## 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.

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

*by*Petri, Henrik & Voorneveld, Mark

**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

**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

**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

**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

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

*by*Alessandro Moro

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

*by*Alessandro Gnoatto & Martino Grasselli & Eckhard Platen

**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

**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

**Taxing financial transactions in fundamentally heterogeneous markets**

*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 & Manoela Carrera 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 & Manoela Carrera 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

**The Road to Socioeconomic Fractality**

*by*George Mengov

**Gresham’S Law Of Model Averaging**

*by*In-Koo Cho & Kenneth Kasa

**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

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

*by*Vanschoonbeek, Jakob

**Option Pricing Models**

*by*Giandomenico, Rossano

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

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

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

*by*Elsner, Wolfram

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

*by*Pennoni, Fulvia & Romeo, Isabella

**Evolution of Cooperation in Public Good Game**

*by*Colasante, Annarita

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

*by*Halkos, George & Tsilika, Kyriaki

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

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

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

*by*Mishra, SK

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

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

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

*by*Voronovitsky, Mark

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

*by*Mishra, SK

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

*by*Habimana, Olivier

**Does Inequality Hamper Innovation and Growth?**

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

**Cowboying Stock Market Herds with Robot Traders**

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

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

*by*Situngkir, Hokky

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

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

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

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

*by*Lapatinas, Athanasios & Garas, Antonios

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

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

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

*by*Paolo Giudici & Peter Sarlin & Alessandro Spelta

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

*by*Dominik Vymetal & Sohei Ito

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

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

**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

**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

**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

**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

**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

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

*by*Alexander Chigodaev

**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

**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

**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 & Wen Wang

**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

**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

**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

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

*by*Majid M. Al-Sadoon

**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

**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

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

*by*Vermeulen, Ben & Pyka, Andreas

**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

**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

**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

**On the Recursive Saddle Point Method**

*by*Matthias Messner & Nicola Pavoni

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

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

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

*by*Tomáš Václavík & Andrea Klimešová

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

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

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

*by*Jaydip SEN & Tamal DATTA CHAUDHURI

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

*by*Marcos Escobar & Daniel Krause & Rudi Zagst

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

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

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

*by*Rolf Färe & Michael Vardanyan

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

*by*Anthony Jjumba & Suzana Dragićević

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

*by*Larry Karp & Sauleh Siddiqui & Jon Strand

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

*by*Keith L. Dougherty & Robi Ragan

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

*by*Venkatachalam Ragupathy & K. Vela Velupillai

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

*by*Michael K. Maschek

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

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

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

*by*Makram El-Shagi & Gregor Schweinitz

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

*by*Tomas Klinger & Petr Teply

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

*by*Ciarli, Tommaso & Valente, Marco

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

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

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

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

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

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

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

*by*Ji, Yangyang & Xiao, Wei

**Seeking ergodicity in dynamic economies**

*by*Kamihigashi, Takashi & Stachurski, John

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

*by*Pezzino, Mario

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

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

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

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

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

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

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

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

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

*by*Cui, Zhenyu & Nguyen, Duy

**Optimal forest management with sequential disturbances**

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

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

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

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

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

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

*by*Souza, Sergio Rubens Stancato de

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Keane, Michael & Stavrunova, Olena

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

*by*Courtioux, Pierre & Lignon, Vincent

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

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

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

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

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

*by*Savin, Ivan & Egbetokun, Abiodun

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

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

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

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

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

*by*Oscar Claveria & Enric Monte & Salvador Torra

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

*by*Grégoire de Lagasnerie

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

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

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

*by*Cyrille Hagneré & François Legendre

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

*by*Alan Kirman

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

*by*Jonas Björnerstedt & Frank Verboven

**Revisión de Modelos Energéticos**

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

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

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*by*Sudhanshu Kumar MISHRA

**Strategic Experimentation and Disruptive Technological Change**

*by*Fabiano Schivardi & Martin Schneider

**Determining the best evolution path for export industries using product spaces**

*by*Cyrus Paolo M. Buenafe

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

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

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

*by*Anke Weidlich & Daniel Veit

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

*by*Blake LeBaron & Peter Winker

**First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights**

*by*Martina Nardon

**Algorithmic Approaches to Game-theoretical Modeling and Simulation**

*by*Martin Hrubý

**The Devil is in the Detail: Hints for Practical Optimisation**

*by*Christensen, T.M. & Hurn, A.S. & Lindsay, K.A.

**Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence**

*by*Edson Bastos e Santos & Nelson Ithiro Tanaka

**Equilíbrio com Desemprego Involuntário em um Modelo de Ciclo-Limite Convencional**

*by*Fabrício Jose Missio & Jose Luis Oreiro

**Differentiability of the Value Function without Interiority Assumptions**

*by*Manuel Santos & Juan Pablo Rincon-Zapatero

**Default Contagion in Large Homogeneous Portfolios**

*by*Herbertsson, Alexander

**Estimating the Output Gap in a Changing Economy**

*by*Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya

**Die ersten Tage im Studium der Wirtschaftsinformatik**

*by*Lämmel, Uwe & Vilkner, Eberhard

**Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance**

*by*Giuseppe De Nadai & Paolo Pianca

**Asset price dynamics with small world interactions under hetereogeneous beliefs**

*by*Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov

**Bayesian Inference on Dynamic Models with Latent Factors**

*by*Monica Billio & Roberto Casarin & Domenico Sartore

**The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations**

*by*Marco P. Tucci & David A. Kendrick & Hans M. Amman

**Unbiased covariance estimation with interpolated data**

*by*Taro Kanatani & Roberto Reno'

**Expected optimal feedback with Time-Varying Parameters**

*by*Marco P. Tucci & David A. Kendrick & Hans M. Amman

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations**

*by*Luciano Stefanini

**Differential Evolution Methods for the Fuzzy Extension of Functions**

*by*Luciano Stefanini

**On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations**

*by*Luciano Stefanini & Maria Letizia Guerra

**Representing fuzzy numbers for fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**An LU-fuzzy calculator for the basic fuzzy calculus**

*by*Luciano Stefanini & Laerte Sorini

**Why Are Firms Sometimes Unwilling to Reduce Costs?**

*by*X. Henry Wang & Jingang Zhao

**A Solution Method for Linear Rational Expectation Models under Imperfect Information**

*by*Katsuyuki Shibayama

**Modelling Credit Spreads evolution using the Cox Process within the HJM framework**

*by*Viviana Fanelli & Silvana Musti

**Pricing of CDS Options with the HJM approach: a Numerical Implementation**

*by*Viviana Fanelli & Silvana Musti

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

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

*by*K. Vela Velupillai

**Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**Learning by Doing vs. Learning from Others in a Principal-Agent Model**

*by*Jasmina Arifovic & Alexander Karaivanov

**Segregation and Strategic Neighborhood Interaction**

*by*Jason Barr & Troy Tassier

**Maximum likelihood estimation of an extended latent markov model for clustered binary panel data**

*by*Francesco Bartolucci & Valentina Nigro

**An exact formula for default swaptions’ pricing in the SSRJD stochastic intensity model**

*by*Damiano Brigo & Naoufel El-Bachir

**The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment**

*by*Willenbockel, Dirk

**Mises, Kantorovich and Economic Computation**

*by*Cockshott, W. Paul

**First Derivatives of the log-L for the multivariate probit model**

*by*Vargas Barrenechea, Martin

**Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry**

*by*Ch'ng, Kean Siang

**К Проблеме Формализации Бизнес-Процессов Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Least squares estimation of joint production functions by the Differential Evolution method of global optimization**

*by*Mishra, SK

**A note on least squares fitting of signal waveforms**

*by*Mishra, SK

**Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves**

*by*Mishra, SK

**Higher order approximations of stochastic rational expectations models**

*by*Kowal, Pawel

**A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis**

*by*Mishra, SK

**CMS swaps in separable one-factor Gaussian LLM and HJM model**

*by*Henrard, Marc

**Examining the relationship between firm internationalization and firm performance: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**The nearest correlation matrix problem: Solution by differential evolution method of global optimization**

*by*Mishra, SK

**Using a finite horizon numerical optimisation method for a periodic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek

**Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program**

*by*Mishra, SK

**Are Pound and Euro the Same Currency? - Updated**

*by*Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio

**A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes**

*by*Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees

**Параллельное Программирование В Matlab М Его Приложения**

*by*Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

**Algorithm of arithmetical operations with fuzzy numerical data**

*by*Bocharnikov, Victor & Sveshnikov, Sergey

**Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno**

*by*Sveshnikov, Sergey & Bocharnikov, Victor

**Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options**

*by*Henrard, Marc

**Enforcement of Regulation, Irregular Sector, and Firm Performance**

*by*Bonaventura, Luigi & Orlando, Danilo

**Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes**

*by*Salerno, Gillian & Beard, Rodney & McDonald, Stuart

**Numerical solution of linear models in economics: The SP-DG model revisited**

*by*T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos

**Do Voters Vote Ideologically?, Third Version**

*by*Arianna Degan & Antonio Merlo

**Competitive Equilibria in Semi-Algebraic Economies**

*by*Felix Kuber & Karl Schmedders

**News versus Sunspot Shocks in Linear Rational Expectations Models**

*by*Lilia Karnizova

**Conditioning and Hessians in analytical and numerical optimization - Some illustrations**

*by*Christie Smith

**Jump Bidding and Budget Constraints in All-Pay Auctions and Wars of Attrition**

*by*Eddie Dekel & Matthew Jackson & Asher Wolinsky

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

*by*K. Vela Velupillai

**Net Neutrality on the Internet: A Two-sided Market Analysis**

*by*Nicholas Economides & Joacim Tåg

**Net Neutrality on the Internet: A Two-sided Market Analysis**

*by*Nicholas Economides & Joacim Tåg

**“Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet**

*by*Nicholas Economides

**A New Approach to Drawing States in State Space Models**

*by*William J. McCausland & Shirley Miller & Denis Pelletier

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Beam search-based algorithms for the circular packing problem**

*by*Hakim Akeb & Mhand Hifi

**Sensitivity analysis of the knapsack sharing problem : perturbation of the profit**

*by*Tarik Belgacem & Mhand Hifi

**Sensitivity analysis of the knapsack sharing problem : perturbation of the weight**

*by*Tarik Belgacem & Mhand Hifi

**Algorithms for the circular open dimension problem**

*by*Hakim Akeb & Mhand Hifi

**Adaptive beam search solution procedures for constrained circular cutting problems**

*by*Hakim Akeb & Mhand Hifi

**The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets**

*by*Gaël Giraud

**Trend Extraction From Time Series With Missing Observations**

*by*Schlicht, Ekkehart

**Trend Extraction From Time Series With Structural Breaks**

*by*Schlicht, Ekkehart

**Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations**

*by*Taro Kanatani

**Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools**

*by*Ackland, Robert & Shorish, Jamsheed

**Mixtures of t-distributions for Finance and Forecasting**

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

**Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model**

*by*Shorish, Jamsheed

**Homogeneity, Saddle Path Stability, and Logarithmic Preferences in Economic Models**

*by*Dirk Bethmann

**Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily**

*by*Alexander Meyer-Gohde

**Embedding R in the Mediawiki**

*by*Sigbert Klinke & Olga Zlatkin-Troitschanskaia

**Conditional Complexity of Compression for Authorship Attribution**

*by*Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

**Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach**

*by*Takamizawa, Hideyuki & Shoji, Isao

**Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)**

*by*Carling, Kenneth & Alam, Moudud

**Computational Efficiency in Bayesian Model and Variable Selection**

*by*Eklund, Jana & Karlsson, Sune

**Modelling Default Contagion Using Multivariate Phase-Type Distributions**

*by*Herbertsson, Alexander

**Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach**

*by*Herbertsson, Alexander

**Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach**

*by*Herbertsson, Alexander & Rootzén, Holger

**Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution**

*by*Trimborn, Timo

**Convergence in Finite Cournot Oligopoly with Social and Individual Learning**

*by*Thomas VALLEE (LEN - IAE Nantes) & Murat YILDIZOGLU (GREThA)

**Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário**

*by*Fabrício J. Missio & José Luís Oreiro

**Smart Forward Shooting**

*by*Manoj Atolia & Edward F. Buffie

**The Computational Difficulty of Bribery in Qualitative Coalitional Games**

*by*Andrew Dowell & Michael Wooldridge & Peter McBurney

**A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models**

*by*Christian Kascha

**On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents**

*by*Riccardo Magnani & Jean Mercenier

**Inflation premium and oil price volatility**

*by*Paul Castillo & Carlos Montoro & Vicente Tuesta

**Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application**

*by*Ivano Azzini & Riccardo Girardi & Marco Ratto

**Markov Perfect Industry Dynamics with Many Firms**

*by*Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin

**Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend**

*by*Rodolphe Buda

**From simple growth to numerical simulations: a primer in dynamic programming**

*by*Gianluca Femminis

**Constrained Monopoly Pricing with Random Participation**

*by*Basaluzzo, Gabriel & Miravete, Eugenio J

**Do Voters Vote Sincerely?**

*by*Degan, Arianna & Merlo, Antonio

**Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions**

*by*Algan, Yann & Allais, Olivier & Den Haan, Wouter

**Clusters en cultivos ilícitos: determinantes y dinámicas**

*by*José Alberto Guerra & Julián David Parada & Juan Pablo García

**Inflation Premium and Oil Price Volatility**

*by*Paul Castillo & Carlos Montoro & Vicente Tuesta

**Identifying Fuel Poverty Using Objective and Subjective Measures**

*by*Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang

**An Agent Based Simulation Of Smart Metering Technology Adoption**

*by*Zhang, T. & Nuttall, W.J.

**Time-Consistent Control in Non-Linear Models**

*by*Steve Ambler & Florian Pelgrin

**Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data**

*by*Carlos Martins

**Calibration of CES functions for real-world multisectoral modeling**

*by*Ferran Sancho

**A Computable General Equilibrium Approach to Hypothetical Extractions and Missing Links**

*by*M. Alejandro Cardenete & Ferran Sancho

**Self-organization of R&D search in complex technology spaces**

*by*Gerald Silverberg & Bart Verspagen

**Some equivalences in linear estimation (in Russian)**

*by*Dmitry Danilov & Jan R. Magnus

**Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice**

*by*Jiří Málek & Jarmila Radová & Filip Štěrba

**Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©**

*by*Merino, María & Vadillo, Fernando

**Modelo no lineal basado en redes neuronales de unidades producto para clasificación. Una aplicación a la determinación del riesgo en tarjetas de crédito = Non-linear model for classification based on product-unit neural networks. An application to determine credit card risk**

*by*Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos

**Multicriteria Framework for the Prediction of Corporate Failure in the UK**

*by*Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras

**Konjunkturanalysen mit DIWAX**

*by*Stefan Kooths

**Diversificación y valor en riesgo de un portafolio de acciones**

*by*Jaime Villamil

**Organizational Capital, Learning-by-Doing and Investment Volatility**

*by*Fabiano Rodrigues Bastos

**The Optimal Long-Run Inflation Rate for the U.S. Economy**

*by*Roberto M. Billi

**The trade-off technological Vs environmental efficiency at glance**

*by*Raouf Boucekkine & Thomas Vallee

**Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction**

*by*Michael Reiter

**Particle Swarm Optimization in Economics**

*by*Mico Mrkaic

**Semi-Markov Regime Switching Regression Models**

*by*Ingo Bulla

**Structured Hidden Markov Models**

*by*Jan Bulla & Ingo Bulla

**A Karush-Kuhn-Tucker test of convexity for univariate observations**

*by*Sofia Georgiadou & Ioannis C. Demetriou

**An Alternative to Stationarization**

*by*Michel Juillard

**The impact of expectations in an agent-based model**

*by*Gottfried Haber

**A Genetic Algorithm for UPM/LPM Portfolios**

*by*David Moreno & David Nawrocki & Ignacio Olmeda

**ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms**

*by*Andi Kabili & Jaya Krishnakumar

**A Reliable Technique for Accurately Computing Unconditional Variances**

*by*Gary S. Anderson

**Using genetic algorithms to improve the term structure of interest rates fitting**

*by*Ricardo Gimeno & Juan M. Nave

**Impact of International Technological-Knowledge Diffusion on Southern Convergence**

*by*Oscar Afonso & Paulo B Vasconcelos

**Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models**

*by*Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer

**Computing the Distributions of Economic Models via Simulation**

*by*John Stachurski & University of Melbourne

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Manfred Gilli & Peter Winker & Vahidin Jeleskovic

