## 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.

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

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

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

*by*Runhuan Feng & Xiaochen Jing & Jan Dhaene

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

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

**Effect of Homophily on Network Evolution**

*by*Kibae Kim & Jörn Altmann

**Автоматизация Деятельности Страховой Компании**

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

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

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

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

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

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

*by*Gräbner, Claudius

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

*by*Medel, Carlos & Pincheira, Pablo

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

*by*Afanasyev, Dmitriy & Fedorova, Elena

**Returns to tail hedging**

*by*Bell, Peter N

**Mineral exploration as a game of chance**

*by*Bell, Peter N

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

*by*Albers, Scott & Albers, Andrew

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

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

*by*Gräbner, Claudius

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

*by*José M. Gaspar

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

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

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

*by*Lorenzo Cerda Planas

**Pushing the Tipping in International Environmental Agreements**

*by*Lorenzo Cerda Planas

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

*by*Nicolas Bouleau & Christophe Chorro

**The 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

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

*by*Oyamada, Kazuhiko

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

*by*Grey Gordon & Shi Qiu

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

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

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

*by*Nikolay A. Andreev

**Forecasting Moscow Ambulance Trips**

*by*Filipp Bykov & Vladimir A. Gordin

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

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

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

*by*Julia Kiraly & Andras Simonovits

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

*by*Nathalie Oriol & Iryna Veryzhenko

**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

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

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

**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

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

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

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

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

**A Welfare Assessment of Revenue Management Systems**

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

**A dynamic approach to intraday liquidity needs**

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

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

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

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

*by*Nikolas Mittag

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

*by*Zuzana Mucka

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

*by*Zuzana Mucka & Michal Horvath

**Sound Auction Specification and Implementation**

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

**Stock Price Related Financial Fragility and Growth Patterns**

*by*Pascal Assmuth

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

*by*K. Galušcák & G. Kátay

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

*by*Riccardo Lucchetti & Claudia Pigini

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

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

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

*by*Spencer Bastani

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

*by*Simonovits, András & Király, Júlia

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

*by*Tae-Seok Jang & Eiji Okano

**Nonlinear multiplier–accelerator model with investment and consumption delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

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

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**Why are aggregate equity payouts pro-cyclical?**

*by*Huang-Meier, Winifred & Freeman, Mark C. & Mazouz, Khelifa

**Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK**

*by*Crowley, Patrick M. & Hughes Hallett, Andrew

**Duration of bankruptcy proceedings and monetary policy effectiveness**

*by*Aysun, Uluc

**Pricing currency derivatives under the benchmark approach**

*by*Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard

**Counterparty risk for CDS: Default clustering effects**

*by*Bo, Lijun & Capponi, Agostino

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

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

**Optimal hedging strategy for risk management on a network**

*by*Gao, Tianjiao & Gupta, Aparna & Gulpinar, Nalan & Zhu, Yun

**A note on using the Hodrick–Prescott filter in electricity markets**

*by*Weron, Rafał & Zator, Michał

**Electricity market-clearing prices and investment incentives: The role of pricing rules**

*by*Herrero, Ignacio & Rodilla, Pablo & Batlle, Carlos

**The Clean-Development Mechanism, stochastic permit prices and energy investments**

*by*Hieronymi, Philipp & Schüller, David

**Real option valuation of power transmission investments by stochastic simulation**

*by*Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

**A spatial autoregressive model with a nonlinear transformation of the dependent variable**

*by*Xu, Xingbai & Lee, Lung-fei

**On the uniqueness of solutions to rational expectations models**

*by*Heiberger, Christopher & Klarl, Torben & Maußner, Alfred

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

*by*Kim, Dong-Hyuk

**Exploring sprawl: Results from an economic agent-based model of land and housing markets**

*by*Magliocca, Nicholas & McConnell, Virginia & Walls, Margaret

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

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

**Modeling expectations in agent-based models — An application to central bank's communication and monetary policy**

*by*Salle, Isabelle L.

**Solving and estimating indeterminate DSGE models**

*by*Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni

**Endogenous leverage and asset pricing in double auctions**

*by*Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim

**A simple method for computing equilibria when asset markets are incomplete**

*by*Ma, Wei

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

*by*Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania

**Computation of Greeks using binomial trees in a jump-diffusion model**

*by*Suda, Shintaro & Muroi, Yoshifumi

**Overlapping portfolios, contagion, and financial stability**

*by*Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel

**Price dynamics, financial fragility and aggregate volatility**

*by*Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert

**Estimation of ergodic agent-based models by simulated minimum distance**

*by*Grazzini, Jakob & Richiardi, Matteo

**Towards a credit network based early warning indicator for crises**

*by*Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio

**Tipping points in macroeconomic agent-based models**

*by*Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe

**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 in a model with liquidity constraints**

*by*Mazelis, Falk

**Decomposing Risk in Dynamic Stochastic General Equilibrium**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model**

*by*Sacht, Stephen

**Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods**

*by*Ludwig, Alexander & Schön, Matthias

**Monetary policy implementation in an interbank network: Effects on systemic risk**

*by*Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter

**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.

**Research among Copycats: R&D, Spillovers, and Feedback Strategies**

*by*Grega Smrkolj & Florian Wagener

**How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model**

*by*Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**A Comparison of Optimal Policy Rules for Pre and Post Inflation Targeting Eras : Empirical Evidence from Bank of Canada**

*by*Neslihan Kaya

**Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach**

*by*Vuslat Us

**Strategic Stability in Poisson Games**

*by*Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta

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

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

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

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

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

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

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

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

**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

**Carbon Neutrality of Hardwood and Softwood Biomass: Issues of Temporal Preference**

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

**An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options**

*by*Juan C. Arismendi & Marcel Prokopczuk

**Fat-Tailed Shocks and the Central Bank Reaction**

*by*Ortiz, Marco

**Can Tax Compliance Research Profit from Biology?**

*by*Benno Torgler

**Impact of Operational Wind Generation in the Australian National Electricity Market over 2007-2012**

*by*Phil Wild & William Paul Bell & John Foster

**Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison**

*by*Marco Cozzi

**The Krusell-Smith Algorithm: Are Self-fulfilling Equilibria Likely?**

*by*Marco Cozzi

**Appendix to "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy"**

*by*John C. Boik

**First Microsimulation Model of a LEDDA Community Currency-Dollar Economy**

*by*John C. Boik

**A Simple Method for Computing Equilibria when Asset Markets Are Incomplete**

*by*Wei Ma

**Perspectives on integrating a computer algebra system into advanced calculus curricula**

*by*Halkos, George & Tsilika, Kyriaki

**Problem of Reduction of the Quantum State’s Vector**

*by*Zayko, Yuriy

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

*by*Dosa, Ion

**The variance-minimizing hedge with put options**

*by*Bell, Peter N

**On the optimal use of put options under trade restrictions**

*by*Bell, Peter N

**Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not**

*by*Gunaratna, Thakshila

**Finite-length Patents and Functional Differential Equations in a Non-scale R&D-based Growth Model**

*by*Lin, Hwan C. & Shampine, L.F.

**Optimal inventory policies with an exact cost function under large demand uncertainty**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures**

*by*Lee, Mei-Yu

**Supplier selection criteria and methods: past, present and future**

*by*MUKHERJEE, KRISHNENDU

**The Modi ed R a Robust Measure of Association for Time Series**

*by*Rehman, Atiq-ur- & Malik, Muhammad Irfan

**Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis**

*by*Malik, Muhammad Irfan & Rehman, Atiq-ur-

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

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

**A Note on the Computation of the Pre-Kernel for Permutation Games**

*by*Meinhardt, Holger Ingmar

**Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design**

*by*Devine, Mel & Farrell, Niall & Lee, William

**Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration**

*by*Corbin, Charles

**Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm**

*by*Taha, Raghda & Abdallah, Khaled & Sadek, Yomma & El-Kharbotly, Amin & Afia, Nahid

**A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves**

*by*Mishra, SK

**A condition for determinacy of optimal strategies in zero-sum convex polynomial games**

*by*Arias-R., Omar Fdo.

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

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

**Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis**

*by*Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur

**What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?**

*by*Mishra, Sudhanshu K

**The environmental Kuznets curve in a public spending model of economic growth**

*by*Diallo, Ibrahima Amadou

**Agent-Based Computational Models - A Formal Heuristic for Institutionalist Pattern Modelling?**

*by*Gräbner, Claudius

**Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks**

*by*Nonejad, Nima

**Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox**

*by*Nonejad, Nima

**On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings**

*by*Albers, Scott

**On automatic derivation of first order conditions in dynamic stochastic optimisation problems**

*by*Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja

**Quantitative Evaluation of Prevention Strategies in Public Health**

*by*Schinaia, Giuseppe & Parisi, Valentino

**Analyzing and visualizing the synergistic impact mechanisms of climate change related costs**

*by*Halkos, George & Tsilika, Kyriaki

**Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit**

*by*Albers, Scott

**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

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*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**

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**Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market**

*by*Lux, T. & M. Marchesi

**Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents**

*by*Lux, T. & M. Marchesi

**Equilibrium Selection in Games with Macroeconomic Complementarities**

*by*Oddvar M. Kaarbøe & Alexander F. Tieman

**On infinite-horizon minimum-cost hedging under cone constraints**

*by*Kevin Huang

**Social and Economic Impact of Disasters: Estimating the Threshold between Low and High Levels of Risk**

*by*Clovis Freire

**Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models**

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**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**

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**Public health prevention strategies. A mathematical model**

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**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**

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**Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations**

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**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**

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**Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms**

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**Incomplete-Market Equilibria Solved Recursively on an Event Tree**

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**Constructing Long/Short Portfolios with the Omega ratio**

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**Distributed Optimisation of a Portfolio's Omega**

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**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**

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**Autonomously Interacting Banks**

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**Neighborhood effects and the distribution of income in cities**

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**Proximity Relations, Partnership Structure and Supporting Institutions in an Agent-Based Model of an Industrial District Prototype**

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**Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach**

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**Comments on the paper Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination , by Chen, Duffy and Yeh**

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**Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game**

*by*Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh