## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

/ / /

**C63: Computational Techniques**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

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

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

Most recent items first, undated at the end.

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

*by*Doherr, Thorsten

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

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

**The economic impact of Brexit: Evidence from modelling free trade agreements**

*by*Belke, Ansgar & Gros, Daniel

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

*by*Awijen, Haithem & Hammami, Sami

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

*by*Guo, Zi-Yi

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

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

**M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements**

*by*Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf

**Market entry waves and volatility outbursts in stock markets**

*by*Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank

**Austerity Measures: Do they avert solvency crises?**

*by*Christos Shiamptanis

**Simulation error in maximum likelihood estimation of discrete choice models**

*by*Mikołaj Czajkowski & Wiktor Budziński

**Management of knee osteoarthritis in Italy. A cost-utility analysis of Platelet-Rich-Plasma dedicated kit versus Hyaluronic acid for the intra-articular treatment of knee OA**

*by*Salvatore Russo & Stefano Landi & Paolo Landa

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

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

**A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors**

*by*Mesias Alfeus & Martino Grasselli & Erik Schlögl

**Stabilizing an Unstable Complex Economy-On the limitations of simple rules**

*by*Isabelle Salle & Pascal Seppecher

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

*by*Pascal Seppecher & Isabelle Salle & Marc Lavoie

**Structural Changes and Growth Regime**

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

**Structural Changes and Growth Regimes**

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

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

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

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

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

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

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

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

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

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

*by*Katarzyna Growiec & Jakub Growiec & Bogumil Kaminski

**Development of sustainable product innovations**

*by*Stig Ottosson

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

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

**Reliability in Multy-Regional Power Systems - Capacity Adequacy and the Role of Interconnectors**

*by*Hagspiel, Simeon & Knaut, Andreas & Peter, Jakob

**The impact of environmental regulations on the farmland market and farm structures: An agent-based model applied to the Brittany region of France**

*by*Elodie Letort & Pierre Dupraz & Laurent Piet

**Simulating the Mutual Sequential Mate Search Model under Non-homogenous Preferences**

*by*Saglam, Ismail

**The role of human assets in economic growth: theory and empirics**

*by*Diallo, Ibrahima Amadou

**How Large Should the “Bullets” be? Dissecting the Role of Unilateral and Tie Punishment in the Provision of Public Goods**

*by*Liu, Jia & Riyanto, Yohanes Eko & Zhang, Ruike

**Consumption & Class in Evolutionary Macroeconomics**

*by*Rengs, Bernhard & Scholz-Waeckerle, Manuel

**Practical Considerations for Questionable IVs**

*by*Clarke, Damian & Matta, Benjamín

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Highly resolved optimal renewable allocation planning in power systems under consideration of dynamic grid topology**

*by*Slednev, Viktor & Bertsch, Valentin & Ruppert, Manuel & Fichtner, Wolf

**A New Heuristic in Mutual Sequential Mate Search**

*by*Saglam, Ismail

**Agent-based modelling. History, essence, future**

*by*Hanappi, Hardy

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

*by*Ansari, Dawud

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

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

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

*by*Gao, Lin

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

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

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

*by*Halkos, George & Tsilika, Kyriaki

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

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

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

*by*Marek Kvet & Jaroslav Janáèek

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

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

**A Generalized Approach to Indeterminacy in Linear Rational Expectations Models**

*by*Francesco Bianchi & Giovanni Nicolò

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

*by*Don Fullerton & Chi L. Ta

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

*by*Siem Koopman & André Lucas & Marcin Zamojski

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

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

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

*by*Solmaria Halleck Vega & Antoine Mandel

**Agent-Based Modeling’s Open Methodology Approach: Simulation, Reflexivity, and Abduction**

*by*Davis, John B.

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

*by*Ian P.Cassar

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

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

**Random Matching under Priorities: Stability and No Envy Concepts**

*by*Haris Aziz & Bettina Klaus

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

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

**Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations**

*by*Thorir Bjarnason & Einar Jón Erlingsson & Bulent Ozel & Hlynur Stefánsson & Jón Thor Sturluson & Marco Raberto

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

*by*João Silvestre

**A Primer on Bayesian Distributional Regression**

*by*Thomas Kneib & Nikolaus Umlauf

**Global ownership and corporate control networks**

*by*Armando Rungi & Gregory Morrison & Fabio Pammolli

**Generalized Entropy and Model Uncertainty**

*by*Alexander Meyer-Gohde &

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

*by*Nikolay A Andreev

**Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics**

*by*Boehl, Gregor & Fischer, Thomas

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

*by*Fischer, Thomas

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

*by*Alexandru Monahov & Thomas Jobert

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

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

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

*by*Christos Karydas & Lin Zhang

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

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

**Tractable likelihood-based estimation of non- linear DSGE models**

*by*Robert Kollmann

**The Best and Worst of All Possible Worlds: Some Crude Evaluations**

*by*Michael R. Powers & Martin Shubik

**Tractable Likelihood-Based Estimation of Non-Linear DSGE Models**

*by*Kollmann, Robert

**A Generalized Approach to Indeterminacy in Linear Rational Expectations Models**

*by*Bianchi, Francesco & Nicolò, Giovanni

**¿Es conveniente una autoridad monetaria “blanda”?**

*by*Carlos E. Posada & Alfredo Villca

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

*by*Sander Renes & Floris Zoutman

**Agent-Based Risk Assessment Model of the European Banking Network**

*by*Tomas Klinger & Petr Teply

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

*by*Sebastian Deininger & Dietmar Maringer

**Machine learning at central banks**

*by*Chakraborty, Chiranjit & Joseph, Andreas

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

*by*Daniele Coin

**BIMic: the Bank of Italy microsimulation model for the Italian tax and benefit system**

*by*Nicola Curci & Marco Savegnago & Marika Cioffi

**Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data**

*by*Jose Fique

**Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?**

*by*Vadym Lepetyuk & Lilia Maliar & Serguei Maliar

**Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models**

*by*Andrea Nocera

**Endogenizing Total Factor Productivity: The Foreign Direct Investment channel in the case of Bulgaria (2004-2013)**

*by*Peseva, Milena & Vasilev, Aleksandar

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

*by*Angelov, Aleks & Vasilev, Aleksandar

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

*by*Luzius Stricker & Moreno Baruffini

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

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

**Data-driven development in the smart city: Generative design for refugee camps in Luxembourg**

*by*Elie Daher & Sylvain Kubicki & Annie Guerriero

**Energy balancing accross cities: Virtual Power Plant prototype and iURBAN case studies**

*by*Michael Oates & Aidan Melia & Valeria Ferrando

**Energy efficiency facets: innovative district cooling systems**

*by*Francesco Passerini & Raymond Sterling & Markus Keane & Krzysztof Klobut & Andrea Costa

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

*by*Petra Ahrweiler

**Portfolio choice with high frequency data: CRRA preferences and the liquidity effect**

*by*R. P. Brito & H. Sebastião & P. Godinho

**Improvement of a Bio-Economic Mathematical Programming Model in the Case of On-Farm Source Inputs and Outputs**

*by*Parisa Aghajanzadeh-Darzi & Pierre-Alain Jayet & Athanasios Petsakos

**The effects of heterogeneous interaction and risk attitude adaptation on the evolution of cooperation**

*by*Weijun Zeng & Minqiang Li & Nan Feng

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

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

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

*by*Zhigang Feng & Matthew Hoelle

**Complexity and model comparison in agent based modeling of financial markets**

*by*Alexandru Mandes & Peter Winker

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

*by*N. Maaser

**Computing deltas without derivatives**

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

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

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

**Интеграция подхода „затраты–выпуск“ в агент-ориентированное моделирование: межрегиональный анализ в искусственной экономике. Integration of input–output approach into agent-based modeling: interregional analysis in an artificial economy**

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

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

*by*Рашидова Е. А.

