## 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.

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

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

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

*by*Sylvain Barde

**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.

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

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

**Effect of Homophily on Network Evolution**

*by*Kibae Kim & Jörn Altmann

**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

**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

**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

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

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

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

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

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

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

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

*by*Grey Gordon & Shi Qiu

**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

**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

**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*Guglielma 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*Guglielma Maria Caporale & Luis Gil-Alana & Alex Plastun

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

*by*Anastasiia Panchuk

**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

**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

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

*by*K. Galušcák & G. Kátay

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

*by*Simonovits, András & Király, Júlia

**Dynamic monopoly with multiple continuously distributed time delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**Costs and benefits of financial regulation: Short-selling bans and transaction taxes**

*by*Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

**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

**Nonparametric estimation of utility function in first-price sealed-bid auctions**

*by*Kim, Dong-Hyuk

**Implied volatility and the risk-free rate of return in options markets**

*by*Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco

**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

**Computing Markov-Perfect Optimal Policies in Business-Cycle Models**

*by*Richard Dennis & Tatiana Kirsanova

**A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization**

*by*Pham, Huyên & Langrené, Nicolas & Kharroubi, Idris

**Corporate Cash Hoarding Decomposed into Liquidity and Risk Motives**

*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

**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

**Fiscal and monetary policies in complex evolving economies**

*by*Fagiolo G. & Treibich T.G. & Roventini A. & Napoletano M. & Dosi G.

**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.

**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

**Dynamics of assets liquidity and inequality in economies with decentralized markets**

*by*Maurizio Iacopetta

**Outside the corridor : fiscal multipliers and business cycles into an agent based models with liquidity constraints**

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

**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

**Computational Economic Modeling of Migration**

*by*Anna Klabunde

**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

**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

**Power Plant Waste Heat Recovery for Household Heating Using Heat Pumps**

*by*Dosa, Ion

**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

**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

**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

**Seeking Ergodicity in Dynamic Economies**

*by*Takashi Kamihigashi & 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

**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 Èerný & Jiøí 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

**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

**A Formal Proof of Vickrey's Theorem by Blast, Simp, and Rule**

*by*Manfred Kerber & Christoph Lange & Colin Rowat

**Probabilistic Transitivity in Sports**

*by*Johannes Tiwisina & Philipp Kuelpmann

**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

**Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models**

*by*Gustavo Fruet Dias & George Kapetanios

**Discretization of Lévy semistationary processes with application to estimation**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**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

**Macroprudential Banking Regulation: Does One Size Fit All?**

*by*Doris Neuberger & Roger Rissi

**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

**Fiscal Sustainability of the National Health Care Systém in the Slovak Republic**

*by*Rudolf Sivák & Pavol Ochotnický & Ľuboš Kuchta

**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

**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

**Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data**

*by*Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

**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

**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

**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

**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

**Viable Ramsey economies**

*by*Noël Bonneuil & Raouf Boucekkine

**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

**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

**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

**Distance rationalizability of scoring rules**

*by*Can B.

**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.

**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

**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

**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 TatÈnnement by Sequential Pairwise Trading: Convergence and Welfare Implications**

*by*Maria-Augusta Miceli & Federico Cecconi & Giovanni Cerulli

**How Much Should an Investor Trust the Startup Entrepreneur? - A Network Model**

*by*Anna Klabunde

**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

**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

**Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods**

*by*Ludwig, Alexander & Schön, Matthias

**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

**Multi-layered Interbank Model for Assessing Systemic Risk**

*by*Christoffer Kok & Mattia Montagna

**The Effects of a Financial Transaction Tax in an Artificial Financial Market**

*by*Daniel Fricke & Thomas Lux

**A flow network analysis of direct balance-sheet contagion in financial networks**

*by*Mario Eboli

**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

**Central bank liquidity auction mechanism design and the interbank market**

*by*Ollikka, Kimmo & Tukiainen , Janne

**Sticky information models in Dynare**

*by*Verona, Fabio & Wolters, Maik H.

