic demand**

*by*Rita Ribeiro & Helena Ramalhinho-Lourenço

**Strategies for an integrated distribution problem**

*by*Rita Ribeiro & Helena Ramalhinho-Lourenço

**Malliavin calculus in finance**

*by*Arturo Kohatsu & Montero Miquel

**The ‘problem of problem choice’: A model of sequential knowledge production within scientific communities cientific communities**

*by*Nicolas Carayol & Jean-Michel Dalle

**The short-run dynamics of optimal growth models with delays**

*by*Fabrice Collard & Omar Licandro & Luis A. Puch

**Derivation of Monotone Decision Models from Non-Monotone Data**

*by*Daniëls, H.A.M. & Velikova, M.V.

**On the Connectedness of Coincidences and Zero Points of Mappings**

*by*Talman, A.J.J. & Yang, Z.F.

**Random Matching Models and Money : The Global Structure and Approximation of Stationary Equilibria**

*by*Kamiya, K. & Talman, A.J.J.

**Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets**

*by*Talman, A.J.J. & Thijssen, J.J.J.

**Intermediaries in an Electronic Trade Network**

*by*Hans Amman & Floortje Alkemade & Han la Poutre

**Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms**

*by*John Ledyard & Jasmina Arifovic

**Consistent High-Frequency Calibration**

*by*Kevin X.D. Huang & David Aadland

**Bundling and Pricing for Information Brokerage: Customer Satisfaction as a Means to Profit Optimization**

*by*J.A. La Poutre & D.J.A. Somefun

**Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary**

*by*Elias Tzavalis & Shijun Wang

**Metafrontier Functions for the Study of Inter-regional Productivity Differences**

*by*D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese

**Empirical economywide modeling in argentina**

*by*mercado, p. ruben

**Estimating contribution of factors to long-term growth in Romania**

*by*Albu, Lucian-Liviu

**Kvikt likan af vistvænum raforkumarkadi**

*by*Amundsen, Eirik S. & Baldursson, Fridrik M.

**Comparing Solution Methods for Dynamic Equilibrium Economies**

*by*S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Some Results on the Solution of the Neoclassical Growth Model**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues**

*by*Peter Stemp & Ric D. Herbert

**Evaluating Portfolio Policies: A Duality Approach**

*by*Martin B. Haugh & Leonid Kogan & Jiang Wang

**The structure of Italian capitalism, 1952-1972: New evidence using the interlocking directorates technique**

*by*Alberto Rinaldi & Michelangelo Vasta

**SubGame, set and match. Identifying Incentive Response in a Tournament**

*by*Andrew J. Leach

**Self-Organizing Innovation Networks: When do Small Worlds Emerge?**

*by*Nicolas CARAYOL (BETA) & Pascale ROUX (GRES-LEREPS)

**Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

**Stochastic Capital Depreciation and the Comovement of Hours and Productivity**

*by*Fischer, Andreas & Michael J Dueker & Robert D Dittmar

**The Computation of Counterfactual Equilibria in Homothetic Walrasian Economies**

*by*Donald J. Brown & Ravi Kannan

**Indeterminacy, Nonparametric Calibration and Counterfactual Equilibria**

*by*Donald J. Brown & Ravi Kannan

**Technology adoption under embodiment: a two-stage optimal control approach**

*by*BOUCEKKINE, RAOUF & SAGLAM , Cagri & VALLÉE, Thomas

**Análisis de multiplicadores lineales en una economía regional abierta**

*by*Maria Llop & Antonio Manresa

**The Effects of Common Advice on One-shot Traveler’s Dilemma Games: Explaining Behavior through an Introspective Model with Errors**

*by*C. Monica Capra & Susana Cabrera & Rosario Gómez

**Income Distribution in a Regional Economy: A SAM Model**

*by*Maria Llop & Antonio Manresa

**Generalizing Gibrat Reasonable Stochastic Multiplicative Models of Firm Dynamics with Entry and Exit**

*by*Matteo Richiardi

**Gains from second-order approximations**

*by*Matthias Paustian

**Does bounded rationality lead to individual heterogeneity? The impact of the experimentation process and of memory constraints**

*by*Marco Casari

**Determination of free energies on a simulation model**

*by*Josip Kasac

**Numerical issues in threshold autoregressive modeling of time series**

*by*Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa

**Learning competitive pricing strategies by multi-agent reinforcement learning**

*by*Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel

**Mitigation of the Lucas critique with stochastic control methods**

*by*Amman, Hans M. & Kendrick, David A.

**Information technologies, embodiment and growth**

*by*Boucekkine, Raouf & de la Croix, David

**A computational general equilibrium model with vintage capital**

*by*Cadiou, Loı̈c & Dées, Stéphane & Laffargue, Jean-Pierre

**The Optimum Quantity of Debt: Technical Appendix**

*by*S. Rao Aiyagari & Ellen R. McGrattan

**Meeting the Millennium Development Goals in Brazil: Can Microeconomic Simulations Help?**

*by*Francisco H. G. Ferreira & Phillippe G. Leite

**Interprétation évolutionniste du changement économique. Une étude comparative**

*by*Giovanni Dosi & Sidney G. Winter

**The Dynamics of the Option-Adjusted Spread of Brady Bond Securities**

*by*Franklin de O. Gonçalves & Luiz Otavio Calôba

**Intangible Assets and Economic Growth**

*by*Rossitsa Rangelova

**Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics**

*by*Lars Gruene & Willi Semmler

**An evolutionary model of substitution-diffusion processes**

*by*Witold Kwasnicki

**Evaluating the CDF for m weighted sums of n correlated lognormal random variables**

*by*Lars Rasmusson

**Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models**

*by*gary anderson

**Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models**

*by*gary anderson

**Nonlinear estimation algorithms in econometric packages: a comparative analysis**

*by*Giuseppe Bruno

**Asset Price Bubbles and Crashes With Zero--Intelligence Traders**

*by*John Duffy & M. Utku Unver

**An algorithm for the quasivariational inequality arising in option pricing with transaction costs I**

*by*Tetsuya Noguchi & Berc Rustem

**Cultural drift induced diversity in a model for the transmission of culture**

*by*Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel

**APT At Work: Finding The Relevant Risk Factors For Asset Pricing**

*by*Dietmar Maringer

**Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model**

*by*Carlos Carreira & Paulino Teixeira

**A Simulation Framework for Heterogeneous Agents**

*by*David Meyer & Alexandros Karatzoglou & Christian Buchta & Friedrich Leisch & Kurt Hornik