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

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

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

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

**Modeling the Effect of Team Collaboration on the Creation of New Knowledge**

*by*Ai-Feng HSU & Chiu-Chi WEI & Chiou-Shuei WEI

**Planning and Analysis of the Company’s Financial Performances by Using a Software Simulation**

*by*Meri BOSHKOSKA & Milcho PRISAGJANEC

**Efficiency of the UK Stock Exchange**

*by*Vasilios Sogiakas

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

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

**Web Controls for Financial Calculations in Visual Studio 2015**

*by*Cosma Emil

**Global Identification in DSGE Models Allowing for Indeterminacy**

*by*Zhongjun Qu & Denis Tkachenko

**A Framework for Dynamic Oligopoly in Concentrated Industries**

*by*Bar Ifrach & Gabriel Y. Weintraub

**The footprint of evolutionary processes of learning and selection upon the statistical properties of industrial dynamics**

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

**Modern Value Chains and the Organization of Agrarian Production**

*by*Heath Henderson & Alan G. Isaac

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

*by*Ekaterina Bogomilova

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

*by*Stanimira Yordanova & Kamelia Stefanova

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

*by*Yoshitaka Shibata & Noriki Uchida & Norio Shiratori

**A New Approach to Modeling Bertrand Duopoly**

*by*Puu, Tonu

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

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

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

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

**Quadratic Approximation of the Newsvendor Problem with Imperfect Quality**

*by*Natapat Areerakulkan

**Az adózói magatartás különféle magyarázatai**

*by*Semjén, András

**A bias in the volatility smile**

*by*Don M. Chance & Thomas A. Hanson & Weiping Li & Jayaram Muthuswamy

**Dynamic coordinating non-equilibrium**

*by*Santiago J. Gangotena

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

*by*James Caton

**Geospatial cryptography: enabling researchers to access private, spatially referenced, human subjects data for cancer control and prevention**

*by*Geoffrey M. Jacquez & Aleksander Essex & Andrew Curtis & Betsy Kohler & Recinda Sherman & Khaled El Emam & Chen Shi & Andy Kaufmann & Linda Beale & Thomas Cusick & Daniel Goldberg & Pierre Goovaerts

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

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

**Can Minorities Escape Wage Discrimination by Forming Firms?**

*by*James Fain

**Cowboying Stock Market Herds with Robot Traders**

*by*Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva

**A Practical, Accurate, Information Criterion for Nth Order Markov Processes**

*by*Sylvain Barde

**Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model**

*by*Tomasz Makarewicz

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

*by*Marta Biancardi & Giovanni Villani

**Searching for Inefficiencies in Exchange Rate Dynamics**

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

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

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

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

*by*Fathin Faizah Said

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

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

*by*Justin W. van de Ven

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

*by*Matteo Richiardi & Ross E. Richardson

**Model Averaging and Persistent Disagreement**

*by*Cho, In-Koo & Kasa, Kenneth

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

*by*Ana Paula Martins

**Scalable space-time trajectory cube for path-finding: A study using big taxi trajectory data**

*by*Yang, Lin & Kwan, Mei-Po & Pan, Xiaofang & Wan, Bo & Zhou, Shunping

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

*by*Herrmann, J.K. & Savin, I.

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

*by*Jungeilges, Jochen & Ryazanova, Tatyana

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

*by*Abrell, Jan & Rausch, Sebastian

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

*by*Bouleau, Nicolas & Chorro, Christophe

**Capacity Remuneration Mechanisms for Reliability in the Integrated European Electricity Market: Effects on Welfare and Distribution through 2023**

*by*Traber, Thure

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

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

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

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

**The coexistence of stable equilibria under least squares learning**

*by*Kopányi, Dávid

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

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

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

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

**An approximate multi-period Vasicek credit risk model**

*by*García-Céspedes, Rubén & Moreno, Manuel

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

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

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

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

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

*by*Cantia, Catalin & Tunaru, Radu

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

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

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

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

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

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

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

*by*Jun, Doobae & Ku, Hyejin

**Stochastic energy market equilibrium modeling with multiple agents**

*by*Brekke, Kjell Arne & Golombek, Rolf & Kaut, Michal & Kittelsen, Sverre A.C. & Wallace, Stein W.