**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.

**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. & 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

**Seasonal Stability Tests in gretl. An Application to International Tourism Data**

*by*Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz

**Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations**

*by*Eric Weese

**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

**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

**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

**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

**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.

**A Comparative Study of the Lasso-type and Heuristic Model Selection Methods**

*by*Ivan Savin

**Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms**

*by*Roberto Baragona & Domenico Cucina

**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

**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

**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

**Monitoring SOA Applications with SOOM Tools: A Competitive Analysis**

*by*Ivan Zoraja & Goran Trlin & Marko Matijević

**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

**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.

**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

**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

**Generating Random Optimising Choices**

*by*Jan Heufer

**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

**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

**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

**A DSGE-Based Assessment of Nonlinear Loan-to-Value Policies: Evidence from Hong Kong**

*by*Funke, Michael & Paetz, Michael

**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

**An Introduction to Particle Methods with Financial Applications**

*by*Carmona, René & Del Moral, Pierre & Hu, Peng & Oudjane, Nadia

**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 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. Barrios & Quim Castell� & Angel A. Juan & Helena R. Louren�o & 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 4-stated DICE: quantitatively addressing uncertainty effects in climate change**

*by*Ttraeger, Christian

**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

**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

**Eine verteilungspolitische Beurteilung aktueller Reformkonzepte zur deutschen Einkommmensbesteuerung**

*by*Georg Struch

**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

**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

**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.

**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

**How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation**

*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

**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 & 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.

**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

**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

**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

**Climate Change, Agricultural Production and Food Security: Evidence from Yemen**

*by*Clemens Breisinger & Olivier Ecker & Perrihan Al-Riffai & Richard Robertson & Rainer Thiele

**Estimating a High-Frequency New-Keynesian Phillips Curve**

*by*Steffen Ahrens & Stephen Sacht

**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

**Power Structures and Adaptation: How to Distribute Power within a Group**

*by*Tarakci, M. & Groenen, P.J.F.

**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

**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 & 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 ÃK & 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

**When Does the Second-Digit Benford’s Law-Test Signal an Election Fraud? Facts or Misleading Test Results**

*by*Susumu Shikano & Verena Mack

**Value Function Iteration as a Solution Method for the Ramsey Model**

*by*Burkhard Heer & Alfred Maußner

**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

**Social Network Mixing Patterns in Mergers and Acquisitions-A Simulation Experiment**

*by*Robert Fabac & Markus Schatten & Tomislav Đuričin

**Addressing Inequality And Poverty With Tax Instruments**

*by*Saša Randjelović & Jelena Žarković-Rakić

**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

**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

**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

**Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling**

*by*Marco Bee

**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.

**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

**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

**Extreme Value Theory as a Theoretical Background for Power Law Behavior**

*by*Simone Alfarano & Thomas Lux

**Climate change mitigation and ecosystem services : A stochastic analysis**

*by*Thomas S. Lontzek & Daiju Narita

**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

**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

**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 downloading and using COIN-OR for solving linear/integer optimization problems**

*by*Pérez Sainz de Rozas, Gloria & Garín Martín, María Araceli

**A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine**

*by*Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Escudero Bueno, Laureano F. & Merino Maestre, María

**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*M. Alejandro Cardenete and 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

**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

**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

**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

**When Does It Hurt? The Exchange Rate "Pain Threshold" for German Exports**

*by*Ansgar Belke & Matthias Goecke & Martin Guenther

**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

**The effect of uncertainty on decision making about climate change mitigation. A numerical approach of stochastic control**

*by*Thomas S. Lontzek & Daiju Narita

**Rational Expectations Models with Anticipated Shocks and Optimal Policy: A General Solution Method and a New Keynesian Example**

*by*Hans-Werner Wohltmann & Roland Winkler

**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

**An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform**

*by*Crowley, Patrick M & Schildt, Tony

**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

**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*Omar J. Casas & Rosario Romera

**Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys**

*by*Alvaro Escribano & Jorge Pena

**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

**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

**Metodología para la implementación del método adaptativo de Monte Carlo en la evaluación de la incertidumbre de la medición, utilizando el cálculo simbólico Maple. Aplicación a un experimento sencillo**

*by*Delgado, Gustavo

**Sistema de la calidad en los laboratorios de ensayos**

*by*Delgado, Gustavo

**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

**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

**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

**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

**Uncomputability and Undecidability in Economic Theory**

*by*K. Vela Velupillai

**Adaptive microfoundations for emergent macroeconomics**

*by*Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati

**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

**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 Retailerfs 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

**The Optimal Selective Logging Regime and the Faustmann Formula**

*by*Angels Xabadia & Renan U. Goetz

**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

**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

**A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO**

*by*Albu, Lucian Liviu

**Un Experimento sencillo para evaluar la Incertidumbre siguiendo la guia GUM ISO 1995 y utilizando el cálculo simbólico MAPLE 11.0**

*by*Delgado, Gustavo & Nagel, Bertram

**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

**Skills, Innovation, and Growth: An Agent-Based Policy Analysis**

*by*H. Dawid & S. Gemkow & P. Harting & K. Kabus & K. Wersching & M. Neugart

**Agent-Based Simulations for Electricity Market Regulation Advice: Procedures and an Example**

*by*Anke Weidlich & Daniel Veit

**Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice**

*by*Blake LeBaron & Peter Winker

**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

**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

**Re-reading Jevons's Principles of Science - Induction Redux**

*by*K. Vela Velupillai

**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

**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

**Vield curve construction using government bonds in the Czech republic**

*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.

**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

**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

**How hard is the euro are core? An evaluation of growth cycles using wavelet analysis**

*by*Crowley , Patrick & Maraun , Douglas & Mayes , David

**Pricing risky bank loans in the new Basel II environment**

*by*Hasan, Iftekhar & Zazzara, Cristiano

**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

**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

**Business Cycle and Stock Market Volatility: A Particle Filter Approach**

*by*Casarin, Roberto & Trecroci, Carmine

**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

**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

**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

**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

**Using and producing ideas in computable endogenous growth**

*by*K. Vela Velupillai

**The foundations of computable general equilibrium theory**

*by*K. Vela Velupillai

**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.

**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.

**Intangibles mismeasurements, synergy, and accounting numbers : a note**

*by*Ramond, Olivier & Casta, Jean-François & Bry, Xavier

**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

**On core membership testing for hedonic coalition formation games**

*by*Shao Chin Sung & Dinko Dimitrov

**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

**A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models**

*by*Marcelo Oviedo

**How Important are Nominal Shocks in Driving Real Exchange Rates?**

*by*Bernd Kempa

**Extended Sensitivity Analysis for Applied General Equilibrium Models**

*by*Christina Dawkins

**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.

**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

**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.

**Pooled mean group estimation of dynamic heterogeneous panels**

*by*M Pesaran & Yongcheol Shin & Ron P Smith

**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

**Valuation Of A Biotech Company: A Real Options Approach**

*by*Angel Leon & Diego Piñeiro

**Sequential Estimation Of Dynamic Discrete Games**

*by*Victor Aguirregabiria & Pedro Mira

**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)

**On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example**

*by*Prasad Bidarkota

**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

**Describing collective creation of knowledge about competitive environment. The case of a business intelligence service**

*by*Belmondo, Cécile

**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

**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.

**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

**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

**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.

**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

**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 Doornik & Marius Ooms

**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

**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

**The importance of the embodied question revisited**

*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

**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

**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.

**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

**Bidding for envy-freeness: A procedural approach to n-player fair-division problems**

*by*Claus-Jochen Haake & Matthias G. Raith & Francis Edward Su

**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

**Controlling Chaos in the Kaldor Model**

*by*Stephan Heilig & Rainer Schöbel

**Computing Power Indices for Large Voting Games: A New Algorithm**

*by*Leech, D.

**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

**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

**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

**Estimating Gram-Charlier Expansions with Positivity Constraints**

*by*Jondeau, E. & Rockinger, M.

**Technological Competition a Qualitative Product Life Cycle**

*by*Marco Valente

**Laboratory for Simulation Development**

*by*Marco Valente

**An evolutionary approach to the examination of capital market efficiency**

*by*Joachim Coche

**Extended Sensitivity Analysis for Applied General Equilibrium Models**

*by*Dawkins, C.

**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.

**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 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

**Les logiciels d'analyse financière : une évolution liée aux actions des éditeurs et des utilisateurs**

*by*Heurtaux, Eric

**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

**Les logiciels d'analyse financière : une évolution liée aux actions des éditeurs et des utilisateurs**

*by*Heurtaux, Eric

**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

**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

**The Macroeconomic Impact of Migration: A Simulation-Based Approach**

*by*Shyam Gouri Suresh

**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

**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

**Autonomously Interacting Banks**

*by*Yvan Lengwiler & Dietmar Maringer

**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