**Cooperative home financing**

*by*M. Shahid Ebrahim

**A Practical Guide to Inference in Simulation Models**

*by*Thomas Brenner & Claudia Werker

**Quantifying the costs of investment limits for Chilean pension funds**

*by*Solange M. Berstein & Rómulo A. Chumacero

**Accurate Value-at-Risk forecast with the (good old) normal-GARCH model**

*by*Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S.

**Bond pricing when the short term interest rate follows a threshold process**

*by*Lemke, Wolfgang & Archontakis, Theofanis

**Incentives and Coordination in Vertically Related Energy Markets**

*by*Augusto Rupérez Micola & Albert Banal Estañol & Derek W. Bunn

**Computation of the compensating variation within a random utility model using GAUSS software**

*by*Marilena Locatelli & Steinar Strøm

**On the efficient application of the repeated Richardson extrapolation technique to option pricing**

*by*Luca Barzanti & Corrado Corradi & Martina Nardon

**Financial trading systems: Is recurrent reinforcement the via?**

*by*Francesco Bertoluzzo & Marco Corazza

**Simple Market Protocols for Efficient Risk Sharing**

*by*Marco LiCalzi & Paolo Pellizzari

**Learning and equilibrium selection in a coordination game with heterogeneous agents**

*by*Alberto Fogale & Paolo Pellizzari & Massimo Warglien

**The allocative effectiveness of market protocols under intelligent trading**

*by*Marco LiCalzi & Paolo Pellizzari

**Markov Perfect Equilibria in the Ramsey Model**

*by*Paul Pichler & Gerhard Sorger

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance**

*by*Nicola Bruti-Liberati & Eckhard Platen

**Cooperation with Defection**

*by*Ennio Bilancini & Leonardo Boncinelli

**Solving heterogeneous-agent models by projection and perturbation**

*by*Michael Reiter

**Knowledge flows and the geography of networks. A strategic model of small worlds formation**

*by*Nicolas Carayol & Pascale Roux

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

**Why some clusters succeed whereas others decline ? Modelling the ambivalent stability properties of clusters**

*by*Raphaël Suire & Jérome Vicente & Yan Dala Pria

**Quantity Constrained General Equilibrium**

*by*Babenko, R. & Talman, A.J.J.

**Optimal Fourier Inversion in Semi-analytical Option Pricing**

*by*Roger Lord & Christian Kahl

**Why the Rotation Count Algorithm works**

*by*Roger Lord & Christian Kahl

**A Comparison of Biased Simulation Schemes for Stochastic Volatility Models**

*by*Roger Lord & Remmert Koekkoek & Dick van Dijk

**Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions**

*by*Yann Algan & Olivier Allais & Wouter J Den Haan

**A Broad-Spectrum Computational Approach for Market Efficiency**

*by*Olivier Brandouy & Philippe Mathieu

**Global sensitivity analysis for macro-economic models**

*by*Marco Ratto

**E-consumers' search and emerging structure of B-to-C coalitions**

*by*Jacques Laye & Charis Lina & Herve Tanguy

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory**

*by*Christian de Peretti & Carole Siani

**Learning Parameters in Non Linear Ecological Models**

*by*W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

**Technological Transfers, Limited Commitment and Growth**

*by*Alexandre Dmitriev

**Inflation Premium and Oil Price Volatility**

*by*Paul Castillo & Carlos Montoro

**Inequality Constraints in Recursive Economies**

*by*Rendahl Pontus

**Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models**

*by*Peter Zadrozny & Baoline Chen

**Computing General Equilibrium Models with Occupational Choice and Financial Frictions**

*by*António Antunes & Tiago Cavalcanti & Anne Villamil

**On the Determinacy of Monetary Policy under Expectational Errors**

*by*Jagjit S. Chadha & Luisa Corrado

**Markov Perfect Industry Dynamics with Many Firms**

*by*Gabriel Weintraub & Lanier Benkard & Benjamin Van Roy

**Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model**

*by*Damiano Brigo & Naoufel El-Bachir

**Bayesian Estimation of Dynamic Discrete Choice Models**

*by*Susumu Imai & Neelam Jain & Andrew Ching

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Computing General Equilibrium Models with Occupational Choice and Financial Frictions**