**Optimal management of flexible nuclear power plants in a decarbonising competitive electricity market: The French case**

*by*Lykidi, Maria & Gourdel, Pascal

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

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

**Where do all the windmills go? Influence of the institutional setting on the spatial distribution of renewable energy installation**

*by*Pechan, A.

**Representation of variable renewable energy sources in TIMER, an aggregated energy system simulation model**

*by*de Boer, Harmen Sytze (H.S.) & van Vuuren, Detlef (D.P.)

**Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil**

*by*Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco

**Strategic real option and flexibility analysis for nuclear power plants considering uncertainty in electricity demand and public acceptance**

*by*Cardin, Michel-Alexandre & Zhang, Sizhe & Nuttall, William J.

**Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix**

*by*Costa, Oswaldo L.V. & de Oliveira Ribeiro, Celma & Rego, Erik Eduardo & Stern, Julio Michael & Parente, Virginia & Kileber, Solange

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

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

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

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

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

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

**Higher-order properties of approximate estimators**

*by*Kristensen, Dennis & Salanié, Bernard

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

*by*Phillips, Kerk L.

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Gaffeo, Edoardo & Molinari, Massimo

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

*by*Nonejad, Nima

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

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

**Cournot vs. Walras: A reappraisal through simulations**

*by*Alós-Ferrer, Carlos & Buckenmaier, Johannes

**Impact of value-at-risk models on market stability**

*by*Llacay, Bàrbara & Peffer, Gilbert

**When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment**

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

**Fifth-order perturbation solution to DSGE models**

*by*Levintal, Oren

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

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

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

*by*Fischer, Thomas

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

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

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

*by*Maryam Hosseinzadeh & Saeed Daei-Karimzadeh

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

*by*Irina Glazyrina & Sergey Lavlinskii

**Analysis in Material Selection: Influence of Normalization Tools on COPRAS-G**

*by*MORTEZA YAZDANI & ALI JAHAN & ED. KAZIMIERAS ZAVADSKAS

**Qualitative Evaluation of Knowledge Based Model of Project Time-Cost as Decision Making Support**

*by*Radek DOSKOČIL & Karel DOUBRAVSKÝ

**A Weighted Non-linear Grey Bernoulli Model for Forecasting Non-linear Economic Time Series with Small Data Sets**

*by*Zheng-Xin Wang

**Appraisal of Scientific Research in European Countries. An Entropy-Based Analysis**

*by*Florentin ŞERBAN & Anca-Teodora ŞERBAN-OPRESCU & George-Laurenţiu ŞERBAN-OPRESCU

**¡°Shifting the Paradigm¡± in Superintelligence**

*by*Vladimir A. Masch

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

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

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

*by*Tero Haahtela

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

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

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

*by*Abrell, Jan & Rausch, Sebastian

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

*by*Korzinov, Vladimir & Savin, Ivan

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

*by*Herrmann, Johannes Karl & Savin, Ivan

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

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

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

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

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

*by*Beznoska, Martin

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

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

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

*by*Marchal, Léa & Naiditch, Claire

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

*by*Benček, David

**Prudential regulation in an artificial banking system**

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

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

*by*Wozniak, Marcin

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

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

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

*by*Holden, Tom D.

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

*by*Holden, Tom D.

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

*by*Muck, Johannes

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

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

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

*by*Schmitt, Noemi & Westerhoff, Frank

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

*by*Schmitt, Noemi & Westerhoff, Frank

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

*by*Anna Kowalska-Pyzalska

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

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

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

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

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

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

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

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

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

*by*Olga Tarasova

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

*by*Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi

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

*by*Roberto Roson

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

*by*Alessandro Moro

**Detecting Money Market Bubbles**

*by*Jan Baldeaux & Katja Ignatieva & Eckhard Platen

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

*by*Alessandro Gnoatto & Martino Grasselli & Eckhard Platen

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

*by*Pascal Seppecher

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

*by*Majid M. Al-Sadoon

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

*by*Vicent Alcántara & Emilio Padilla & Matias Piaggio

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

*by*Vladimir Korzinov & Ivan Savin

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

*by*Johannes Herrmann & Ivan Savin

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

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

**On decay centrality**

*by*Nikolas Tsakas

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

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

**Time-consistent unemployment insurance**

*by*Kankanamge, Sumudu & Weitzenblum, Thomas

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

*by*Luigi Bonatti & Lorenza Lorenzetti

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

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

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

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

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

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

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

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

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

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

*by*Tommaso Ciarli & Marco Valente

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

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

**Commercial revolutions, search and development**

*by*Maurizio Iacopetta

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

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

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

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

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

*by*Sandrine Jacob Leal & Mauro Napoletano

**Enabling Business-Preference-Based Scheduling of Cloud Computing Resources**

*by*Azamat Uzbekov & Jörn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**The Road to Socioeconomic Fractality**