**fiscal policy and endogenous fluctuations**

*by*pietro senesi

**Programming**

*by*Charlotte Bruun

**Traders’ long-run wealth in an artificial financial market**

*by*Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi

**Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets**

*by*Kenneth L. Judd

**Optimal Policies for Patent Races**

*by*Ken Judd & Karl Schmedders & Sevin Yeltekin

**Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method**

*by*Olivier Epelly & Jacek Gondzio

**Controlling Chaos in Higher Dimensional Maps**

*by*Cristian Wieland

**Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection**

*by*Stuart McDonald

**Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype**

*by*Riccardo Boero & Marco Castellani & Flaminio Squazzoni

**A contractive method for computing the stationary solution of the Euler equation**

*by*Wilfredo Maldonado & Humberto Moreira

**Design Patterns in Models of Emergence**

*by*C. R. Birchenhall

**New product introduction: determining optimal advertising policies**

*by*Bruno Viscolani

**Multivariate GARCH models and their Estimation**

*by*L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts

**Optimisation of Stochastic Systems and Worst-case Analysis**

*by*S Zakovic & B. Rustem & V. Wieland

**Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting**

*by*Arpad Jeno Abraham

**The Organisation of Innovative Activity in Complex Fitness Landscapes**

*by*Koen Frenken & Marco Valente

**Heterogeneous Preferences and the Representative Investor**

*by*Frank Niehaus

**Reverse Shooting In A Multi-Dimensional Setting**

*by*Ric D Herbert & Peter J Stemp

**Computing Sunspots in Linear Rational Expectations Models**

*by*Thomas Lubik & Frank Schorfheide

**Neuro-dynamic Programming in Economics**

*by*Mico Mrkaic

**Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates**

*by*Fausto Gozzi & Simona Sanfelici

**Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates**

*by*Fausto Gozzi & Simona Sanfelici

**Intergenerational Dynamic Production Teams**

*by*Michèle Breton & Pascal St-Amour & Désiré Vencatachellum

**Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models**

*by*Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez

**An Algorithm for On-Line Price Discrimination**

*by*D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre

**Numerical Simulation of the Term Structure of Interest Rates using a Random Field**

*by*Stuart McDonald & Rodney Beard

**Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments**

*by*Gang Gong & Willi Semmler

**Solving Ecological Mangement Problems Using Dynamic Programming**

*by*Mika Kato & Lars Gruene & Willi Semmler

**Ferebees Algorithm**

*by*Malte Sieveking

**Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications**

*by*Doherr, Thorsten & Czarnitzki, Dirk

**The Empirical Performance of Option Based Densities of Foreign Exchange**

*by*Keller, Joachim G. & Craig, Ben R.

**Simulation of Pickands constants**

*by*Krzysztof Burnecki & Zbigniew Michna

**Local Trade Networks and Spatially Persistent Unemployment**

*by*Nienke Oomes

**Sovereign Risk and Real Business Cycles in a Small Open Economy**

*by*Franz Hamann

**Emission Policies And The Nigerian Economy: Simulations From A Dynamic Applied General Equilibrium Model**

*by*GODWIN CHUKWUDUM NWAOBI

**Markov Chain Approximations For Term Structure Models**

*by*David Backus & Liuren Wu & Stanley Zin

**All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form**

*by*Allen Abrahamson

**Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk**

*by*Ali Bora Yigitbasioglu

**A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse**

*by*Chokri Dridi

**Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets**

*by*Marco LiCalzi & Paolo Pellizzari

**Consistent High-Frequency Calibration**

*by*David Aadland & Kevin Huang

**Hypernormal densities**

*by*Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

**Stochastic approximation, Momentum, and Nash play**

*by*Berglann, Helge & Flåm, Sjur

**A simulative frame to study the integration of defectors in a cooperative setting**

*by*Bissey, Marie-Edith & Ortona, Guido

**An Irregular Grid Approach for Pricing High Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Individual Contacts, Collective Patterns - Prato 1975-97, a Story of Interactions**

*by*Guido Fioretti

**A Comparison of Marginal Likelihood Computation Methods**

*by*Charles S. Bos

**Keynes' Chapter Twenty-Two: A System Dynamics Model**

*by*John Harvey

**Optimal Monetary Policy When Interest Rates are Bounded at Zero**

*by*R. Kato & S. Nishiyama

**An algorithm for the quasivariational inequality arising in option pricing with transaction costs II**

*by*Tetsuya Noguchi & Berc Rustem

**Computation of the value function indiscrete stochastic optimal growth models**

*by*Thorsten Pampel

**An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange**

*by*NUÑEZ, Laura

**An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models**

*by*Aaron D. Smallwood & Paul M. Beaumont

**Intertemporal valuation and decissionin stochastic optimal growth models**

*by*Thorsten Pampel

**A Percolation Model of Innovation in Complex Technology Spaces**

*by*Gerald Silverberg & Bart Verspagen

**Numerical solution of some optimal control problems arising from innovation diffusion**

*by*Luigi De Cesare & Andrea Di Liddo & Stefania Ragni

**Quasi-Perfect Rationality, Playing Automata Dynamic Games**

*by*Fernando S. Oliveira

**Testing for Indeterminacy in Linear Rational Expectations Models**

*by*Thomas Lubik & Frank Schorfheide

**A Dynamic Market Oriented Model for Network Resource Allocation**

*by*Masayuki ISHINISHI & Hajime Kita

**A hybrid clustering scheme for time series forecasting**

*by*A. Sfetsos & C. Siriopoulos

**A Simple Second-Order Solution Method for Dynamic General Equilibrium Models**

*by*Alan Sutherland

**Estimation and Inference in Social Experiments**

*by*Christopher Ferral

**VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması**

*by*Bilgili, Faik

**ECHANGE 2.0 - Marché sur réseau - Guide d'installation et manuel d'utilisation**

*by*Buda, Rodolphe

**Stable Sunspot Equilibira in a Cash-in-Advance Economy**

*by*George W. Evans & Seppo Honkapohja & Ramon Marimon

**Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function**

*by*Stephanie Schmitt-Grohe & Martin Uribe

**Estimation of Hyperbolic Diffusion Using MCMC Method**

*by*Y.K. Tse & Xibin Zhang & Jun Yu

**Reverse Shooting In A Multi-Dimensional Setting**

*by*Ric D. Herbert & Peter J. Stemp

**Punishing Free Riders: how group size affects mutual monitoring and the provision of public goods**

*by*Jeffrey Carpenter

**Semi-Parametric Predictions of the Intertemporal Approach to the Current Account**

*by*M-A. Letendre

**Analytic Hessian Matrices and the Computation of FIGARCH Estimates**

*by*Marco J. Lombardi & Giampiero M. Gallo

**An Agent-Based Model of Wealth Distribution**

*by*Giammario Impullitti & C. Matthias Rebmann

**Technology adoption under embodiment : A two-stage optimal control approach**

*by*Raouf, BOUCEKKINE & Cagri, SAGLAM & Thomas, VALLEE

**Optimal pattern of technology adoption under embodiment with a finite planning horizon : A multi-stage optimal control approach**

*by*Huseyin cagri SAGLAM

**Embodied technological change learning-by-doing and the productivity slowdown**

*by*Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO

**Information Technologies, Economic Growth and Productivity Shocks**

*by*Claudio MATTALIA

**Technological convergence and the connections between adoption, maintenance and investment activities**

*by*Blanca MARTINEZ

**Adoption Costs, Age of Capital and Technological Substitution**

*by*Blanca MARTINEZ

**Rational Expectations for Large Models: A Practical Algorithm and a Policy Application**

*by*Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer

**Inter- vs Intra-generational Production Teams: A Young Worker's Perspective**

*by*Michèle Breton & Pascal St-Amour & Désiré Vencatachellum

**The Measurement of Human Capital in the U.S. Economy**

*by*John M. Abowd & Paul A. Lengermann & Kevin L. McKinney

**Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?**

*by*Alfonso Novales & Javier J. Pérez

**Hypernormal Densities**

*by*Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

**Can genetic algorithms explain experimental anomalies? An application to common property resources**

*by*Marco Casari

**Matlab Implementation of the AIM Algorithm: A Beginner's Guide**

*by*Paolo ZAGAGLIA

**Conquering The Greeks In Monte Carlo: Efficient Calculation Of The Market Sensitivities And Hedge-Ratios Of Financial Assets By Direct Numerical Simulation**

