## 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

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

*by*Christos Shiamptanis

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

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

**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

**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

**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

**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

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

*by*João Silvestre

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

*by*Nikolay A Andreev

**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

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

*by*Michael R. Powers & Martin Shubik

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

*by*Bianchi, Francesco & Nicolò, Giovanni

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

*by*Sander Renes & Floris Zoutman

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

*by*Sebastian Deininger & Dietmar Maringer

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

*by*Daniele Coin

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

*by*Vadym Lepetyuk & Lilia Maliar & Serguei Maliar

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

*by*Angelov, Aleks & Vasilev, Aleksandar

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

*by*Luzius Stricker & Moreno Baruffini

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

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

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

*by*Petra Ahrweiler

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

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

**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

**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

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

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

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

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

**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

**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

**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

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

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

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

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

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

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

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

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

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

*by*Cantia, Catalin & Tunaru, Radu

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

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

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

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

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

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

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

*by*Jun, Doobae & Ku, Hyejin

**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

**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.

**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**

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*by*Ric D. Herbert and Rod D. Bell

**Evolving Automata Negotiate with a Variety of Opponents**

*by*D.D.B. van Bragt and J.A. La Poutre

**Parallelization and Performance of Portfolio Choice Models**

*by*A. Abdelkhalek, A. Bilas and A. Michaelides

**Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function**

*by*Stephanie Schmitt-Grohe & Martin Uribe

**Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk**

*by*Ali Bora Yigitbasioglu

**Neuro-dynamic programming for the efficient management of reservoir networks**

*by*de Rigo, Daniele & Rizzoli, Andrea Emilio & Soncini-Sessa, Rodolfo & Weber, Enrico & Zenesi, Pietro

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Arbitrage and Optimal Portfolio Choice with Financial Constraints**

*by*Helmut Elsinger & Martin Summer

**Inferring Buyer Strategies and their Impact on Monopolist Pricing**

*by*Jim Engle-Warnick & Bradley Ruffle

**Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models**

*by*Jurgen A. Doornik & Marius Ooms

**Asymptotic Methods for Asset Market Equilibrium Analysis**

*by*Kenneth L. Judd & Sy-Ming Guu

**Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress**

*by*Robert Stehrer

**A Presentation of Genetic Algorithms and Their Applications in Economics (in French)**

*by*Thomas Vallée (LEN-C3E) & Murat Yildizoglu (IFREDE-E3i)

**Hedging Barrier Options: Current Methods and Alternatives**

*by*Dupont, Dominique Y.

**A method to generate multivariate data with moments arbitrary close to the desired moments**

*by*Lyhagen, Johan

**An Extension of Good-Deal Asset Price Bounds**

*by*Longarela, Iñaki R.