*by*George Mengov

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

*by*Matthew Gould & Matthew D. Rablen

**Gresham’S Law Of Model Averaging**

*by*In-Koo Cho & Kenneth Kasa

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

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

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

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

*by*Oliver de Groot

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

*by*Oliver de Groot

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

*by*Martyna Marczak & Tommaso Proietti & Stefano Grassi

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

*by*Cardaci, Alberto & Saraceno, Francesco

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

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

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

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

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

*by*John C. Boik

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

*by*Dilip Abreu & Benjamin Brooks & Yuliy Sannikov

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

*by*Farmer, Leland & Toda, Alexis Akira

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

*by*Russo, Alberto

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

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

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

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

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

*by*Gao, Lin

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

*by*Halkos, George & Tsilika, Kyriaki

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

*by*Gencer, Murat & Unal, Gazanfer

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

*by*Vanschoonbeek, Jakob

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

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

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

*by*Elsner, Wolfram

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

*by*Pennoni, Fulvia & Romeo, Isabella

**Evolution of Cooperation in Public Good Game**

*by*Colasante, Annarita

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

*by*Halkos, George & Tsilika, Kyriaki

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

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

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

*by*Mishra, SK

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

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

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

*by*Voronovitsky, Mark

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

*by*Mishra, SK

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

*by*Habimana, Olivier

**Does Inequality Hamper Innovation and Growth?**

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

**Cowboying Stock Market Herds with Robot Traders**

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

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

*by*Situngkir, Hokky

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

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

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

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

*by*Lapatinas, Athanasios & Garas, Antonios

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

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

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

*by*Paolo Giudici & Peter Sarlin & Alessandro Spelta

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

*by*Dominik Vymetal & Sohei Ito

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

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

**Automated Economic Reasoning with Quantifier Elimination**

*by*Casey B. Mulligan

**The Competitive Effects of Information Sharing**

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

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

*by*Markus K. Brunnermeier & Yuliy Sannikov

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

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

**Solution Methods for Models with Rare Disasters**

*by*Jesús Fernández-Villaverde & Oren Levintal

**Solution and Estimation Methods for DSGE Models**

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

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

*by*Chunding Li & John Whalley

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

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

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

*by*Fausto, Cavalli

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

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

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

*by*Alexandru Mandes

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

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

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

*by*Carlos Diaz Vela

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

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

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

*by*Jeppe Druedahl & Thomas Høgholm Jørgensen

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

*by*Ayse Kabukcuoglu & Enrique Martínez-García

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

*by*Johannes Karl Herrmann & Ivan Savin

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

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

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

*by*Simone Berardi & Gabriele Tedeschi

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

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

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

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

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

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

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

*by*Mittag, Nikolas

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

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

**Factorisable Multi-Task Quantile Regression**

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

**Principal Component Analysis in an Asymmetric Norm**

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

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

*by*Alexander Chigodaev

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

*by*Petri, Henrik & Voorneveld, Mark

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

*by*Zsolt Darvas

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

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

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

*by*David Csercsik & Hubert Janos Kiss

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

*by*Pascal Seppecher & Isabelle Salle & Dany Lang

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

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

**Optimal monetary policy regime switches**

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

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

*by*Martinez-Garcia, Enrique

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

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

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

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

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

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

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

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

**Commercial revolutions, search, and development**

*by*Maurizion Iacopetta &

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

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

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

*by*Sandrine Jacob Leal & Mauro Napoletano

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

*by*Jiri Kukacka & Jozef Barunik

**Combining Energy Networks**

*by*Jan Abrell & Hannes Weigt

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

*by*Jan Abrell & Hannes Weigt

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

*by*Sebastian Rausch & Jan Abrell

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

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

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

*by*Javier Alejandro López Aguilar

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

*by*Francesco Trebbi & Eric Weese

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

*by*Ana Paula Martins

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

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

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

*by*Robert Kollmann

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

*by*Maria Nieswand & Stefan Seifert

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

**Coordinating Cross-Country Congestion Management**

*by*Friedrich Kunz & Alexander Zerrahn

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

*by*Michael R. Powers & Martin Shubik

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

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

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

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

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

*by*Gianluca Femminis

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

*by*Alessandro Spelta

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

*by*Alessandro Spelta

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

*by*Fabian Goessling

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

*by*Brunnermeier, Markus K & Sannikov, Yuliy

**Solution Methods for Models with Rare Disasters**

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

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

*by*Blake Allison & Adib Bagh & Jason Lepore

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

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

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

*by*Rocco Roberto Cerchiara & Francesco Acri

**Markov Cubature Rules for Polynomial Processes**

*by*Damir Filipović & Martin Larsson & Sergio Pulido

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

*by*Sandro Claudio Lera & Didier Sornette

**Dynamic Principal-Agent Models**

*by*Philipp Renner & Karl Schmedders

**Replicating Portfolio Approach to Capital Calculation**

*by*Mathieu Cambou & Damir Filipović

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

*by*Don Fullerton & Chi L. Ta

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

*by*Floris Zoutman & Bas Jacobs & Egbert Jongen

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

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

*by*Zuzana Mucka

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

*by*Debra Hevenstone & Ben Jann

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

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

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

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

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

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

**Solving DSGE models with stochastic trends**

*by*Sergei Seleznev

**Optimal Policy with General Signal Extraction**

*by*Esther Hauk & Andrea Lanteri & Albert Marcet

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

*by*Majid M. Al-Sadoon

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

*by*Paul De Grauwe & Eddie Gerba

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

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

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

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

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

*by*Gahler, Daniel & Hruschka, Harald

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

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

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

*by*Magdalena Erdem & Michela Scatigna

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

*by*Pascal Seppecher & Isabelle Laure Salle

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

*by*Slaven Smojver

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

*by*Vermeulen, Ben & Pyka, Andreas

**Prudential regulation in an artificial banking system**

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

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

*by*Wozniak, Marcin

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

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

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

*by*Mark Dean & Daniel Martin

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

*by*König, Michael David

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

*by*Oscar Claveria & Enric Monte & Salvador Torra

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

*by*Friederike Wall

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

*by*Diana Barro & Elio Canestrelli

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

*by*Robert Jump

**Confounded, augmented and constrained replicator dynamics**

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

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

*by*Thomas Brenner & Johann Peter Murmann

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

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

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

*by*Alberto Russo & Luca Riccetti & Mauro Gallegati

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

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

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

*by*Nils Crasselt & Christian Lohmann

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

*by*Stefan N. Groesser & Niklas Jovy

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

*by*Yuri Biondi & Simone Righi

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

*by*Anna Klabunde

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

*by*Matjaž Steinbacher & Mitja Steinbacher & Matej Steinbacher

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

*by*Günther Zäpfel & Michael Bögl

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

*by*Andrew Lyasoff

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

*by*Kathrin Glau

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

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

**On the Recursive Saddle Point Method**

*by*Matthias Messner & Nicola Pavoni

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

*by*Xinyue Ye & Yuri Mansury

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

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

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

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**Some Lookback Option Pricing Problems**

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**Comonotonicity of Backward Stochastic Differential Equations**

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**Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints**

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**Contractual restrictions on insider trading: a welfare analysis**

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**Looking for Arbitrage**

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**A Schumpeterian Vintage Capital Model: An Attempt at Synthesis**

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**Horizontal Information Flows in A Simple Model of Multilevel Planning**

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**Horizontal Information Flows in A Simple Model of Multilevel Planning**

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*by*Leech, D.

**Local Interactions and Global Persistence**

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**Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach**

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**Time is money**

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**The importance of the embodied question revisited**

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*by*T. W. Epps

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**Discontinuous Processes**

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**Models With Uncertain Volatility**

*by*T. W. Epps

**American Options And ‘Exotics’**

*by*T. W. Epps

**Black-Scholes Dynamics**

*by*T. W. Epps

**Pricing Under Bernoulli Dynamics**

*by*T. W. Epps

**Dynamics-Free Pricing**

*by*T. W. Epps

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**Introduction to Primal-Dual Analysis**

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**Comparative Statics Theorems for Parameterized Optimization Problems**

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**Multi-Currency Investments And Exact Performance Attribution**

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**Swaps**

*by*Cornelis A. Los

**Forwards And Futures**

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**Bond Portfolio Valuation And Management**

*by*Cornelis A. Los

**Option Pricing Ii**

*by*Cornelis A. Los

**Option Pricing I**

*by*Cornelis A. Los

**Complete Valuation And Dynamic Risk Theory**

*by*Cornelis A. Los

**Systematic Financial Risk Analysis**

*by*Cornelis A. Los

**Optimal Portfolio Formation**

*by*Cornelis A. Los

**Analysis Of Inexact Data Ii**

*by*Cornelis A. Los

**Analysis Of Exact Data I**

*by*Cornelis A. Los

**Fundamental Security Valuation**

*by*Cornelis A. Los

**Capital Budgeting And Analytic Formulas**

*by*Cornelis A. Los

**A Scientific Perspective**

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**Using Microsoft Excel To Estimate Alternative Option Pricing Models**

*by*John C. Lee

**Statistical Decision Theory: Methods And Applications**

*by*John C. Lee

**Sampling Surveys: Methods And Applications**

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**Index Numbers And Stock Market Indexes**

*by*John C. Lee

**Time-Series: Analysis, Model, And Forecasting**

*by*John C. Lee

**Nonparametric Statistics**

*by*John C. Lee

**Other Topics In Applied Regression Analysis**

*by*John C. Lee

**Multiple Linear Regression**

*by*John C. Lee

**Simple Linear Regression And Correlation: Analyses And Applications**

*by*John C. Lee

**Simple Linear Regression And The Correlation Coefficient**

*by*John C. Lee

**Analysis Of Variance And Chi-Square Tests**

*by*John C. Lee

**Hypothesis Testing**

*by*John C. Lee

**Estimation And Statistical Quality Control**

*by*John C. Lee

**Other Continuous Distributions And Moments For Distributions**

*by*John C. Lee

**Sampling And Sampling Distributions**

*by*John C. Lee

**The Normal And Lognormal Distributions**

*by*John C. Lee

**Discrete Random Variables And Probability Distributions**

*by*John C. Lee

**Probability Concepts And Their Alalysis**

*by*John C. Lee

**Numerical Summary Measures**

*by*John C. Lee

**Frequency Distributions And Data Analyses**

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**Data Collection And Presentation**

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**Introduction**

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**Comparative Statics Analysis in Economics**

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**Evolúciós alkalmazások előrejelzési modellekben I**

*by*Benedek, Gábor

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**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**

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**On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models**

*by*Desgranges, G. & Gauthier, S.