*by*MARCO AVELLANEDA & ROBERTA GAMBA

**Linear, Yet Attractive, Contour**

*by*JUAN D. CÁRDENAS & EMMANUEL FRUCHARD & JEAN-FRANÇOIS PICRON

**Bermudan Option Pricing With Monte-Carlo Methods**

*by*RAPHAËL DOUADY

**Pricing Discrete Barrier Options With An Adaptive Mesh Model**

*by*DONG-HYUN AHN & BIN GAO & STEPHEN FIGLEWSKI

**A Finite Difference Method For The Valuation Of Variance Swaps**

*by*THOMAS LITTLE & VIJAY PANT

**Mathematical Pseudo-Completion Of The Bgm Model**

*by*TAKASHI YASUOKA

**A Generalized Ornstein-Uhlenbeck Process Of Yield Rates Calibrated With Strips**

*by*J. F. CARRIÈRE

**A Linearization Approach In Modeling Quasi-Affine Coupon Rate Term Structures And Related Derivatives**

*by*ALEXANDER LEVIN

**Pricing American Options With Transaction Costs By Complementarity Methods**

*by*JONG-SHI PANG & JACQUELINE HUANG

**Nonlinear Financial Models: Finite Markov Modulation And Its Limits**

*by*MOGENS BLADT & PABLO PADILLA

**Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions**

*by*ELYÈS JOUINI & CLOTILDE NAPP

**An Alternative Approach For Valuing Continuous Cash Flows**

*by*PETER CARR & ALEX LIPTON & DILIP MADAN

**A Discrete–Time Approach To Arbitrage-Free Pricing Of Credit Derivatives**

*by*SANJIV RANJAN DAS & RANGARAJAN K. SUNDARAM

**Multi-Stage Optimization For Long-Term Investors**

*by*JOHN M. MULVEY

**The Mean-Variance Synthesis Of Corporate Balance Sheets**

*by*LES GULKO

**On The Regulation Of Fee Structures In Mutual Funds**

*by*SANJIV RANJAN DAS & RANGARAJAN K. SUNDARAM

**Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse**

*by*Chokri Dridi

**A comparison between the log-linear and the parameterized expectations methods**

*by*Ilaski Barañano & Amaia Iza & Jesús Vázquez

**Verifying gross substitutability**

*by*Jos A.M. Potters & Anita van Gellekom & Hans Reijnierse

**Fourier series method for measurement of multivariate volatilities**

*by*Maria Elvira Mancino & Paul Malliavin

**Spatial economic networks with multicriteria producers and consumers: Statics and dynamics**

*by*Ding Zhang & June Dong & Anna Nagurney

**Normalizing biproportional methods**

*by*Louis de Mesnard

**Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider**

*by*Christiane Clemens and Thomas Riechmann

**Evolutionary Learning in the Ultimatum Game**

*by*Thomas Riechmann

**Dynamic Production Teams with Strategic Behavior**

*by*Michele Breton, Pascal St-Amour and D. Vencatachellum

**Threshold Accepting for Index Tracking**

*by*Manfred Gilli and Evis Kellezi

**Asset Pricing in Models with incomplete markets and default**

*by*Karl Schmedders, Felix Kubler

**Modeling the Lucas critique as an open loop feedback process with time-varying parameters**

*by*Hans Amman and David Kendrick

**Dynamic optimization and Skiba sets in economic examples**

*by*W.-J. Beyn, T. Pampel, W.Semmler

**Modeling an Indexed Portfolio for the Italian Market**

*by*Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy

**Very High Order Lattice Methods for One Factor Models**

*by*Jonathan Alford and Nick Webber

**Imitation and the diffusion of innovation in e-commerce**

*by*Mario Eboli

**Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress**

*by*Robert Stehrer

**Structural Estimation of Marriage Models**

*by*Linda Y. Wong

**Numerical methods for the solution of a human capital model**

*by*Sisira K. Sarma

**Recursive Solution Of Heterogeneous Agent Models**

*by*Michael Reiter

**On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms**

*by*Christian Keber, Dietmar G. Maringer

**Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach**

*by*John Duffy and Jim Engle-Warnick

**Studying Real Options with Genetic Algorithms**

*by*Alfons Balmann, Oliver Musshoff

**Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach**

*by*Alfons Balmann, Kathrin Happe, Konrad Kellermann, Anne Kleingarn

**Cost of Business Cycles under Incomplete Markets**

*by*Yann Algan and Olivier Allais

**Practical**

*by*Gary Anderson

**Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models**

*by*gary anderson and raymond board

**A computational model for incomplete contracts**

*by*Juan D. Montoro-Pons

**Krylov Methods and Preconditioning in Computational Economics Problems**

*by*Mico Mrkaic and Giorgio Pauletto

**Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models**

*by*Kenneth L. Judd

**An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games**

*by*Baoline Chen and Peter Zadrozny

**Optimal Discretization of Continuous-Time Control Problems**

*by*Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim

**Dynamics of Organizations: Computational Modeling and Organizational Theories**

*by*

**Convergence Of Repetitive Guesstimation Algorithm On A Linear Regression Problem**

*by*Agapie, Adriana

**Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach**

*by*Author: A.G.Perison

**Systems Theory of Macroeconomics, Introduction to**

*by*A.G.Perison

**Dollarization: An Irreversible Decision**

*by*Roger Craine

**Computing Equilibria in Finance Economies**

*by*P.J.J. Herings & F. Kubler

**Universally Stable Adjustment Processes - A Unifying Approach**

*by*P.J.J. Herings

**A Globally Convergent Algorithm to Compute Stationary Equilibria in Stochastic Games**

*by*P.J.J. Herings & R. Peeters

**Minimum Weighted Residual Methods in Endogeneous Growth Models**

*by*Michal Kejak

**Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities**

*by*Norbert Jobst & Stavros A. Zenios

**Exploiting fitness distance correlation of set covering problems**

*by*Markus Finger & Thomas Stützle & Helena Ramalhinho-Lourenço

**Supply chain management: An opportunity for metaheuristics**

*by*Helena Ramalhinho-Lourenço

**Assigning proctors to exams with scatter search**

*by*Helena Ramalhinho-Lourenço & Rafael Martí & Manuel Laguna

**A multi-objective model for a multi-period distribution management problem**

*by*Rita Ribeiro & Helena Ramalhinho-Lourenço

**Diversity of innovative strategy as a source of technological performance**

*by*Patrick LLERENA & Vanessa OLTRA

**Return-Based Style Analysis with Time-Varying Exposures**

*by*Swinkels, L.A.P. & van der Sluis, P.J.

**Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs**

*by*Sturm, J.F.

**Quantity Constrained Equilibria**

*by*Herings, P.J.J. & van der Laan, G. & Talman, A.J.J.

**The Components of Income Inequality in Belgium : Applying the Shorrocks-Decomposition with Bootstrapping**

*by*Dekkers, G.J.M. & Nelissen, J.H.M.

**Quantity Constrained Equilibria**

*by*P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman

**Reducing the Dimensionality of Linear Quadratic Control Problems**

*by*Ronald J. Balvers & Douglas W. Mitchell

**Reserve Price Auctions with a Strong Bidder**

*by*M. Utku Unver and A. Alexander Elbittar

**Internet Auctions with Artificial Adaptive Agents**

*by*M. Utku Unver

**Constrained Optimal Control Under Limited Knowledge**

*by*Ric D. Herbert and Rod D. Bell

**Evolving Automata Negotiate with a Variety of Opponents**

*by*D.D.B. van Bragt and J.A. La Poutre

**Parallelization and Performance of Portfolio Choice Models**

*by*A. Abdelkhalek, A. Bilas and A. Michaelides

**Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function**

*by*Stephanie Schmitt-Grohe & Martin Uribe

**Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk**

*by*Ali Bora Yigitbasioglu

**Neuro-dynamic programming for the efficient management of reservoir networks**

*by*de Rigo, Daniele & Rizzoli, Andrea Emilio & Soncini-Sessa, Rodolfo & Weber, Enrico & Zenesi, Pietro

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Arbitrage and Optimal Portfolio Choice with Financial Constraints**

*by*Helmut Elsinger & Martin Summer

**Inferring Buyer Strategies and their Impact on Monopolist Pricing**

*by*Jim Engle-Warnick & Bradley Ruffle

**Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models**

*by*Jurgen A. Doornik & Marius Ooms

**Asymptotic Methods for Asset Market Equilibrium Analysis**

*by*Kenneth L. Judd & Sy-Ming Guu

**Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress**

*by*Robert Stehrer

**A Presentation of Genetic Algorithms and Their Applications in Economics (in French)**

*by*Thomas Vallée (LEN-C3E) & Murat Yildizoglu (IFREDE-E3i)

**Hedging Barrier Options: Current Methods and Alternatives**

*by*Dupont, Dominique Y.

**A method to generate multivariate data with moments arbitrary close to the desired moments**

*by*Lyhagen, Johan

**An Extension of Good-Deal Asset Price Bounds**

*by*Longarela, Iñaki R.

**A Finite Element Implementation of Passport Options**

*by*Topper, Jürgen

**Worst Case Pricing of Rainbow Options**

*by*Topper, Jürgen

**A Simple and Intuitive Method to Solve Small Rational Expectations Models**

*by*Holger Strulik & Martin Brunner

**Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing**

*by*Evis KËLLEZI, & Giorgio PAULETTO

**Capital Maintenance and Investment : Complements or Substitutes ?**

*by*BOUCEKKINE, Raouf & RUIZ-TAMARIT Ramon

**Structural Estimation of Marriage Models**

*by*Wong, Linda

**A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm**

*by*Javier J. Pérez

**A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve**

*by*Yasuo Hirose & Koichiro Kamada

**Arbitrage Pricing Systems in a Market Driven by an Itô Process**

*by*Shunlong Luo & Jia-an Yan & Qiang Zhang

**Contingent Claims in an Illiquid Market**

*by*Hong Liu & Jiongmin Yong

**Using Stochastic Approximation Algorithms in Stock Liquidation**

*by*G. Yin & Q. Zhang & R.H. Liu

**Risk: From Insurance to Finance**

*by*Hailiang Yang

**Some Remarks on Arbitrage Pricing Theory**

*by*Jianming Xia & Jia-An Yan

**Options on Dividend Paying Stocks**

*by*Reimer Beneder & Ton Vorst

**Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations**

*by*Shanjian Tang

**The Necessity of No Asymptotic Arbitrage in APT Pricing**

*by*Xiaoai Lin & Xia Liu & Yeneng Sun

**Discrete Time Markets with Transaction Costs**

*by*Lukasz Stettner

**A Theory of Volatility**

*by*Antoine Savine

**On Filtering in Markovian Term Structure Models**

*by*Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier

**Risk Sensitive Asset Management With Constrained Trading Strategies**

*by*Tomasz R. Bielecki & Daniel Hernandez-Hernandez & Stanley R. Pliska

**Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility**

*by*David Heath & Eckhard Platen

**Filtration Consistent Nonlinear Expectations**

*by*François Coquet & Ying Hu & Jean Mémin & Shige Peng

**Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon**

*by*Hideo Nagai & Shige Peng

**Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments**

*by*Jin Ma & Xiaodong Sun

**Optimal Investment and Consumption with Fixed and Proportional Transaction Costs**

*by*Hong Liu

**Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions**

*by*Yaozhong Hu

**Some Lookback Option Pricing Problems**

*by*Xin Guo

**Comonotonicity of Backward Stochastic Differential Equations**

*by*Zengjing Chen & Xiangrong Wang

**Intensity-Based Valuation of Basket Credit Derivatives**

*by*Tomasz R. Bielecki & Marek Rutkowski

**Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints**

*by*Arunabha Bagchi & K. Suresh Kumar

**Contractual restrictions on insider trading: a welfare analysis**

*by*Antonio E. Bernardo

**Monopolistic security design in finance economies**

*by*Karl Schmedders

**Numerical solution of dynamic oligopoly games with capital investment**

*by*Dmitry V. Vedenov & Mario J. Miranda

**Dynamic labor contracts with temporary layoffs and permanent separations**

*by*Sevin Yeltekin & Christopher Sleet

**symposium articles: A differentiable homotopy to compute Nash equilibria of n -person games**

*by*P. Jean-Jacques Herings & Ronald J.A.P. Peeters

**Asymptotic methods for asset market equilibrium analysis**

*by*Sy-Ming Guu & Kenneth L. Judd

**Stochastic flows and the forward measure**

*by*Robert J. Elliott & John van der Hoek

**The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market**

*by*Tim Brailsford & Jack H.W. Penm & R. Deane Terrell

**Evolúciós alkalmazások előrejelzési modellekben II**

*by*Benedek, Gábor

**Equilibrium Selection in Games with Macroeconomic Complementarities**

*by*Kaarboe, O.M. & Tieman, A.F.

**Looking for Arbitrage**

*by*Flam, S.D.

**A Schumpeterian Vintage Capital Model: An Attempt at Synthesis**

*by*Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar

**Horizontal Information Flows in A Simple Model of Multilevel Planning**

*by*T. R. Kundu

**Horizontal Information Flows in A Simple Model of Multilevel Planning**

*by*T. R. Kundu

**Decomposing the cost of Kyoto: a global CGE analysis of multilateral policy impacts**

*by*Böhringer, Christoph & Rutherford, Thomas F.

**Opinion evolution in closed community**

*by*Katarzyna Sznajd-Weron & Jozef Sznajd

**Computing Classical Power Indices For Large Finite Voting Games**

*by*Leech, D.

**Local Interactions and Global Persistence**

*by*Nienke A. Oomes

**A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions**

*by*Giulia Iori

**Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach**

*by*Jim Engle-Warnick

**Iterated local search**

*by*Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle

**Double Checking for Two Error Types**

*by*Raats, V.M. & Moors, J.J.A.