**A Finite Element Implementation of Passport Options**

*by*Topper, Jürgen

**Worst Case Pricing of Rainbow Options**

*by*Topper, Jürgen

**A Simple and Intuitive Method to Solve Small Rational Expectations Models**

*by*Holger Strulik & Martin Brunner

**Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing**

*by*Evis KËLLEZI, & Giorgio PAULETTO

**Capital Maintenance and Investment : Complements or Substitutes ?**

*by*BOUCEKKINE, Raouf & RUIZ-TAMARIT Ramon

**Structural Estimation of Marriage Models**

*by*Wong, Linda

**A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm**

*by*Javier J. Pérez

**A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve**

*by*Yasuo Hirose & Koichiro Kamada

**Arbitrage Pricing Systems in a Market Driven by an Itô Process**

*by*Shunlong Luo & Jia-an Yan & Qiang Zhang

**Contingent Claims in an Illiquid Market**

*by*Hong Liu & Jiongmin Yong

**Using Stochastic Approximation Algorithms in Stock Liquidation**

*by*G. Yin & Q. Zhang & R.H. Liu

**Risk: From Insurance to Finance**

*by*Hailiang Yang

**Some Remarks on Arbitrage Pricing Theory**

*by*Jianming Xia & Jia-An Yan

**Options on Dividend Paying Stocks**

*by*Reimer Beneder & Ton Vorst

**Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations**

*by*Shanjian Tang

**The Necessity of No Asymptotic Arbitrage in APT Pricing**

*by*Xiaoai Lin & Xia Liu & Yeneng Sun

**Discrete Time Markets with Transaction Costs**

*by*Lukasz Stettner

**A Theory of Volatility**

*by*Antoine Savine

**On Filtering in Markovian Term Structure Models**

*by*Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier

**Risk Sensitive Asset Management With Constrained Trading Strategies**

*by*Tomasz R. Bielecki & Daniel Hernandez-Hernandez & Stanley R. Pliska

**Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility**

*by*David Heath & Eckhard Platen

**Filtration Consistent Nonlinear Expectations**

*by*François Coquet & Ying Hu & Jean Mémin & Shige Peng

**Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon**

*by*Hideo Nagai & Shige Peng

**Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments**

*by*Jin Ma & Xiaodong Sun

**Optimal Investment and Consumption with Fixed and Proportional Transaction Costs**

*by*Hong Liu

**Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions**

*by*Yaozhong Hu

**Some Lookback Option Pricing Problems**

*by*Xin Guo

**Comonotonicity of Backward Stochastic Differential Equations**

*by*Zengjing Chen & Xiangrong Wang

**Intensity-Based Valuation of Basket Credit Derivatives**

*by*Tomasz R. Bielecki & Marek Rutkowski

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

*by*Arunabha Bagchi & K. Suresh Kumar

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

*by*Antonio E. Bernardo

**Monopolistic security design in finance economies**

*by*Karl Schmedders

**Numerical solution of dynamic oligopoly games with capital investment**

*by*Dmitry V. Vedenov & Mario J. Miranda

**Dynamic labor contracts with temporary layoffs and permanent separations**

*by*Sevin Yeltekin & Christopher Sleet

**symposium articles: A differentiable homotopy to compute Nash equilibria of n -person games**

*by*P. Jean-Jacques Herings & Ronald J.A.P. Peeters

**Asymptotic methods for asset market equilibrium analysis**

*by*Sy-Ming Guu & Kenneth L. Judd

**Stochastic flows and the forward measure**

*by*Robert J. Elliott & John van der Hoek

**The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market**

*by*Tim Brailsford & Jack H.W. Penm & R. Deane Terrell

**Evolúciós alkalmazások előrejelzési modellekben II**

*by*Benedek, Gábor

**Equilibrium Selection in Games with Macroeconomic Complementarities**

*by*Kaarboe, O.M. & Tieman, A.F.

**Looking for Arbitrage**

*by*Flam, S.D.

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

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

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

*by*T. R. Kundu

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

*by*T. R. Kundu

**Decomposing the cost of Kyoto: a global CGE analysis of multilateral policy impacts**

*by*Böhringer, Christoph & Rutherford, Thomas F.

**Opinion evolution in closed community**

*by*Katarzyna Sznajd-Weron & Jozef Sznajd

**Computing Classical Power Indices For Large Finite Voting Games**

*by*Leech, D.

**Local Interactions and Global Persistence**

*by*Nienke A. Oomes

**A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions**

*by*Giulia Iori

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

*by*Jim Engle-Warnick

**Iterated local search**

*by*Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle

**Double Checking for Two Error Types**

*by*Raats, V.M. & Moors, J.J.A.

**Precautionary saving and portfolio allocation: DP by GMM**

*by*Marc-Andre Letendre & Gregor Smith

**Pédagogie des comptes nationaux et "esprit économique critique"**

*by*Buda, Rodolphe

**Time is money**

*by*Ausloos, Marcel & Vandewalle, N. & Ivanova, K.

**Wissen gewinnen und gewinnen durch Wissen**

*by*Fent, Thomas

**Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world**

*by*Robalino, David & Lempert, Robert

**About the criteria of output coincidence for forecasts to determine the orientation of the economy. Application for France, 1980-1997**

*by*MESNARD, Louis de

**Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect**

*by*MESNARD, Louis de

**Gain, Loss, and Asset Pricing: It is Much Easier. A note**

*by*Longarela, Iñaki R.

**A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch**

*by*Riechmann, Thomas

**A Heuristic Approach to Portfolio Optimization**

*by*Manfred Gilli & Evis Këllezi

**A note on Lopez-Hernandez procedure: New non-hierarchical algorithms in classification of data**

*by*Garín Martín, María Araceli

**The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-**

*by*Tabata, K. & Ohkusa, Y.

**How to Compute Equilibrium Prices in 1891**

*by*William C. Brainard & Herbert E. Scarf

**Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress**

*by*Raouf BOUCEKKINE & Aude POMMERET

**Information technologies, embodiment and growth**

*by*de la Croix, David & Boucekkine, Raouf

**Optimal Time Consistent Fiscal Policy with Overlapping Generations**

*by*Steve Ambler

**The importance of the embodied question revisited**

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

**A computable General Equilibrium Model with Vintage Capital**

*by*Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue

**Diversity of Innovative Strategy as a Source of Technological Performance**

*by*Patrick Llerena & Vanessa Oltra

**Programs**

*by*T. W. Epps

**SOLVING P.D.E.s NUMERICALLY**

*by*T. W. Epps

**Simulation**

*by*T. W. Epps

**Interest-Rate Dynamics**

*by*T. W. Epps

**Discontinuous Processes**

*by*T. W. Epps

**Models With Uncertain Volatility**

*by*T. W. Epps

**American Options And ‘Exotics’**

*by*T. W. Epps

**Black-Scholes Dynamics**

*by*T. W. Epps

**Pricing Under Bernoulli Dynamics**

*by*T. W. Epps

**Dynamics-Free Pricing**

*by*T. W. Epps

**Tools For Continuous-Time Models**

*by*T. W. Epps

**Mathematical Preparation**

*by*T. W. Epps

**Introduction And Overview**

*by*T. W. Epps

**Introduction to Primal-Dual Analysis**

*by*Kevin M. Currier

**Comparative Statics Theorems for Parameterized Optimization Problems**

*by*Kevin M. Currier

**Comparative Statics in General Function Models**

*by*Kevin M. Currier

**Comparative Statics with Explicit Solutions**

*by*Kevin M. Currier

**The Methodology of Comparative Statics**

*by*Kevin M. Currier

**Mathematical Preliminaries**

*by*Kevin M. Currier

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

*by*Cornelis A. Los

**Swaps**

*by*Cornelis A. Los

**Forwards And Futures**

*by*Cornelis A. Los

**Bond Portfolio Valuation And Management**

*by*Cornelis A. Los

**Option Pricing Ii**

*by*Cornelis A. Los

**Option Pricing I**

*by*Cornelis A. Los

**Complete Valuation And Dynamic Risk Theory**

*by*Cornelis A. Los

**Systematic Financial Risk Analysis**

*by*Cornelis A. Los

**Optimal Portfolio Formation**

*by*Cornelis A. Los

**Analysis Of Inexact Data Ii**

*by*Cornelis A. Los

**Analysis Of Exact Data I**

*by*Cornelis A. Los

**Fundamental Security Valuation**

*by*Cornelis A. Los

**Capital Budgeting And Analytic Formulas**

*by*Cornelis A. Los

**A Scientific Perspective**

*by*Cornelis A. Los

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

*by*John C. Lee

**Statistical Decision Theory: Methods And Applications**

*by*John C. Lee

**Sampling Surveys: Methods And Applications**

*by*John C. Lee

**Index Numbers And Stock Market Indexes**

*by*John C. Lee

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

*by*John C. Lee

**Nonparametric Statistics**

*by*John C. Lee

**Other Topics In Applied Regression Analysis**

*by*John C. Lee

**Multiple Linear Regression**

*by*John C. Lee

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

*by*John C. Lee

**Simple Linear Regression And The Correlation Coefficient**

*by*John C. Lee

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

*by*John C. Lee

**Hypothesis Testing**

*by*John C. Lee

**Estimation And Statistical Quality Control**

*by*John C. Lee

**Other Continuous Distributions And Moments For Distributions**

*by*John C. Lee

**Sampling And Sampling Distributions**

*by*John C. Lee

**The Normal And Lognormal Distributions**

*by*John C. Lee

**Discrete Random Variables And Probability Distributions**

*by*John C. Lee

**Probability Concepts And Their Alalysis**

*by*John C. Lee

**Numerical Summary Measures**

*by*John C. Lee

**Frequency Distributions And Data Analyses**

*by*John C. Lee

**Data Collection And Presentation**

*by*John C. Lee

**Introduction**

*by*John C. Lee

**Comparative Statics Analysis in Economics**

*by*Kevin M Currier

**Computing turning point monthly probability of the Argentinian economy according to the leading index: 1973 - 2000**

*by*Juan Mario Jorrat & Ana María Cerro

**A simple regime switching term structure model**

*by*Asbjørn T. Hansen & Rolf Poulsen

**Evolúciós alkalmazások előrejelzési modellekben I**

*by*Benedek, Gábor

**Pauvreté vulnérabilité et marché du travail : le cas du Burkina Faso et de la Mauritanie ; Programmes SPSS et Limdep ; syntaxe et résultats**

*by*Jean-Pierre Lachaud

**The Reparametrization of Linear Models Subject to Exact Linear Restrictions**

*by*Hirschberg, J.G. & Slottje, D.J.

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

*by*Papahristodoulou, C.

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

*by*Papahristodoulou, C.

**On the Nucleous of Neighbour Games**

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

**A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method**

*by*Vial, J.-P.

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

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

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

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

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

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

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

*by*Roger Craine

**Double Checking for Two Error Types**

*by*Moors, J.J.A.

**On the Nucleolus of Neighbour Games**

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

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

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

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

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

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

*by*Joe Sexton & Anders Rygh Swensen

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

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

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

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

*by*Fent, Thomas

**Adaptive agents in the House of Quality**

*by*Fent, Thomas

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

*by*Sergei Parinov

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

*by*MESNARD, Louis de

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

*by*MESNARD, Louis de

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

*by*Papahristodoulou, Christos

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

*by*Jensen, Bjarne Astrup

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

*by*Topper, Jürgen

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

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

**Machine Replacement, Technology Adoption and Convergence**

*by*Boucekkine, Raouf & Martinez, Blanca

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

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

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

*by*Collard, Fabrice & Juillard, Michel

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

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

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

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

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

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

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

*by*Dietmar P.J. Leisen

**Portfolio Generating Functions**

*by*ROBERT FERNHOLZ

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

*by*XING JIN & FRANK MILNE

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

*by*SERGEI ESIPOV & DAJIANG GUO

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

*by*DAJIANG GUO

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

*by*YINGZI ZHU & MARCO AVELLANEDA

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

*by*K. S. RIEDEL & A. SIDORENKO

**Piecewise Convex Function Estimation: Pilot Estimators**

*by*KURT S. RIEDEL

**Pricing And Hedging American Options: A Recursive Integration Method**

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

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

*by*MOSHE ARYE MILEVSKY & STEVEN E. POSNER

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

*by*RAPHAEL DOUADY

**Static Hedging Of Exotic Options**

*by*PETER CARR & KATRINA ELLIS & VISHAL GUPTA

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

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

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

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

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

*by*ALEXANDER LEVIN

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

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

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

*by*Guoqiang Shen

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

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

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

*by*Paul Glasserman & S.G. Kou & Mark Broadie

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

*by*Harris, M.N. & Macquarie, L.R. & Siouclis, A.J.

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

*by*Fragniere, E. & Gondzio, J. & Vial, J.-P.

**Risk Neutral Forecasting**

*by*Skouras, S.

**Numerical Solution of Dynamic Economic Models**

*by*Manuel Santos

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

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

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

*by*Leech, D.

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

*by*Paul McNelis & John Duffy

**A polynomial algorithm for special case of the one-machine scheduling problem with time-lags**

*by*Helena Ramalhinho-Lourenço

**Metaheuristics for the bus-driver scheduling problem**

*by*Helena Ramalhinho-Lourenço & José Pinto & Rita Portugal

**Parameterized expectations approach; Some practical issues**

*by*Albert Marcet & Guido Lorenzoni

**Adaptive approach heuristics for the generalized assignment problem**

*by*Helena Ramalhinho-Lourenço & Daniel Serra

**On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach**

*by*José Niño-Mora

**Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games**

*by*Herings, P.J.J. & van den Elzen, A.H.

**Variance reduction with Monte Carlo estimates of error rates in multivariate classification**

*by*Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C.

**Solutions to Linear Rational Expectations Models: A Compact Exposition**

*by*Bennett T. McCallum

**Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients**

*by*Lawrence J. Christiano

**Simultaneous evolution of learning rules and strategies**

*by*Kirchkamp, Oliver

**Analyzing structural change: the biproportional mean filter and the biproportional bimarkovian filter**

*by*MESNARD, Louis de

**Genetic Algorithms and Economic Evolution**

*by*Riechmann, Thomas

**Finite Element Modelling of Exotic Options**

*by*Topper, Jürgen

**Solution of Perfect Foresight Saddlepoint Problems: A Simple Method and Applications**

*by*Martin Brunner & Holger Strulik

**Pooled Mean Group Estimation of Dynamic Heterogeneous Panels**

*by*Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran

**Technological Competition a Qualitative Product Life Cycle**

*by*Marco Valente

**Laboratory for Simulation Development**

*by*Marco Valente

**Hedging Exotic Options**

*by*Peter G. Zhang

**Other Exotic Options**

*by*Peter G. Zhang

**Contingent Premium Options**

*by*Peter G. Zhang

**Chooser Options**

*by*Peter G. Zhang

**Compound Options**

*by*Peter G. Zhang

**Nonlinear Payoff Options**

*by*Peter G. Zhang

**Package Or Hybrid Options**

*by*Peter G. Zhang

**Pricing Correlation Options With Uncertain Correlation Coefficients**

*by*Peter G. Zhang

**Basket Options**

*by*Peter G. Zhang

**Alternative Options**

*by*Peter G. Zhang

**Out-Performance Options**

*by*Peter G. Zhang

**Dual-Strike Options**

*by*Peter G. Zhang

**Spread Over The Rainbows**

*by*Peter G. Zhang

**Spread Options**

*by*Peter G. Zhang

**Rainbow Options**

*by*Peter G. Zhang

**Quanto Options**

*by*Peter G. Zhang

**Equity-Linked Foreign Exchange Options**

*by*Peter G. Zhang

**Foreign Equity Options**

*by*Peter G. Zhang

**Product Options And Foreign Domestic Options**

*by*Peter G. Zhang

**Quotient Options**

*by*Peter G. Zhang

**Standard Digital Options And Correlation Digital Options**

*by*Peter G. Zhang

**Options Paying The Best/Worst And Cash**

*by*Peter G. Zhang

**Exchange Options**

*by*Peter G. Zhang

**Lookback Options**

*by*Peter G. Zhang

**Exotic Barrier Options**

*by*Peter G. Zhang

**Vanilla Barrier Options**

*by*Peter G. Zhang

**One-Clique Options**

*by*Peter G. Zhang

**Forward-Start Options**

*by*Peter G. Zhang

**Flexible Arithmetic Asian Options**

*by*Peter G. Zhang

**Approximating Arithmetic Asian Options With Corresponding Geometric Asian Options**

*by*Peter G. Zhang

**Asian Options**

*by*Peter G. Zhang

**American Options**

*by*Peter G. Zhang

**Vanilla Options**

*by*Peter G. Zhang

**Option Pricing Methodology**

*by*Peter G. Zhang

**From Vanilla Options To Exotic Options**

*by*Peter G. Zhang

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

*by*Joachim Coche

**Sustainable Grouping of Economies for a Pacific Rim Trading Bloc**

*by*Inkyo Cheong

**Estimation of Dynamic Programming Models with Censored Dependent Variables**

*by*Aguirregabiria, V.

**Algorithms for Solving Dynamic Models with Occasionally Binding Constraints**

*by*Lawrence J. Christiano & Jonas D.M. Fisher

**Sigle Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information**

*by*Athey, S.

**ESFQ: Une discipline equitable, minimisant la dispersion et adaptee aux bas debits**

*by*Abuamsha, O. & Fourneau, J.-M. & Pekergin, N.

**An Application of Cox's Non-Nested Test to trinomial Logit and Probit Models**

*by*Monfardini, C.

**A Note on Agent Based Imperfect Competition**

*by*Rocher, F. & Vila, X.

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

*by*Dawkins, C.

**Testing for a unique equilibrium in applied general equilibrium models**

*by*Sami Dakhlia

**The Random-Time Binomial Model**

*by*Dietmar P.J. Leisen

**A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem**

*by*Alistair Windsor & Jacek B. Krawczyk

**An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains**

*by*Jacek B. Krawczyk & Alistair Windsor

**Relaxation Algorithms in Finding Nash Equilibria**

*by*Jacek B. Krawczyk & Steffan Berridge

**SEARCH, Variable Sample Size, A Computational Solution**

*by*Pedro Cosme

**Repeated Audit Controls**

*by*Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G.

**Application of Neural Networks to House Pricing and Bond Rating**

*by*Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

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