**On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models**

*by*Desgranges, G. & Gauthier, S.

**Closed form integration of artificial neural networks with some applications**

*by*Gottschling, Andreas & Haefke, Christian & White, Halbert

**Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation**

*by*Roger Craine

**Double Checking for Two Error Types**

*by*Moors, J.J.A.

**On the Nucleolus of Neighbour Games**

*by*Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D.

**The Robustness of the CAPM - A Computational Approach**

*by*Herings, P.J.J. & Kubler, F.

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk

**ECM-algorithms that converge at the rate of EM**

*by*Joe Sexton & Anders Rygh Swensen

**Simulation Based Inference for Dynamic Multinomial Choice Models**

*by*Geweke, John & Houser, Dan & Keane, Michael

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

**Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market**

*by*Fent, Thomas

**Adaptive agents in the House of Quality**

*by*Fent, Thomas

**Toward a Theory and Agent-Based Model of the Networked Economy**

*by*Sergei Parinov

**Interpretation of the RAS method : absorption and fabrication effects are incorrect**

*by*MESNARD, Louis de

**Bicausative matrices to measure structural change: are they a good tool?**

*by*MESNARD, Louis de

**A Pure Binary LP Model to the Facility Layout Problem**

*by*Papahristodoulou, Christos

**On Makeham's formula and xed income mathematics**

*by*Jensen, Bjarne Astrup

**Die Berechnung von Passport-Optionen mit Finiten Elementen**

*by*Topper, Jürgen

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K.

**Machine Replacement, Technology Adoption and Convergence**

*by*Boucekkine, Raouf & Martinez, Blanca

**Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models**

*by*Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar

**Accuracy of stochastic perturbuation methods: the case of asset pricing models**

*by*Collard, Fabrice & Juillard, Michel

**Endogenous vs exogenously driven fluctuations in vintage capital models**

*by*Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar

**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**

*by*BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

**Decomposing Simulation Results with Respect to Exogenous Shocks**

*by*W. Jill Harrison & J. Mark Horridge & K.R. Pearson

**Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk**

*by*Dietmar P.J. Leisen

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

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

**Portfolio Generating Functions**

*by*ROBERT FERNHOLZ

**The Existence Of Equilibrium In A Financial Market With Transaction Costs**

*by*XING JIN & FRANK MILNE

**Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process**

*by*SERGEI ESIPOV & DAJIANG GUO

**A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts**

*by*DAJIANG GUO

**E-Arch Model For Implied Volatility Term Structure Of Fx Options**

*by*YINGZI ZHU & MARCO AVELLANEDA

**Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?**

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*by*JING-ZHI HUANG & MARTI G. SUBRAHMANYAM & G. GEORGE YU

**Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution**

*by*MOSHE ARYE MILEVSKY & STEVEN E. POSNER

**Closed Form Formulas For Exotic Options And Their Lifetime Distribution**

*by*RAPHAEL DOUADY

**Static Hedging Of Exotic Options**

*by*PETER CARR & KATRINA ELLIS & VISHAL GUPTA

**Calibrating Volatility Surfaces Via Relative-Entropy Minimization**

*by*MARCO AVELLANEDA & CRAIG FRIEDMAN & RICHARD HOLMES & DOMINICK SAMPERI

**Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves**

*by*K. O. KORTANEK & V. G. MEDVEDEV

**Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach**

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**Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics**

*by*TENG-SUAN HO & RICHARD C. STAPLETON & MARTI G. SUBRAHMANYAM

**research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model**

*by*Guoqiang Shen

**Norms as emergent properties of adaptive learning: The case of economic routines**

*by*Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi

**Connecting discrete and continuous path-dependent options**

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**A Comparison of Alternative Estimators for Binary Panel Probit Models**

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**A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine**

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**Risk Neutral Forecasting**

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**Numerical Solution of Dynamic Economic Models**

*by*Manuel Santos

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

*by*Leech, D.

**Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm**

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**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**

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*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

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