**Precautionary saving and portfolio allocation: DP by GMM**

*by*Marc-Andre Letendre & Gregor Smith

**Pédagogie des comptes nationaux et "esprit économique critique"**

*by*Buda, Rodolphe

**Time is money**

*by*Ausloos, Marcel & Vandewalle, N. & Ivanova, K.

**Wissen gewinnen und gewinnen durch Wissen**

*by*Fent, Thomas

**Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world**

*by*Robalino, David & Lempert, Robert

**About the criteria of output coincidence for forecasts to determine the orientation of the economy. Application for France, 1980-1997**

*by*MESNARD, Louis de

**Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect**

*by*MESNARD, Louis de

**Gain, Loss, and Asset Pricing: It is Much Easier. A note**

*by*Longarela, Iñaki R.

**A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch**

*by*Riechmann, Thomas

**A Heuristic Approach to Portfolio Optimization**

*by*Manfred Gilli & Evis Këllezi

**A note on Lopez-Hernandez procedure: New non-hierarchical algorithms in classification of data**

*by*Garín Martín, María Araceli

**The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-**

*by*Tabata, K. & Ohkusa, Y.

**How to Compute Equilibrium Prices in 1891**

*by*William C. Brainard & Herbert E. Scarf

**Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress**

*by*Raouf BOUCEKKINE & Aude POMMERET

**Information technologies, embodiment and growth**

*by*de la Croix, David & Boucekkine, Raouf

**Optimal Time Consistent Fiscal Policy with Overlapping Generations**

*by*Steve Ambler

**The importance of the embodied question revisited**

*by*Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar

**A computable General Equilibrium Model with Vintage Capital**

*by*Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue

**Diversity of Innovative Strategy as a Source of Technological Performance**

*by*Patrick Llerena & Vanessa Oltra

**Programs**

*by*T. W. Epps

**SOLVING P.D.E.s NUMERICALLY**

*by*T. W. Epps

**Simulation**

*by*T. W. Epps

**Interest-Rate Dynamics**

*by*T. W. Epps

**Discontinuous Processes**

*by*T. W. Epps

**Models With Uncertain Volatility**

*by*T. W. Epps

**American Options And ‘Exotics’**

*by*T. W. Epps

**Black-Scholes Dynamics**

*by*T. W. Epps

**Pricing Under Bernoulli Dynamics**

*by*T. W. Epps

**Dynamics-Free Pricing**

*by*T. W. Epps

**Tools For Continuous-Time Models**

*by*T. W. Epps

**Mathematical Preparation**

*by*T. W. Epps

**Introduction And Overview**

*by*T. W. Epps

**Introduction to Primal-Dual Analysis**

*by*Kevin M. Currier

**Comparative Statics Theorems for Parameterized Optimization Problems**

*by*Kevin M. Currier

**Comparative Statics in General Function Models**

*by*Kevin M. Currier

**Comparative Statics with Explicit Solutions**

*by*Kevin M. Currier

**The Methodology of Comparative Statics**

*by*Kevin M. Currier

**Mathematical Preliminaries**

*by*Kevin M. Currier

**Multi-Currency Investments And Exact Performance Attribution**

*by*Cornelis A. Los

**Swaps**

*by*Cornelis A. Los

**Forwards And Futures**

*by*Cornelis A. Los

**Bond Portfolio Valuation And Management**

*by*Cornelis A. Los

**Option Pricing Ii**

*by*Cornelis A. Los

**Option Pricing I**

*by*Cornelis A. Los

**Complete Valuation And Dynamic Risk Theory**

*by*Cornelis A. Los

**Systematic Financial Risk Analysis**

*by*Cornelis A. Los

**Optimal Portfolio Formation**

*by*Cornelis A. Los

**Analysis Of Inexact Data Ii**

*by*Cornelis A. Los

**Analysis Of Exact Data I**

*by*Cornelis A. Los

**Fundamental Security Valuation**

*by*Cornelis A. Los

**Capital Budgeting And Analytic Formulas**

*by*Cornelis A. Los

**A Scientific Perspective**

*by*Cornelis A. Los

**Using Microsoft Excel To Estimate Alternative Option Pricing Models**

*by*John C. Lee

**Statistical Decision Theory: Methods And Applications**

*by*John C. Lee

**Sampling Surveys: Methods And Applications**

*by*John C. Lee

**Index Numbers And Stock Market Indexes**

*by*John C. Lee

**Time-Series: Analysis, Model, And Forecasting**

*by*John C. Lee

**Nonparametric Statistics**

*by*John C. Lee

**Other Topics In Applied Regression Analysis**

*by*John C. Lee

**Multiple Linear Regression**

*by*John C. Lee

**Simple Linear Regression And Correlation: Analyses And Applications**

*by*John C. Lee

**Simple Linear Regression And The Correlation Coefficient**

*by*John C. Lee

**Analysis Of Variance And Chi-Square Tests**

*by*John C. Lee

**Hypothesis Testing**

*by*John C. Lee

**Estimation And Statistical Quality Control**

*by*John C. Lee

**Other Continuous Distributions And Moments For Distributions**

*by*John C. Lee

**Sampling And Sampling Distributions**

*by*John C. Lee

**The Normal And Lognormal Distributions**

*by*John C. Lee

**Discrete Random Variables And Probability Distributions**

*by*John C. Lee

**Probability Concepts And Their Alalysis**

*by*John C. Lee

**Numerical Summary Measures**

*by*John C. Lee

**Frequency Distributions And Data Analyses**

*by*John C. Lee

**Data Collection And Presentation**

*by*John C. Lee

**Introduction**

*by*John C. Lee

**Comparative Statics Analysis in Economics**

*by*Kevin M Currier

**Computing turning point monthly probability of the Argentinian economy according to the leading index: 1973 - 2000**

*by*Juan Mario Jorrat & Ana María Cerro

**A simple regime switching term structure model**

*by*Asbjørn T. Hansen & Rolf Poulsen

**Evolúciós alkalmazások előrejelzési modellekben I**

*by*Benedek, Gábor

**Pauvreté vulnérabilité et marché du travail : le cas du Burkina Faso et de la Mauritanie ; Programmes SPSS et Limdep ; syntaxe et résultats**

*by*Jean-Pierre Lachaud

**The Reparametrization of Linear Models Subject to Exact Linear Restrictions**

*by*Hirschberg, J.G. & Slottje, D.J.

**A Pure Binary LP Model to the Facility Layout Problem**

*by*Papahristodoulou, C.

**A Pure Binary LP Model to the Facility Layout Problem**

*by*Papahristodoulou, C.

**On the Nucleous of Neighbour Games**

*by*Klijn, F. & Vermeulen, D. & Hamers, H. & Solymosi, T. & Tijs, S.

**A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method**

*by*Vial, J.-P.

**On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models**

*by*Desgranges, G. & Gauthier, S.

**On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models**

*by*Desgranges, G. & Gauthier, S.

**Closed form integration of artificial neural networks with some applications**

*by*Gottschling, Andreas & Haefke, Christian & White, Halbert

**Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation**

*by*Roger Craine

**Double Checking for Two Error Types**

*by*Moors, J.J.A.

**On the Nucleolus of Neighbour Games**

*by*Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D.

**The Robustness of the CAPM - A Computational Approach**

*by*Herings, P.J.J. & Kubler, F.

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk

**ECM-algorithms that converge at the rate of EM**

*by*Joe Sexton & Anders Rygh Swensen

**Simulation Based Inference for Dynamic Multinomial Choice Models**

*by*Geweke, John & Houser, Dan & Keane, Michael

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

**Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market**

*by*Fent, Thomas

**Adaptive agents in the House of Quality**

*by*Fent, Thomas

**Toward a Theory and Agent-Based Model of the Networked Economy**

*by*Sergei Parinov

**Interpretation of the RAS method : absorption and fabrication effects are incorrect**

*by*MESNARD, Louis de

**Bicausative matrices to measure structural change: are they a good tool?**

*by*MESNARD, Louis de

**A Pure Binary LP Model to the Facility Layout Problem**

*by*Papahristodoulou, Christos

**On Makeham's formula and xed income mathematics**

*by*Jensen, Bjarne Astrup

**Die Berechnung von Passport-Optionen mit Finiten Elementen**

*by*Topper, Jürgen

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K.

**Machine Replacement, Technology Adoption and Convergence**

*by*Boucekkine, Raouf & Martinez, Blanca

**Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models**

*by*Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar

**Accuracy of stochastic perturbuation methods: the case of asset pricing models**

*by*Collard, Fabrice & Juillard, Michel

**Endogenous vs exogenously driven fluctuations in vintage capital models**

*by*Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar

**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**

*by*BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

**Decomposing Simulation Results with Respect to Exogenous Shocks**

*by*W. Jill Harrison & J. Mark Horridge & K.R. Pearson

**Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk**

*by*Dietmar P.J. Leisen

**Portfolio Generating Functions**

*by*ROBERT FERNHOLZ

**The Existence Of Equilibrium In A Financial Market With Transaction Costs**

*by*XING JIN & FRANK MILNE

**Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process**

*by*SERGEI ESIPOV & DAJIANG GUO

**A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts**

*by*DAJIANG GUO

**E-Arch Model For Implied Volatility Term Structure Of Fx Options**

*by*YINGZI ZHU & MARCO AVELLANEDA

**Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?**

*by*K. S. RIEDEL & A. SIDORENKO

**Piecewise Convex Function Estimation: Pilot Estimators**

*by*KURT S. RIEDEL

**Pricing And Hedging American Options: A Recursive Integration Method**

*by*JING-ZHI HUANG & MARTI G. SUBRAHMANYAM & G. GEORGE YU

**Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution**

*by*MOSHE ARYE MILEVSKY & STEVEN E. POSNER

**Closed Form Formulas For Exotic Options And Their Lifetime Distribution**

*by*RAPHAEL DOUADY

**Static Hedging Of Exotic Options**

*by*PETER CARR & KATRINA ELLIS & VISHAL GUPTA

**Calibrating Volatility Surfaces Via Relative-Entropy Minimization**

*by*MARCO AVELLANEDA & CRAIG FRIEDMAN & RICHARD HOLMES & DOMINICK SAMPERI

**Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves**

*by*K. O. KORTANEK & V. G. MEDVEDEV

**Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach**

*by*ALEXANDER LEVIN

**Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics**

*by*TENG-SUAN HO & RICHARD C. STAPLETON & MARTI G. SUBRAHMANYAM

**research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model**

*by*Guoqiang Shen

**Norms as emergent properties of adaptive learning: The case of economic routines**

*by*Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi

**Connecting discrete and continuous path-dependent options**

*by*Paul Glasserman & S.G. Kou & Mark Broadie

**A Comparison of Alternative Estimators for Binary Panel Probit Models**

*by*Harris, M.N. & Macquarie, L.R. & Siouclis, A.J.

**A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine**

*by*Fragniere, E. & Gondzio, J. & Vial, J.-P.

**Risk Neutral Forecasting**

*by*Skouras, S.

**Numerical Solution of Dynamic Economic Models**

*by*Manuel Santos

**Estimating Gram-Charlier Expansions with Positivity Constraints**

*by*Jondeau, E. & Rockinger, M.

**Computing Power Indices for Large Voting Games: A New Algorithm**

*by*Leech, D.

**Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm**

*by*Paul McNelis & John Duffy

**A polynomial algorithm for special case of the one-machine scheduling problem with time-lags**

*by*Helena Ramalhinho-Lourenço

**Metaheuristics for the bus-driver scheduling problem**

*by*Helena Ramalhinho-Lourenço & José Pinto & Rita Portugal

**Parameterized expectations approach; Some practical issues**

*by*Albert Marcet & Guido Lorenzoni

**Adaptive approach heuristics for the generalized assignment problem**

*by*Helena Ramalhinho-Lourenço & Daniel Serra

**On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach**

*by*José Niño-Mora

**Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games**

*by*Herings, P.J.J. & van den Elzen, A.H.

**Variance reduction with Monte Carlo estimates of error rates in multivariate classification**

*by*Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C.