*by*António R. Antunes & Tiago V. de V. Cavalcanti & Anne Villamil

**Advertising in Duopoly Market**

*by*Situngkir, Hokky

**Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization**

*by*Mishra, SK

**Global Optimization by Particle Swarm Method:A Fortran Program**

*by*Mishra, SK

**Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series**

*by*Bulla, Jan

**Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions**

*by*Mishra, SK

**The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods**

*by*Mishra, SK

**Assessing the Research Performance of Australian Universities**

*by*Valadkhani, Abbas & Worthington, Andrew

**Обобщенная Математическая Модель Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Labor market policy evaluation with an agent-based model**

*by*Neugart, Michael

**Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization**

*by*Mishra, SK

**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

*by*Mishra, SK

**Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions**

*by*Mishra, SK

**Social Consequences of Commitment**

*by*Isaac, Alan G

**Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines**

*by*McDonald, Stuart

**The value of information in a multi-agent market model**

*by*Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael

**Non-linear models: applications in economics**

*by*Albu, Lucian-Liviu

**Collective Social Dynamics and Social Norms**

*by*Fent, Thomas

**Some new test functions for global optimization and performance of repulsive particle swarm method**

*by*Mishra, Sudhanshu

**The Levy sections theorem revisited**

*by*Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

**Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions**

*by*Mishra, SK

**Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization**

*by*Mishra, SK

**Simulating the enforcement policies for irregular sector in the Italian labour reform**

*by*Bonaventura, Luigi

**Artificiality in Social Sciences**

*by*Rennard, Jean-Philippe

**Some critical comments on credit risk modeling**

*by*ilya, gikhman

**NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints**

*by*Krawczyk, Jacek & Azzato, Jeffrey

**SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem**

*by*Azzato, Jeffrey & Krawczyk, Jacek

**Estimation of Zellner-Revankar Production Function Revisited**

*by*Mishra, SK

**NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games**

*by*Krawczyk, Jacek & Zuccollo, James

**Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions**

*by*Mishra, SK

**Human capital and corruption: a microeconomic model of the bribes market with democratic contestability**

*by*Pedro Cosme Costa Vieira & Aurora A.C. Teixeira

**Numerical computation for initial value problems in economics**

*by*Óscar Afonso & Paulo B. Vasconcelos

**Do Voters Vote Sincerely? Second Version**

*by*Arianna Degan & Antonio Merlo

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Random Correlation Matrix and De-Noising**

*by*Ken-ichi Mitsui & Yoshio Tabata

**Linear-Quadratic Approximation of Optimal Policy Problems**

*by*Pierpaolo Benigno & Michael Woodford

**E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models**

*by*Bennett T. McCallum

**Continuous State Dynamic Programming via Nonexpansive Approximation**

*by*John Stachurski

**Computing the Distributions of Economic Models Via Simulation**

*by*John Stachurski

**Optimal Nonlinear Labor Income Taxation in Dynamic Economies**

*by*Salvador Balle & Amedeo Spadaro

**Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation**

*by*Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil

**Functional Rational Expectations Equilibria in Market Games**

*by*Shorish, Jamsheed

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**Using Stata for a memory saving fixed effects estimation for the three-way error component model**

*by*Cornelißen, Thomas

**Approximate Solutions to Dynamic Models - Linear Methods**

*by*Harald Uhlig

**A Combined Approach for Segment-Specific Analysis of Market Basket Data**

*by*Yasemin Boztug & Thomas Reutterer

**On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach**

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

**Closed form spread option valuation**

*by*Bjerksund, Petter & Stensland, Gunnar

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