**Solutions to Linear Rational Expectations Models: A Compact Exposition**

*by*Bennett T. McCallum

**Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients**

*by*Lawrence J. Christiano

**Simultaneous evolution of learning rules and strategies**

*by*Kirchkamp, Oliver

**Analyzing structural change: the biproportional mean filter and the biproportional bimarkovian filter**

*by*MESNARD, Louis de

**Genetic Algorithms and Economic Evolution**

*by*Riechmann, Thomas

**Finite Element Modelling of Exotic Options**

*by*Topper, Jürgen

**Solution of Perfect Foresight Saddlepoint Problems: A Simple Method and Applications**

*by*Martin Brunner & Holger Strulik

**Pooled Mean Group Estimation of Dynamic Heterogeneous Panels**

*by*Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran

**Technological Competition a Qualitative Product Life Cycle**

*by*Marco Valente

**Laboratory for Simulation Development**

*by*Marco Valente

**Hedging Exotic Options**

*by*Peter G. Zhang

**Other Exotic Options**

*by*Peter G. Zhang

**Contingent Premium Options**

*by*Peter G. Zhang

**Chooser Options**

*by*Peter G. Zhang

**Compound Options**

*by*Peter G. Zhang

**Nonlinear Payoff Options**

*by*Peter G. Zhang

**Package Or Hybrid Options**

*by*Peter G. Zhang

**Pricing Correlation Options With Uncertain Correlation Coefficients**

*by*Peter G. Zhang

**Basket Options**

*by*Peter G. Zhang

**Alternative Options**

*by*Peter G. Zhang

**Out-Performance Options**

*by*Peter G. Zhang

**Dual-Strike Options**

*by*Peter G. Zhang

**Spread Over The Rainbows**

*by*Peter G. Zhang

**Spread Options**

*by*Peter G. Zhang

**Rainbow Options**

*by*Peter G. Zhang

**Quanto Options**

*by*Peter G. Zhang

**Equity-Linked Foreign Exchange Options**

*by*Peter G. Zhang

**Foreign Equity Options**

*by*Peter G. Zhang

**Product Options And Foreign Domestic Options**

*by*Peter G. Zhang

**Quotient Options**

*by*Peter G. Zhang

**Standard Digital Options And Correlation Digital Options**

*by*Peter G. Zhang

**Options Paying The Best/Worst And Cash**

*by*Peter G. Zhang

**Exchange Options**

*by*Peter G. Zhang

**Lookback Options**

*by*Peter G. Zhang

**Exotic Barrier Options**

*by*Peter G. Zhang

**Vanilla Barrier Options**

*by*Peter G. Zhang

**One-Clique Options**

*by*Peter G. Zhang

**Forward-Start Options**

*by*Peter G. Zhang

**Flexible Arithmetic Asian Options**

*by*Peter G. Zhang

**Approximating Arithmetic Asian Options With Corresponding Geometric Asian Options**

*by*Peter G. Zhang

**Asian Options**

*by*Peter G. Zhang

**American Options**

*by*Peter G. Zhang

**Vanilla Options**

*by*Peter G. Zhang

**Option Pricing Methodology**

*by*Peter G. Zhang

**From Vanilla Options To Exotic Options**

*by*Peter G. Zhang

**An evolutionary approach to the examination of capital market efficiency**

*by*Joachim Coche

**Sustainable Grouping of Economies for a Pacific Rim Trading Bloc**

*by*Inkyo Cheong

**Estimation of Dynamic Programming Models with Censored Dependent Variables**

*by*Aguirregabiria, V.

**Algorithms for Solving Dynamic Models with Occasionally Binding Constraints**

*by*Lawrence J. Christiano & Jonas D.M. Fisher

**Sigle Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information**

*by*Athey, S.

**ESFQ: Une discipline equitable, minimisant la dispersion et adaptee aux bas debits**

*by*Abuamsha, O. & Fourneau, J.-M. & Pekergin, N.

**An Application of Cox's Non-Nested Test to trinomial Logit and Probit Models**

*by*Monfardini, C.

**A Note on Agent Based Imperfect Competition**

*by*Rocher, F. & Vila, X.

**Extended Sensitivity Analysis for Applied General Equilibrium Models**

*by*Dawkins, C.

**Testing for a unique equilibrium in applied general equilibrium models**

*by*Sami Dakhlia

**The Random-Time Binomial Model**

*by*Dietmar P.J. Leisen

**A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem**

*by*Alistair Windsor & Jacek B. Krawczyk

**An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains**

*by*Jacek B. Krawczyk & Alistair Windsor

**Relaxation Algorithms in Finding Nash Equilibria**

*by*Jacek B. Krawczyk & Steffan Berridge

**SEARCH, Variable Sample Size, A Computational Solution**

*by*Pedro Cosme

**Repeated Audit Controls**

*by*Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G.

**Application of Neural Networks to House Pricing and Bond Rating**

*by*Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

**On Adjusting the H-P Filter for the Frequency of Observations**

*by*Uhlig, H.F.H.V.S. & Ravn, M.

**Linear Quadratic Optimization for Models with Rational Expectations**

*by*Hans M. Amman & David A. Kendrick

**Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations**

*by*Hans M. Amman & David A. Kendrick

**HTGAMS: Hall and Taylor's Model in GAMS**

*by*P. Ruben Mercado & David A. Kendrick

**TAYGAMS: John Taylor's Two-Country Model in GAMS**

*by*P. Ruben Mercado & David A. Kendrick

**Teaching Macroeconomics with Gams**

*by*Hans M. Amman & David A. Kendrick

**Should Macroeconomic Policy Makers Consider Parameter Covariances?**

*by*Hans M. Amman & David A. Kendrick

**An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model**

*by*Sanjiv Ranjan Das

**Computational Economics and Economic Theory: Substitutes or Complements**

*by*Kenneth L. Judd

**Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms**

*by*Riechmann, Thomas

**Social Interactions, Local Spillovers and Unemployment**

*by*Topa, Giorgio

**A Subgroup Decomposable Measure of Relative Income Mobility**

*by*Fields, Gary S. & Ok, Efe A.

**A note on the forward measure**

*by*Mark Davis

**On the Mark(s) Optimim Currency Areas in Germany**

*by*Ghosh, A.R. & Wolf, H.C.

**The Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk**

*by*Arifovic, J & Eaton, C

**Policy Variability and Economic Growth**

*by*Hopenhayn, H. & Maniagurria, M.E.

**Comparative Performance of Worker Co-operatives with Artificial Adaptive Agents**

*by*Novkovic, S

**The Analysis of VAR, Deltas and State Prices: A New Approach**

*by*Grundy, B.D. & Wiener, Z.

**Optimal Portfolio Selection and Financial Planning**

*by*Purcal, S.T.

**Computability of Preference, Utility, and Demand**

*by*Richter, M.K. & Wong, K-C.

**Bounded Rationalities and Computable Economies**

*by*Richter, M.K. & Wong, K-C.

**Pricing American-Style Securities Using Simulation**

*by*Broadie, M. & Glasserman, P.

**Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation**

*by*Binder, M. & Pesaran, H.

**Learning of cycles and sunspot equilibria by Genetic Algorithms (*)**

*by*Herbert Dawid

**Economic evolution and the science of synergetics**

*by*John Foster & Phillip Wild

**Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case**

*by*Dimitris Bertsimas & José Niño-Mora

**Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case**

*by*Dimitris Bertsimas & José Niño-Mora

**The DUALI/DUALPC Software for Optimal Control Models: Introduction**

*by*Hans M. Amman & David A. Kendrick

**New Analysis of a Model of Time to Build**

*by*Alistair Milne & A Elizabeth Whalley

**Do Financial Incentives Encourage Welfare Recipients to Work? Early Findings from the Canadian Self Sufficiency Project**

*by*David Card & Philip K. Robins

**Strain and the inflation - unemployment relationship: a conceptual and empirical investigation**

*by*Daianu, Daniel & Albu, Lucian-Liviu

**Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey**

*by*Kaufmann, Sylvia & Scheicher, Martin

**Liquidity constraints and time non separable preferences**

*by*Jérome ADDA & Raouf BOUCEKKINE

**Numerical analysis of strategic contingent claims models**

*by*Anderson, Ronald W. & Tu, Cheng

**The Transition from a Drèze Equilibrium to a Walrasian Equilibrium**

*by*Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard

**Simultaneous Evolution of Learning Rules and Strategies**

*by*Kirchkamp, Oliver

**Monte carlo simulation and numerical integration**

*by*Geweke, John

**Numerical dynamic programming in economics**

*by*Rust, John

**Numerical methods for linear-quadratic models**

*by*Amman, Hans

**Approximation, perturbation, and projection methods in economic analysis**

*by*Judd, Kenneth L.

**Mathematica for economists**

*by*Varian, Hal R.

**Modeling languages in computational economics: Gams**

*by*Zenios, Stavros A.

**Neural networks for encoding and adapting in dynamic economies**

*by*Cho, In-Koo & Sargent, Thomas J.

**Artificial intelligence in economics and finance: A state of the art -- 1994: The real estate price and assets and liability analysis case**

*by*Pau, L.F. & Tan, Pan Yong

**Parallel computation**

*by*Nagurney, Anna

**Sectoral economics**

*by*Kendrick, David A.

**Nonlinear pricing and mechanism design**

*by*Wilson, Robert

**Mechanics of forming and estimating dynamic linear economies**

*by*Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J.

**Computational methods for macroeconometric models**

*by*Fair, Ray C.

**Computation of equilibria in finite games**

*by*McKelvey, Richard D. & McLennan, Andrew

**Computable general equilibrium modelling for policy analysis and forecasting**

*by*Dixon, Peter B. & Parmenter, B.R.

**Handbook of Computational Economics**

*by*

**Financial laws with algebraic automata theory**

*by*Salvador Cruz Rambaud

**Spatial Evolution of Automata in the Prisoners' Dilemma**

*by*Kirchkamp, Oliver

**Social Learning and Rational Expectations**

*by*Vives, X..A.

**Programming Languages in Economics**

*by*Hans M. Amman & David A. Kendrick

**Innovation regimes, entry and market structure**

*by*Kwasnicki, Witold

**An Analysis of International CO2 agreements**

*by*Amundsen, Eirik S. & Lønning, Dag & Rasmussen, Heine

**Full Sample Maximum Likelihood Estimation of Dynamic Demand Models**

*by*DESCHAMPS , Philippe J.

**Los sistemas financieros a través de la teoría algebraica de autómatas**

*by*Salvador Cruz Rambaud

**Recursive contracts**

*by*Albert Marcet & Ramon Marimon

**Recursively Simulating Multinomial Multiperiod Probit Probabilities**

*by*Geweke, John & Keane, Michael & Runkle, David

**La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement**

*by*Buda, Rodolphe

**How Many Monies? A Genetic Approach to Finding Optimum Currency Areas**

*by*Atish R. Ghosh & Holger C. Wolf

**Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models**

*by*Urzúa, Carlos M.

**Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models**

*by*Urzúa, Carlos M.

**Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models**

*by*Urzúa, Carlos M.

**Computing Equilibria of Non-Optimal Economies**

*by*Jean-Pierre DANTHINE & John B. DONALDSON

**Coherent Belief Revision and Equilibrium Selection in Games**

*by*Debra J. Holt

**Alternative estimators of the covariance matrix in GARCH models**

*by*Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo

**Simulation of interest rate options using ARCH**

*by*Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P.

**Le Rapport Industrie - Agriculture Et Le Developpement Economique**

*by*Albu, Lucian-Liviu

**An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming**

*by*William Cook & Thomas Rutherford & Herbert E. Scarf & David F. Shallcross

**Solving Nonlinear Economic Models Accurately Via a Linear Representation**

*by*K.R. Pearson

**General Purpose Software for Intertemporal Modelling**

*by*George Codsi & K. R. Pearson & Peter J. Wilcoxen

**Macroeconomic Effects of European Integration on the Finnish Economy: A Simulation Study**

*by*Lahti, Ari

**Instrumental variables interpretations of FIML and nonlinear FIML**

*by*Calzolari, Giorgio & Sampoli, Letizia

**Mode predictors in nonlinear systems with identities**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Coherent Forecast with Nonlinear Econometric Models**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

**Forecast variance in simultaneous equation models: analytic and Monte Carlo methods**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo

**Coherent optimal prediction with large nonlinear systems: an example based on a French model**

*by*Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo

**Gradient methods in FIML estimation of econometric models**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**A Simulation Study on FIML Covariance Matrix**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Analysis and measurement of the uncertainty in Mini-Dms model for the French economy**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

**Confidence intervals of forecasts from nonlinear econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Sparse matrix methods for computable general equilibrium models of the Johansen class**

*by*K.R. Pearson & Russell J. Rimmer

**Uncertainty of policy recommendations for nonlinear econometric models: some empirical results**

*by*Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo

**Significance of the characteristic roots of linearized econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

**A simulation approach to some dynamic properties of econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio

**The deterministic simulation bias in the Klein-Goldberger model**

*by*Calzolari, Giorgio

**The asymptotic distribution of power spectra in dynamic econometric models**

*by*Calzolari, Giorgio

**Stochastic simulation experiments on Model 5 of Bonn University**

*by*Calzolari, Giorgio

**Simulation of a nonlinear econometric model**

*by*Bianchi, Carlo & Calzolari, Giorgio

**La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Stochastic simulation and dynamic properties of the new version of the Italian model**

*by*Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic

**Stochastic simulation: a package for Monte Carlo experiments on econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**The asymptotic distribution of impact multipliers for a non-linear structural econometric model**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Monte Carlo methods in econometrics: a package for the stochastic simulation**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971**

*by*Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C.

**Industrial Specialization, Trade, and Labour Market Dynamics in a Multisectoral Model of Technological Progress**

*by*Robert Stehrer

**Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market**

*by*Lux, T. & M. Marchesi

**Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents**

*by*Lux, T. & M. Marchesi

**Equilibrium Selection in Games with Macroeconomic Complementarities**

*by*Oddvar M. Kaarbøe & Alexander F. Tieman

**On infinite-horizon minimum-cost hedging under cone constraints**

*by*Kevin Huang

**Social and Economic Impact of Disasters: Estimating the Threshold between Low and High Levels of Risk**

*by*Clovis Freire

**Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models**

*by*Raouf Boucekkine & Omar Licandro & Christopher Paul

**Collective Dynamics of Interacting Agents when Driven by PAM**

*by*Rainer Hegselmann & Ulrich Krause

**Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie**

*by*Maria Giuseppina Bruno & Antonio Grande

**Public health prevention strategies. A mathematical model**

*by*Giuseppe Schinaia & Valentino Parisi

**The Election of a World Champion**

*by*Martin Langen, Thomas Krauskopf

**The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability**

*by*Gliksberg, Baruch

**Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm**

*by*Spencer WHEATLEY & Vladimir FILIMONOV & Didier SORNETTE

**A Polynomial Optimization Approach to Principal-Agent Problems**

*by*Philipp Renner & Karl Schmedders

**Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes**

*by*Terje Lensberg & Klaus Reiner Schenk-HoppÃ© & Daniel Ladley

**Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies**

*by*Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS

**Conditional Density Models for Asset Pricing**

*by*Damir FILIPOVIC & Lane P. HUGHSTON & Andrea MACRINA

**Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms**

*by*Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER

**Incomplete-Market Equilibria Solved Recursively on an Event Tree**

*by*Bernard DUMAS & Andrew LYASOFF

**Constructing Long/Short Portfolios with the Omega ratio**

*by*Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ

**Distributed Optimisation of a Portfolio's Omega**

*by*Manfred Gilli & Enrico Schumann

**A review of heuristic optimization methods in econometrics**

*by*Manfred GILLI & Peter WINKER

**Barrier Option Pricing Using Adjusted Transition Probabilities**

*by*Giovanni Barone-Adesi & Nicola Fusari & John Theal

**A Data-Driven Optimization Heuristic for Downside Risk Minimization**

*by*Manfred Gilli & Evis Këllezi & Hilda Hysi

**Improvemet Of Resource Utilization Rate In Manufacturing System**

*by*Arzu Eren Şenaras

**Neighborhood effects and the distribution of income in cities**

*by*James Dow

**Proximity Relations, Partnership Structure and Supporting Institutions in an Agent-Based Model of an Industrial District Prototype**

*by*Riccardo Boero, Flaminio Squazzoni

**Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach**

*by*D.D.B. van Bragt, E.H. Gerding, J.A. La Poutre

**Comments on the paper Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination , by Chen, Duffy and Yeh**

*by*Marco Valente

**Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game**

*by*Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh