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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:
  1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
  2. > 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:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2015 Testing the lag structure of assets’ realized volatility dynamics
    by Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin

  • 2015 A Practical, Universal, Information Criterion over Nth Order Markov Processes
    by Sylvain Barde

  • 2015 A Welfare Assessment of Revenue Management Systems
    by Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

  • 2015 Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
    by Zhen, J. & den Hertog, D.

  • 2015 The Effect of Demand-Driven Structural Transformations on Growth and Technological Change
    by Andre Lorentz & Tommaso Ciarli & Maria Savona & Marco Valente

  • 2015 Effect of Homophily on Network Evolution
    by Kibae Kim & Jörn Altmann

  • 2015 Methodology Does Matter: About Implicit Assumptions in Applied Formal Modelling. The case of Dynamic Stochastic General Equilibrium Models vs Agent-Based Models
    by Gräbner, Claudius

  • 2015 The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
    by Medel, Carlos & Pincheira, Pablo

  • 2015 The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions
    by Afanasyev, Dmitriy & Fedorova, Elena

  • 2015 On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015
    by Albers, Scott & Albers, Andrew

  • 2015 Stock-Flow Dynamic Projection
    by LI, XI HAO & Gallegati, Mauro

  • 2015 Formal Approaches to Socio Economic Policy Analysis - Past and Perspectives
    by Gräbner, Claudius

  • 2015 The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process
    by Nicolas Bouleau & Christophe Chorro

  • 2015 The Bank Capital Regulation (BCR) Model
    by Hyejin Cho

  • 2015 Comonotonic Monte Carlo and its applications in option pricing and quantification of risk
    by Alain Chateauneuf & Mina Mostoufi & David Vyncke

  • 2015 A Comprehensive Simulation Study on the Forward Imputation
    by Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

  • 2015 Impacts of Cambodia's Tariff Elimination on Household Welfare and Labor Market: a CGE Approach
    by Heng Dyna & Senh Senghor & Ear Sothy & Kanga Em

  • 2015 The dynamics of exploitation and class in accumulation conomies
    by Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara

  • 2015 A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity
    by Grey Gordon & Shi Qiu

  • 2015 Efficient Skewness/Semivariance Portfolios
    by Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

  • 2015 Size Distribution of Portuguese Firms between 2006 and 2012
    by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

  • 2015 Testing innovation, employment and distributional impacts of climate policy packages in a macro-evolutionary systems setting
    by Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen van den Bergh

  • 2015 The Method of Endogenous Gridpoints in Theory and Practice
    by Matthew N. White

  • 2015 The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
    by Guglielma Maria Caporale & Luis Gil-Alana & Alex Plastun

  • 2015 Renewable Energy Support in Germany: Surcharge Development and the Impact of a Decentralized Capacity Mechanism
    by Thure Traber & Claudia Kemfert

  • 2015 Long-Term Price Overreactions: Are Markets Inefficient?
    by Guglielma Maria Caporale & Luis Gil-Alana & Alex Plastun

  • 2015 CompDTIMe: Computing one-dimensional invariant manifolds for saddle points of discrete time dynamical systems
    by Anastasiia Panchuk

  • 2015 Industry location and wages: The role of market size and accessibility in trading networks
    by Barbero, Javier & Behrens, Kristian & Zofio, Jose L.

  • 2015 A Welfare Assessment of Revenue Management Systems
    by Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

  • 2015 COMPAS: Un modèle de microsimulation santé pour le Québec
    by David Boisclair & Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

  • 2015 Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective
    by K. Galušcák & G. Kátay

  • 2015 Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek
    by Simonovits, András & Király, Júlia

  • 2015 Dynamic monopoly with multiple continuously distributed time delays
    by Matsumoto, Akio & Szidarovszky, Ferenc

  • 2015 Costs and benefits of financial regulation: Short-selling bans and transaction taxes
    by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

  • 2015 Electricity market-clearing prices and investment incentives: The role of pricing rules
    by Herrero, Ignacio & Rodilla, Pablo & Batlle, Carlos

  • 2015 The Clean-Development Mechanism, stochastic permit prices and energy investments
    by Hieronymi, Philipp & Schüller, David

  • 2015 Real option valuation of power transmission investments by stochastic simulation
    by Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

  • 2015 Nonparametric estimation of utility function in first-price sealed-bid auctions
    by Kim, Dong-Hyuk

  • 2015 Implied volatility and the risk-free rate of return in options markets
    by Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco

  • 2015 Computation of Greeks using binomial trees in a jump-diffusion model
    by Suda, Shintaro & Muroi, Yoshifumi

  • 2015 Overlapping portfolios, contagion, and financial stability
    by Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel

  • 2015 Price dynamics, financial fragility and aggregate volatility
    by Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert

  • 2015 Estimation of ergodic agent-based models by simulated minimum distance
    by Grazzini, Jakob & Richiardi, Matteo

  • 2015 Towards a credit network based early warning indicator for crises
    by Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio

  • 2015 Tipping points in macroeconomic agent-based models
    by Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe

  • 2014 Computing Markov-Perfect Optimal Policies in Business-Cycle Models
    by Richard Dennis & Tatiana Kirsanova

  • 2014 A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization
    by Pham, Huyên & Langrené, Nicolas & Kharroubi, Idris

  • 2014 Corporate Cash Hoarding Decomposed into Liquidity and Risk Motives
    by Mazelis, Falk

  • 2014 Decomposing Risk in Dynamic Stochastic General Equilibrium
    by Lan, Hong & Meyer-Gohde, Alexander

  • 2014 Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model
    by Sacht, Stephen

  • 2014 Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods
    by Ludwig, Alexander & Schön, Matthias

  • 2014 Monetary policy implementation in an interbank network: Effects on systemic risk
    by Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter

  • 2014 Integration of biophysical and agro-economic models to assess the economic effects of climate change on agriculture: A review of global and EU regional approaches
    by Fernández, Francisco J. & Blanco, Maria

  • 2014 A calibration procedure for analyzing stock price dynamics in an agent-based framework
    by Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

  • 2014 Bank's strategies during the financial crisis
    by Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

  • 2014 Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market
    by Fischer, Thomas & Riedler, Jesper

  • 2014 Systemic risk spillovers in the European banking and sovereign network
    by Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie

  • 2014 The impact of Basel III on financial (in)stability: An agent-based credit network approach
    by Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner

  • 2014 Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework
    by Sacht, Stephen

  • 2014 Analysis of various shocks within the high-frequency versions of the baseline New-Keynesian model
    by Sacht, Stephen

  • 2014 Filling in the blanks: Network structure and interbank contagion
    by Anand, Kartik & Craig, Ben & von Peter, Goetz

  • 2014 Modeling consumer opinions towards dynamic pricing: An agent-based approach
    by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

  • 2014 Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach
    by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

  • 2014 Risk Assessment Under A Nonlinear Fiscal Policy Rule
    by Christos Shiamptanis

  • 2014 Dynamic monopoly with demand delay
    by Akio Matsumoto & Keiko Nakayama

  • 2014 Can Dreams Come True? Eliminating Extreme Poverty In Africa By 2030
    by Mthuli Ncube & Zuzana Brixiova & Zorobabel Bicaba

  • 2014 Circuits of Iterated Foata Maps
    by Francesco Mason & Andrea Borghesan

  • 2014 Trade-in programs in the context of technological innovation with herding
    by Paolo Pellizzari & Elena Sartori & Marco Tolotti

  • 2014 Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models
    by Bernd Funovits

  • 2014 Fiscal and Monetary Policies in Complex Evolving Economies
    by Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

  • 2014 Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
    by Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

  • 2014 European option pricing with constant relative sensitivity probability weighting function
    by Martina Nardon & Paolo Pianca

  • 2014 Understanding the dynamics of violent political revolutions in an agent-based framework
    by Alessandro Moro

  • 2014 Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance
    by Diana Barro & Elio Canestrelli & Fabio Lanza

  • 2014 Q-Learning-based financial trading systems with applications
    by Marco Corazza & Francesco Bertoluzzo

  • 2014 Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
    by Roberto Roson & Kazuhiko Oyamada

  • 2014 The simplicity of optimal trading in order book markets
    by Paolo Pellizzari & Dan Ladley

  • 2014 Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications
    by Roberto Roson & Kazuhiko Oyamada

  • 2014 Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach
    by Roberto Roson & Franz Hubert

  • 2014 Position-Limit Design for the CSI 300 Futures Markets
    by Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi

  • 2014 A Consistent Framework for Modelling Basis Spreads in Tenor Swaps
    by Yang Chang & Erik Schlogl

  • 2014 A note on the estimation of a Gamma-Variance process: Learning from a failure
    by Gian P. Cervellera & Marco P. Tucci

  • 2014 Fiscal and monetary policies in complex evolving economies
    by Fagiolo G. & Treibich T.G. & Roventini A. & Napoletano M. & Dosi G.

  • 2014 The Dynamics of Exploitation and Class in Accumulation Economies
    by Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki

  • 2014 Learning and coordinating in a multilayer network
    by Haydée Lugo & Maxi San Miguel

  • 2014 An ex ante evaluation of the Revenu de Solidarité Active by micro-macro simulation techniques
    by Luciano Canova & Luca Piccoli & Amedeo Spadaro

  • 2014 Personal Income Tax Reforms: a Genetic Algorithm Approach
    by Matteo Morini & Simone Pellegrino

  • 2014 Implied Volatility and the Risk-Free Rate of Return in Options Markets
    by Marcelo Bianconi & Scott MacLachlan & Marco Sammon

  • 2014 Aggregate Production Functions and Neoclassical Properties: An Empirical Verification
    by Stefano Zambelli

  • 2014 Robust Measurement of National Technological Progress
    by Stefano Zambelli & Thomas Fredholm & Ragupathy Venkatachalam

  • 2014 Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics
    by K.Vela Velupillai

  • 2014 Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data
    by de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D.

  • 2014 Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance
    by León, C. & Machado, C. & Murcia, A.

  • 2014 A Comparison of Optimal Policy Rules for Pre and Post Inflation Targeting Eras : Empirical Evidence from Bank of Canada
    by Neslihan Kaya

  • 2014 Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach
    by Vuslat Us

  • 2014 Strategic Stability in Poisson Games
    by Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta

  • 2014 Fiscal and monetary policies in complex evolving economies
    by Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

  • 2014 Rock around the clock: an agent-based model of low- and high-frequency trading
    by Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

  • 2014 Micro and macro policies in the Keynes + Schumpeter evolutionary models
    by Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich

  • 2014 Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints
    by Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini

  • 2014 Dynamics of assets liquidity and inequality in economies with decentralized markets
    by Maurizio Iacopetta

  • 2014 Outside the corridor : fiscal multipliers and business cycles into an agent based models with liquidity constraints
    by Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini

  • 2014 Cost Model Based Service Placement in Federated Hybrid Clouds
    by Jorn Altmann & Mohammad Mahdi Kashef

  • 2014 A Simple Method for Computing Equilibria when Asset Markets Are Incomplete
    by Wei Ma

  • 2014 Computational Economic Modeling of Migration
    by Anna Klabunde

  • 2014 Maximum entropy estimator for the predictability of energy commodity market time series
    by Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

  • 2014 Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
    by Popov, Maxim & Madlener, Reinhard

  • 2014 An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options
    by Juan C. Arismendi & Marcel Prokopczuk

  • 2014 Fat-Tailed Shocks and the Central Bank Reaction
    by Ortiz, Marco

  • 2014 Can Tax Compliance Research Profit from Biology?
    by Benno Torgler

  • 2014 Impact of Operational Wind Generation in the Australian National Electricity Market over 2007-2012
    by Phil Wild & William Paul Bell & John Foster

  • 2014 Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison
    by Marco Cozzi

  • 2014 The Krusell-Smith Algorithm: Are Self-fulfilling Equilibria Likely?
    by Marco Cozzi

  • 2014 Appendix to "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy"
    by John C. Boik

  • 2014 First Microsimulation Model of a LEDDA Community Currency-Dollar Economy
    by John C. Boik

  • 2014 A Simple Method for Computing Equilibria when Asset Markets Are Incomplete
    by Wei Ma

  • 2014 Power Plant Waste Heat Recovery for Household Heating Using Heat Pumps
    by Dosa, Ion

  • 2014 Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not
    by Gunaratna, Thakshila

  • 2014 Finite-length Patents and Functional Differential Equations in a Non-scale R&D-based Growth Model
    by Lin, Hwan C. & Shampine, L.F.

  • 2014 Optimal inventory policies with an exact cost function under large demand uncertainty
    by Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

  • 2014 Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures
    by Lee, Mei-Yu

  • 2014 Supplier selection criteria and methods: past, present and future
    by MUKHERJEE, KRISHNENDU

  • 2014 The Modi ed R a Robust Measure of Association for Time Series
    by Rehman, Atiq-ur- & Malik, Muhammad Irfan

  • 2014 Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis
    by Malik, Muhammad Irfan & Rehman, Atiq-ur-

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 A Note on the Computation of the Pre-Kernel for Permutation Games
    by Meinhardt, Holger Ingmar

  • 2014 Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design
    by Devine, Mel & Farrell, Niall & Lee, William

  • 2014 Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration
    by Corbin, Charles

  • 2014 Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm
    by Taha, Raghda & Abdallah, Khaled & Sadek, Yomma & El-Kharbotly, Amin & Afia, Nahid

  • 2014 A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves
    by Mishra, SK

  • 2014 A condition for determinacy of optimal strategies in zero-sum convex polynomial games
    by Arias-R., Omar Fdo.

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
    by Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur

  • 2014 What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?
    by Mishra, Sudhanshu K

  • 2014 The environmental Kuznets curve in a public spending model of economic growth
    by Diallo, Ibrahima Amadou

  • 2014 Agent-Based Computational Models - A Formal Heuristic for Institutionalist Pattern Modelling?
    by Gräbner, Claudius

  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
    by Nonejad, Nima

  • 2014 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nonejad, Nima

  • 2014 On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
    by Albers, Scott

  • 2014 On automatic derivation of first order conditions in dynamic stochastic optimisation problems
    by Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja

  • 2014 Quantitative Evaluation of Prevention Strategies in Public Health
    by Schinaia, Giuseppe & Parisi, Valentino

  • 2014 Analyzing and visualizing the synergistic impact mechanisms of climate change related costs
    by Halkos, George & Tsilika, Kyriaki

  • 2014 Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit
    by Albers, Scott

  • 2014 A recursive method for solving a climate-economy model: value function iterations with logarithmic approximations
    by Hwang, In Chang

  • 2014 Demand function and its role in a business simulator
    by Vymetal, Dominik & Ježek, Filip

  • 2014 The diffusion of electric vehicles: An agent-based microsimulation
    by McCoy, Daire & Lyons, Sean

  • 2014 Optimal Use of Put Options in a Stock Portfolio
    by Peter N, Bell

  • 2014 Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia
    by Guizani, Brahim

  • 2014 Resource Depletion, Growth, Collapse, and the Measurement of Capital
    by Heinrich, Torsten

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris

  • 2014 Transition to sustainability? Feasible scenarios towards a low-carbon economy
    by Bernardo, Giovanni & D'Alessandro, Simone

  • 2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
    by Bell, Peter N

  • 2014 Discrete dynamics for the core-periphery model
    by L. Garrido-da-Silva & Sofia B.S.D. Castro & Paulo B. Vasconcelos

  • 2014 A steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations
    by Jo Michell

  • 2014 Choice of Monetary Policy Instrument under Targeting Regimes in a Simple Stochastic Macro Model
    by Haider Ali & Eatzaz Ahmad

  • 2014 Information Processing, Pattern Transmission and Aggregate Consumption Patterns in New Zealand:
    by Dan Farhat

  • 2014 Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance
    by Jakob Grazzini & Matteo Richiardi

  • 2014 Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics
    by Mark Setterfield & Shyam Gouri Suresh

  • 2014 The Margins of Global Sourcing: Theory and Evidence from U.S. Firms
    by Pol Antràs & Teresa C. Fort & Felix Tintelnot

  • 2014 Information Aggregation in a DSGE Model
    by Tarek A. Hassan & Thomas M. Mertens

  • 2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
    by Rob J Hyndman & Alan Lee & Earo Wang

  • 2014 How to manage a large and flexible nuclear set in a deregulated electricity market from the point of view of social welfare?
    by Pascal Gourdel & Maria Lykidi

  • 2014 The inter-temporal optimization of the operation of the nuclear fuel reservoir in a liberalized electricity market dominated by the nuclear generation
    by Pascal Gourdel & Maria Lykidi

  • 2014 The optimal short-term management of flexible nuclear plants in a competitive electricity system as a case of competition with reservoir
    by Pascal Gourdel & Maria Lykidi

  • 2014 Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model
    by Britta Niehof

  • 2014 Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time
    by Bernd Hayo & Britta Niehof

  • 2014 Order Placement in a Continuous Double Auction Agent Based Model
    by Alexandru Mandes

  • 2014 Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model
    by Bernd Hayo & Britta Niehof

  • 2014 Compas: un modèle de microsimulation santé pour le Québec
    by David Boisclair & Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

  • 2014 Projections de l'état de santé de la population québécoise et impacts sur le risque de longévité d'un régime de retraite à prestations déterminée
    by Aurélie Côté-Sergent & Jean-Yves Duclos & Alexandre Lekina & Steeve Marchand & Pierre-Carl Michaud

  • 2014 Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path
    by Viktors Ajevskis

  • 2014 Introducing forest management in forest sector models: impact of active management and risk attitude on forest resources in the long term
    by Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui

  • 2014 Introducing spatial heterogeneity in forest sector modelling: insights from the French forest Sector Model
    by Antonello Lobianco & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui

  • 2014 gpsbound: Routine for importing and verifying geographical information from a user provided shapefile
    by Brophy, Tim & Daniels, Reza Che & Musundwa, Sibongile

  • 2014 Seeking Ergodicity in Dynamic Economies
    by Takashi Kamihigashi & John Stachurski

  • 2014 Seeking Ergodicity in Dynamic Economies
    by Takashi Kamihigashi & John Stachurski

  • 2014 Seeking Ergodicity in Dynamic Economies
    by Takashi Kamihigashi & John Stachurski

  • 2014 The Impact of Uncertainty Shocks on the Job-Finding Rate and Separation Rate
    by Markus Riegler

  • 2014 Bayesian Exploratory Factor Analysis
    by Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek

  • 2014 Neutrality in the choice of number of firms or level of fixed costs in calibrating an Armington-Krugman-Melitz encompassing module for applied general equilibrium models
    by Oyamada, Kazuhiko

  • 2014 Bayesian Exploratory Factor Analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

  • 2014 How Diverse Can Spatial Measures of Cultural Diversity Be? Results from Monte Carlo Simulations of an Agent-Based Model
    by Arribas-Bel, Daniel & Nijkamp, Peter & Poot, Jacques

  • 2014 Can Dreams Come True? Eliminating Extreme Poverty in Africa by 2030
    by Ncube, Mthuli & Brixiova, Zuzana & Bicaba, Zorobabel

  • 2014 Crowdfunding, Cascades and Informed Investors
    by Parker, Simon C.

  • 2014 Reweight: a stata module to reweight survey data to external totals
    by Daniele Pacifico

  • 2014 Modelling of Agglomeration and Dispersion in RHOMOLO
    by Francesco Di Comite & d’Artis Kancs

  • 2014 Seeking Ergodicity in Dynamic Economies
    by Takashi Kamihigashiw & John Stachurski

  • 2014 Seeking Ergodicity in Dynamic Economies
    by Takashi Kamihigashi & John Stachurski

  • 2014 A Note on Parameterizing Input Distance Functions: Does the Choice of a Functional Form Matter?
    by Rolf Färe & Michael Vardanyan

  • 2014 TENET: Tail-Event driven NETwork risk
    by Wolfgang Karl Härdle & Natalia Sirotko-Sibirskaya & Weining Wang &

  • 2014 Corporate Cash Hoarding in a Model with Liquidity Constraints
    by Falk Mazelis & & &

  • 2014 Comparing Solution Methods for DSGE Models with Labor Market Search
    by Hong Lan & & &

  • 2014 Risky Linear Approximations
    by Alexander Meyer-Gohde & & &

  • 2014 Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study
    by Xianhua Dai & Wolfgang Karl Härdle & Keming Yu &

  • 2014 Principal Component Analysis in an Asymmetric Norm
    by Ngoc Mai Tran & Maria Osipenko & Wolfgang Karl Härdle &

  • 2014 Bayesian Exploratory Factor Analysis
    by Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek

  • 2014 The Dynamics of Exploitation and Class in Accumulation Economies
    by Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki

  • 2014 Finding The Nearest Valid Covariance Matrix: A Fx Market Case
    by Aleksei Minabutdinov & Ilia Manaev & Maxim Bouev

  • 2014 Wavelet improvement in turning point detection using a Hidden Markov Model
    by Li, Yushu & Reese, Simon

  • 2014 Energy Storage and Renewable Energy
    by Durmaz, Tunc

  • 2014 Finite Element Model of the Innovation Diffusion: An Application to Photovoltaic Systems
    by Karakaya, Emrah

  • 2014 Benefit-retirement age schedules and redistribution in public pension systems
    by András Simonovits

  • 2014 A new solution for the roommate problem: The Q-stable matchings
    by Péter Biró & Elena Inarra & Elena Molis

  • 2014 Using Quotas to Enhance Competition in Asymmetric Auctions: A Comparison of Theoretical and Experimental Outcomes
    by Daniel Hellersteina & Nathaniel Higginsa & Michael J. Roberts

  • 2014 Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
    by Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

  • 2014 Fiscal and Monetary Policies in Complex Evolving Economies
    by Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

  • 2014 Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
    by António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis

  • 2014 A computational model of optimal commodity taxation
    by John T. Revesz

  • 2014 Heterogeneous Fundamentalists and Market Maker Inventories
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  • 2014 Adverse Selection, Risk Sharing and Business Cycles
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  • 2014 Asymmetric firm dynamics under rational inattention
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  • 2014 Filling in the Blanks: Network Structure and Interbank Contagion
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  • 2014 The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
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  • 2014 Fiscal and monetary policies in complex evolving economies
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  • 2014 Rock around the clock :An agent-based model of low-and high frequency trading
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  • 2014 Interest Rate Swap Credit Valuation Adjustment
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  • 2014 Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents
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  • 2014 Straightforward approximate stochastic equilibria for nonlinear rational expectations models
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  • 2014 Endogenous Gridpoints in Multiple Dimensions: Interpolation on Non-Linear Grids
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  • 2014 Short-Term Price Overreaction: Identification, Testing, Exploitation
    by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun

  • 2014 The Weekend Effect: A Trading Robot and Fractional Integration Analysis
    by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

  • 2014 Capacity Mechanisms on Central European Electricity Markets: Effects on Consumers, Producers and Technologies until 2033
    by Thure Traber

  • 2014 Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

  • 2014 The Consequences of Social Pressures on Partisan Opinion Dynamics
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  • 2014 Cohesion Policy and Inequality Dynamics: Insights from a Heterogeneous Agents Macroeconomic Model
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  • 2014 How diverse can spatial measures of cultural diversity be? Results from Monte Carlo simulations of an agent-based model
    by Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot

  • 2014 Can Tax Compliance Research Profit from Biology?
    by Benno Torgler

  • 2014 The Margins of Global Sourcing: Theory and Evidence from U.S. Firms
    by Antràs, Pol & Fort, Teresa C & Tintelnot, Felix

  • 2014 Government Debt Management: The Long and the Short of It
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  • 2014 Information Aggregation in a DSGE Model
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  • 2014 Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy
    by Costa Junior, Celso José & Sampaio, Armando Vaz

  • 2014 Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective
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  • 2014 Reason, Intuition, and Time
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  • 2014 Short-Term Price Overreactions: Identification, Testing, Exploitation
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun

  • 2014 Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion
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  • 2014 The Weekend Effect: A Trading Robot and Fractional Integration Analysis
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko

  • 2014 On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions
    by Christoph Görtz & Afrasiab Mirza

  • 2014 Reform of the United Nations Security Council: Equity and Efficiency
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  • 2014 Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko

  • 2014 Theoretical Simulation in Health Economics: An application to Grossman's Model of Investment in Health Capital
    by Katerina Koka & Audrey Laporte & Brian Ferguson

  • 2014 Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?
    by Kenneth L. Judd & Lilia Maliar & Serguei Maliar

  • 2014 Envelope Condition Method with an Application to Default Risk Models
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  • 2014 A Big Data Approach to Optimal Sales Taxation
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  • 2014 Business Cycle Persistence in a Model with Schumpeterian Growth and Uncorrelated Shocks
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  • 2014 pca2: implementing a strategy to reduce the instrument count in panel GMM
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  • 2014 A Formal Proof of Vickrey's Theorem by Blast, Simp, and Rule
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  • 2014 Probabilistic Transitivity in Sports
    by Johannes Tiwisina & Philipp Kuelpmann

  • 2014 Government Debt Management: The Long and the Short of It
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  • 2014 Calibrating the Italian smile with time-varying volatility and heavy-tailed models
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  • 2014 Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
    by Roberto Roson & Kazuhiko Oyamada

  • 2014 Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications
    by Roberto Roson & Kazuhiko Oyamada

  • 2014 Bargaining Power and Value Sharing in Distribution Networks: A Cooperative Game Theory Approach
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  • 2014 Generating structured music using quality metrics based on Markov models
    by HERREMANS, Dorien & WEISSER, Stéphanie & SÖrensen, Kenneth & CONKLIN, Darrell

  • 2014 Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals
    by Vivien Lespagnol & Juliette Rouchier

  • 2014 Accuracy, Speed and Robustness of Policy Function Iteration
    by Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton

  • 2014 Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models
    by Gustavo Fruet Dias & George Kapetanios

  • 2014 Discretization of Lévy semistationary processes with application to estimation
    by Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

  • 2014 TES-simulation: Python package that simulates token and dollar flows within a Local Economic Direct Democracy Association (LEDDA)
    by John C. Boik

  • 2014 Economic Direct Democracy: A Framework to End Poverty and Maximize Well-Being
    by John C. Boik

  • 2014 A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories
    by Wei-Bin Zhang

  • 2014 Social networks and macroeconomic stability
    by Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang

  • 2014 Consequences of trading hours deregulation. A spatio-temporal object-oriented data model for Madrid region
    by Juan Luis Santos & Federico Pablo-Martí

  • 2014 Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective
    by Christopher R. Knittel & Konstantinos Metaxoglou

  • 2014 Stochastic stability in monotone economies
    by Stachurski, John & Kamihigashi, Takashi

  • 2014 Nestedness in networks: A theoretical model and some applications
    by Zenou, Yves & König, Michael D. & Tessone, Claudio J.

  • 2014 An algorithm for two-player repeated games with perfect monitoring
    by Abreu, Dilip & Sannikov, Yuliy

  • 2014 Estimating NAIRU for Turkey Using Extended Kalman Filter Approach
    by Vuslat Us

  • 2014 Macroprudential Banking Regulation: Does One Size Fit All?
    by Doris Neuberger & Roger Rissi

  • 2014 A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting
    by Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

  • 2014 Adequacy of Lagrange Multiplier Test
    by Lee , Mei-Yu

  • 2014 A generalized endogenous grid method for non-smooth and non-concave problems
    by Giulio Fella

  • 2014 Fiscal Sustainability of the National Health Care Systém in the Slovak Republic
    by Rudolf Sivák & Pavol Ochotnický & Ľuboš Kuchta

  • 2014 Concepción de un procedimiento para la planificación y control de la producción haciendo uso de herramientas matemáticas || Design of a Process for Planning and Controlling Production by Using Mathematical Tools
    by Tamayo García, Amelia & Urquiola García, Idalianys

  • 2014 Enfoque híbrido simulación-proceso analítico jerárquico: caso de estudio del rediseño de un restaurante || Hybrid Approach between Analytic Hierarchy Process and Simulation: Case Study, Redesign of a Restaurant
    by González Sánchez, Caridad & Garza Ríos, Rosario & Pérez Malo, Eduardo

  • 2014 Una medida de eficiencia de mercado: Un enfoque de teoría de la información
    by García Ruiz Reyna Susana & Cruz Aké Salvador & Venegas Martínez Francisco

  • 2014 Promoting Corporate Social Responsibility in Logistics throughout Horizontal Cooperation
    by Raúl León & Angel A. Juan

  • 2014 Improving Information Security by Implementing Fault Tolerance Concepts
    by Aurel Serb

  • 2014 Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data
    by Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

  • 2014 Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market
    by Ya-Chi Huang

  • 2014 Threshold effects of technological regimes for the stochastic frontier model
    by Ku-Hsieh Chen & Author: Soumendra N. Ghosh

  • 2014 A Geospatial Dynamic Microsimulation Model for Household Population Projections
    by Susan M. Rogers & James Rineer & Matthew D. Scruggs & William D. Wheaton & Phillip C. Cooley & Douglas J. Roberts & Diane K. Wagener

  • 2014 Comparing Two Methods of Reweighting a Survey File to Small Area Data
    by Robert Tanton & Paul Williamson & Ann Harding

  • 2014 A Review of Spatial Microsimulation Methods
    by Robert Tanton

  • 2014 Microsimulation Model Projecting Small Area Populations Using Contextual Variables: An Application to the Montreal Metropolitan Area, 2006-2031
    by Guillaume Marois & Alain Bélanger

  • 2014 Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption
    by M. Esteban Muñoz H. & Irene Peters

  • 2014 Modelling the impact of declining Australian terms of trade on the spatial distribution of income
    by Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton

  • 2014 The Risk Channel of Monetary Policy
    by Oliver de Groot

  • 2014 Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy
    by Andrei Polbin & Sergey Drobyshevsky

  • 2014 A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation
    by Biase di Giuseppe & Guglielmo D'Amico & Jacques Janssen & Raimondo Manca

  • 2014 Does a detailed model of the electricity grid matter? Estimating the impacts of the Regional Greenhouse Gas Initiative
    by Shawhan, Daniel L. & Taber, John T. & Shi, Di & Zimmerman, Ray D. & Yan, Jubo & Marquet, Charles M. & Qi, Yingying & Mao, Biao & Schuler, Richard E. & Schulze, William D. & Tylavsky, Daniel

  • 2014 Simulating confidence for the Ellison–Glaeser index
    by Cassey, Andrew J. & Smith, Ben O.

  • 2014 The debt trap: A two-compartment train wreck… and how to avoid it
    by Artzrouni, Marc & Tramontana, Fabio

  • 2014 Citizenship and power in an agent-based model of tax compliance with public expenditure
    by Pellizzari, Paolo & Rizzi, Dino

  • 2014 An agent-based model of network effects on tax compliance and evasion
    by Andrei, Amanda L. & Comer, Kevin & Koehler, Matthew

  • 2014 Welfare costs of shifting trend inflation
    by Nakata, Taisuke

  • 2014 Advancing the universality of quadrature methods to any underlying process for option pricing
    by Chen, Ding & Härkönen, Hannu J. & Newton, David P.

  • 2014 Strategic stability in Poisson games
    by De Sinopoli, Francesco & Meroni, Claudia & Pimienta, Carlos

  • 2014 Network analysis and calibration of the “leveraged network-based financial accelerator”
    by Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto

  • 2014 Taxation, income redistribution and debt dynamics in a seven-equation model of the business cycle
    by Colacchio, Giorgio

  • 2014 Pricing range notes within Wishart affine models
    by Chiarella, Carl & Da Fonseca, José & Grasselli, Martino

  • 2014 Priority matchings revisited
    by Okumura, Yasunori

  • 2014 Strategies and evolution in the minority game: A multi-round strategy experiment
    by Linde, Jona & Sonnemans, Joep & Tuinstra, Jan

  • 2014 Optimality versus practicality in market design: A comparison of two double auctions
    by Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E.

  • 2014 A valuation of wind power projects in Germany using real regulatory options
    by Barroso, Manuel Monjas & Iniesta, José Balibrea

  • 2014 Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market
    by Young, David & Poletti, Stephen & Browne, Oliver

  • 2014 A Fuzzy Goal Programming model for solving aggregate production-planning problems under uncertainty: A case study in a Brazilian sugar mill
    by da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva

  • 2014 On the use of the moment-matching technique for pricing and hedging multi-asset spread options
    by Pellegrino, Tommaso & Sabino, Piergiacomo

  • 2014 The trade-off between intra- and intergenerational equity in climate policy
    by Kverndokk, Snorre & Nævdal, Eric & Nøstbakken, Linda

  • 2014 Bayesian exploratory factor analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

  • 2014 Estimation of finite sequential games
    by Maruyama, Shiko

  • 2014 A nonparametric approach to solving a simple one-sector stochastic growth model
    by Shaw, Philip

  • 2014 Crowdfunding, cascades and informed investors
    by Parker, Simon C.

  • 2014 Three-dimensional panel data models with interactive effects: Estimation and simulation
    by Ye, Xiaoqing & Wu, Xiangjun

  • 2014 Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
    by Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles

  • 2014 Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
    by Dong, Yinghui & Wang, Guojing

  • 2014 A real business cycle model with tradable and non-tradable goods for the Spanish economy
    by Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús

  • 2014 Prices, debt and market structure in an agent-based model of the financial market
    by Fischer, Thomas & Riedler, Jesper

  • 2014 Learning to bid in sequential Dutch auctions
    by Guerci, E. & Kirman, A. & Moulet, S.

  • 2014 Systemic risk in banking networks: Advantages of “tiered” banking systems
    by Teteryatnikova, Mariya

  • 2014 No-Arbitrage ROM simulation
    by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex

  • 2014 Solvability of perturbation solutions in DSGE models
    by Lan, Hong & Meyer-Gohde, Alexander

  • 2014 Solving the income fluctuation problem with unbounded rewards
    by Li, Huiyu & Stachurski, John

  • 2014 Speculative behavior and the dynamics of interacting stock markets
    by Schmitt, Noemi & Westerhoff, Frank

  • 2014 Asset prices in affine real business cycle models
    by Malkhozov, Aytek

  • 2014 Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
    by Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael

  • 2014 Economic convergence: Policy implications from a heterogeneous agent model
    by Dawid, H. & Harting, P. & Neugart, M.

  • 2014 Imperfect credibility and robust monetary policy
    by Dennis, Richard

  • 2014 Repeated moral hazard and recursive Lagrangeans
    by Mele, Antonio

  • 2014 Heterogeneous beliefs in over-the-counter markets
    by De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis

  • 2014 An empirical study of the Mexican banking system’s network and its implications for systemic risk
    by Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo

  • 2014 Adaptive consumption behavior
    by Howitt, Peter & Özak, Ömer

  • 2014 Recovering default risk from CDS spreads with a nonlinear filter
    by Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

  • 2014 Computing equilibria in dynamic models with occasionally binding constraints
    by Brumm, Johannes & Grill, Michael

  • 2014 Investing in PV Systems utilizing Savings from Building Envelop Replacement by Sustainable Local Material: A Case Study in Lebanese Inland Region
    by Raghid Farhat & Nesreen K. Ghaddar & Kamel Ghali

  • 2014 Viable Ramsey economies
    by Noël Bonneuil & Raouf Boucekkine

  • 2014 The Computational Intelligence Techniques For Predictions - Artificial Neural Networks
    by Mary Violeta Bar

  • 2014(XXIV) The psychological cost of saving – an agent-based modelling approach
    by Elena DRUICA & Rodica IANOLE & Viorel CORNESCU

  • 2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    by Mehmet Balcilar & Rangan Gupta & Kevin Kotze

  • 2013 An Agent Based Modeling Approach to the Check Payments Among SMEs in Turkey
    by İlker ARSLAN & Alper DUMAN

  • 2013 Finding starting-values for maximum likelihood estimation of vector STAR models
    by Schleer, Frauke

  • 2013 Prices, debt and market structure in an agent-based model of the financial market
    by Fischer, Thomas & Riedler, Jesper

  • 2013 Flexibility in Europe's power sector - an additional requirement or an automatic complement?
    by Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan

  • 2013 The Effect of On-net/Off-net Differentiation and Heterogeneous Consumers on Network Size in Mobile Telecommunications An Agent-based Approach
    by Muck, Johannes

  • 2013 When do jumps matter for portfolio optimization?
    by Ascheberg, Marius & Branger, Nicole & Kraft, Holger

  • 2013 Unemployment benefits and financial factors in an agent-based macroeconomic model
    by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

  • 2013 On the bottom-up foundations of the banking-macro nexus
    by Wäckerle, Manuel

  • 2013 Social networks and macroeconomic stability
    by Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang

  • 2013 Good governance problems and recent financial crises in some EU countries
    by Gamberger, Dragan & Smuc, Tomislav

  • 2013 Coordination in the El Farol Bar problem: The role of social preferences and social networks
    by Chen, Shu-Heng & Gostoli, Umberto

  • 2013 Financial network systemic risk contributions
    by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie

  • 2013 Restructuring counterparty credit risk
    by Albanese, Claudio & Brigo, Damiano & Oertel, Frank

  • 2013 Speculative behavior and the dynamics of interacting stock markets
    by Schmitt, Noemi & Westerhoff, Frank

  • 2013 Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
    by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron

  • 2013 Rewiring the network. What helps an innovation to diffuse?
    by Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron

  • 2013 Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs
    by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

  • 2013 Diffusion of innovation within an agent-based model: Spinsons, independence and advertising
    by Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron

  • 2013 International Trade of Bio-Energy Products – Economic Potentials for Austria
    by Olivia Koland & Martin Schönhart & Erwin Schmid

  • 2013 Heuristic model of taxpayer behaviour: application to Russian experience with regard to tax evasion
    by Alexey Naydenov

  • 2013 The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands
    by Abdullah Almansour & Margaret Insley

  • 2013 On the timing of non-renewable resource extraction with regime switching prices: an optimal stochastic control approach
    by Margaret Insley

  • 2013 A framework of conjugate direction methods for symmetric linear systems in optimization
    by Giovanni Fasano

  • 2013 On Loss Aversion, Level-1 Reasoning, and Betting
    by Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino

  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

  • 2013 Learning and Evolution of Trading Strategies in Limit Order Markets
    by Carl Chiarella & Xue-Zhong He & Lijian Wei

  • 2013 Learning and Information Dissemination in Limit Order Markets
    by Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang

  • 2013 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
    by Garland Durham & John Geweke

  • 2013 Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules
    by Mikhail Anufriev & Dávid Kopányiz & Jan Tuinstra

  • 2013 Fuzzification via F-transform
    by Luciano Stefanini & Maria Letizia Guerra

  • 2013 Distance rationalizability of scoring rules
    by Can B.

  • 2013 Results on the Stability of a Simple Wage Posting Model
    by Robert Jump

  • 2013 Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study
    by Alberto Fernández Muñoz de Morales

  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Les Oxley & Felix Chan

  • 2013 Would a real depreciation of the euro improve the French economy?
    by Riccardo Magnani & Luca Piccoli & Martine Carré & Amedeo Spadaro

  • 2013 An ABM for Economics: Micro Explains Macro
    by Luca Barone

  • 2013 Production Functions Behaving Badly - Reconsidering Fisher and Shaikh
    by Thomas Fredholm & Stefano Zambelli

  • 2013 Did CNBC contribute to the Great Moderation or the Great Recession?
    by Mark Setterfield & Shyam Gouri Suresh

  • 2013 Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
    by Martin Burda & Artem Prokhorov

  • 2013 A Numerical Algorithm to find All Scalar Feedback Nash Equilibria
    by Engwerda, J.C.

  • 2013 Modeling And Analysis Of Renewable Energy Obligations And Technology Bandings In the UK Electricity Market
    by Gurkan, G. & Langestraat, R.

  • 2013 Introducing CO2 Allowances, Higher Prices For All Consumers; Higher Revenues For Whom?
    by Gurkan, G. & Langestraat, R. & Ozdemir, O.

  • 2013 Adjustable Robust Parameter Design with Unknown Distributions
    by Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C.

  • 2013 Iteration Capping For Discrete Choice Models Using the EM Algorithm
    by Kabatek, J.

  • 2013 Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model
    by David Kendrick & George Shoukry

  • 2013 Equity portfolio diversification with high frequency data
    by Alexeev, Vitali & Dungey, Mardi

  • 2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
    by Alexeev, Vitali & Tapon, Francis

  • 2013 An overview of salient factors, relationships and values to support integrated energy-economic systems dynamic modelling
    by Martin de Wit & Matthew Kuperus Heun & Douglas J Crookes

  • 2013 Validation and Functional Complexity
    by Robert E. Marks

  • 2013 Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions
    by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov

  • 2013 Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity
    by Ivan Savin & Abiodun Egbetokun

  • 2013 Comparison of Two Yield Management Strategies for Cloud Service Providers
    by Mohammad Mahdi Kashef & Azamat Uzbekov & Jorn Altmann & Matthias Hovestadt

  • 2013 Maximizing Liquidity in Cloud Markets through Standardization of Computational Resources
    by Ivan Breskovic & Ivona Brandic & Jorn Altmann

  • 2013 Does SIC need a heart pacemaker?
    by Robert Oleschak & Thomas Nellen

  • 2013 Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach
    by Frank Hespeler & Marco M. Sorge

  • 2013 Walrasian TatÈnnement by Sequential Pairwise Trading: Convergence and Welfare Implications
    by Maria-Augusta Miceli & Federico Cecconi & Giovanni Cerulli

  • 2013 How Much Should an Investor Trust the Startup Entrepreneur? - A Network Model
    by Anna Klabunde

  • 2013 The Market Value of Variable Renewables. The Effect of Solar and Wind Power Variability on their Relative Price
    by Lion Hirth

  • 2013 Flexibility in Europe's Power Sector - an Additional Requirement or an Automatic Complement?
    by Bertsch, Joachim & Growitsch, Christian & Lorenczik, Stefan & Nagl, Stephan

  • 2013 Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change
    by Mariano Kulish & Adrian Pagan

  • 2013 Competitive Balance Measures in Sports Leagues: The Effects of Variation in Season Length
    by P Dorian Owen & Nicholas King

  • 2013 A fast fractional difference algorithm
    by Andreas Noack Jensen & Morten Ørregaard Nielsen

  • 2013 How To Win Acceptance Of The Inequality Process As Economics?
    by Angle, John

  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis

  • 2013 Say’s Law: A Rigorous Restatement
    by Kakarot-Handtke, Egmont

  • 2013 The effect of freight transport time changes on the performance of manufacturing companies
    by Sambracos, Evangelos & Ramfou, Irene

  • 2013 The Ideal Economy: A Prototype
    by Kakarot-Handtke, Egmont

  • 2013 Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model
    by Russo, Alberto & Riccetti, Luca & Gallegati, Mauro

  • 2013 Financialisation and Crisis in an Agent Based Macroeconomomic Model
    by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 A comparison of normal approximation rules for attribute control charts
    by Emura, Takeshi & Lin, Yi-Shuan

  • 2013 Financial Regulation in an Agent Based Macroeconomic Model
    by Riccetti, Luca & Russo, Alberto & Mauro, Gallegati

  • 2013 Bifurcation Analysis of an Endogenous Growth Model
    by Barnett, William & Ghosh, Taniya

  • 2013 Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Credit Contagion in Financial Markets: A Network-Based Approach
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  • 2013 The Decision Support System In Romania
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  • 2013 On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model
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  • 2013 Monitoring SOA Applications with SOOM Tools: A Competitive Analysis
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  • 2013 An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast
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  • 2013 O Papel das Redes Sociais na Condição do Desempregado: Uma Análise Usando a Teoria de Matching
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  • 2013 An Agent-Based Analysis of Tax Compliance for Turkey
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  • 2013 The New Economics of Equilibrium Sorting and Policy Evaluation Using Housing Markets
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  • 2012 Wavelet Improvement in Turning Point Detection using a Hidden Markov Model
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  • 2012 Russia’s Modernization and High Technology Clusters in the Sphere of Nanotechnologies
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  • 2012 Prices, debt and market structure in an agent-based model of the financial market
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  • 2012 Statistical test for the mathematical theory of democracy
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  • 2012 An Electricity Market Model with Generation Capacity Investment under Uncertainty
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  • 2012 Der Einkommenssteuertarif verteilt stärker um als je zuvor: Eine Simulationsanalyse
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  • 2012 Macroprudential banking regulation: Does one size fit all?
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  • 2012 Money creation and financial instability: An agent-based credit network approach
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  • 2012 Algorithm for identifying systemically important banks in payment systems
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  • 2012 Finding communities in credit networks
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  • 2012 The impact of network inhomogeneities on contagion and system stability
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  • 2012 Money creation and financial instability: An agent-based credit network approach
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  • 2012 Agent-based models for economic policy design: Two illustrative examples
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  • 2012 Simulating Confidence for the Ellison-Glaeser Index
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  • 2012 Border Collision Bifurcations in Boom and Bust Cycles
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  • 2012 Constrained matchings in bipartite graphs
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  • 2012 A two-stage model for diffusion of innovations
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  • 2012 Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems
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  • 2012 Extracting information on implied volatilities and discrete dividends from American options prices
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  • 2012 Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure
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  • 2012 Dynamic tracking error with shortfall control using stochastic programming
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  • 2012 Downside risk in multiperiod tracking error models
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  • 2012 Prospect theory: An application to European option pricing
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  • 2012 Reinforcement Learning for automatic financial trading: Introduction and some applications
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  • 2012 Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
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  • 2012 Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics
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  • 2012 Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines
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  • 2012 Generalized Fuzzy Differentiability with LU-parametric Representation
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  • 2012 Generalized Differentiability of Fuzzy-valued Functions
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  • 2012 Some notes on generalized Hukuhara differentiability of interval-valued functions and interval differential equations
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  • 2012 ILS-ESP: An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem
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  • 2012 Markets as communication systems. Simulating and assessing the performance of market networks
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  • 2012 Conditional Stable Matchings
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  • 2012 Back to the future: economic rationality and maximum entropy prediction
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  • 2012 Optimal taxation, social contract, and the four worlds of welfare capitalism
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  • 2012 The multiregional core-periphery model: The role of the spatial topology
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  • 2012 Incentive Design and Manager Performances: an ABM Approach
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  • 2012 Turing’s Economics-- A Birth Centennial Homage
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  • 2012 Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion
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  • 2012 Efficient simulation of DSGE models with inequality constraints
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  • 2012 An assessment of stability and growth pact reform proposals in a small-scale macro framework
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  • 2012 Target Fitting and Robustness Analysis in CGE Models
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  • 2012 Creating Standardized Products for Electronic Markets
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  • 2012 IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption
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  • 2012 Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software
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  • 2012 Nestedness in Networks: A Theoretical Model and Some Applications
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  • 2012 The Formation of Networks with Local Spillovers and Limited Observability
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  • 2012 Risk Assessment Under a Non-linear Fiscal Rule
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  • 2012 Generating Random Optimising Choices
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  • 2012 From Nodal to Zonal Pricing - A Bottom-Up Approach to the Second-Best
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  • 2012 Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach
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  • 2012 The role of grid extensions in a cost-efficient transformation of the European electricity system until 2050
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  • 2012 The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe
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  • 2012 Testing for Avoidance of Environmental Obligations
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  • 2012 ROM Simulation: Applications to Stress Testing and VaR
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  • 2012 Estimation and Solution of Models with Expectations and Structural Changes
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  • 2012 Impact of Carbon Prices: State Production Trends, Inter-state Trade and Carbon Emission Reduction Outcomes in the NEM over the period 2007- 2009
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  • 2012 Supplier selection by F-compromise method: a case study of cement industry of NE India
    by Mukherjee, Krishnendu & Sarkar, Bijon & Bhattacharyya, Ardhendu

  • 2012 Switching from Patents to an Intertemporal Bounty in a Non-Scale Growth Model: Transitional Dynamics and Welfare Evaluation
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  • 2012 Applications in Agent-Based Computational Economics
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  • 2012 Income Transfer as Model of Economic Growth
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  • 2012 Dynamics of effort allocation and evolution of trust: an agent-based model
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  • 2012 Why might climate change not cause conflict? an agent-based computational response
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  • 2012 Modelling economic structures from a Qualitative Input-Output Perspective: Greece in 2005 and 2010
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  • 2012 Constructing a Generator of Matrices with Pattern
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  • 2012 Programming identification criteria in simultaneous equation models
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  • 2012 A Study on the Dynamics of Interest Rate
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  • 2012 Characterization of a Risk Sharing Contract with One-Sided Commitment
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  • 2012 An Agent Based Decentralized Matching Macroeconomic Model
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  • 2012 Stability analysis in economic dynamics: A computational approach
    by Halkos, George & Tsilika, Kyriaki

  • 2012 Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
    by Sinha, Pankaj & Bansal, Vishakha

  • 2012 Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics
    by Mishra, SK

  • 2012 Economic growth with incomplete financial discipline
    by Bessenyei, István & Horváth, Márton

  • 2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
    by Sinha, Pankaj & Goyal, Lavleen

  • 2012 Kullback-Leibler Simplex
    by Kangpenkae, Popon

  • 2012 Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores
    by Mishra, SK

  • 2012 Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model
    by Nwaobi, Godwin

  • 2012 A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization
    by Mishra, SK

  • 2012 Econometric notes
    by Calzolari, Giorgio

  • 2012 Energy Consumption Response to Climate Change under Globalization: Options for India
    by Narayanan, K. & Sahu, Santosh Kumar

  • 2012 Common Factors and Specific Factors
    by Chen, Pu

  • 2012 A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction
    by Buer, Tobias & Kopfer, Herbert

  • 2012 Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio
    by Guillermo Moloche

  • 2012 The Italian Electricity Prices in Year 2025: an Agent-Based Simulation
    by Eric Guerci & Fulvio Fontini

  • 2012 Basics of Levy processes
    by Neil Shephard & Ole E. Barndorff-Nielsen

  • 2012 Innovation Economy, Productive Public Expenditures and Economic Growth
    by Oscar Afonso & Sara Monteiro & Maria Thompson

  • 2012 SHELscape: a multi-agent policy toolkit
    by Miriam Rehm & Ali Asjad Naqvi

  • 2012 Identifying Equilibrium Models of Labor Market Sorting
    by Marcus Hagedorn & Tzuo Hann Law & Iourii Manovskii

  • 2012 Dynamic Programming with Hermite Approximation
    by Yongyang Cai & Kenneth L. Judd

  • 2012 Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    by Kenneth L. Judd & Lilia Maliar & Serguei Maliar

  • 2012 Continuous-Time Methods for Integrated Assessment Models
    by Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek

  • 2012 How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation
    by Quamrul Ashraf & Boris Gershman & Peter Howitt

  • 2012 Game Over: Simulating Unsustainable Fiscal Policy
    by Richard W. Evans & Laurence J. Kotlikoff & Kerk L. Phillips

  • 2012 Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
    by Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

  • 2012 Price-Volume Relations in Financial Market
    by Weihong HUANG & Wanying Wang

  • 2012 The optimal short-term management of flexible nuclear plants in a competitive electricity market as a case of competition with reservoir
    by Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

  • 2012 Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach
    by Péter Benczúr & Gábor Kátay & Áron Kiss

  • 2012 Analysis of Numerical Errors
    by Manuel S. Santos & Adrian Peralta-Alva

  • 2012 Ergodic Invariant Distributions for Non-optimal Dynamic Economics
    by Manuel S. Santos & Adrian Peralta-Alva

  • 2012 Heterogeneous Beliefs in Over-The-Counter Markets
    by Marc de Kamps & Daniel Ladley & Aistis Simaitis

  • 2012 Generating Tempered Stable Random Variates from Mixture Representation
    by Piotr Jelonek

  • 2012 Diversity among banks may increase systemic risk
    by Teruyoshi Kobayashi

  • 2012 Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
    by Takashi Kamihigashi & John Stachurski

  • 2012 Exact Draws from the Stationary Distribution of Entry-Exit Models
    by Takashi Kamihigashi & John Stachurski

  • 2012 Absorptive Capacity and Innovation: When Is It Better to Cooperate?
    by Abiodun Egbetokun & Ivan Savin

  • 2012 Lasso-type and Heuristic Strategies in Model Selection and Forecasting
    by Ivan Savin & Peter Winker

  • 2012 Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates
    by Flabbi, Luca & Mabli, James

  • 2012 Merging simulation and projection approaches to solve high-dimensional problems
    by Kenneth Judd & Lilia Maliar & Serguei Maliar

  • 2012 Financial Network Systemic Risk Contributions
    by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle &

  • 2012 Support Vector Machines with Evolutionary Feature Selection for Default Prediction
    by Wolfgang Karl Härdle & Dedy Dwi Prastyo & Christian Hafner

  • 2012 Existence and Uniqueness of Perturbation Solutions to DSGE Models
    by Hong Lan & Alexander Meyer-Gohde

  • 2012 Computational Statistics (Journal)
    by Wolfgang Karl Härdle & Yuichi Mori & Jürgen Symanzik

  • 2012 Essays on Credit Markets and Banking
    by Holmberg, Ulf

  • 2012 Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks
    by Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen

  • 2012 The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach
    by Holmberg, Ulf

  • 2012 Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case
    by Biørn, Erik

  • 2012 Costs and Benefits of Speculation
    by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

  • 2012 Estimating Long Memory Causality Relationships by a Wavelet Method
    by Li, Yushu

  • 2012 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Li, Yushu

  • 2012 A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries
    by Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander

  • 2012 A DSGE-Based Assessment of Nonlinear Loan-to-Value Policies: Evidence from Hong Kong
    by Funke, Michael & Paetz, Michael

  • 2012 Direct Exchange in Linear Economies
    by Flåm, Sjur Didrik & Gramstad, Kjetil

  • 2012 Solutions for the Stable Roommates Problem with Payments
    by Peter Biro & Matthijs Bomhoff & Walter Kern & Petr A. Golovach & Daniel Paulusma

  • 2012 Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle
    by Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

  • 2012 Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model
    by Isabelle SALLE (GREThA, CNRS, UMR 5113) & Martin ZUMPE (GREThA, CNRS, UMR 5113) & Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113)

  • 2012 Efficient Sampling and Metamodeling for Computational Economic Models
    by Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Isabelle SALLE (GREThA, CNRS, UMR 5113)

  • 2012 Inflation targeting in a learning economy: An ABM perspective
    by Isabelle SALLE (GREThA, CNRS, UMR 5113) & Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113)

  • 2012 Estructura corporativa e interlocking directorates en las mayores empresas españolas, 1917-1970
    by Juan Antonio Rubio Mondéjar & Josean Garrués Irurzun

  • 2012 Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates
    by Luca Flabbi and James Mabli

  • 2012 Redistribution Effects of Energy and Climate Policy: The Electricity Market
    by Lion Hirth & Falko Ueckerdt

  • 2012 ETS and Technological Innovation: A Random Matching Model
    by Angelo Antoci & Simone Borghesi & Mauro Sodini

  • 2012 An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework
    by Jerome Creel & Paul Hubert & Francesco Saraceno

  • 2012 Um Exercício de Simulação de Ocupação dos Espaços Rurais e Urbanos
    by António Caleiro

  • 2012 Finding a Valid FX Covariance Matrix in the BS World
    by Maxim Bouev

  • 2012 Structural interactions and long run growth: An application of Experimental Design to Agent Based Models
    by Tommaso Ciarli

  • 2012 Imperfect Credibility and Robust Monetary Policy
    by Richard Dennis

  • 2012 The Ricardo-Lemke parametric algorithm on oddity and uniqueness
    by Christian Bidard

  • 2012 German Nuclear Phase-out Policy: Effects on European Electricity Wholesale Prices, Emission Prices, Conventional Power Plant Investments and Eletricity Trade
    by Thure Traber & Claudia Kemfert

  • 2012 An Introduction to Particle Methods with Financial Applications
    by Carmona, René & Del Moral, Pierre & Hu, Peng & Oudjane, Nadia

  • 2012 Discounted Stochastic Games with Voluntary Transfers
    by Sebastian Kranz

  • 2012 The Z-Transform Method for Multidimensional Dynamic Economic Systems
    by Xiaoyong Cui & Liutang Gong & Xiaojun Zhao & Heng-fu Zou

  • 2012 Nestedness in Networks: A Theoretical Model and Some Applications
    by König, Michael & Tessone, Claudio J. & Zenou, Yves

  • 2012 Accelerating the resolution of sovereign debt models using an endogenous grid method
    by Villemot, Sébastien

  • 2012 Existence and Uniqueness of Perturbation Solutions in DSGE Models
    by Lan, Hong & Meyer-Gohde, Alexander

  • 2012 Two-dimensional Fourier cosine series expansion method for pricing financial options
    by Marjon Ruijter & Kees Oosterlee (CWI)

  • 2012 Interval and fuzzy Average Internal Rate of Return for investment appraisal
    by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

  • 2012 Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica
    by José Armin Ordoñez Castillo

  • 2012 Redes Neuronales Artificiales En Las Ciencias Económicas
    by Viviana María Oquendo Patiño

  • 2012 Systemic Importance Index for financial institutions: A Principal Component Analysis approach
    by Carlos Eduardo León & Andrés Murcia

  • 2012 Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    by Carlos Léon

  • 2012 Forecasting with Unobserved Heterogeneity
    by Matteo G. Richiardi

  • 2012 Indirect estimation of agent-based models.An application to a simple diffusion model
    by Jacob Grazzini & Matteo Richiardi & Lisa Sella

  • 2012 Optimal Treatment of an SIS Disease with Two Strains
    by Telalagic, S.

  • 2012 The roubstness of agent-based models of electricity wholesale markets
    by Newberry, D.

  • 2012 OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method
    by Richard W. Evans & Kerk L. Phillips

  • 2012 Simulating Utah State Pension Reform
    by Richard W. Evans & Kerk L. Phillips

  • 2012 A strategy to reduce the count of moment conditions in panel data GMM
    by M. E. Bontempi & I. Mammi

  • 2012 A network model of financial system resilience
    by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew

  • 2012 Fixed interest rates over finite horizons
    by Blake, Andrew

  • 2012 Sufficient Conditions for the Unique Stable Sets in Three Agent Pillage Games
    by Manfred Kerber & Colin Rowat

  • 2012 ILS-ESP: An Efficient, Simple, and Parameter-Free Algorithm for Solving the Permutation Flow-Shop Problem
    by Barry B. Barrios & Quim Castell� & Angel A. Juan & Helena R. Louren�o & Manuel Mateo

  • 2012 The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments
    by Biliana Alexandrova-Kabadjova & Francisco Solís-Robleda

  • 2012 An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk
    by Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain

  • 2012 System Reduction and the Accuracy of Solutions of DSGE Models: A Note
    by Christopher Heiberger & Torben Klarl & Alfred Maussner

  • 2012 A Note on the Uniqueness of Solutions to Rational Expectations Models
    by Christopher Heiberger & Torben Klarl & Alfred Maussner

  • 2012 Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
    by Sofia Anyfantaki & Antonis Demos

  • 2012 Pricing European Options on Deferred Insurance
    by Jonathan Ziveyi & Craig Blackburn & Michael Sherris

  • 2012 A 4-stated DICE: quantitatively addressing uncertainty effects in climate change
    by Ttraeger, Christian

  • 2012 A Stochastic Model of Wealth Accumulation with Class Division
    by Alberto RUSSO

  • 2012 Exact Draws from the Stationary Distribution of Entry-Exit Models
    by Takashi Kamihigashi & John Stachurski

  • 2012 Imperfect Credibility and Robust Monetary Policy
    by Richard Dennis

  • 2012 Model Selection in Kernel Ridge Regression
    by Peter Exterkate

  • 2012 Conditionally-uniform Feasible Grid Search Algorithm
    by Matt P. Dziubinski

  • 2012 Finance at Fields
    by

  • 2012 An Undergraduate Introduction to Financial Mathematics
    by J Robert Buchanan

  • 2012 An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach
    by Francis In & Sangbae Kim

  • 2012 Introduction to Numerical Simulation for Trade Theory and Policy
    by John Gilbert & Edward Tower

  • 2012 Oil Price Uncertainty
    by Apostolos Serletis

  • 2012 Market Practice in Financial Modelling
    by Chia Chiang Tan

  • 2012 Financial Hacking:Evaluate Risks, Price Derivatives, Structure Trades, and Build Your Intuition Quickly and Easily
    by Philip Maymin

  • 2012 A Model of an Open Microeconomic System Taking into Account its Objective Function
    by Serghey A. Amelkin

  • 2012 Modelling the Dynamics of Securizitating National Identities
    by Martin Neumann

  • 2012 Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach
    by Chen, Shu-heng & Chang, Chia-ling

  • 2012 Agent-Based Design Of Business Intelligence System Architecture
    by Roman Å PERKA

  • 2012 Metoda szybkiej aktualizacji dekompozycji QR dla modeli liniowej regresji
    by Michał Bernardelli

  • 2012 Sectoral Growth Effects of Energy Policies in an Increasing-Varieties Model of the Swiss Economy
    by Lucas Bretschger & Roger Ramer

  • 2012 Introduction to Energy Systems Modelling
    by Andrea Herbst & Felipe Andrés Toro & Felix Reitze & Eberhard Jochem

  • 2012 Modelling Contributions to the Swiss Energy and Environmental Challenge
    by Nicole A. Mathys & Philippe Thalmann & Marc Vielle

  • 2012 Analytical and Numerical Models of Sandwich Panel taking into Account Wrinkling Phenomenon
    by Jolanta BLASZCZUK & Zbigniew POZORSKI

  • 2012 Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    by Harold Cole & Felix Kubler

  • 2012 Computing DSGE Models with Recursive Preferences and Stochastic Volatility
    by Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao

  • 2012 Collateralized Debt Obligations´ Valuation Using the One Factor Gaussian Copula Model
    by Petra Buzková & Petr Teplý

  • 2012 Un problema de consenso para problemas de toma de decisiones multicriterio en grupo mediante relaciones de preferencia intervalares difusas lingüísticas || A Consensus Model for Group Multicriteria Decision Making Problems with Interval Fuzzy Preference Relations
    by Tapia García, Juan Miguel & Del Moral Ávila, María José & Tapia García, Cristóbal & Martínez, María de los Ángeles & Amor Pulido, Raúl

  • 2012 Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Ladder Method and Bootstrap
    by Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente

  • 2012 Usage Of Acb-Minind Software In The Cba Analysis For Financing Investment Projects Through European Funding In Correlation With The Financing From The Banking System
    by Droj Laurentiu & Droj Gabriela

  • 2012 Financial Performance Analysis Based On The Financial Statements For The Companies Located In The Bihor - Hajdu Bihar Euroregion
    by Droj Laurentiu

  • 2012 Financial Stability - The Pre-Requisit Of A Successful Financial Activity
    by Chirila Emil

  • 2012 The Measure of a MAC: A Machine-Learning Protocol for Analyzing Force Majeure Clauses in M&A Agreements
    by Eric Talley & Drew O'Kane

  • 2012 A népesség iskolázottságának előrejelzése 2020-ig. Iskolázási mikroszimulációs modell (ISMIK)
    by Varga, Júlia & Hermann, Zoltán

  • 2012 Eine verteilungspolitische Beurteilung aktueller Reformkonzepte zur deutschen Einkommmensbesteuerung
    by Georg Struch

  • 2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
    by Sabine Zinn

  • 2012 Option Portfolio Value At Risk Using Monte Carlo Simulation Under A Risk Neutral Stochastic Implied Volatility Model
    by Peng He

  • 2012 Influence of investor subjective judgments in investment decision-making
    by Liu, Yu-hong & Jiang, I-ming

  • 2012 Producing energy in a stochastic environment: Switching from non-renewable to renewable resources
    by Mosiño, Alejandro

  • 2012 On model specification and parameter space definitions in higher order spatial econometric models
    by Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco

  • 2012 Dynamic models of residential segregation: An analytical solution
    by Grauwin, Sébastian & Goffette-Nagot, Florence & Jensen, Pablo

  • 2012 Quantitative evaluation of nation stability
    by Tsuneyoshi, Takao & Hashimoto, Akihiro & Haneda, Shoko

  • 2012 Introduction to general equilibrium
    by Balasko, Yves & Geanakoplos, John

  • 2012 Linear-quadratic approximation of optimal policy problems
    by Benigno, Pierpaolo & Woodford, Michael

  • 2012 Structural contagion and vulnerability to unexpected liquidity shortfalls
    by Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro

  • 2012 Exploring pricing rules in combinatorial sealed-bid auctions
    by Mochon, A. & Saez, Y. & Gomez-Barroso, J.L. & Isasi, P.

  • 2012 Currency crisis: Evolution of beliefs and policy experiments
    by Arifovic, Jasmina & Maschek, Michael K.

  • 2012 Boom–bust cycles: Leveraging, complex securities, and asset prices
    by Semmler, Willi & Bernard, Lucas

  • 2012 Portfolio credit-risk optimization
    by Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr

  • 2012 Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
    by Kaeck, Andreas & Alexander, Carol

  • 2012 Copula based hierarchical risk aggregation through sample reordering
    by Arbenz, Philipp & Hummel, Christoph & Mainik, Georg

  • 2012 Network neutrality on the Internet: A two-sided market analysis
    by Economides, Nicholas & Tåg, Joacim

  • 2012 Learning to bid: The design of auctions under uncertainty and adaptation
    by Noe, Thomas H. & Rebello, Michael & Wang, Jun

  • 2012 Optimal forest harvest age considering carbon sequestration in multiple carbon pools: A comparative statics analysis
    by Asante, Patrick & Armstrong, Glen W.

  • 2012 Agent-based analysis of the impact of the imbalance pricing mechanism on market behavior in electricity balancing markets
    by van der Veen, Reinier A.C. & Abbasy, Alireza & Hakvoort, Rudi A.

  • 2012 Oil exploration and perceptions of scarcity: The fallacy of early success
    by Jakobsson, Kristofer & Söderbergh, Bengt & Snowden, Simon & Li, Chuan-Zhong & Aleklett, Kjell

  • 2012 Modelling energy spot prices: Empirical evidence from NYMEX
    by Nomikos, Nikos & Andriosopoulos, Kostas

  • 2012 Real-Time Pricing in the Nordic Power markets
    by Kopsakangas Savolainen, Maria & Svento, Rauli

  • 2012 Exploring the potential for energy conservation in French households through hybrid modeling
    by Giraudet, Louis-Gaëtan & Guivarch, Céline & Quirion, Philippe

  • 2012 Short-term predictability of equity returns along two style dimensions
    by Shynkevich, Andrei

  • 2012 Fiscal risk in a monetary union
    by Daniel, Betty C. & Shiamptanis, Christos

  • 2012 A dynamic oligopoly game of the US airline industry: Estimation and policy experiments
    by Aguirregabiria, Victor & Ho, Chun-Yu

  • 2012 Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty
    by Horvath, Michal

  • 2012 Dynamic programming with shape-preserving rational spline Hermite interpolation
    by Cai, Yongyang & Judd, Kenneth L.

  • 2012 Human capital accumulation in R&D-based growth models
    by Mattalia, Claudio

  • 2012 Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
    by Bao, Qunfang & Chen, Si & Li, Shenghong

  • 2012 Small noise methods for risk-sensitive/robust economies
    by Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J.

  • 2012 Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem
    by Chen, Shan & Insley, Margaret

  • 2012 Firm-network characteristics and economic robustness to natural disasters
    by Henriet, Fanny & Hallegatte, Stéphane & Tabourier, Lionel

  • 2012 Optimal trade execution: A mean quadratic variation approach
    by Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H.

  • 2012 Evaluating callable and putable bonds: An eigenfunction expansion approach
    by Lim, Dongjae & Li, Lingfei & Linetsky, Vadim

  • 2012 Numerical computation of the optimal vector field: Exemplified by a fishery model
    by Grass, D.

  • 2012 Nonlinear and stable perturbation-based approximations
    by Den Haan, Wouter J. & De Wind, Joris

  • 2012 Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply
    by Hamidreza Mostafaei & Shaghayegh Kordnoori

  • 2012 Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model
    by Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

  • 2012 Vom Winde verweht? Strommarktpreise und Anreize zur Investition in thermische Kraftwerke bei erhöhtem Angebot an Windenergie
    by Thure Traber & Claudia Kemfert

  • 2012 Knowledge Analysis in Terms of Representation,Processing based Mobilisation and Distribution
    by Vasile MAZILESCU

  • 2012 Micromundo para la simulación de un mercado de corto plazo de electricidad
    by Carlos Jaime Franco C. & Juan David Velásquez H. & David Cardona V.

  • 2012 Is socio-economic development of areas associate with hypertension prevalence, awareness and treatment? A multilevel approach
    by Jing Dai & Songsak Sriboonchitta & Yunjuan Yang & Cheng Zi

  • 2012 Analysis of border trade impacts on economic growth of Yunnan and the Greater Mekong Sub-region (GMS) countries
    by Menglei Zhang & Kunchon Wattanakul & Nisit Panthamit & Chukiat Chaiboonsri

  • 2012 Impact of reform of collective forest use rights on farmers’ production activities and incomes in Heishui village, West Yunnan province, People’s Republic of China
    by Lan Li & Jirawan Kitchaicharoen & Manfred Zeller

  • 2012 What would happen to the economy when energy crops replace food crops? A case of gasohol production in Thailand
    by Sarunut Kunanopadon & Komsan Suriya

  • 2012 Neural Network Principles To Classify Economic Data
    by STEFAN Raluca-Mariana & SERBAN Mariuta

  • 2012 Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series
    by Tai-Liang Chen

  • 2012 Chaos Tests For Time Series
    by Dumitru Ciobanu

  • 2012 Predicting The Exchange Rate Eur-Leu With Svm
    by Dumitru Ciobanu

  • 2012(XXII) The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior
    by Andrei Silviu DOSPINESCU

  • 2011 Rethinking Brownfield Redevelopment Features through Fuzzy Delphi Method
    by Brano GLUMAC & Qi HAN & Jos SMEETS & Wim SCHAEFER

  • 2011 Behavioral Finance and Technical Analysis
    by Dehnad, Kosrow

  • 2011 Temsilde adalet – yönetimde istikrar ikileminde seçim barajına yönelik senaryo analizleri ve optimal baraj için bir model önerisi
    by Türkmen Göksel & Yetkin Çınar

  • 2011 Effects of inflation tax versus Tanzi effect on the real value of tax revenues: Evidence from Turkey
    by Işıl AKGÜL & Mustafa Kemal BEŞER

  • 2011 Arithmetic Operations On Interactive Fuzzy Numbers In Financial Analysis
    by Rebiasz, B.

  • 2011 Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach
    by Chang, Chia-ling & Chen, Shu-heng

  • 2011 Evaluating concepts for short-term control in financial service processes
    by Behley, Dustin & Leyer, Michael

  • 2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
    by Puzanova, Natalia

  • 2011 A hierarchical Archimedean copula for portfolio credit risk modelling
    by Puzanova, Natalia

  • 2011 The effect of the interbank network structure on contagion and common shocks
    by Georg, Co-Pierre

  • 2011 Systemic risk contributions: a credit portfolio approach
    by Düllmann, Klaus & Puzanova, Natalia

  • 2011 On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets
    by Dieci, Roberto & Westerhoff, Frank

  • 2011 Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
    by Agnieszka Wylomanska

  • 2011 How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation
    by Quamrul Ashraf & Boris Gershman & Peter Howitt

  • 2011 Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis
    by Quamrul Ashraf & Boris Gershman & Peter Howitt

  • 2011 Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis
    by Quamrul Ashraf & Boris Gershman & Peter Howitt

  • 2011 Learning to trade in an unbalanced market
    by Florian Hauser & Marco LiCalzi

  • 2011 An Artificial Neural Network technique for on-line hotel booking
    by Renato Bettin & Francesco Mason & Marco Corazza & Giovanni Fasano

  • 2011 Evolutionary computational approach in TAR model estimation
    by Claudio Pizzi & Francesca Parpinel

  • 2011 Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
    by Diana Barro & Elio Canestrelli

  • 2011 Waiting Times and Cost Sharing for a Public Health Care Service with a Private Alternative: A Multi-agent Approach
    by Vincenzo Rebba & Dino Rizzi

  • 2011 Optimal trading in a limit order book using linear strategies
    by Paolo Pellizzari

  • 2011 A Multi-Agent Model of Tax Evasion with Public Expenditure
    by Paolo Pellizzari & Dino Rizzi

  • 2011 Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
    by Marco Corazza & Giovanni Fasano & Riccardo Gusso

  • 2011 Time-dependent trading strategies in a continuous double auction
    by Shira Fano & Paolo Pellizzari

  • 2011 Back to the Future: A Simple Solution to Schelling Segregation
    by Sylvain Barde

  • 2011 The implications of dynamic financial frictions for DSGE models
    by Uluc Aysun

  • 2011 Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
    by Olivier Bargain & Mathias Dolls & Dirk Neumann & Sebastian Siegloch & Andreas Peichl

  • 2011 A Few Special Cases: Scientific Creativity and Network Dynamics in the Field of Rare Diseases
    by Massimo Riccaboni & Maria Laura Frigotto

  • 2011 Negishi's Theorem and Method
    by K.Vela Velupillai

  • 2011 Behavioural Economics: Classical and Modern
    by Selda (Ying Fang) Kao & K. Vela Velupillai

  • 2011 Foley's Thesis, Negishi's Method, Existence Proofs and Computation
    by K. Vela Velupillai

  • 2011 Computable and Dynamical Systems Foundations of Bounded Rationality and Satisficing
    by K. Vela Velupillai

  • 2011 The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability
    by K. Vela Velupillai

  • 2011 An Agent-Based Model of Centralized Institutions, Social Network Technology, and Revolution
    by Michael D. Makowsky & Jared Rubin

  • 2011 Safe Approximations of Chance Constraints Using Historical Data
    by Yanikoglu, I. & den Hertog, D.

  • 2011 Measuring the impact of market coupling on the Italian electricity market using ELFO++
    by Elisabetta Pellini

  • 2011 Null Models of Economic Networks: The Case of the World Trade Web
    by Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli

  • 2011 Back to the future: a simple solution to schelling segregation
    by Sylvain Barde

  • 2011 Achieving Market Liquidity through Autonomic Cloud Market Management
    by Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

  • 2011 Business Support Service Platform for Providers in Open Cloud Computing Markets
    by Jorn Altmann & Matthias Hovestadt & Odej Kao

  • 2011 A Complex Network Analysis of the Weighted Graph of the Web2.0 Service Network
    by Kibae Kim & Jorn Altmann

  • 2011 Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods
    by Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann

  • 2011 Towards Autonomic Market Management in Cloud Computing Infrastructures
    by Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

  • 2011 Solving Models with Incomplete Markets and Aggregate Uncertainty Using the Krusell-Smith Algorithm: A Note on the Number and the Placement of Grid Points
    by Michal Horvath

  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis

  • 2011 Policy Response to Pandemic Influenza: The Value of Collective Action
    by Bobashev, Georgiy & Cropper, Maureen & Epstein, Joshua & Goedecke, Michael & Hutton, Stephen & Over, Mead

  • 2011 The Effect of Climate Change on Land Use and Wetlands Conservation in Western Canada: An Application of Positive Mathematical Programming
    by Patrick Withey & G. Cornelis van Kooten

  • 2011 Block Bootstrap and Long Memory
    by George Kapetanios & Fotis Papailias

  • 2011 A Generalized Endogenous Grid Method for Non-concave Problems
    by Giulio Fella

  • 2011 Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico
    by Alfonso Mendoza-Velázquez & Pilar Gómez-Gil

  • 2011 Partitioned Frames in Bak Sneppen Models
    by Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita

  • 2011 Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning
    by Filippou, Miltiades & Zervopoulos, Panagiotis

  • 2011 The vanna - volga method for derivatives pricing
    by Janek, Agnieszka

  • 2011 A predictive multi-agent approach to model systems with linear rational expectations
    by Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter

  • 2011 Kullback-Leibler simplex
    by Kangpenkae, Popon

  • 2011 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
    by Blake, David & Wright, Douglas & Zhang, Yumeng

  • 2011 Growth and financial reforms trajectory: an optimal matching sequence analysis approach
    by Bicaba, Zorobabel

  • 2011 Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres
    by Chilarescu, Constantin & Viasu, Iana Luciana

  • 2011 Simulating tourists' behaviour using multi-agent modelling
    by Corniglion, Sébastien & Turnois, Nadine

  • 2011 Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction
    by Qian, Hang

  • 2011 China, India and the future of the global economy
    by Kwasnicki, Witold

  • 2011 Towards a stochastic model with heterogeneous agents and class division
    by Russo, Alberto

  • 2011 One numerical procedure for two risk factors modeling
    by Cocozza, Rosa & De Simone, Antonio

  • 2011 Fine-tuning the equivalent strike framework for bespoke cdo tranches pricing
    by Mrad, Moez & Triki, Racem

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris

  • 2011 Repeated moral hazard and recursive Lagrangeans
    by Mele, Antonio

  • 2011 Technical efficiency analysis of banks in major oil exporting Middle East countries
    by Onour, Ibrahim & Abdalla, Abdelgadir

  • 2011 Does the Food Stamp Program Really Increase Obesity? The Importance of Accounting for Misclassification Errors
    by Vassilopoulos, Achilleas & Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis

  • 2011 Asymmetrien in der Neuen Ökonomischen Geographie : Modelle, Simulationsmethoden und wirtschaftspolitische Diskussion = Asymmetries in new economic geography : models, simulation methods and economic discussion
    by Sascha Frohwerk

  • 2011 Dynamic political effects in a neoclassic growth model with healthcare and creative activities
    by Luis Guimarães & Óscar Afonso & Paulo B. Vasconcelos

  • 2011 Computational Results on Membership in R&D Cooperation Networks: To Be or Not To Be in a Research Joint Venture
    by Duarte Leite & Pedro Campos & Isabel Mota

  • 2011 Comparing Strategies of Collaborative Networks for R&D: an agent-based study
    by Pedro Campos & Pavel Brazdil & Isabel Mota

  • 2011 Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution
    by Grey Gordon

  • 2011 Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzõinek kérdései
    by Tamás Sebestyén

  • 2011 Revisiting The Original Ghosh Model: Can It Be More Plausible?
    by Ana-Isabel Guerra & Ferran Sancho

  • 2011 Ambiguity and the historical equity premium
    by Sujoy Mukerji & Kevin Sheppard & Fabrice Collard & Jean-Marc Tallon

  • 2011 Learning and Collusion in New Markets with Uncertain Entry Costs
    by Francis Bloch & Simona Fabrizi & Steffen Lippert

  • 2011 Designing Optimal Risk Mitigation and Risk Transfer Mechanisms to Improve the Management of Earthquake Risk in Chile
    by Robert Muir-Wood

  • 2011 Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts
    by Nicholas Economides & Joacim Tåg

  • 2011 How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    by Kenneth L. Judd & Lilia Maliar & Serguei Maliar

  • 2011 Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis
    by Quamrul Ashraf & Boris Gershman & Peter Howitt

  • 2011 Continuous Workout Mortgages
    by Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton

  • 2011 One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    by Kenneth Judd & Lilia Maliar & Serguei Maliar

  • 2011 An inter-temporal optimization of flexible nuclear plants operation in market based electricity systems : The case of competition with reservoir
    by Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

  • 2011 Computing Tournament Solutions using Relation Algebra and REL VIEW
    by Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

  • 2011 Ambiguity and the historical equity premium
    by Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

  • 2011 Ambiguity and the historical equity premium
    by Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

  • 2011 Ambiguity and the historical equity premium
    by Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon

  • 2011 Computations on Simple Games using REL VIEW
    by Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

  • 2011 From SHIW to IT-SILC: Construction and Representativeness of the New CAPP_DYN First-Year Population
    by Emanuele Ciani & Donatella fresu

  • 2011 From SHIW to IT-SILC: construction and representativeness of the new CAPP_DYN first-year population
    by Emanuele Ciani & Donatella Fresu

  • 2011 Generating ordinal data
    by Pier Alda FERRARI & Alessandro BARBIERO

  • 2011 Sensitivity Analysis of Composite Indicators through Mixed Model Anova
    by Cristina Davino, Rosaria Romano

  • 2011 Causes of Financial Instability: Don’t Forget Finance
    by Dirk J. Bezemer

  • 2011 Climate Change, Agricultural Production and Food Security: Evidence from Yemen
    by Clemens Breisinger & Olivier Ecker & Perrihan Al-Riffai & Richard Robertson & Rainer Thiele

  • 2011 Estimating a High-Frequency New-Keynesian Phillips Curve
    by Steffen Ahrens & Stephen Sacht

  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael

  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael

  • 2011 Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
    by Bargain, Olivier & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian

  • 2011 Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
    by Bargain, Olivier & Dolls, Mathias & Neumann, Dirk & Peichl, Andreas & Siegloch, Sebastian

  • 2011 A reinforcement learning approach to solving incomplete market models with aggregate uncertainty
    by Andrei Jirnyi & Vadym Lepetyuk

  • 2011 Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    by Kenneth Judd & Lilia Maliar & Serguei Maliar

  • 2011 Solving the multi-country real business cycle model using ergodic set methods
    by Kenneth Judd & Lilia Maliar & Serguei Maliar

  • 2011 Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
    by BARGAIN Olivier & DOLLS Mathias & NEUMANN Dirk & PEICHL Andreas & SIEGLOCH Sebastian

  • 2011 Multivariate Stochastic Volatility via Wishart Processes - A Continuation
    by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde

  • 2011 Some Computational Aspects of Gaussian CARMA Modelling
    by Tómasson, Helgi

  • 2011 Sticky wage Nash bargaining model with incomplete information
    by Marek Antosiewicz & Maciej Bukowski & Pawel Kowal

  • 2011 Solving DSGE Models with a Nonlinear Moving Average
    by Hong Lan & Alexander Meyer-Gohde

  • 2011 Financial Network Systemic Risk Contributions
    by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle

  • 2011 A Network Model of Financial System Resilience
    by Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison

  • 2011 Basel III ans Systemic Risk Regulation - What Way Forward?
    by Co-Pierre Georg

  • 2011 Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity
    by Kasahara, Hiroyuki & Shimotsu, Katsumi

  • 2011 Banking and the Determinants of Credit Crunches
    by Holmberg, Ulf

  • 2011 Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts
    by Economides, Nicholas & Tåg, Joacim

  • 2011 Computing Solutions for Matching Games
    by Peter Biro & Walter Kern & Daniel Paulusma

  • 2011 Price Rigidity and Strategic Uncertainty An Agent-based Approach
    by Robert Somogyi & Janos Vincze

  • 2011 Analysis of Stochastic Matching Markets
    by Peter Biro & Gethin Norman

  • 2011 Dynamic Competition in Electricity Markets: Hydroelectric and Thermal Generation
    by Talat S. Genc & Henry Thille

  • 2011 Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method
    by Paul Beaumont & Yaniv Jerassy-Etzion

  • 2011 Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
    by Muffasir Badshah & Paul Beaumont & Anuj Srivastava

  • 2011 Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability
    by Isakov, Dusan & Marti, Didier

  • 2011 An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model
    by Lei Zhu & ZhongXiang Zhang & Ying Fan

  • 2011 Pricing of Gas Swing Options using Monte Carlo Methods
    by Andrea Klimešová & Tomáš Václavík

  • 2011 An evaluation of overseas oil investment projects under uncertainty using a real options based simulation model
    by Lei Zhu & ZhongXiang Zhang & Ying Fan

  • 2011 Recursive Contracts
    by Albert Marcet & Ramon Marimon

  • 2011 A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model
    by Callan, Tim & Van de Ven, Justin

  • 2011 Power Structures and Adaptation: How to Distribute Power within a Group
    by Tarakci, M. & Groenen, P.J.F.

  • 2011 When do global pipelines enhance knowledge diffusion in clusters?
    by Andrea Morrison & Roberta Rabellotti & Florian Lorenzo Zirulia

  • 2011 Political Mergers as Coalition Formation
    by Eric Weese

  • 2011 Political Mergers as Coalition Formation
    by Eric Weese

  • 2011 Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
    by Olaf Posch & Timo Trimborn

  • 2011 Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices
    by Willi Semmler & Lucas Bernard

  • 2011 Continuous Workout Mortgages
    by Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton

  • 2011 Second Order Approximation of Dynamic Models with Time-Varying Risk
    by Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore

  • 2011 Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
    by Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien

  • 2011 Solving rational expectations models at first order: what Dynare does
    by Villemot, Sébastien

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris

  • 2011 Solution Software for CGE Modeling
    by Mark Horridge & Ken Pearson

  • 2011 Agentes no ricardianos y rigideces nominales: su efecto sobre el principio de Taylor
    by Sergio Ocampo Díaz

  • 2011 Aproximación A La Informalidad En El Mercado Laboral: Una Modelación Basada En Agentes
    by María Jennifer Novoa Alvarez & Orlando Vargas Rayo

  • 2011 Designing an expert knowledge-based Systemic Importance Index for financial institutions
    by Carlos Léon & Clara Machado

  • 2011 Montecarlo simulation of long-term dependent processes: a primer
    by Carlos León Rincón & Alejandro Reveiz

  • 2011 Política monetaria contracíclica y encaje bancario
    by Christian Bustamante

  • 2011 Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities
    by Carlos León & Clara Machado & Freddy cepeda & Miguel Sarmiento

  • 2011 The implications of dynamic financial frictions for DSGE models
    by Uluc Aysun

  • 2011 Tax-Benefit Systems in Europe and the US: Between Equity and Efficiency
    by Olivier Bargain & Mathias Dolls & Dirk Neumann & Andreas Peichl & Sebastian Siegloch

  • 2011 Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
    by Olaf Posch & Timo Trimborn

  • 2011 Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy
    by Burkhard Heer & Alfred Maussner

  • 2011 Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules
    by Cronin, David & Dowd, Kevin

  • 2011 On the Solution of Markov-switching Rational Expectations Models
    by Francesco Carravetta & Marco M. Sorge

  • 2011 Systemic capital requirements
    by Webber, Lewis & Willison, Matthew

  • 2011 An efficient method of computing higher-order bond price perturbation approximations
    by Andreasen , Martin & Zabczyk, Pawel

  • 2011 Recursive Contracts
    by Albert Marcet & Ramon Marimon

  • 2011 Firm-Network Characteristics and Economic Robustness to Natural Disasters
    by Henriet, F. & Hallegatte, S. & Tabourier, L.

  • 2011 A method to estimate power parameter in Exponential Power Distribution via polynomial regression
    by Daniele Coin

  • 2011 Estimating non-linear models with multiple fixed effects:a computational note
    by Laura Hospido

  • 2011 Merging the Hypothetical Extraction Method and the Classical Multiplier Approach: A Hybrid Possibility for Identifying Key Distributive Sectors
    by Ana-Isabel Guerra

  • 2011 Leveraged Network-Based Financial Accelerator
    by Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI

  • 2011 The impact of classes of innovators on Technology, Financial Fragility and Economic Growth
    by Stefania VITALI & Gabriele TEDESCHI

  • 2011 Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
    by Antonis Papapantoleon & John Schoenmakers & David Skovmand

  • 2011 Uruguayan microsimulation model
    by Verónica Amarante & Marisa Bucheli & Cecilia Olivieri & Ivone Perazzo

  • 2011 Mexican microsimulation model
    by Carlos Absalón & Urzúa, Carlos M.

  • 2011 Guatemalan microsimulation model
    by Alberto Castañón-Herrera & Wilson Romero

  • 2011 Chilean microsimulation model
    by Osvaldo Larrañaga & Jenny Encina & Gustavo Cabezas

  • 2011 Brazilian microsimulation model
    by José Ricardo Bezerra Nogueira & Rozane Bezerra de Siqueira & Evaldo Santana de Souza

  • 2011 Elastic Labour Supply and Home Production in a Monetary Growth Model
    by Wei-bin Zhang

  • 2011 Mathematical Modelling with Fuzzy Sets of Sustainable Tourism Development
    by Nenad Stojanoviæ

  • 2011 Financial Market Simulation Based On Intelligent Agents €“ Case Study
    by Marek SPIÅ ÃK & Roman Å PERKA

  • 2011 IT Applications as a Didactic Tool in the Teaching of Math (Using of Spreadsheet to Programming)
    by Arturo GARCÍA-SANTILLÁN & Milka ESCALERA-CHÁVEZ

  • 2011 Evaluating the New: The Contingent Value of a Pro-Innovation Bias
    by Oliver Baumann & Dirk Martignoni

  • 2011 Numerical Modeling And Simulation In Various Processes
    by ISBĂSOIU, Eliza Consuela

  • 2011 Protection And Security Of Data Base Information Summary
    by SERBAN, MariuŃa SERBAN

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  • 2011 Applying Pert And Critical Path Method In Human Resource Training
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  • 2011 Study Concerning The Amplitude Of Applicative-Methodological Elements In The Managerial Durable Development Process
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  • 2011 Growth effects of carbon policies: Applying a fully dynamic CGE model with heterogeneous capital
    by Bretschger, Lucas & Ramer, Roger & Schwark, Florentine

  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu

  • 2011 Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
    by Kristensen, Dennis & Mele, Antonio

  • 2011 Religion, clubs, and emergent social divides
    by Makowsky, Michael D.

  • 2011 Numerical simulations of asymmetric first-price auctions
    by Fibich, Gadi & Gavish, Nir

  • 2011 Rewarding carbon sequestration in South-Western French forests: A costly operation?
    by Pajot, Guillaume

  • 2011 Computing American option prices in the lognormal jump–diffusion framework with a Markov chain
    by Simonato, Jean-Guy

  • 2011 Fast approximations of bond option prices under CKLS models
    by Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M.

  • 2011 Calibrating spatial models of trade
    by Paris, Quirino & Drogué, Sophie & Anania, Giovanni

  • 2011 Estimates for the optimal control policy in the presence of regulations and heavy tails
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  • 2011 Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
    by Amisano, Gianni & Tristani, Oreste

  • 2011 Minimal state variable solutions to Markov-switching rational expectations models
    by Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao

  • 2011 Einkommenswirkungen der Anhebung des gesetzlichen Rentenalters und heutiges Rentenzugangsverhalten
    by Johannes Geyer & Peter Haan

  • 2011 Automation of the Work intensively based on Knowledge, a Challenge for the New Technologies
    by Vasile MAZILESCU

  • 2011 Knowledge Management System and User Modeling
    by Cornelia NOVAC UDUDEC & Vasile MAZILESCU

  • 2011 Aproximación al cálculo del crecimiento real de Colombia: aportes metodológicos para la inclusión en las cuentas nacionales de los impactos del
    by Michee Lachaud & Jorge Maldonado

  • 2011 Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos
    by Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda

  • 2011 Método numérico para la calibración de un modelo dsge
    by Pietro Bonaldi & Juan D. Prada & Andrés González & Diego Rodríguez

  • 2011 Enseignement supérieur et durées de subvention individuelle implicite. Une analyse par microsimulation dynamique
    by Pierre Courtioux & Stéphane Gregoir & Dede Houeto

  • 2011 Monetary Stimulus: Through Wall Street or Main Street?
    by Diego E. Vacaflores

  • 2011 Social Network Mixing Patterns in Mergers and Acquisitions-A Simulation Experiment
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  • 2011 Addressing Inequality And Poverty With Tax Instruments
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  • 2011 Factors and Premises for Electronic Commerce in Bulgaria and European Union
    by Rumen Varbanov

  • 2011 Designing benefit rules for flexible retirement: Welfare vs. redistribution
    by P. Eső & A. Simonovits & J. Tóth

  • 2010 Financial Bilateral Contract Negotiation in Wholesale Electric Power Markets Using Nash Bargaining Theory
    by Yu, Nanpeng & Tesfatsion, Leigh & Liu, Chen-Ching

  • 2010 Operational Risk Management Using a Fuzzy Logic Inference System
    by Reveiz, Alejandro & Carlos, Leon

  • 2010 Applying simulated annealing to design compact zones
    by Rincón García, Eric Alfredo & Gutiérrez Andrade, Miguel Ángel & Ramírez Rodríguez, Javier & Lara Velázquez, Pedro & de-los-Cobos-Silva, Sergio Gerardo

  • 2010 Optimal tax progressivity in unionised labour markets: Simulation results for Germany
    by Boeters, Stefan

  • 2010 Entry and competition in freight transport: the case of a prospective transalpine rail link between France and Italy
    by Prady, Delphine & Ullrich, Hannes

  • 2010 Simulation-based valuation of project finance: does model complexity really matter?
    by Weber, Florian & Schmid, Thomas & Pietz, Matthäus & Kaserer, Christoph

  • 2010 The election of a world champion
    by Langen, Martin & Krauskopf, Thomas

  • 2010 Some observations in the high-frequency versions of a standard new-keynesian model
    by Franke, Reiner & Sacht, Stephen

  • 2010 Interbank tiering and money center banks
    by Craig, Ben R. & von Peter, Goetz

  • 2010 Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks
    by Sachs, Angelika

  • 2010 Ruin Probability in Finite Time
    by Krzysztof Burnecki & Marek Teuerle

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafal Weron

  • 2010 FX Smile in the Heston Model
    by Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup

  • 2010 Modeling Institutions, Start-Ups And Productivity During Transition
    by Zuzana Brixiova & Balazs Egert

  • 2010 Regime Switching in Stochastic Models of Commodity Prices: An Application to an Optimal Tree Harvesting Problem
    by Shan chen & Margaret Insley

  • 2010 Learning Cancellation Strategies in a Continuous Double Auction Market
    by Lucia Milone

  • 2010 Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market
    by Martina Nardon & Paolo Pianca

  • 2010 Convergence of outcomes and evolution of strategic behavior in double auctions
    by Shira Fano & Marco Li Calzi & Paolo Pellizzari

  • 2010 Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems
    by Mariya Teteryatnikova

  • 2010 Option Valuation in Multivariate SABR Models
    by Jörg Kienitz & Manuel Wittke

  • 2010 The Price of Stability in Matching Markets
    by James W. Boudreau & Vicki Knoblauch

  • 2010 Transition dynamics in endogenous recombinant growth models by means of projection methods
    by Privileggi, Fabio

  • 2010 Ability, Parental Valuation of Education and the High School Dropout Decision
    by Foley, Kelly & Gallipoli, Giovanni & Green, David A.

  • 2010 On a Consensus Measure in a Group Multi-Criteria Decision Making Problem
    by Michele Fedrizzi

  • 2010 Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling
    by Marco Bee

  • 2010 Coupled Dynamics in the Phillips Machine Model of the Macroeconomy
    by Stefano Zambelli

  • 2010 An Algorithmic Measurement of Technical Progress
    by Stefano Zambelli & Thomas Fredholm

  • 2010 Emergent Pareto-Levy Distributed Returns to Research in a Multi-Agent Model of Endogenous Technical Change
    by Michael D. Makowsky & David M. Levy

  • 2010 A Theory of Liberal Churches
    by Michael D. Makowsky

  • 2010 Scrap Value Functions in Dynamic Decision Problems
    by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.

  • 2010 Estimation of Finite Sequential Games
    by Shiko Maruyama

  • 2010 Assessing elicitation task bias in time preference using experiments with artificial subjects
    by Oksana Tokarchuk & Roberto Gabriele

  • 2010 The Banzhaf Index in Complete and Incomplete Shareholding Structures: A New Algorithm
    by Marc Levy

  • 2010 Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets
    by Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

  • 2010 Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software
    by Juthasit Rohitratana & Jorn Altmann

  • 2010 Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods
    by Junseok Hwang & Jihyoun Park & Jorn Altmann

  • 2010 A Funding and Governing Model for Achieving Sustainable Growth of Computing e-Infrastructures
    by Ashraf Bany Mohammed & Jorn Altmann

  • 2010 A Marketplace and its Market Mechanism for Trading Commoditized Computing Resources
    by Jorn Altmann & Costas Courcoubetis & Marcel Risch

  • 2010 A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information
    by Jorn Altmann & Zelalem Berhanu Bedane

  • 2010 Error Recovery for SLA-Based Workflows within the Business Grid
    by Dang Minh Quan & Jorn Altmann & Laurence T. Yang

  • 2010 Grid Business Models for Brokers Executing SLA-Based Workflows
    by Dang Minh Quan & Jorn Altmann

  • 2010 Capacity Planning in Economic Grid Markets
    by Marcel Risch & Jorn Altmann

  • 2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
    by Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

  • 2010 Global Food Price Shock and the Poor in Egypt and Ukraine
    by Soheir Aboulenein & Heba El Laithy & Omneia Helmy & Hanaa Kheir-El-Din & Liudmyla Kotusenko & Maryla Maliszewska & Dina Mandour & Wojciech Paczynski

  • 2010 Production Under Uncertainty: A Simulation Study
    by Sriram Shankar & Chris O'Donnell & John Quiggin

  • 2010 Cost Effectiveness of Carbon Capture-Ready Coal Power Plants with Delayed Retrofit
    by Rohlfs, Wilko & Madlener, Reinhard

  • 2010 Valuation of CCS-Ready Coal-Fired Power Plants: A Multi-Dimensional Real Options Approach
    by Rohlfs, Wilko & Madlener, Reinhard

  • 2010 Relating R&D and Investment Policies to CCS Market Diffusion Through Two-Factor Learning
    by Lohwasser, Richard & Madlener, Reinhard

  • 2010 Does model fit matter for hedging? Evidence from FTSE 100 options
    by Carol Alexander & Andreas Kaeck

  • 2010 A Cellular Automata Simulation of the 1990s Russian Housing Privatization Decision
    by Maria Plotnikova & Chokri Dridi

  • 2010 Inflation, Oil Price Volatility and Monetary Policy
    by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente.

  • 2010 The Mean Reversion Stochastic Processes Applications in Risk Management
    by Radkov, Petar

  • 2010 An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio
    by Muteba Mwamba, John & Suteni, Mwambi

  • 2010 Generalized class of synthetic estimators for small areas under systematic sampling scheme
    by PANDEY, KRISHAN & Tikkiwal, G.C.

  • 2010 Some observations in the high-frequency versions of a standard New-Keynesian model
    by Franke, Reiner & Sacht, Stephen

  • 2010 La pobreza y las clases: Dinámicas y estrategias en Bolivia
    by Buzaglo, Jorge & Calzadilla, Alvaro

  • 2010 Automatizing Price Negotiation in Commodities Markets
    by Laib, Fodil & Radjef, MS

  • 2010 Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest
    by Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

  • 2010 A Grouped Factor Model
    by Chen, Pu

  • 2010 Network Formation with Adaptive Agents
    by Schuster, Stephan

  • 2010 Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest
    by Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

  • 2010 An Assessment of the Italian 2007 Second Pillar Reform: a simulation approach
    by Corsini, Lorenzo & Pacini, Pier Mario & Spataro, Luca

  • 2010 The Regional Multi-Agent Simulator (RegMAS): an open-source spatially explicit model to assess the impact of agricultural policies
    by Lobianco, Antonello & Esposti, Roberto

  • 2010 A Contribution Towards New Zealand’s Tax Reform
    by Laabas, Belkacem & Razzak, Weshah

  • 2010 A contribution towards New Zealand's tax reform
    by Razzak, W A

  • 2010 Building Loss Models
    by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

  • 2010 FX Smile in the Heston Model
    by Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe

  • 2010 Simulation of Risk Processes
    by Burnecki, Krzysztof & Weron, Rafal

  • 2010 How to arrange a Singles Party
    by Mullat, Joseph E.

  • 2010 The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability
    by Gliksberg, Baruch

  • 2010 OLG fife cycle model transition paths: alternate model forecast method
    by Evans, Richard W. & Phillips, Kerk L.

  • 2010 The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production
    by Voudouris, V & Di Maio, C

  • 2010 Estimation of a simple genetic algorithm applied to a laboratory experiment
    by Alfarano, Simone & Eva, Camacho & Josep, Domènech

  • 2010 Optimal Forecasting of Noncausal Autoregressive Time Series
    by Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

  • 2010 Modeling Electricity Markets as Two-Stage Capacity Constrained Price Competition Games under Uncertainty
    by Sakellaris, Kostis

  • 2010 Landscape in the Economy of Conspicuous Consumptions
    by Situngkir, Hokky

  • 2010 Repeated moral hazard and recursive Lagrangeans
    by Mele, Antonio

  • 2010 The Inequality Process vs. The Saved Wealth Model. Two Particle Systems of Income Distribution; Which Does Better Empirically?
    by Angle, John

  • 2010 Hedging Greeks for a portfolio of options using linear and quadratic programming
    by Sinha, Pankaj & Johar, Archit

  • 2010 The Semantic Web Paradigm for a Real-Time Agent Control (Part II)
    by Mazilescu, Vasile

  • 2010 The Semantic Web Paradigm for a Real-Time Agent Control (Part I)
    by Mazilescu, Vasile

  • 2010 The Relationship between Fuzzy Reasoning and its Temporal Characteristics for Knowledge Management Systems
    by Mazilescu, Vasile

  • 2010 Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    by Harold Cole & Felix Kubler

  • 2010 The Economics of Network Neutrality
    by Nicholas Economides & Benjamin Hermalin

  • 2010 Broadband Openness Rules Are Fully Justified by Economic Research
    by Nicholas Economides

  • 2010 Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and Will Not Improve Broadband Providers’ Investment
    by Nicholas Economides

  • 2010 Second-Order Approximation of Dynamic Models with Time-Varying Risk
    by Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò

  • 2010 Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods
    by Serguei Maliar & Lilia Maliar & Kenneth L. Judd

  • 2010 Comparative Statics in Markets for Indivisible Goods
    by Andrew Caplin & John V. Leahy

  • 2010 A Graph Theoretic Approach to Markets for Indivisible Goods
    by Andrew Caplin & John V. Leahy

  • 2010 A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
    by Kenneth L. Judd & Lilia Maliar & Serguei Maliar

  • 2010 Nonparametric modeling and forecasting electricity demand: an empirical study
    by Han Lin Shang

  • 2010 A Bayesian approach to parameter estimation for kernel density estimation via transformations
    by Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

  • 2010 Modeling the effects of nuclear fuel reservoir operation in a competitive electricity market
    by Maria Lykidi & Jean-Michel Glachant & Pascal Gourdel

  • 2010 Agent-based dynamics in disaggregated growth models
    by Antoine Mandel & Carlo Jaeger & Steffen Fürst & Wiebke Lass & Daniel Lincke & Frank Meissner & Federico Pablo-Marti & Sarah Wolf

  • 2010 Time in discrete agent-based models of socio-economic systems
    by Nicola Botta & Antoine Mandel & Cezar Ionescu

  • 2010 The impact of migration on origin countries: a numerical analysis
    by Luca Marchiori & Patrice Pieretti & Benteng Zou

  • 2010 Contagion and risk-sharing on the inter-bank market
    by Dan Ladley

  • 2010 An economic model of contagion in interbank lending markets
    by Dan Ladley

  • 2010 Party Formation and Competition
    by Daniel Ladley & James Rockey

  • 2010 Extreme Value Theory as a Theoretical Background for Power Law Behavior
    by Simone Alfarano & Thomas Lux

  • 2010 Climate change mitigation and ecosystem services : A stochastic analysis
    by Thomas S. Lontzek & Daiju Narita

  • 2010 Systemic risk in a network model of interbank markets with central bank activity
    by Co-Pierre Georg & Jenny Poschmann

  • 2010 On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses
    by Sebastian Sienknecht

  • 2010 Tax-Benefit Revealed Redistributive Preferences Over Time: Ireland 1987-2005
    by Bargain, Olivier & Keane, Claire

  • 2010 Tax-Benefit Revealed Redistributive Preferences Over Time: Ireland 1987-2005
    by Bargain, Olivier & Keane, Claire

  • 2010 Estimation of Heterogeneous Treatment Effects on Hazard Rates
    by Gaure, Simen & Røed, Knut & van den Berg, Gerard J. & Zhang, Tao

  • 2010 Estimation of Heterogeneous Treatment Effects on Hazard Rates
    by Gaure, Simen & Røed, Knut & van den Berg, Gerard J. & Zhang, Tao

  • 2010 Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models
    by Reiter, Michael

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafał Weron &

  • 2010 FX Smile in the Heston Model
    by Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup

  • 2010 Dynamic Systems of Social Interactions
    by Ulrich Horst

  • 2010 Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small
    by Shinya Tanaka & Eiji Kurozumi

  • 2010 The effect of the interbank network structure on contagion and financial stability
    by Co-Pierre Georg

  • 2010 The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study
    by Graziani, Rebecca & Keilman, Nico

  • 2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE models
    by Strid, Ingvar & Giordani, Paolo & Kohn, Robert

  • 2010 A Note on a Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics
    by Hui He & Hao Zhang

  • 2010 Dynamic models of residential segregation : an analytical solution
    by Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen

  • 2010 Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil
    by Petra Benešová & Petr Teply

  • 2010 What is the growth potential of green innovation? An assessment of EU climate policy options
    by Andrea Conte & Ariane Labat & Janos Varga & Ziga Zarnic

  • 2010 Economics of Endogenous Technical Change in CGE Models - The Role of Gains from Specialization
    by Florentine Schwark

  • 2010 Long-Run Effects of Post-Kyoto Policies: Applying a Fully Dynamic CGE model with Heterogeneous Capital
    by Lucas Bretschger & Roger Ramer & Florentine Schwark

  • 2010 On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
    by Aranburu Laka, Larraitz & Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria

  • 2010 Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
    by Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Unzueta Inchaurbe, Aitziber

  • 2010 On downloading and using COIN-OR for solving linear/integer optimization problems
    by Pérez Sainz de Rozas, Gloria & Garín Martín, María Araceli

  • 2010 A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
    by Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Escudero Bueno, Laureano F. & Merino Maestre, María

  • 2010 A comparison of reduced-form permit price models and their empirical performances
    by Georg Grüll & Luca Taschini

  • 2010 The Geography of Internet Infrastructure: An evolutionary simulation approach based on preferential attachment
    by Sandra Vinciguerra & Koen Frenken & Marco Valente

  • 2010 Optimal Dynamic Water Allocation: Irrigation Extractions and Environmental Tradeoffs in the Murray River, Australia
    by Quentin Grafton & Hoang Long Chu & Michael Stewardson & Tom Kompas

  • 2010 A Contribution Towards the New Zealand's Tax Reform
    by B. Laabas & W. A. Razzak

  • 2010 RHOMOLO: A Dynamic General Equilibrium Modelling Approach to the Evaluation of the EU's Regional Policies
    by d'Artis Kancs

  • 2010 Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
    by Eric M. Aldrich & Howard Kung

  • 2010 How well-behaved are higher-order perturbation solutions?
    by Wouter J. den Haan & Joris de Wind

  • 2010 Are R&D subsidies provided optimally? Evidence from a simulated agency-firm stochastic dynamic game
    by Giovanni Cerulli

  • 2010 The pension projection package of the Destinie 2 model: users guide
    by D. BLANCHET & E. CRENNER

  • 2010 A History-Friendly Model of the Evolution of the Pharmaceutical Industry: Technological Regimes and Demand Structure
    by Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

  • 2010 From Assortative to Dissortative Networks: The Role of Capacity Constraints
    by König, Michael & Tessone, Claudio J. & Zenou, Yves

  • 2010 Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos
    by Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua

  • 2010 Missing-Values Adjustment For Mixed-Type Data
    by Agostino Tarsitano & Marianna Falcone

  • 2010 Replicating Hedge Fund Indices with Optimization Heuristics
    by Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA

  • 2010 Log-Normal Approximation of the Equity Premium in the Production Model
    by Burkhard Heer & Alfred Maussner

  • 2010 A Note on the Computation of the Equity Premium and the Market Value of Firm Equity
    by Burkhard Heer & Alfred Maussner

  • 2010 Modeling Institutions, Start-Ups and Productivity during Transition
    by Zuzana Brixiova & Balazs Egert

  • 2010 Second-Order Approximation of Dynamic Models with Time-Varying Risk
    by Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò

  • 2010 Properties of Electricity Prices and the Drivers of Interconnector Revenue
    by Parail, V.

  • 2010 The Economics of the Nord Stream Pipeline System
    by Chyong, C.K. & Noël, P. & Reiner, D.M.

  • 2010 The impact of payment splitting on liquidity requirements in RTGS
    by Denbee, Edward & Norman, Ben

  • 2010 Rethinking Economy-Wide Rebound Measures: An Unbiased Proposal
    by Ana-Isabel Guerra & Ferran Sancho

  • 2010 A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)
    by Ana-Isabel Guerra & Ferran Sancho

  • 2010 The Role of Supply Constraints in Multiplier Analysis
    by M. Alejandro Cardenete and Ferran Sancho

  • 2010 Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction
    by Guillermo Escudé

  • 2010 Complementarities between Mathematical and Computational Modeling: The Case of the Repeated Prisoners' Dilemma
    by Xavier Vilà

  • 2010 A Comparison Of Input-Output Models:Ghosh Reduces To Leontief (But 'Closing' Ghosh Makes It More Plausible)
    by Ana-Isabel Guerra & Ferran Sancho

  • 2010 The Role of Supply Constraints in Multiplier Analysis
    by M. Alejandro Cardenete & Ferran Sancho

  • 2010 Picard Approximation of Stochastic Differential Equations and Application to Libor Models
    by Antonis Papapantoleon & David Skovmand

  • 2010 Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation
    by Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu

  • 2010 Types and Priorities of Multi-Agent System Interactions
    by Martin Ngobye & Wouter T. de Groot & Theo P. van der Weide

  • 2010 Mathematical Models and Equilibrium in Irreversible Microeconomics
    by Anatoly M. Tsirlin & Sergey A. Amelkin

  • 2010 Emergence of Cooperation in a Model for Agricultural Production
    by Santiago Gil & Aleix Serrat-Capdevila

  • 2010 The Minimum Food Security Quota (MFS-Quota) in Food Security Policy Modelling
    by Mario Arturo Ruiz Estrada

  • 2010 Uniqueness of Steady States in Models with Overlapping Generations
    by Felix Kubler & Karl Schmedders

  • 2010 Search, Failure, and the Value of Moderate Patience
    by Oliver Baumann

  • 2010 Project cost analysis under risk
    by Florica LUBAN & Daniela HINCU

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    by Lect. Gabriela Droj Ph. D & Assist. Laurențiu Droj Ph. D Student & Simona Mutu Ph. D Student

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    by Assoc. Prof. Ph.D Edelhauser Eduard

  • 2010 Knowedge Development Within Communities Of Practice Using Organizational Learning
    by Emil Scarlat & Iulia Mărieș &

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    by M. Gallegati & M. Gallegati & James B. Ramsey & Willi Semmler

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    by Belke, Ansgar & Göcke, Matthias & Guenther, Martin

  • 2009 Rational expectations models with anticipated shocks and optimal policy: a general solution method and a new Keynesian example
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  • 2009 Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations
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  • 2009 Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)
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  • 2009 Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model
    by Carl Chiarella & Viviana Fanelli & Silvana Musti

  • 2009 How Robust is Robust Control in the Time Domain?
    by Marco P. Tucci

  • 2009 Option trading strategies based on semi-parametric implied volatility surface prediction
    by Francesco Audrino & Dominik Colangelo

  • 2009 Learning How to Consume and Returns to Product Promotion
    by Babutsidze, Zakaria

  • 2009 Finite State Markov-Chain Approximations to Highly Persistent Processes
    by Karen A. Kopecky & Richard M. H. Suen

  • 2009 Crescita proporzionale e politiche pubbliche: proposte per una sintesi evolutiva
    by Massimo Riccaboni & Sandro Trento & Enrico Zaninotto

  • 2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria
    by Victor Aguirregabiria

  • 2009 Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry
    by Ole Boysen & Carsten Schröder

  • 2009 Markets fo Heterogeneous Products: a Boundedly Rational Consumer Model
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  • 2009 How Do Organizational Capabilities Shape Industry Dynamics ?
    by Marco Corsino & Roberto Gabriele & Enrico Zaninotto

  • 2009 Simulating Personal Carbon Trading: An Agent-Based Model
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  • 2009 Organization, learning and cooperation
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  • 2009 Using SLA Mapping to Increase Market Liquidity
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  • 2009 A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data
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  • 2009 Using Monte Carlo Simulation to Account for Uncertainties in the Spatial Explicit Modeling of Biomass Fired Combined Heat and Power Potentials in Austria
    by Johannes Schmidt & Sylvain Leduc & Erik Dotzauer & Georg Kindermann & Erwin Schmid

  • 2009 Evolution of the Week
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  • 2009 When Does It Hurt? The Exchange Rate "Pain Threshold" for German Exports
    by Ansgar Belke & Matthias Goecke & Martin Guenther

  • 2009 Simulation of the European Electricity Market and CCS Development with the HECTOR Model
    by Lohwasser, Richard & Madlener, Reinhard

  • 2009 Trade Structure and the Transmission of Economic Distress in the High-Income OECD Countries to Developing Asia
    by Jongwanich, Juthathip & E. James, William & J. Minor, Peter & Greenbaum, Alexander

  • 2009 Exact Moment Simulation using Random Orthogonal Matrices
    by Carol Alexander & Walter Ledermann & Daniel Ledermann

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    by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

  • 2009 La spéculation contribue- t- elle à expliquer la dynamique des prix des produits alimentaires au Sénégal ?
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  • 2009 A Comparative Study for Estimation Parameters in Panel Data Model
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  • 2009 Exploring the effect of countries’ economic prosperity on their biodiversity performance
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  • 2009 Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control
    by Morozov, Sergei & Mathur, Sudhanshu

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  • 2009 Monetary Asset Substitution in the Euro Area
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  • 2009 A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes
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  • 2009 Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application
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  • 2009 Finite State Markov-Chain Approximations to Highly Persistent Processes
    by Kopecky, Karen A. & Suen, Richard M. H.

  • 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
    by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi

  • 2009 InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints
    by Azzato, Jeffrey D. & Krawczyk, Jacek B.

  • 2009 Cultural neuroeconomics of intertemporal choice
    by Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu

  • 2009 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments
    by Aguirregabiria, Victor & Ho, Chun-Yu

  • 2009 Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control
    by Mathur, Sudhanshu & Morozov, Sergei

  • 2009 An Algorithm for the Simulation of Bounded Rational Agents
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  • 2009 Modeling risk of international country relations
    by Sveshnikov, Sergey & Bocharnikov, Victor

  • 2009 A note on positive semi-definiteness of some non-pearsonian correlation matrices
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  • 2009 Algorithm for payoff calculation for option trading strategies using vector terminology
    by Sinha, Pankaj & Johar, Archit

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    by Kopecky, Karen A. & Suen, Richard M. H.

  • 2009 Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison
    by Minqiang Li, Li

  • 2009 Replication of the Demographic Prisoner’s Dilemma
    by Radax, Wolfgang & Rengs, Bernhard

  • 2009 Learning to be Biased
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  • 2009 Religion, Clubs, and Emergent Social Divides
    by Makowsky, Michael

  • 2009 Religious Extremism, Clubs, and Civil Liberties: A Model of Religious Populations
    by Makowsky, Michael

  • 2009 Policy Advice Derived From Simulation Models
    by Brenner, Thomas & Werker, Claudia

  • 2009 Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses
    by Mishra, SK

  • 2009 A note on the ordinal canonical correlation analysis of two sets of ranking scores
    by Mishra, SK

  • 2009 The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization
    by Mishra, SK

  • 2009 Computing DSGE Models with Recursive Preferences
    by Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe

  • 2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
    by Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi

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    by M. Raimondi

  • 2009 Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
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  • 2009 Adaptive Consumption Behavior
    by Peter Howitt & Ömer Özak

  • 2009 Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
    by Kenneth Judd & Lilia Maliar & Serguei Maliar

  • 2009 Computing DSGE Models with Recursive Preferences
    by Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao

  • 2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable
    by Jeffrey E. Harris & Sandra G. Sosa-Rubi

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe

  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt

  • 2009 A note on the stochastic stability of equilibrium in some exchange economies
    by Antoine Mandel & Nicola Botta

  • 2009 Wavelet method for locally stationary seasonal long memory processes
    by Dominique Guegan & Zhiping Lu

  • 2009 The Rise of A District Lead Firm: The Case of Wam (1968-2003)
    by Alberto Rinaldi

  • 2009 The effect of uncertainty on decision making about climate change mitigation. A numerical approach of stochastic control
    by Thomas S. Lontzek & Daiju Narita

  • 2009 Rational Expectations Models with Anticipated Shocks and Optimal Policy: A General Solution Method and a New Keynesian Example
    by Hans-Werner Wohltmann & Roland Winkler

  • 2009 Representations for optimal stopping under dynamic monetary utility functionals
    by Volker Krätschmer & John Schoenmakers

  • 2009 Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data
    by Claire Blackman

  • 2009 Sequential Estimation of Structural Models with a Fixed Point Constraint
    by Kasahara, Hiroyuki & Shimotsu, Katsumi

  • 2009 Uncertainty of Multiple Period Risk Measures
    by Lönnbark, Carl

  • 2009 Approximating Closed Form Solutions to a Class of Feedback Policies
    by Sandal, Leif K.

  • 2009 IFSIM Handbook
    by Baroni, Elisa & Zamac, Jovan & Öberg, Gustav

  • 2009 Finding all minimal CURB sets
    by Klimm, Max & Weibull, Jörgen

  • 2009 Pricing basket default swaps in a tractable shot-noise model
    by Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten

  • 2009 An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform
    by Crowley, Patrick M & Schildt, Tony

  • 2009 A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model
    by Jan-Oliver Menz & Lena Vogel

  • 2009 Sustainability, optimality, and viability in the Ramsey model
    by Noël Bonneuil & Raouf Boucekkine

  • 2009 Vulnerabilities in Central and Eastern European countries : Dynamics of asymmetric shocks
    by Aleksandra Zdzienicka

  • 2009 Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data
    by Charles Yuji Horioka & Shizuka Sekita

  • 2009 Macroeconomic Volatility and Exchange Rate Pass-through under Internationalized Production
    by Aurélien Eyquem & Günes Kamber

  • 2009 Dynamic models of residential segregation: Brief review, analytical resolution and study of the introduction of coordination
    by Sebastian Grauwin & Florence Goffette-Nagot & Pablo Jensen

  • 2009 An Agent-Based Simulation of Rental Housing Markets
    by John Mc Breen & Florence Goffette-Nagot & Pablo Jensen

  • 2009 Applying Relation Algebra and RelView to Measures in a Social Network
    by Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart

  • 2009 Growth and Inequality: Dependence of the Time Path of Productivity Increases (and other Structural Changes)
    by Manoj Atolia & Santanu Chatterjee & Stephen J. Turnovsky

  • 2009 Optimal Equilibria of the Best Shot Game
    by Paolo Pin & Luca Dall'Asta & Abolfazl Ramezanpour

  • 2009 When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports
    by Ansgar Belke & Matthias Göcke & Martin Günther

  • 2009 Europe's Twenties: A Study Using the WIATEC Model
    by Claudia Kemfert & Hans Kremers & Truong Truong

  • 2009 Gone with the Wind?: Electricity Market Prices and Incentives to Invest in Thermal Power Plants under Increasing Wind Energy Supply
    by Thure Traber & Claudia Kemfert

  • 2009 The international stock pollutant control: a stochastic formulation
    by Omar J. Casas & Rosario Romera

  • 2009 Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys
    by Alvaro Escribano & Jorge Pena

  • 2009 Microsimulation of Pension Reforms: Behavioural versus Nonbehavioural Approach
    by Margherita Borella & Flavia Coda Moscarola

  • 2009 Methodological Issues and Models in 'History Friendly' Simulations
    by Christian Garavaglia

  • 2009 Second-order approximation of dynamic models without the use of tensors
    by Paul Gomme & Paul Klein

  • 2009 A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method
    by Borkovsky, Ron N. & Doraszelski, Ulrich & Kryukov, Yaroslav

  • 2009 A Dynamic Model of Network Formation with Strategic Interactions
    by König, Michael & Tessone, Claudio J. & Zenou, Yves

  • 2009 Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work
    by Fershtman, Chaim & Pakes, Ariel

  • 2009 Computing DSGE Models with Recursive Preferences
    by Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Yao, Wen

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco & Uribe, Martín

  • 2009 Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Dumas, Bernard J & Lyasoff, Andrew

  • 2009 Sustainability, optimality, and viability in the Ramsey model
    by BONNEUIL, Noël & BOUCEKKINE, Raouf

  • 2009 Multi-assets real options
    by GAHUNGU, Joachim & SMEERS, Yves

  • 2009 Heuristic Optimisation in Financial Modelling
    by Manfred Gilli & Enrico Schumann

  • 2009 Strategic options and expert systems: a fruitful marriage
    by Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola & Gisella Facchinetti

  • 2009 An application of fuzzy expert systems to strategic investments: the case of Florim S.p.a
    by Gisella Facchinetti & Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola

  • 2009 A fuzzy expert system for solving real-option decision processes
    by Carlo Alberto Magni

  • 2009 Operational Risk Management using a Fuzzy Logic Inference System
    by Alejandro Reveiz & Carlos Léon

  • 2009 Método numérico para la calibración de un modelo DSGE
    by Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez

  • 2009 Efficient Likelihood Evaluation of State-Space Representations
    by David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard

  • 2009 An Empirical Analysis of Alternative Portfolio Selection Criteria
    by Manfred GILLI & Enrico SCHUMANN

  • 2009 Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses
    by Marc Gronwald

  • 2009 Dynamics of the UK Natural Gas Industry: System Dynamics Modelling and Long-Term Energy Policy Analysis
    by Chi, K.C. & Reiner, D.M. & Nuttall, W.J.

  • 2009 Stable Sets in Three Agent Pillage Games
    by Manfred Kerber & Colin Rowat

  • 2009 ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One
    by Guillermo Escudé

  • 2009 Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting
    by Shin-Ichi Nishiyama

  • 2009 Buy-and-Hold Strategies and Comonotonic Approximations
    by J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de Barcelona) & S. Vanduffel (Katholieke Universiteit Leuven)

  • 2009 Private long term care insurance: Theoretical approach and results applied to the Spanish case
    by Pablo Alonso González & Irene Albarrán Lozano

  • 2009 Implicit Microfoundations for Macroeconomics
    by Wright, Ian

  • 2009 Modeling Risk Of International Country Relations
    by Sergey SVESHNIKOV & Victor BOCHARNIKOV

  • 2009 Interdependency Between Simulation Model Development And Knowledge Management
    by Florica LUBAN & Daniela HINCU

  • 2009 Using simulation to evaluate investment projects
    by LUBAN Florica

  • 2009 Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random
    by Stefan, Marius

  • 2009 Metodología para la implementación del método adaptativo de Monte Carlo en la evaluación de la incertidumbre de la medición, utilizando el cálculo simbólico Maple. Aplicación a un experimento sencillo
    by Delgado, Gustavo

  • 2009 Sistema de la calidad en los laboratorios de ensayos
    by Delgado, Gustavo

  • 2009 Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement
    by Aivazian , Sergei & Afanasiev , Mikhail & Afanasyev, Alexander

  • 2009 Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential
    by Aivazian, Sergei & Afanasiev, Mikhail

  • 2009 Solving the Capacity Optimization Problem under Demand Uncertainty
    by Jan Vlachý

  • 2009 Analisis de la literatura teorica sobre neutralidad de red y sugerencias de politica
    by Alejandro Castaneda Sabido

  • 2009 Compacidad en celdas aplicada al diseno de zonas electorales
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  • 2009 A Valuation Model for Project Standby Capacity
    by Jan Vlachý

  • 2009 A method for calibrating input (and output) price elasticities
    by Michael M. Alba & Roehlano M. Briones

  • 2009 Simulation In Inventory Management
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  • 2009 Análisis multinivel de cadenas de suministros: dos técnicas de resolución del efecto bullwhip // Supply Chain Multi-level Analysis: Two Bullwhip Dampening Approaches
    by Ciancimino, Elena & Cannella, Salvatore & Canca Ortiz, José David & Framiñán Torres, José Manuel

  • 2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
    by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

  • 2009 Optimal Inventory Policies for Weibull Deterioration under Trade Credit in Declining Market
    by Nita H. Shah & Nidhi Raykundaliya

  • 2009 The Management Of The Informatics Systems Projection
    by Cezarina Adina TOFAN

  • 2009 La misurazione integrata dei rischi bancari: uno studio simulativo
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  • 2009 A Study of Key Management for Encrypted Storage in Storage Area Network
    by Hai Xin LU

  • 2009 Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas
    by Santiago Arango & John Jairo Prado & Isaac Dyner

  • 2009 Using the Software Microsoft Office Excel for Financial Modeling Decision
    by Balacescu Aniela

  • 2009 Concentration risk and Basel Pillar II. Add-On or Portfolio Model? Some proposals
    by Michele Bonollo & Paola Mosconi & Marta Pegorin

  • 2009 How Deep and How Long Could Be the Recession in Romania
    by Lucian-Liviu Albu & Vasile Dinu

  • 2009 Optimal Diversification in Allocation Problems
    by Ion Purcaru

  • 2008 Personaleinsatzplanung im Echtzeitbetrieb in Call Centern mit Künstlichen Neuronalen Netzen
    by Halyna Zakhariya & Dr. Frank Köller & Prof. Dr. Michael H. Breitner

  • 2008 Sensitivity Analysis in Economic Simulations: A Systematic Approach
    by Hermeling, Claudia & Mennel, Tim

  • 2008 Implicit Microfoundations for Macroeconomics
    by Wright, Ian

  • 2008 Latin hypercube sampling with dependence and applications in finance
    by Packham, Natalie & Schmidt, Wolfgang M.

  • 2008 FX basket options
    by Hakala, Jürgen & Wystup, Uwe

  • 2008 Credit contagion in a network of firms with spatial interaction
    by Diana Barro & Antonella Basso

  • 2008 Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems
    by Giovanni Fasano

  • 2008 An efficient binomial approach to the pricing of options on stocks with cash dividends
    by Martina Nardon & Paolo Pianca

  • 2008 A network of business relations to model counterparty risk
    by Diana Barro & Antonella Basso

  • 2008 Allocative efficiency and traders' protection under zero intelligence behavior
    by Marco LiCalzi & Lucia Milone & Paolo Pellizzari

  • 2008 Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs
    by Sergiy Gerasymchuk

  • 2008 An approximate consumption function
    by Mario Padula

  • 2008 Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model
    by Carl Chiarella & Viviana Fanelli & Silvana Musti

  • 2008 A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions
    by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

  • 2008 A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions
    by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

  • 2008 Bifurcation Curves in Discontinuous Maps
    by Fabio Tramontana & Laura Gardini & Gian Italo Bischi

  • 2008 Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations
    by Luciano Stefanini & Barnabas Bede

  • 2008 A generalization of Hukuhara difference for interval and fuzzy arithmetic
    by Luciano Stefanini

  • 2008 Identifying the Most Research Intensive Faculties of Business in Australia: A Multidimensional Approach
    by Valadkhani, Abbas & Ville, Simon

  • 2008 Optimal Taxation, Social Contract and the Four Worlds of Welfare Capitalism
    by Olivier Bargain & Amedeo Spadaro

  • 2008 Uncomputability and Undecidability in Economic Theory
    by K. Vela Velupillai

  • 2008 Adaptive microfoundations for emergent macroeconomics
    by Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati

  • 2008 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments
    by Victor Aguirregabiria & Chun-Yu Ho

  • 2008 Technological Transfers, Limited Commitment and Growth
    by Alexandre Dmitriev

  • 2008 An Approximate Consumption Function
    by Mario Padula

  • 2008 Long-Term Growth and Short-Term Volatility: The Labour Market Nexus
    by Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni

  • 2008 Tracking Global Factor Inputs, Factor Earnings, and Emissions Associated with Consumption in a World Modeling Framework
    by Faye Duchin & Stephen H. Levine

  • 2008 Strain and Inflation-Unemployment Relationship: A conceptual and empirical investigation
    by Daianu, Daniel & Albu, Lucian Liviu

  • 2008 Volatility, Growth and Labour Elasticity
    by Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni

  • 2008 An analytically tractable time-changed jump-diffusion default intensity model
    by Naoufel El-Bachir & Damiano Brigo

  • 2008 Solving Linear Rational Expectations Models with Predictable Structural Changes
    by Adam Cagliarini & Mariano Kulish

  • 2008 The Devil is in the Detail: Hints for Practical Optimisation
    by T M Christensen & A S Hurn & K A Lindsay

  • 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2008 A report on using parallel MATLAB for solutions to stochastic optimal control problems
    by Azzato, Jeffrey D. & Krawczyk, Jacek B.

  • 2008 A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek B.

  • 2008 The invisible polluter: Can regulators save consumer surplus?
    by Contreras, Javier & Krawczyk, Jacek & Zuccollo, James

  • 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments
    by Mishra, SK

  • 2008 A new method of robust linear regression analysis: some monte carlo experiments
    by Mishra, SK

  • 2008 On construction of robust composite indices by linear aggregation
    by Mishra, SK

  • 2008 Advancing Learning and Evolutionary Game Theory with an Application to Social Dilemmas
    by Izquierdo, Luis R.

  • 2008 InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek

  • 2008 Individual Contacts, Collective Patterns. Prato 1975-97, a story of interactions
    by Fioretti, Guido

  • 2008 The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis
    by Li, Jia

  • 2008 Parametrix approximations for non constant coefficient parabolic PDEs
    by Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio

  • 2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214
    by Olenev, Nicholas

  • 2008 An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility
    by Li, Minqiang

  • 2008 Humans versus computer algorithms in repeated mixed strategy games
    by Spiliopoulos, Leonidas

  • 2008 Do repeated game players detect patterns in opponents? Revisiting the Nyarko & Schotter belief elicitation experiment
    by Spiliopoulos, Leonidas

  • 2008 Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
    by Rumyantsev, Mikhail I.

  • 2008 Macroeconomic framework for the economy of Bangladesh
    by Khondker, Bazlul Haque & Raihan, Selim

  • 2008 Adaptive interactive profit expectations using small world networks and runtime weighted model averaging
    by Bell, William Paul

  • 2008 Using sentiment surveys to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Model dropshippingu w sklepie internetowym
    by Chodak, Grzegorz

  • 2008 Simulating extended reproduction: Poverty reduction and class dynamics in Bolivia
    by Buzaglo, Jorge & Calzadilla, Alvaro

  • 2008 Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
    by Giovanis, Eleftherios

  • 2008 A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
    by Giovanis, eleftheios

  • 2008 Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
    by Giovanis, Eleftherios

  • 2008 Additional Smoothing Transition Autoregressive Models
    by Giovanis, Eleftherios

  • 2008 Neuro-Fuzzy approach for the predictions of economic crisis
    by Giovanis, Eleftherios

  • 2008 Developing a simulator for the Greek electricity market
    by Sakellaris, Kostis & Vlachos, Andreas & Perrakis, Kostis & Caramanis, Michael C. & Deb, Sidart

  • 2008 Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation
    by Oeffner, Marc

  • 2008 Processing savings and work decisions through Shannon's channels
    by Tutino, Antonella

  • 2008 A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores
    by Mishra, SK

  • 2008 The role in enabling government to organize and operate itself in a more efficient and cost effective manner by using the information technology
    by Vatuiu, Teodora & Popeanga, Vasile

  • 2008 The utilization of the executive informatics systems for management challenge implementation
    by Vatuiu, Teodora

  • 2008 Oracle HRMS for the human resources management in the public sector
    by Vatuiu, Teodora & Lungu, Ion

  • 2008 Grid-enabled estimation of structural economic models
    by Zhorin, Victor & Stef-Praun, Tiberiu

  • 2008 Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio

  • 2008 On the optimality of academic rankings of regions with RePEc data
    by Mishra, SK

  • 2008 Can planners control competitive generators?
    by Contreras, Javier & Krawczyk, Jacek & Zuccollo, James

  • 2008 Experience vs. Obsolescence: A Vintage-Human-Capital Model
    by Kredler, Matthias

  • 2008 Hedging error in Lévy models with a Fast Fourier Transform approach
    by Flavio Angelini & Marco Nicolosi

  • 2008 Supply Chain Coordination Model with Retailerfs Risk Attitudes
    by Huy CHHAING

  • 2008 Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Bernard Dumas & Andrew Lyasoff

  • 2008 The Italian Corporate Network, 1952-1983: New Evidence Using the Interlocking Directorates Technique
    by Alberto Rinaldi & Michelangelo Vasta

  • 2008 On human capital and economic growth with random technology shocks
    by Alberto BUCCI & Cinzia COLAPINTO & Martin FORSTER & Davide LA TORRE

  • 2008 Computational Complexity in Additive Hedonic Games
    by Sung, Shao-Chin & Dimitrov, Dinko

  • 2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations
    by Schlicht, Ekkehart

  • 2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
    by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

  • 2008 Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise
    by Pedro de Araujo

  • 2008 Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare
    by Ian McCarthy

  • 2008 Optimal taxation, social contract and the four worlds of welfare capitalism
    by Amedeo Spadaro

  • 2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
    by Grant Hillier & Raymond Kan & Xiaolu Wang

  • 2008 Computationally efficient recursions for top-order invariant polynomials with applications
    by Grant Hillier & Raymond Kan & Xiaolu Wang

  • 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
    by Anton Andriyashin

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig

  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 Visualizing exploratory factor analysis models
    by Sigbert Klinke & Cornelia Wagner

  • 2008 Independent Component Analysis Via Copula Techniques
    by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

  • 2008 Recovery Process Model
    by Itoh, Yuki

  • 2008 Network Neutrality on the Internet: A Two-sided Market Analysis
    by Economides, Nicholas & Tåg, Joacim

  • 2008 Metropolis-Hastings prefetching algorithms
    by Strid, Ingvar

  • 2008 An Exploration of Regression-Based Data Mining Techniques Using Super Computation
    by Antony Davies

  • 2008 Conditional Spatial Quantile: Characterization and Nonparametric Estimation
    by Mohamed CHAOUCH (IMB, Université de Bourgogne) & Ali GANNOUN (CNAM, Paris) & Jérôme SARACCO (GREThA)

  • 2008 Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?
    by M. Shahid Ebrahim

  • 2008 Entry and exit as a source of aggregate productivity growth in two alternative technological regimes
    by Carlos Carreira & Paulino Teixeira

  • 2008 Chebyshev polynomial approximation to approximate partial differential equations
    by Guglielmo Maria Caporale & Mario Cerrato

  • 2008 Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner's Dilemma Game
    by Jason Barr & Troy Tassier

  • 2008 Computational Complexity in Additive Hedonic Games
    by Dinko Dimitrov & Shao-Chin Sung

  • 2008 Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices
    by Christian De Peretti & Carole Siani

  • 2008 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal
    by Christian De Peretti & Carole Siani

  • 2008 Tactical and Strategic Sales Management for Intelligent Agents Guided By Economic Regimes
    by Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P.

  • 2008 Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering
    by Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C.

  • 2008 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
    by Arteche González, Jesús María & Orbe Lizundia, Jesús María

  • 2008 Copula-Based Nonlinear Quantile Autoregression
    by Xiaohong Chen & Roger Koenker & Zhijie Xiao

  • 2008 Nouveaux instruments d’évaluation pour le risque financier d’entreprise
    by Greta Falavigna

  • 2008 Discretization of Highly-Persistent Correlated AR(1) Shocks
    by Damba Lkhagvasuren & Ragchaasuren Galindev

  • 2008 Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty
    by Den Haan, Wouter

  • 2008 Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
    by Den Haan, Wouter

  • 2008 Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation
    by Den Haan, Wouter & Rendahl, Pontus

  • 2008 A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
    by Borkovsky, Ron N. & Doraszelski, Ulrich & Kryukov, Yaroslav

  • 2008 Space-time patterns of urban sprawl, a 1D cellular automata and microeconomic approach
    by CARUSO, Geoffrey & PEETERS , Dominique & CAVAILHES, Jean & ROUNSEVELL, Mark

  • 2008 La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera
    by Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui

  • 2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
    by M. Bigeco & E. Grosso & E. Otranto

  • 2008 A Real Option Approach to the Protection of a Habitat Dependent Endangered Species
    by Skander Ben Abdallah & Pierre Lasserre

  • 2008 The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
    by Marc Chesney & Luca Taschini

  • 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2008 Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model
    by Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu

  • 2008 Generalized Quadratic Revenue Functions
    by Robert G. Chambers & Rolf Färe & Shawna Grosskopf & Michael Vardanyan

  • 2008 Using Chebyshev Polynomials to Approximate Partial Differential Equations
    by Guglielmo Maria Caporale & Mario Cerrato

  • 2008 Value Function Iteration as a Solution Method for the Ramsey Model
    by Burkhard Heer & Alfred Maussner

  • 2008 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments
    by Andreas Ortmann & Sergey Slobodyan

  • 2008 Trading Favors: Optimal Exchange and Forgiveness
    by Christine Hauser & Hugo Hopenhayn

  • 2008 Evaluating Government’s Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation
    by Zhang, T. & Nuttall, W.J.

  • 2008 Long-Term Growth and Short-Term Volatility: The Labour Market Nexus
    by Annicchiarico, B. & Corrado, L. & Pelloni, A.

  • 2008 Taking a shower in Youth Hostels: risks and delights of heterogeneity
    by Christina Matzke & Damien Challet

  • 2008 Network models and financial stability
    by Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo

  • 2008 The Optimal Selective Logging Regime and the Faustmann Formula
    by Angels Xabadia & Renan U. Goetz

  • 2008 Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG
    by Luca Arciero & Claudia Biancotti & Leandro D�Aurizio & Claudio Impenna

  • 2008 PelicanHPC Tutorial
    by Michael Creel

  • 2008 A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics
    by Xavier Vilà

  • 2008 Evaluating Implications of Agricultural Policies in a Rural Region through a CGE Analysis
    by Andrea BONFIGLIO

  • 2008 A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata
    by Juan Muro & Cristina Suárez & María del Mar Zamora

  • 2008 ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina
    by

  • 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments
    by Sudhanshu Kumar MISHRA

  • 2008 A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO
    by Albu, Lucian Liviu

  • 2008 Un Experimento sencillo para evaluar la Incertidumbre siguiendo la guia GUM ISO 1995 y utilizando el cálculo simbólico MAPLE 11.0
    by Delgado, Gustavo & Nagel, Bertram

  • 2008 Strategic Experimentation and Disruptive Technological Change
    by Fabiano Schivardi & Martin Schneider

  • 2008 Determining the best evolution path for export industries using product spaces
    by Cyrus Paolo M. Buenafe

  • 2008 Skills, Innovation, and Growth: An Agent-Based Policy Analysis
    by H. Dawid & S. Gemkow & P. Harting & K. Kabus & K. Wersching & M. Neugart

  • 2008 Agent-Based Simulations for Electricity Market Regulation Advice: Procedures and an Example
    by Anke Weidlich & Daniel Veit

  • 2008 Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice
    by Blake LeBaron & Peter Winker

  • 2008 First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights
    by Martina Nardon

  • 2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation
    by Martin Hrubý

  • 2008 Equilíbrio com Desemprego Involuntário em um Modelo de Ciclo-Limite Convencional
    by Fabrício Jose Missio & Jose Luis Oreiro

  • 2007 Differentiability of the Value Function without Interiority Assumptions
    by Manuel Santos & Juan Pablo Rincon-Zapatero

  • 2007 Default Contagion in Large Homogeneous Portfolios
    by Herbertsson, Alexander

  • 2007 Estimating the Output Gap in a Changing Economy
    by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya

  • 2007 Die ersten Tage im Studium der Wirtschaftsinformatik
    by Lämmel, Uwe & Vilkner, Eberhard

  • 2007 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
    by Giuseppe De Nadai & Paolo Pianca

  • 2007 Asset price dynamics with small world interactions under hetereogeneous beliefs
    by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov

  • 2007 Bayesian Inference on Dynamic Models with Latent Factors
    by Monica Billio & Roberto Casarin & Domenico Sartore

  • 2007 The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations
    by Marco P. Tucci & David A. Kendrick & Hans M. Amman

  • 2007 Unbiased covariance estimation with interpolated data
    by Taro Kanatani & Roberto Reno'

  • 2007 Expected optimal feedback with Time-Varying Parameters
    by Marco P. Tucci & David A. Kendrick & Hans M. Amman

  • 2007 Forecasting Implied Volatility Surfaces
    by Francesco Audrino & Dominik Colagelo

  • 2007 Splines for Financial Volatility
    by Francesco Audrino & Peter Bühlmann

  • 2007 Generalized LU-fuzzy derivative and numerical solution of Fuzzy Differential Equations
    by Luciano Stefanini

  • 2007 Differential Evolution Methods for the Fuzzy Extension of Functions
    by Luciano Stefanini

  • 2007 On Fuzzy Arithmetic Operations: Some Properties and Distributive Approximations
    by Luciano Stefanini & Maria Letizia Guerra

  • 2007 Representing fuzzy numbers for fuzzy calculus
    by Luciano Stefanini & Laerte Sorini

  • 2007 An LU-fuzzy calculator for the basic fuzzy calculus
    by Luciano Stefanini & Laerte Sorini

  • 2007 Why Are Firms Sometimes Unwilling to Reduce Costs?
    by X. Henry Wang & Jingang Zhao

  • 2007 A Solution Method for Linear Rational Expectation Models under Imperfect Information
    by Katsuyuki Shibayama

  • 2007 Modelling Credit Spreads evolution using the Cox Process within the HJM framework
    by Viviana Fanelli & Silvana Musti

  • 2007 Pricing of CDS Options with the HJM approach: a Numerical Implementation
    by Viviana Fanelli & Silvana Musti

  • 2007 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer

  • 2007 Re-reading Jevons's Principles of Science - Induction Redux
    by K. Vela Velupillai

  • 2007 Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions
    by Yann Algan & Olivier Allais & Wouter J Den Haan

  • 2007 Learning by Doing vs. Learning from Others in a Principal-Agent Model
    by Jasmina Arifovic & Alexander Karaivanov

  • 2007 Segregation and Strategic Neighborhood Interaction
    by Jason Barr & Troy Tassier

  • 2007 Maximum likelihood estimation of an extended latent markov model for clustered binary panel data
    by Francesco Bartolucci & Valentina Nigro

  • 2007 An exact formula for default swaptions’ pricing in the SSRJD stochastic intensity model
    by Damiano Brigo & Naoufel El-Bachir

  • 2007 The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment
    by Willenbockel, Dirk

  • 2007 Mises, Kantorovich and Economic Computation
    by Cockshott, W. Paul

  • 2007 First Derivatives of the log-L for the multivariate probit model
    by Vargas Barrenechea, Martin

  • 2007 Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry
    by Ch'ng, Kean Siang

  • 2007 К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
    by Rumyantsev, Mikhail I.

  • 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization
    by Mishra, SK

  • 2007 A note on least squares fitting of signal waveforms
    by Mishra, SK

  • 2007 Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves
    by Mishra, SK

  • 2007 Higher order approximations of stochastic rational expectations models
    by Kowal, Pawel

  • 2007 A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis
    by Mishra, SK

  • 2007 CMS swaps in separable one-factor Gaussian LLM and HJM model
    by Henrard, Marc

  • 2007 Examining the relationship between firm internationalization and firm performance: A nonparametric analysis
    by Halkos, George & Tzeremes, Nickolaos

  • 2007 The nearest correlation matrix problem: Solution by differential evolution method of global optimization
    by Mishra, SK

  • 2007 Using a finite horizon numerical optimisation method for a periodic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek

  • 2007 Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program
    by Mishra, SK

  • 2007 Are Pound and Euro the Same Currency? - Updated
    by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio

  • 2007 A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes
    by Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees

  • 2007 Параллельное Программирование В Matlab М Его Приложения
    by Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

  • 2007 Algorithm of arithmetical operations with fuzzy numerical data
    by Bocharnikov, Victor & Sveshnikov, Sergey

  • 2007 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

  • 2007 Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options
    by Henrard, Marc

  • 2007 Enforcement of Regulation, Irregular Sector, and Firm Performance
    by Bonaventura, Luigi & Orlando, Danilo

  • 2007 Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes
    by Salerno, Gillian & Beard, Rodney & McDonald, Stuart

  • 2007 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

  • 2007 Do Voters Vote Ideologically?, Third Version
    by Arianna Degan & Antonio Merlo

  • 2007 Competitive Equilibria in Semi-Algebraic Economies
    by Felix Kuber & Karl Schmedders

  • 2007 News versus Sunspot Shocks in Linear Rational Expectations Models
    by Lilia Karnizova

  • 2007 Conditioning and Hessians in analytical and numerical optimization - Some illustrations
    by Christie Smith

  • 2007 Jump Bidding and Budget Constraints in All-Pay Auctions and Wars of Attrition
    by Eddie Dekel & Matthew Jackson & Asher Wolinsky

  • 2007 Re-reading Jevons's Principles of Science-Induction Redux
    by K. Vela Velupillai

  • 2007 Net Neutrality on the Internet: A Two-sided Market Analysis
    by Nicholas Economides & Joacim Tåg

  • 2007 Net Neutrality on the Internet: A Two-sided Market Analysis
    by Nicholas Economides & Joacim Tåg

  • 2007 “Net Neutrality,” Non-Discrimination and Digital Distribution of Content Through the Internet
    by Nicholas Economides

  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier

  • 2007 Do Voters Vote Sincerely?
    by Arianna Degan & Antonio Merlo

  • 2007 Beam search-based algorithms for the circular packing problem
    by Hakim Akeb & Mhand Hifi

  • 2007 Sensitivity analysis of the knapsack sharing problem : perturbation of the profit
    by Tarik Belgacem & Mhand Hifi

  • 2007 Sensitivity analysis of the knapsack sharing problem : perturbation of the weight
    by Tarik Belgacem & Mhand Hifi

  • 2007 Algorithms for the circular open dimension problem
    by Hakim Akeb & Mhand Hifi

  • 2007 Adaptive beam search solution procedures for constrained circular cutting problems
    by Hakim Akeb & Mhand Hifi

  • 2007 The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets
    by Gaël Giraud

  • 2007 Trend Extraction From Time Series With Missing Observations
    by Schlicht, Ekkehart

  • 2007 Trend Extraction From Time Series With Structural Breaks
    by Schlicht, Ekkehart

  • 2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
    by Taro Kanatani

  • 2007 Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools
    by Ackland, Robert & Shorish, Jamsheed

  • 2007 Mixtures of t-distributions for Finance and Forecasting
    by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert

  • 2007 Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model
    by Shorish, Jamsheed

  • 2007 Homogeneity, Saddle Path Stability, and Logarithmic Preferences in Economic Models
    by Dirk Bethmann

  • 2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
    by Alexander Meyer-Gohde

  • 2007 Embedding R in the Mediawiki
    by Sigbert Klinke & Olga Zlatkin-Troitschanskaia

  • 2007 Conditional Complexity of Compression for Authorship Attribution
    by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

  • 2007 Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach
    by Takamizawa, Hideyuki & Shoji, Isao

  • 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)
    by Carling, Kenneth & Alam, Moudud

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 Modelling Default Contagion Using Multivariate Phase-Type Distributions
    by Herbertsson, Alexander

  • 2007 Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach
    by Herbertsson, Alexander

  • 2007 Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach
    by Herbertsson, Alexander & Rootzén, Holger

  • 2007 Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution
    by Trimborn, Timo

  • 2007 Convergence in Finite Cournot Oligopoly with Social and Individual Learning
    by Thomas VALLEE (LEN - IAE Nantes) & Murat YILDIZOGLU (GREThA)

  • 2007 Uma Revisão dos Argumentos Keynesianos sobre os Determinantes do Equilíbrio de Longo Prazo com Desemprego Involuntário
    by Fabrício J. Missio & José Luís Oreiro

  • 2007 Smart Forward Shooting
    by Manoj Atolia & Edward F. Buffie

  • 2007 The Computational Difficulty of Bribery in Qualitative Coalitional Games
    by Andrew Dowell & Michael Wooldridge & Peter McBurney

  • 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
    by Christian Kascha

  • 2007 On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents
    by Riccardo Magnani & Jean Mercenier

  • 2007 Inflation premium and oil price volatility
    by Paul Castillo & Carlos Montoro & Vicente Tuesta

  • 2007 Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application
    by Ivano Azzini & Riccardo Girardi & Marco Ratto

  • 2007 Markov Perfect Industry Dynamics with Many Firms
    by Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin

  • 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend
    by Rodolphe Buda

  • 2007 From simple growth to numerical simulations: a primer in dynamic programming
    by Gianluca Femminis

  • 2007 Constrained Monopoly Pricing with Random Participation
    by Basaluzzo, Gabriel & Miravete, Eugenio J

  • 2007 Do Voters Vote Sincerely?
    by Degan, Arianna & Merlo, Antonio

  • 2007 Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
    by Algan, Yann & Allais, Olivier & Den Haan, Wouter

  • 2007 Clusters en cultivos ilícitos: determinantes y dinámicas
    by José Alberto Guerra & Julián David Parada & Juan Pablo García

  • 2007 Inflation Premium and Oil Price Volatility
    by Paul Castillo & Carlos Montoro & Vicente Tuesta

  • 2007 Identifying Fuel Poverty Using Objective and Subjective Measures
    by Catherine Waddams Price & Karl Brazier & Khac Pham & Laurence Mathieu & Wenjia Wang

  • 2007 An Agent Based Simulation Of Smart Metering Technology Adoption
    by Zhang, T. & Nuttall, W.J.

  • 2007 Time-Consistent Control in Non-Linear Models
    by Steve Ambler & Florian Pelgrin

  • 2007 Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data
    by Carlos Martins

  • 2007 Calibration of CES functions for real-world multisectoral modeling
    by Ferran Sancho

  • 2007 A Computable General Equilibrium Approach to Hypothetical Extractions and Missing Links
    by M. Alejandro Cardenete & Ferran Sancho

  • 2007 Self-organization of R&D search in complex technology spaces
    by Gerald Silverberg & Bart Verspagen

  • 2007 Some equivalences in linear estimation (in Russian)
    by Dmitry Danilov & Jan R. Magnus

  • 2007 Vield curve construction using government bonds in the Czech republic
    by Jiří Málek & Jarmila Radová & Filip Štěrba

  • 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©
    by Merino, María & Vadillo, Fernando

  • 2007 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

  • 2007 Multicriteria Framework for the Prediction of Corporate Failure in the UK
    by Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras

  • 2007 Konjunkturanalysen mit DIWAX
    by Stefan Kooths

  • 2007 Diversificación y valor en riesgo de un portafolio de acciones
    by Jaime Villamil

  • 2007 Organizational Capital, Learning-by-Doing and Investment Volatility
    by Fabiano Rodrigues Bastos

  • 2006 The Optimal Long-Run Inflation Rate for the U.S. Economy
    by Roberto M. Billi

  • 2006 The trade-off technological Vs environmental efficiency at glance
    by Raouf Boucekkine & Thomas Vallee

  • 2006 Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction
    by Michael Reiter

  • 2006 Particle Swarm Optimization in Economics
    by Mico Mrkaic

  • 2006 Semi-Markov Regime Switching Regression Models
    by Ingo Bulla

  • 2006 Structured Hidden Markov Models
    by Jan Bulla & Ingo Bulla

  • 2006 A Karush-Kuhn-Tucker test of convexity for univariate observations
    by Sofia Georgiadou & Ioannis C. Demetriou

  • 2006 An Alternative to Stationarization
    by Michel Juillard

  • 2006 The impact of expectations in an agent-based model
    by Gottfried Haber

  • 2006 A Genetic Algorithm for UPM/LPM Portfolios
    by David Moreno & David Nawrocki & Ignacio Olmeda

  • 2006 ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms
    by Andi Kabili & Jaya Krishnakumar

  • 2006 A Reliable Technique for Accurately Computing Unconditional Variances
    by Gary S. Anderson

  • 2006 Using genetic algorithms to improve the term structure of interest rates fitting
    by Ricardo Gimeno & Juan M. Nave

  • 2006 Impact of International Technological-Knowledge Diffusion on Southern Convergence
    by Oscar Afonso & Paulo B Vasconcelos

  • 2006 Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
    by Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer

  • 2006 Computing the Distributions of Economic Models via Simulation
    by John Stachurski & University of Melbourne

  • 2006 An Objective Function for Simulation Based Inference on Exchange Rate Data
    by Manfred Gilli & Peter Winker & Vahidin Jeleskovic

  • 2006 Cooperative home financing
    by M. Shahid Ebrahim

  • 2006 A Practical Guide to Inference in Simulation Models
    by Thomas Brenner & Claudia Werker

  • 2006 Quantifying the costs of investment limits for Chilean pension funds
    by Solange M. Berstein & Rómulo A. Chumacero

  • 2006 Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
    by Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S.

  • 2006 Bond pricing when the short term interest rate follows a threshold process
    by Lemke, Wolfgang & Archontakis, Theofanis

  • 2006 Incentives and Coordination in Vertically Related Energy Markets
    by Augusto Rupérez Micola & Albert Banal Estañol & Derek W. Bunn

  • 2006 Computation of the compensating variation within a random utility model using GAUSS software
    by Marilena Locatelli & Steinar Strøm

  • 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing
    by Luca Barzanti & Corrado Corradi & Martina Nardon

  • 2006 Financial trading systems: Is recurrent reinforcement the via?
    by Francesco Bertoluzzo & Marco Corazza

  • 2006 Simple Market Protocols for Efficient Risk Sharing
    by Marco LiCalzi & Paolo Pellizzari

  • 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents
    by Alberto Fogale & Paolo Pellizzari & Massimo Warglien

  • 2006 The allocative effectiveness of market protocols under intelligent trading
    by Marco LiCalzi & Paolo Pellizzari

  • 2006 Markov Perfect Equilibria in the Ramsey Model
    by Paul Pichler & Gerhard Sorger

  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2006 On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
    by Nicola Bruti-Liberati & Eckhard Platen

  • 2006 Cooperation with Defection
    by Ennio Bilancini & Leonardo Boncinelli

  • 2006 Solving heterogeneous-agent models by projection and perturbation
    by Michael Reiter

  • 2006 Knowledge flows and the geography of networks. A strategic model of small worlds formation
    by Nicolas Carayol & Pascale Roux

  • 2006 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer

  • 2006 Why some clusters succeed whereas others decline ? Modelling the ambivalent stability properties of clusters
    by Raphaël Suire & Jérome Vicente & Yan Dala Pria

  • 2006 Quantity Constrained General Equilibrium
    by Babenko, R. & Talman, A.J.J.

  • 2006 Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions
    by Yann Algan & Olivier Allais & Wouter J Den Haan

  • 2006 A Broad-Spectrum Computational Approach for Market Efficiency
    by Olivier Brandouy & Philippe Mathieu

  • 2006 Global sensitivity analysis for macro-economic models
    by Marco Ratto

  • 2006 E-consumers' search and emerging structure of B-to-C coalitions
    by Jacques Laye & Charis Lina & Herve Tanguy

  • 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory
    by Christian de Peretti & Carole Siani

  • 2006 Learning Parameters in Non Linear Ecological Models
    by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

  • 2006 Technological Transfers, Limited Commitment and Growth
    by Alexandre Dmitriev

  • 2006 Inflation Premium and Oil Price Volatility
    by Paul Castillo & Carlos Montoro

  • 2006 Inequality Constraints in Recursive Economies
    by Rendahl Pontus

  • 2006 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
    by Peter Zadrozny & Baoline Chen

  • 2006 Computing General Equilibrium Models with Occupational Choice and Financial Frictions
    by António Antunes & Tiago Cavalcanti & Anne Villamil

  • 2006 On the Determinacy of Monetary Policy under Expectational Errors
    by Jagjit S. Chadha & Luisa Corrado

  • 2006 Markov Perfect Industry Dynamics with Many Firms
    by Gabriel Weintraub & Lanier Benkard & Benjamin Van Roy

  • 2006 Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
    by Damiano Brigo & Naoufel El-Bachir

  • 2006 Bayesian Estimation of Dynamic Discrete Choice Models
    by Susumu Imai & Neelam Jain & Andrew Ching

  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2006 Computing General Equilibrium Models with Occupational Choice and Financial Frictions
    by António R. Antunes & Tiago V. de V. Cavalcanti & Anne Villamil

  • 2006 Advertising in Duopoly Market
    by Situngkir, Hokky

  • 2006 Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization
    by Mishra, SK

  • 2006 Global Optimization by Particle Swarm Method:A Fortran Program
    by Mishra, SK

  • 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
    by Bulla, Jan

  • 2006 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

  • 2006 The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods
    by Mishra, SK

  • 2006 Assessing the Research Performance of Australian Universities
    by Valadkhani, Abbas & Worthington, Andrew

  • 2006 Обобщенная Математическая Модель Коммерческого Банка
    by Rumyantsev, Mikhail I.

  • 2006 Labor market policy evaluation with an agent-based model
    by Neugart, Michael

  • 2006 Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization
    by Mishra, SK

  • 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization
    by Mishra, SK

  • 2006 Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions
    by Mishra, SK

  • 2006 Social Consequences of Commitment
    by Isaac, Alan G

  • 2006 Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines
    by McDonald, Stuart

  • 2006 The value of information in a multi-agent market model
    by Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael

  • 2006 Non-linear models: applications in economics
    by Albu, Lucian-Liviu

  • 2006 Collective Social Dynamics and Social Norms
    by Fent, Thomas

  • 2006 Some new test functions for global optimization and performance of repulsive particle swarm method
    by Mishra, Sudhanshu

  • 2006 The Levy sections theorem revisited
    by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

  • 2006 Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions
    by Mishra, SK

  • 2006 Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization
    by Mishra, SK

  • 2006 Simulating the enforcement policies for irregular sector in the Italian labour reform
    by Bonaventura, Luigi

  • 2006 Artificiality in Social Sciences
    by Rennard, Jean-Philippe

  • 2006 Some critical comments on credit risk modeling
    by ilya, gikhman

  • 2006 NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints
    by Krawczyk, Jacek & Azzato, Jeffrey

  • 2006 SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem
    by Azzato, Jeffrey & Krawczyk, Jacek

  • 2006 Estimation of Zellner-Revankar Production Function Revisited
    by Mishra, SK

  • 2006 NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games
    by Krawczyk, Jacek & Zuccollo, James

  • 2006 Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions
    by Mishra, SK

  • 2006 Human capital and corruption: a microeconomic model of the bribes market with democratic contestability
    by Pedro Cosme Costa Vieira & Aurora A.C. Teixeira

  • 2006 Numerical computation for initial value problems in economics
    by Óscar Afonso & Paulo B. Vasconcelos

  • 2006 Do Voters Vote Sincerely? Second Version
    by Arianna Degan & Antonio Merlo

  • 2006 Do Voters Vote Sincerely?
    by Arianna Degan & Antonio Merlo

  • 2006 Random Correlation Matrix and De-Noising
    by Ken-ichi Mitsui & Yoshio Tabata

  • 2006 Linear-Quadratic Approximation of Optimal Policy Problems
    by Pierpaolo Benigno & Michael Woodford

  • 2006 E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models
    by Bennett T. McCallum

  • 2006 Continuous State Dynamic Programming via Nonexpansive Approximation
    by John Stachurski

  • 2006 Computing the Distributions of Economic Models Via Simulation
    by John Stachurski

  • 2006 Optimal Nonlinear Labor Income Taxation in Dynamic Economies
    by Salvador Balle & Amedeo Spadaro

  • 2006 Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation
    by Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil

  • 2006 Functional Rational Expectations Equilibria in Market Games
    by Shorish, Jamsheed

  • 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
    by Rässler, Susanne

  • 2006 Using Stata for a memory saving fixed effects estimation for the three-way error component model
    by Cornelißen, Thomas

  • 2006 Approximate Solutions to Dynamic Models - Linear Methods
    by Harald Uhlig

  • 2006 A Combined Approach for Segment-Specific Analysis of Market Basket Data
    by Yasemin Boztug & Thomas Reutterer

  • 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
    by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner

  • 2006 Closed form spread option valuation
    by Bjerksund, Petter & Stensland, Gunnar

  • 2006 Computing Normalized Equilibria in Convex-Concave Games
    by Flam, Sjur & Ruszczynski, A.

  • 2006 Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods
    by Muller, Adrian

  • 2006 Putting decomposition of energy use and pollution on a firm footing - clarifications on the residual, zero and negative values and strategies to assess the performance of decomposition methods
    by Muller, Adrian

  • 2006 How hard is the euro are core? An evaluation of growth cycles using wavelet analysis
    by Crowley , Patrick & Maraun , Douglas & Mayes , David

  • 2006 Pricing risky bank loans in the new Basel II environment
    by Hasan, Iftekhar & Zazzara, Cristiano

  • 2006 On Stabilizing or Deregulating Food Prices
    by Flåm, Sjur Didrik & Gaasland, Ivar & Vårdal, Erling

  • 2006 Computing Normalized Equilibria in Convex-Concave Games
    by Flåm, Sjur Didrik & Ruszczynski, A.

  • 2006 Applications of Relations and Graphs to Coalition Formation
    by Agnieszka Rusinowska & Rudolf Berghammer & Harrie de Swart

  • 2006 Inequality Constraints in Recursive Economies
    by Pontus Rendahl

  • 2006 Numerical solution of optimal control problems with constant control delays
    by Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes P. Schlöder

  • 2006 Divide to conquer? The Silicon Valley - Boston 128 case revisited
    by Kerstin Press

  • 2006 Two Algorithms for Solving the Walrasian Equilibrium Inequalities
    by Donald J. Brown & Ravi Kannan

  • 2006 Two Algorithms for Solving the Walrasian Equilibrium Inequalities
    by Donald J. Brown & Ravi Kannan

  • 2006 Pricing of Complementary Goods and Network Effects
    by Viard, V. Brian & Economides, Nicholas

  • 2006 Computing General Equilibrium Models with Occupational Choice and Financial Frictions
    by António Antunes & Tiago Cavalcanti & Anne Villamil

  • 2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
    by Casarin, Roberto & Trecroci, Carmine

  • 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
    by Greta Falavigna

  • 2006 Adaptive Learning in Practice
    by Carceles-Poveda, Eva & Giannitsarou, Chryssi

  • 2006 The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al
    by Arie ten Cate

  • 2006 Running Simulations Faster on Multi-Processor or 64-Bit PCs via GEMPACK
    by J Mark Horridge & Ken Pearson

  • 2006 Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges
    by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang

  • 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
    by Terje Lensberg & Klaus Reiner Schenk-Hoppe

  • 2006 Axiomatization of the AGM theory of belief revision in a temporal logic
    by Giacomo Bonanno

  • 2006 LABORsim: an Agent-Based Microsimulation of Labour Supply. An Application to Italy
    by Roberto Leombruni & Matteo Richiardi

  • 2006 Exploring a New ExpAce: The Complementarities between Experimental Economics and Agent-based Computational Economics
    by Bruno Contini & Roberto Leombruni & Matteo Richiardi

  • 2006 Genetic algorithm estimation of interest rate term structure
    by Ricardo Gimeno & Juan M. Nave

  • 2006 ACE Models of Endogenous Interactions
    by Vriend, Nicolaas J.

  • 2006 Some Fun, Thirty-Five Years Ago
    by Schelling, Thomas C.

  • 2006 Agent-Based Macro
    by Leijonhufvud, Axel

  • 2006 Coordination Issues in Long-Run Growth
    by Howitt, Peter

  • 2006 Remarks on the Foundations of Agent-Based Generative Social Science
    by Epstein, Joshua M.

  • 2006 Agent-based Modeling as a Bridge Between Disciplines
    by Axelrod, Robert

  • 2006 Out-of-Equilibrium Economics and Agent-Based Modeling
    by Arthur, W. Brian

  • 2006 Computational Laboratories for Spatial Agent-Based Models
    by Dibble, Catherine

  • 2006 Governing Social-Ecological Systems
    by Janssen, Marco A. & Ostrom, Elinor

  • 2006 Computational Methods and Models of Politics
    by Kollman, Ken & Page, Scott E.

  • 2006 Automated Markets and Trading Agents
    by MacKie-Mason, Jeffrey K. & Wellman, Michael P.

  • 2006 Market Design Using Agent-Based Models
    by Marks, Robert

  • 2006 Agent-Based Models of Organizations
    by Chang, Myong-Hun & Harrington, Joseph Jr.

  • 2006 Agent-based Models of Innovation and Technological Change
    by Dawid, Herbert

  • 2006 Agent-based Computational Finance
    by LeBaron, Blake

  • 2006 Heterogeneous Agent Models in Economics and Finance
    by Hommes, Cars H.

  • 2006 Social Dynamics: TheorY AND Applications
    by Young, H. Peyton

  • 2006 Economic Activity on Fixed Networks
    by Wilhite, Allen

  • 2006 Agent-Based Models and Human Subject Experiments
    by Duffy, John

  • 2006 Agent Learning Representation: Advice on Modelling Economic Learning
    by Brenner, Thomas

  • 2006 Computationally Intensive Analyses in Economics
    by Judd, Kenneth L.

  • 2006 Agent-Based Computational Economics: A Constructive Approach to Economic Theory
    by Tesfatsion, Leigh

  • 2006 Handbook of Computational Economics
    by

  • 2006 On the Application of Genetic Algorithms to Differential Equations
    by Mateescu, George Daniel

  • 2006 Una introducción a la computación evolutiva y algunas de sus aplicaciones en Economía y Finanzas = An Introduction to Evolutionary Computation and Some of its Applications in Economics and Finance
    by Santana Quintero, Luis Vicente & Coello Coello, Carlos A.

  • 2006 Algoritmo Tabú para un problema de distribución de espacios = Tabu Search Algorithm for a Room Allocation Problem
    by G. Hernández-Díaz, Alfredo & Guerrero Casas, Flor M. & Caballero Fernández, Rafael & Molina Luque, Julián

  • 2006 Cournot or Walras? Long-Run Results in Oligopoly Games
    by Thomas Riechmann

  • 2006 The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
    by T.J. Brailsford & J. H.W. Penm & R.D. Terrell

  • 2006 Nemlineáris, sztochasztikus differenciaegyenletek megoldása Uhlig-algoritmussal
    by Horváth, Áron

  • 2006 Human Capital and Corruption: A microeconomic model of the bribes market with democratic contestability
    by Pedro Vieira & Aurora Teixeira

  • 2006 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market
    by Ken Hung & Chang-Wen Duan & Chin W. Yang

  • 2006 Modelos de valoración de opciones europeas en tiempo continuo
    by Jaime Villamil

  • 2005 Adaptive Control for Economic Models Revisited
    by David A. Kendrick

  • 2005 Automated detection and explanation of exceptional values in a datamining environment
    by Hennie Daniels & Emiel Caron

  • 2005 Option pricing with sparse grids
    by Thomas Mertens

  • 2005 A Computational Approach to Proving Uniqueness in Dynamic Games
    by Karl Schmedders & Ken Judd

  • 2005 Computation of Moral-Hazard Problems
    by Kenneth L. Judd & Che-Lin Su

  • 2005 Portfolio Choice and Permanent Income
    by Stanley Zin & Thomas Tallarini

  • 2005 A decomposition method to deflate the curse of dimensionality for dynamic stochastic models
    by Mercedes Esteban-Bravo & F. Javier Nogales

  • 2005 General Equilibrium Implications of the Capital Adequacy Regulation for Banks
    by Roger Aliaga-Diaz

  • 2005 Alternative Characterizations of the European Continuous-Installment Option Valuation Problem
    by Ilir Roko & Pierangelo Ciurlia

  • 2005 A Numerical Dynamic Programming Algorithm for Optimal Learning Problems
    by Volker Wieland

  • 2005 An Overview of Automatic Differentiation
    by Jean Utke & Paul D Hovland

  • 2005 Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    by Eric Swanson & Gary Anderson & Andrew Levin

  • 2005 Solving SDGE Models: Approximation About The Stochastic Steady State
    by Michel Juillard & Ondra Kamenik

  • 2005 Optimal Policy Under Sticky Prices: How to Get Accurate Solutions
    by Michael Reiter

  • 2005 Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey
    by Ken-ichi Mitsui & Yoshio Tabata

  • 2005 FAUN 1.1 User Manual
    by Simon König & Frank Köller & Prof. Dr. Michael H. Breitner

  • 2005 Optimierung von Warteschlangensystemen in Call Centern auf Basis von Kennzahlenapproximation
    by Frank Köller & Prof. Dr. Michael H. Breitner

  • 2005 Optimization By Using Evolutionary Algorithms With Genetic Acquisitions
    by Mateescu, George Daniel

  • 2005 El componente de largo plazo de la relación entre la remuneración al ejecutivo y el desempeño de la empresa
    by Di Giannatale, Sonia

  • 2005 Decomposing Integrated Assessment Climate Change
    by Böhringer, Christoph & Löschel, Andreas & Rutherford, Thomas F.

  • 2005 On the Transition from Instantaneous to Time-Lagged Capital Accumilation: The Case of Leontief Type Production Functions
    by Winkler, Ralph & Brandt-Pollmann, Ulrich & Moslener, Ulf & Schlöder, Johannes

  • 2005 The convergence of optimization based estimators : theory and application to a GARCH-model
    by Winker, Peter & Maringer, Dietmar

  • 2005 The forecast ability of risk-neutral densities of foreign exchange
    by Craig, Ben R. & Keller, Joachim

  • 2005 Sznajd model and its applications
    by Katarzyna Sznajd-Weron

  • 2005 Inflation Premium and Oil Price Volatility
    by Paul Castillo & Carlos Montoro & Vicente Tuesta

  • 2005 The (Much Understated) Quantitative Role of Capital Accumulation and Saving
    by Genevieve Verdier

  • 2005 Solving Models with Imperfect and Asymmetric Information
    by Pawel Kowal

  • 2005 Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
    by Diana Barro & Elio Canestrelli

  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel

  • 2005 A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models
    by P. Marcelo Oviedo

  • 2005 An Algorithm for Solving Arbitrary Linear Rational Expectations Model
    by Pawel Kowal

  • 2005 Libor Market Model and Gaussian HJM explicit approaches to option on composition
    by Marc Henrard

  • 2005 Valuing defaultable bonds: an excursion time approach
    by Martina Nardon

  • 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
    by Matthias Kredler

  • 2005 Diversity Indices of Technical Capability of 14 African Countries
    by Voxi Heinrich Amavilah

  • 2005 Evaluating Approximate Equilibria of Dynamic Economic Models
    by Paul Pichler

  • 2005 The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models
    by Ville, Simon & Valadkhani, Abbas & O'Brien, Martin

  • 2005 Ranking and Clustering Australian University Research Performance, 1998-2002
    by Valadkhani, Abbas & Worthington, Andrew

  • 2005 Ranking of Australian Economics Departments Based on Their Total and Per Academic Staff Research Output
    by Rodgers, Joan R. & Valadkhani, Abbas

  • 2005 It’s a Small Small Welfare Cost of Fluctuations
    by Franck Portier & Luis A. Puch

  • 2005 Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints
    by Henry Kim & Jinill Kim & Robert Kollmann

  • 2005 Using and producing ideas in computable endogenous growth
    by K. Vela Velupillai

  • 2005 The foundations of computable general equilibrium theory
    by K. Vela Velupillai

  • 2005 A Fixed Point Theorem for Discontinuous Functions
    by Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F.

  • 2005 Labor Income and the Demand for Long-term Bonds
    by Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

  • 2005 Adaptive build-up and breakdown of trust : An agent based computational approach
    by Gorobets, A. & Nooteboom, B.

  • 2005 Modeling Interest Rate Parity: A System Dynamics Approach
    by John Harvey

  • 2005 The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals
    by Zelal Aktas & Neslihan Kaya & Umit Ozlale

  • 2005 Cournot Competition and Endogenous Firm Size
    by Jason Barr & Francesco Saraceno

  • 2005 Teaching to do economics with the computer
    by Kurt Schmidheiny & Harris Dellas

  • 2005 Numerical Analysis of Asymmetric First Price Auctions
    by Wayne-Roy Gayle

  • 2005 Information Visualization Of An Agent-Based Financial System Model
    by Wei Jiang & Richard Webber & Ric D Herbert

  • 2005 User-Friendly Parallel Computations with Econometric Examples
    by Michael Creel

  • 2005 Multi-core CPUs, Clusters and Grid Computing: a Tutorial
    by William L. Goffe & Michael Creel

  • 2005 Optimal cheating in monetary policy with individual evolutionary learning
    by Jasmina Arifovic & Olena Kostyshyna

  • 2005 Predatory Governance
    by Dalida Kadyrzhanova

  • 2005 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions
    by Peter A. Zadrozny & Baoline Chen

  • 2005 Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods
    by Manoj Atolia & Edward F. Buffie

  • 2005 Time Consistent Control in Non-Linear Models
    by Steven Ambler & Florian Pelgrin

  • 2005 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
    by Baoline Chen & Peter A. Zadrozny

  • 2005 The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates
    by Roberto M. Billi

  • 2005 Firm Structure, Search and Environmental Complexity
    by Nobuyuki Hanaki & Jason Barr

  • 2005 A Continuous-Time Version of the Principal-Agent
    by Yuliy Sannikov

  • 2005 A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints
    by Che-Lin Su

  • 2005 Constrained Pricing of Monopolies with Endogenous Participation
    by Eugenio Miravete & Gabriel Basaluzzo

  • 2005 Modeling the Firm as an Artificial Neural Network
    by Jason Barr & Francesco Saraceno

  • 2005 Firm Structure, Search and Environmental Complexity
    by Jason Barr & Nobuyuki Hanaki

  • 2005 Cournot Competition and Endogenous Firm Size
    by Jason Barr & Francesco Saraceno

  • 2005 Specification of Functional Form in Models of Population Migration
    by Brian Cushing

  • 2005 Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints
    by Christopher D. Carroll

  • 2005 Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences
    by Wittkowski, Knut M.

  • 2005 Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
    by Cakir, Murat

  • 2005 The silence that precedes hypocrisy: a formal model of the spiral of silence theory
    by Blanco, Iván

  • 2005 What is Your Software Worth?
    by Wiederhold, gio

  • 2005 Using Genetic Algorithms to Develop Strategies for the Prisoners Dilemma
    by Haider, Adnan

  • 2005 Environment design for emerging artificial societies
    by Gilbert, Nigel & Schuster, Stephan & den Besten, Matthijs & Yang, Lu

  • 2005 Estimating regressions and seemingly unrelated regressions with error component disturbances
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  • 2005 The Theory of Tariff Rate Quotas: An Application to the U.S. Sugar program using MONASH-USA
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  • 2005 Solving SDGE Models: A New Algorithm for the Sylvester Equation
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  • 2005 Parameterized Expectations Algorithm and the Moving Bounds: a comment on convergence properties
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  • 2005 On core membership testing for hedonic coalition formation games
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  • 2005 GEMLLIB: Matlab code for specifying and solving DSGE models
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  • 2005 How Important are Nominal Shocks in Driving Real Exchange Rates?
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  • 2005 Extended Sensitivity Analysis for Applied General Equilibrium Models
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  • 2004 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments
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  • 2004 Coordination Dynamics under Collective and Random Fining Systems for Controlling Non-Point Source Pollution: A Simulation Approach with Genetic Algorithms
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  • 2004 Solving SDGE Models: A New Algorithm for Sylvester Equation
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  • 2004 Occasionally Binding Collateral Constraints in RBC Models
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  • 2004 Structural analysis of optimal investment for firms with non-concave revenues
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  • 2004 Finite State Dynamic Games with Asymmetric Information: A Computational Framework
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  • 2004 Strip generation algorithms for constrained two-dimensional two-staged cutting problems : part II
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  • 2004 Multivariate Hypernormal Densities
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  • 2004 Efficient computation of option price sensitivities for options of American style
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  • 2004 The optimal inflation buffer with a zero bound on nominal interest rates
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  • 2004 Optimal monetary policy under commitment with a zero bound on nominal interest rates
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  • 2004 Finding the optimal exercise time for American warrants on WIG20 futures (Wyznaczanie optymalnego momentu wykonania warrantów amerykańskich na kontrakty futures na indeks WIG20)
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  • 2004 Pricing of Complementary Goods and Network Effects
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  • 2004 Sequential Estimation of Dynamic Discrete Games
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  • 2004 A Unified Approach to Portfolio Optimization with Linear Transaction Costs
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  • 2004 Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis
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  • 2004 Measuring Financial Cash Flow and Term Structure Dynamics
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  • 2004 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems
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  • 2004 Various methods of balancing of the macro SAM of Tunisia during the year 2000
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  • 2004 Organization, Learning and Cooperation
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  • 2004 Seeing is Believing: Simulating Resource-Extraction Problems with GAMS IDE and Microsoft Excel in an Intermediate-Level Natural-Resource Economics Course
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  • 2004 The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning
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  • 2004 A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis
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  • 2004 The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets
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  • 2004 Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis
    by Ilker Birbil, S. & Gürkan, G. & Listes, O.L.

  • 2004 Processing Games with Restricted Capacities
    by Meertens, M. & Borm, P.E.M. & Reijnierse, J.H. & Quant, M.

  • 2004 The Computation of a Coincidence of Two Mappings
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  • 2004 Pricing High-Dimensional American Options Using Local Consistency Conditions
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 An Irregular Grid Approach for Pricing High-Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 Equilibria with Coordination Failures
    by Herings, P.J.J. & van der Laan, G. & Talman, A.J.J.

  • 2004 Organization, Learning and Cooperation
    by Jason Barr & Francesco Saraceno

  • 2004 Wage Regimes, Accumulation and Finance Constraints : Keynesian Unemployment Revisited
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  • 2004 Distribution and Fluctuation of Firm Size in the Long-Run
    by W. Souma & H. Aoyama & L. Gruene

  • 2004 Computational Economics: Help for the Underestimated Undergraduate
    by P. Ruben Mercado & David A. Kendrick

  • 2004 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates
    by Roberto M. Billi & Klaus Adam

  • 2004 Asset Pricing with Delayed Consumption Decisions
    by Willi Semmler & Lars Grüne

  • 2004 Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management
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  • 2004 Computing Center Manifolds: A Macroeconomic Example
    by Alex Haro & Pere Gomis-Poruqeras

  • 2004 Valuation of American Continuous-Installment Options
    by Pierangelo Ciurlia & Ilir Roko

  • 2004 From Heterogeneous expectations to exchange rate dynamic:
    by Philippe Protin & Luc Neuberg & Christine Louargant

  • 2004 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions
    by Paola Palmitesta & Corrado Provasi

  • 2004 The Optimality of the US and Euro Area Taylor Rule
    by Ferhat MIHOUBI & Pascal JACQUINOT

  • 2004 Modelling the effect of learning and evolving rules on the use of common-pool resources
    by Alexander Smajgl

  • 2004 Cournot Competition and Endogenous Firm Size
    by Francesco Saraceno & Jason Barr

  • 2004 The short-run dynamics of optimal growth models with delays
    by Luis A. Puch & Fabrice Collard & Omar Licandro

  • 2004 A Stochastic Lake Game
    by Sharon I. O'Donnell & W. Davis Dechert

  • 2004 Coordinated Investing with Feedback and Learning
    by David Goldbaum

  • 2004 The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets
    by Luis A. Puch & Franck Portier

  • 2004 An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds
    by Ali Bora Yigibasioglu & Carol Alexandra

  • 2004 Equity Premiums In a Small Open Economy
    by Douch, Mohamed

  • 2004 Innovation creation and diffusion in a social network: an agent based approach
    by Lamieri, Marco & Ietri, Daniele

  • 2004 SINGUL 2.0 : les équations et les programmes
    by Buda, Rodolphe

  • 2004 Symulator obrotów magazynowych w sklepie internetowym - propozycja implementacji
    by Chodak, Grzegorz

  • 2004 New Combinations :Taking Schumpeter's concept serious
    by Hanappi, Hardy & Hanappi-Egger, Edeltraud

  • 2004 On generating correlated random variables with a given valid or invalid Correlation matrix
    by Mishra, SK

  • 2004 Simulating Online Business Models
    by Schuster, Stephan & Gilbert, Nigel

  • 2004 Equity Premiums In Small Open Economy
    by Douch, Mohamed

  • 2004 Technological Innovation, Financial Fragility and Complex Dynamics
    by Domenico Delli Gatti & Mauro Gallegati & Alberto Russo

  • 2004 A Primer on the Tools and Concepts of Comutable Economics.?
    by K. Vela Velupillai

  • 2004 The Economics of the Internet Backbone
    by Nicholas Economides

  • 2004 Pricing of Complementary Goods and Network Effects
    by Nicholas Economides & V. Brian Viard

  • 2004 Target zone rearrangements and exchange rate behavior in an options-based model
    by Anna Naszódi

  • 2004 Reverse-Shooting versus Forward-Shooting over a Range of Dimensionalities
    by Ric D. Herbert & Peter J. Stemp

  • 2004 Improving Tatonnement Methods of Solving Heterogeneous Agent Models
    by Alexander Ludwig

  • 2004 Parameterized Expectations Algorithm: How To Solve For Labor Easily
    by Lilia Maliar & Serguei Maliar

  • 2004 Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations
    by Lilia Maliar & Serguei Maliar

  • 2004 Equilibrium Selection In The Nash Demand Game. An Evolutionary Approach
    by Juana Santamaria-Garcia

  • 2004 Treasury Auctions, Uniform or Discriminatory?: An Agent-Based Approach
    by Koesrindartoto, Deddy P.

  • 2004 The Climate Change Learning Curve
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  • 2004 Chinese Postman Games on a Class of Eulerian Graphs
    by D. Granot & H. Hamers & J. Kuipers & M. Maschler

  • 2004 Simulating the New Economy
    by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol

  • 2004 A method for numerical and analytical solutions to a class of nonlinear optimal control problems
    by Sandal, Leif K. & Berge, Gerhard

  • 2004 Parametric covariance matrix modeling in Bayesian panel regression
    by Salabasis, Mickael

  • 2004 Economic Cooperation and Social Identity: Towards a Model of Economic Cross-Cultural Integration
    by Olsen, Karsten Bjerring

  • 2004 Modelling an artificial stock market: When cognitive institutions influence market dynamics
    by Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS)

  • 2004 Reverse Shooting Made Easy: Solving for the Global Nonlinear Saddle Path
    by Manoj Atolia & Edward F. Buffie

  • 2004 Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods
    by Manoj Atolia & Edward F. Buffie

  • 2004 An Integrated Assessment Framework for Water Resources Management: A DSS Tool and a Pilot Study Application
    by Anita Fassio & Carlo Giupponi & Jaroslaw Mysiak

  • 2004 Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited
    by Francesco Saraceno

  • 2004 A Double-Sided Multiunit Combinatorial Auction for Substitutes: Theory and Algorithms
    by Henry Schellhorn

  • 2004 Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints
    by Alexis Anagnostopoulos

  • 2004 The detection of hidden periodicities: A comparison of alternative methods
    by Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO

  • 2004 The short-run dynamics of optimal growth models with delays
    by Fabrice COLLARD & Omar LICANDRO & Luis A. PUCH

  • 2004 Multi-dimensional transitional dynamics : a simple numerical procedure
    by Timo Trimborn & Karl-Josef Koch & Thomas M. Steger

  • 2004 An Improved Estimator For Black-Scholes-Merton Implied Volatility
    by Hallerbach, W.G.P.M.

  • 2004 Pooled mean group estimation of dynamic heterogeneous panels
    by M Pesaran & Yongcheol Shin & Ron P Smith

  • 2004 Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
    by Christopher A. Sims & Jinill Kim & Sunghyun Kim

  • 2004 Inflation Target as a Buffer against Liquidity Trap
    by Shin-Ichi Nishiyama

  • 2004 The Welfare Cost of Business Cycles in an Economy with Non-Clearing Markets
    by Portier, Franck & Puch, Luis

  • 2004 Valuation Of A Biotech Company: A Real Options Approach
    by Angel Leon & Diego Piñeiro

  • 2004 Sequential Estimation Of Dynamic Discrete Games
    by Victor Aguirregabiria & Pedro Mira

  • 2004 Computation of Business Cycle Models: A Comparison of Numerical Methods
    by Burkhard Heer & Alfred Maussner

  • 2004 Intertemporal and Spatial Location of Disposal Facilities
    by Francisco J. André & Francisco Velasco & Luis González

  • 2004 Regional impacts of trade liberalization strategies in Brazil
    by Edson Paulo Domingues & Mauro Borges Lemos

  • 2004 Electricity Generation with Looped Transmission Networks: Bidding to an ISO
    by Hu, X. & Ralph, D. & Ralph, E.K. & Bardsley, P. & Ferris, M.C.

  • 2004 ParallelKnoppix Tutorial
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  • 2004 ParallelKnoppix - Rapid Deployment of a Linux Cluster for MPI Parallel Processing Using Non-Dedicated Computers
    by Michael Creel

  • 2004 A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
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  • 2004 How accurate are the Swedish forecasters on GDB-Growth, CPI-inflation and unemployment? (1993 - 2001)
    by Bharat Barot

  • 2003 The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution
    by Johann Peter Murmann & Thomas Brenner

  • 2003 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    by Eric Swanson & Gary Anderson & Andrew Levin

  • 2003 Hedge Fund Classification using K-means Clustering Method
    by Nandita Das

  • 2003 Variety of Agent-based Models for Computer Simulation of FX Rate
    by Lukas, L.

  • 2003 Consumer Behaviour, Interpersonal Interaction and Fashions
    by Thomas Brenner

  • 2003 Perturbation Methods and Change of Variable Transformations
    by Kenneth L. Judd

  • 2003 Solution Methods for Models with Quasi-Geometric Discounting
    by Kenneth L. Judd

  • 2003 Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues
    by Ric D. Herbert & Peter J. Stemp

  • 2003 A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint
    by Thomas Weitzenblum

  • 2003 A Numerical Solution to American Style Options on Commodities
    by Kevin Burrage & Jamie Alcock & Monica Barbu

  • 2003 WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options
    by Oliver Kubertin & Michael H. Breitner

  • 2003 Rufus Philip Isaacs and the Early Years of Differential Games
    by Michael H. Breitner

  • 2003 Time Series Analysis Using Abstract Systems Having An Infinite Number Of Equations
    by Mateescu, George Daniel

  • 2003 An oversimplified inquiry into the sources of exchange rate variability
    by Kempa, Bernd

  • 2003 A new De Vylder type approximation of the ruin probability in infinite time
    by Krzysztof Burnecki & Pawel Mista & Aleksander Weron

  • 2003 On Higher Derivatives of Expectations
    by Robert de Rozario

  • 2003 Structural, efficiency and income effects of direct payments: an analysis of different payment schemes for the German region 'Hohenlohe'
    by Kathrin Happe & Alfons Balmann & Konrad Kellermann

  • 2003 Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited
    by Francesco Saraceno

  • 2003 Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?
    by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

  • 2003 Generalizing Gibrat. Reasonable Multiplicative Models of Firm Dynamics
    by Matteo Richiardi

  • 2003 Is Batting Last an Advantage?
    by Theodore L. Turocy

  • 2003 Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options
    by Allen Abrahamson

  • 2003 A Note on Constructing 50-50 Step Probability Binomial Lattices to Replicate Wiener Diffusion
    by Allen Abrahamson

  • 2003 A Virtual Dynamic Applied General Equilibrium Model Of Africa: Specifications And Simulations
    by GODWIN CHUKWUDUM NWAOBI

  • 2003 Solving The Poverty Crisis In Nigeria: An Applied General Equilibrium Approach
    by GODWIN CHUKWUDUM NWAOBI

  • 2003 Solving Finite Mixture Models in Parallel
    by Christopher Ferrall

  • 2003 Imputation of Gross Amounts from Net Incomes in Household Surveys. An Application using EUROMOD
    by Herwig Immervoll & Cathal O'Donoghue

  • 2003 Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries
    by David E.A. Giles & Hui Feng

  • 2003 Maximization by Parts in Likelihood Inference
    by Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch

  • 2003 Inventory-routing model, for a multi-period problem with stochastic and deterministic demand
    by Rita Ribeiro & Helena Ramalhinho-Lourenço

  • 2003 Strategies for an integrated distribution problem
    by Rita Ribeiro & Helena Ramalhinho-Lourenço

  • 2003 Malliavin calculus in finance
    by Arturo Kohatsu & Montero Miquel

  • 2003 The ‘problem of problem choice’: A model of sequential knowledge production within scientific communities cientific communities
    by Nicolas Carayol & Jean-Michel Dalle

  • 2003 The short-run dynamics of optimal growth models with delays
    by Fabrice Collard & Omar Licandro & Luis A. Puch

  • 2003 Derivation of Monotone Decision Models from Non-Monotone Data
    by Daniëls, H.A.M. & Velikova, M.V.

  • 2003 On the Connectedness of Coincidences and Zero Points of Mappings
    by Talman, A.J.J. & Yang, Z.F.

  • 2003 Random Matching Models and Money : The Global Structure and Approximation of Stationary Equilibria
    by Kamiya, K. & Talman, A.J.J.

  • 2003 Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets
    by Talman, A.J.J. & Thijssen, J.J.J.

  • 2003 Intermediaries in an Electronic Trade Network
    by Hans Amman & Floortje Alkemade & Han la Poutre

  • 2003 Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms
    by John Ledyard & Jasmina Arifovic

  • 2003 Consistent High-Frequency Calibration
    by Kevin X.D. Huang & David Aadland

  • 2003 Bundling and Pricing for Information Brokerage: Customer Satisfaction as a Means to Profit Optimization
    by J.A. La Poutre & D.J.A. Somefun

  • 2003 Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary
    by Elias Tzavalis & Shijun Wang

  • 2003 Metafrontier Functions for the Study of Inter-regional Productivity Differences
    by D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese

  • 2003 Empirical economywide modeling in argentina
    by mercado, p. ruben

  • 2003 Estimating contribution of factors to long-term growth in Romania
    by Albu, Lucian-Liviu

  • 2003 Kvikt likan af vistvænum raforkumarkadi
    by Amundsen, Eirik S. & Baldursson, Fridrik M.

  • 2003 Comparing Solution Methods for Dynamic Equilibrium Economies
    by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2003 Some Results on the Solution of the Neoclassical Growth Model
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2003 Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues
    by Peter Stemp & Ric D. Herbert

  • 2003 Evaluating Portfolio Policies: A Duality Approach
    by Martin B. Haugh & Leonid Kogan & Jiang Wang

  • 2003 The structure of Italian capitalism, 1952-1972: New evidence using the interlocking directorates technique
    by Alberto Rinaldi & Michelangelo Vasta

  • 2003 SubGame, set and match. Identifying Incentive Response in a Tournament
    by Andrew J. Leach

  • 2003 Self-Organizing Innovation Networks: When do Small Worlds Emerge?
    by Nicolas CARAYOL (BETA) & Pascale ROUX (GRES-LEREPS)

  • 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example
    by Prasad Bidarkota

  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

  • 2003 Stochastic Capital Depreciation and the Comovement of Hours and Productivity
    by Fischer, Andreas & Michael J Dueker & Robert D Dittmar

  • 2003 Describing collective creation of knowledge about competitive environment. The case of a business intelligence service
    by Belmondo, Cécile

  • 2003 The Computation of Counterfactual Equilibria in Homothetic Walrasian Economies
    by Donald J. Brown & Ravi Kannan

  • 2003 Indeterminacy, Nonparametric Calibration and Counterfactual Equilibria
    by Donald J. Brown & Ravi Kannan

  • 2003 Technology adoption under embodiment: a two-stage optimal control approach
    by BOUCEKKINE, RAOUF & SAGLAM , Cagri & VALLÉE, Thomas

  • 2003 Análisis de multiplicadores lineales en una economía regional abierta
    by Maria Llop & Antonio Manresa

  • 2003 The Effects of Common Advice on One-shot Traveler’s Dilemma Games: Explaining Behavior through an Introspective Model with Errors
    by C. Monica Capra & Susana Cabrera & Rosario Gómez

  • 2003 Income Distribution in a Regional Economy: A SAM Model
    by Maria Llop & Antonio Manresa

  • 2003 Generalizing Gibrat Reasonable Stochastic Multiplicative Models of Firm Dynamics with Entry and Exit
    by Matteo Richiardi

  • 2003 Gains from second-order approximations
    by Matthias Paustian

  • 2003 Does bounded rationality lead to individual heterogeneity? The impact of the experimentation process and of memory constraints
    by Marco Casari

  • 2003 Determination of free energies on a simulation model
    by Josip Kasac

  • 2003 Numerical issues in threshold autoregressive modeling of time series
    by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa

  • 2003 Learning competitive pricing strategies by multi-agent reinforcement learning
    by Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel

  • 2003 Mitigation of the Lucas critique with stochastic control methods
    by Amman, Hans M. & Kendrick, David A.

  • 2003 Information technologies, embodiment and growth
    by Boucekkine, Raouf & de la Croix, David

  • 2003 A computational general equilibrium model with vintage capital
    by Cadiou, Loı̈c & Dées, Stéphane & Laffargue, Jean-Pierre

  • 2003 The Optimum Quantity of Debt: Technical Appendix
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  • 2003 Meeting the Millennium Development Goals in Brazil: Can Microeconomic Simulations Help?
    by Francisco H. G. Ferreira & Phillippe G. Leite

  • 2003 Interprétation évolutionniste du changement économique. Une étude comparative
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  • 2003 Intangible Assets and Economic Growth
    by Rossitsa Rangelova

  • 2002 Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics
    by Lars Gruene & Willi Semmler

  • 2002 An evolutionary model of substitution-diffusion processes
    by Witold Kwasnicki

  • 2002 Evaluating the CDF for m weighted sums of n correlated lognormal random variables
    by Lars Rasmusson

  • 2002 Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models
    by gary anderson

  • 2002 Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models
    by gary anderson

  • 2002 Nonlinear estimation algorithms in econometric packages: a comparative analysis
    by Giuseppe Bruno

  • 2002 Asset Price Bubbles and Crashes With Zero--Intelligence Traders
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  • 2002 An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
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  • 2002 Cultural drift induced diversity in a model for the transmission of culture
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  • 2002 APT At Work: Finding The Relevant Risk Factors For Asset Pricing
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  • 2002 Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model
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  • 2002 A Simulation Framework for Heterogeneous Agents
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  • 2002 fiscal policy and endogenous fluctuations
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  • 2002 Programming
    by Charlotte Bruun

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  • 2002 Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets
    by Kenneth L. Judd

  • 2002 Optimal Policies for Patent Races
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  • 2002 Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method
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  • 2002 Controlling Chaos in Higher Dimensional Maps
    by Cristian Wieland

  • 2002 Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection
    by Stuart McDonald

  • 2002 Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype
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  • 2002 A contractive method for computing the stationary solution of the Euler equation
    by Wilfredo Maldonado & Humberto Moreira

  • 2002 Design Patterns in Models of Emergence
    by C. R. Birchenhall

  • 2002 New product introduction: determining optimal advertising policies
    by Bruno Viscolani

  • 2002 Multivariate GARCH models and their Estimation
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  • 2002 Optimisation of Stochastic Systems and Worst-case Analysis
    by S Zakovic & B. Rustem & V. Wieland

  • 2002 Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting
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  • 2002 The Organisation of Innovative Activity in Complex Fitness Landscapes
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  • 2002 Heterogeneous Preferences and the Representative Investor
    by Frank Niehaus

  • 2002 Reverse Shooting In A Multi-Dimensional Setting
    by Ric D Herbert & Peter J Stemp

  • 2002 Computing Sunspots in Linear Rational Expectations Models
    by Thomas Lubik & Frank Schorfheide

  • 2002 Neuro-dynamic Programming in Economics
    by Mico Mrkaic

  • 2002 Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates
    by Fausto Gozzi & Simona Sanfelici

  • 2002 Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates
    by Fausto Gozzi & Simona Sanfelici

  • 2002 Intergenerational Dynamic Production Teams
    by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum

  • 2002 Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
    by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez

  • 2002 An Algorithm for On-Line Price Discrimination
    by D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre

  • 2002 Numerical Simulation of the Term Structure of Interest Rates using a Random Field
    by Stuart McDonald & Rodney Beard

  • 2002 Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments
    by Gang Gong & Willi Semmler

  • 2002 Solving Ecological Mangement Problems Using Dynamic Programming
    by Mika Kato & Lars Gruene & Willi Semmler

  • 2002 Ferebees Algorithm
    by Malte Sieveking

  • 2002 Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications
    by Doherr, Thorsten & Czarnitzki, Dirk

  • 2002 The Empirical Performance of Option Based Densities of Foreign Exchange
    by Keller, Joachim G. & Craig, Ben R.

  • 2002 Simulation of Pickands constants
    by Krzysztof Burnecki & Zbigniew Michna

  • 2002 Local Trade Networks and Spatially Persistent Unemployment
    by Nienke Oomes

  • 2002 Sovereign Risk and Real Business Cycles in a Small Open Economy
    by Franz Hamann

  • 2002 Emission Policies And The Nigerian Economy: Simulations From A Dynamic Applied General Equilibrium Model
    by GODWIN CHUKWUDUM NWAOBI

  • 2002 Markov Chain Approximations For Term Structure Models
    by David Backus & Liuren Wu & Stanley Zin

  • 2002 All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form
    by Allen Abrahamson

  • 2002 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
    by Ali Bora Yigitbasioglu

  • 2002 A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse
    by Chokri Dridi

  • 2002 Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets
    by Marco LiCalzi & Paolo Pellizzari

  • 2002 Consistent High-Frequency Calibration
    by David Aadland & Kevin Huang

  • 2002 Hypernormal densities
    by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

  • 2002 Stochastic approximation, Momentum, and Nash play
    by Berglann, Helge & Flåm, Sjur

  • 2002 A simulative frame to study the integration of defectors in a cooperative setting
    by Bissey, Marie-Edith & Ortona, Guido

  • 2002 An Irregular Grid Approach for Pricing High Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2002 Keynes' Chapter Twenty-Two: A System Dynamics Model
    by John Harvey

  • 2002 Optimal Monetary Policy When Interest Rates are Bounded at Zero
    by R. Kato & S. Nishiyama

  • 2002 An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
    by Tetsuya Noguchi & Berc Rustem

  • 2002 Computation of the value function indiscrete stochastic optimal growth models
    by Thorsten Pampel

  • 2002 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
    by NUÑEZ, Laura

  • 2002 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
    by Aaron D. Smallwood & Paul M. Beaumont

  • 2002 Intertemporal valuation and decissionin stochastic optimal growth models
    by Thorsten Pampel

  • 2002 A Percolation Model of Innovation in Complex Technology Spaces
    by Gerald Silverberg & Bart Verspagen

  • 2002 Numerical solution of some optimal control problems arising from innovation diffusion
    by Luigi De Cesare & Andrea Di Liddo & Stefania Ragni

  • 2002 Quasi-Perfect Rationality, Playing Automata Dynamic Games
    by Fernando S. Oliveira

  • 2002 Testing for Indeterminacy in Linear Rational Expectations Models
    by Thomas Lubik & Frank Schorfheide

  • 2002 A Dynamic Market Oriented Model for Network Resource Allocation
    by Masayuki ISHINISHI & Hajime Kita

  • 2002 A hybrid clustering scheme for time series forecasting
    by A. Sfetsos & C. Siriopoulos

  • 2002 A Simple Second-Order Solution Method for Dynamic General Equilibrium Models
    by Alan Sutherland

  • 2002 Estimation and Inference in Social Experiments
    by Christopher Ferral

  • 2002 ECHANGE 2.0 - Marché sur réseau - Guide d'installation et manuel d'utilisation
    by Buda, Rodolphe

  • 2002 Stable Sunspot Equilibira in a Cash-in-Advance Economy
    by George W. Evans & Seppo Honkapohja & Ramon Marimon

  • 2002 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
    by Stephanie Schmitt-Grohe & Martin Uribe

  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu

  • 2002 Reverse Shooting In A Multi-Dimensional Setting
    by Ric D. Herbert & Peter J. Stemp

  • 2002 Punishing Free Riders: how group size affects mutual monitoring and the provision of public goods
    by Jeffrey Carpenter

  • 2002 Semi-Parametric Predictions of the Intertemporal Approach to the Current Account
    by M-A. Letendre

  • 2002 Analytic Hessian Matrices and the Computation of FIGARCH Estimates
    by Marco J. Lombardi & Giampiero M. Gallo

  • 2002 An Agent-Based Model of Wealth Distribution
    by Giammario Impullitti & C. Matthias Rebmann

  • 2002 Technology adoption under embodiment : A two-stage optimal control approach
    by Raouf, BOUCEKKINE & Cagri, SAGLAM & Thomas, VALLEE

  • 2002 Optimal pattern of technology adoption under embodiment with a finite planning horizon : A multi-stage optimal control approach
    by Huseyin cagri SAGLAM

  • 2002 Embodied technological change learning-by-doing and the productivity slowdown
    by Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO

  • 2002 Information Technologies, Economic Growth and Productivity Shocks
    by Claudio MATTALIA

  • 2002 Technological convergence and the connections between adoption, maintenance and investment activities
    by Blanca MARTINEZ

  • 2002 Adoption Costs, Age of Capital and Technological Substitution
    by Blanca MARTINEZ

  • 2002 Rational Expectations for Large Models: A Practical Algorithm and a Policy Application
    by Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer

  • 2002 Inter- vs Intra-generational Production Teams: A Young Worker's Perspective
    by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum

  • 2002 The Measurement of Human Capital in the U.S. Economy
    by John M. Abowd & Paul A. Lengermann & Kevin L. McKinney

  • 2002 Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
    by Alfonso Novales & Javier J. Pérez

  • 2002 Hypernormal Densities
    by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

  • 2002 Can genetic algorithms explain experimental anomalies? An application to common property resources
    by Marco Casari

  • 2002 Matlab Implementation of the AIM Algorithm: A Beginner's Guide
    by Paolo ZAGAGLIA

  • 2002 Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse
    by Chokri Dridi

  • 2002 A comparison between the log-linear and the parameterized expectations methods
    by Ilaski Barañano & Amaia Iza & Jesús Vázquez

  • 2002 Verifying gross substitutability
    by Jos A.M. Potters & Anita van Gellekom & Hans Reijnierse

  • 2002 Fourier series method for measurement of multivariate volatilities
    by Maria Elvira Mancino & Paul Malliavin

  • 2002 Spatial economic networks with multicriteria producers and consumers: Statics and dynamics
    by Ding Zhang & June Dong & Anna Nagurney

  • 2002 Normalizing biproportional methods
    by Louis de Mesnard

  • 2001 Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider
    by Christiane Clemens and Thomas Riechmann

  • 2001 Evolutionary Learning in the Ultimatum Game
    by Thomas Riechmann

  • 2001 Dynamic Production Teams with Strategic Behavior
    by Michele Breton, Pascal St-Amour and D. Vencatachellum

  • 2001 Threshold Accepting for Index Tracking
    by Manfred Gilli and Evis Kellezi

  • 2001 Asset Pricing in Models with incomplete markets and default
    by Karl Schmedders, Felix Kubler

  • 2001 Modeling the Lucas critique as an open loop feedback process with time-varying parameters
    by Hans Amman and David Kendrick

  • 2001 Dynamic optimization and Skiba sets in economic examples
    by W.-J. Beyn, T. Pampel, W.Semmler

  • 2001 Modeling an Indexed Portfolio for the Italian Market
    by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy

  • 2001 Very High Order Lattice Methods for One Factor Models
    by Jonathan Alford and Nick Webber

  • 2001 Imitation and the diffusion of innovation in e-commerce
    by Mario Eboli

  • 2001 Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress
    by Robert Stehrer

  • 2001 Structural Estimation of Marriage Models
    by Linda Y. Wong

  • 2001 Numerical methods for the solution of a human capital model
    by Sisira K. Sarma

  • 2001 Recursive Solution Of Heterogeneous Agent Models
    by Michael Reiter

  • 2001 On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms
    by Christian Keber, Dietmar G. Maringer

  • 2001 Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach
    by John Duffy and Jim Engle-Warnick

  • 2001 Studying Real Options with Genetic Algorithms
    by Alfons Balmann, Oliver Musshoff

  • 2001 Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach
    by Alfons Balmann, Kathrin Happe, Konrad Kellermann, Anne Kleingarn

  • 2001 Cost of Business Cycles under Incomplete Markets
    by Yann Algan and Olivier Allais

  • 2001 Practical
    by Gary Anderson

  • 2001 Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models
    by gary anderson and raymond board

  • 2001 A computational model for incomplete contracts
    by Juan D. Montoro-Pons

  • 2001 Krylov Methods and Preconditioning in Computational Economics Problems
    by Mico Mrkaic and Giorgio Pauletto

  • 2001 Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models
    by Kenneth L. Judd

  • 2001 An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games
    by Baoline Chen and Peter Zadrozny

  • 2001 Optimal Discretization of Continuous-Time Control Problems
    by Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim

  • 2001 Dynamics of Organizations: Computational Modeling and Organizational Theories
    by

  • 2001 Convergence Of Repetitive Guesstimation Algorithm On A Linear Regression Problem
    by Agapie, Adriana

  • 2001 Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach
    by Author: A.G.Perison

  • 2001 Systems Theory of Macroeconomics, Introduction to
    by A.G.Perison

  • 2001 Dollarization: An Irreversible Decision
    by Roger Craine

  • 2001 Computing Equilibria in Finance Economies
    by P.J.J. Herings & F. Kubler

  • 2001 Universally Stable Adjustment Processes - A Unifying Approach
    by P.J.J. Herings

  • 2001 A Globally Convergent Algorithm to Compute Stationary Equilibria in Stochastic Games
    by P.J.J. Herings & R. Peeters

  • 2001 Minimum Weighted Residual Methods in Endogeneous Growth Models
    by Michal Kejak

  • 2001 Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities
    by Norbert Jobst & Stavros A. Zenios

  • 2001 Exploiting fitness distance correlation of set covering problems
    by Markus Finger & Thomas Stützle & Helena Ramalhinho-Lourenço

  • 2001 Supply chain management: An opportunity for metaheuristics
    by Helena Ramalhinho-Lourenço

  • 2001 Assigning proctors to exams with scatter search
    by Helena Ramalhinho-Lourenço & Rafael Martí & Manuel Laguna

  • 2001 A multi-objective model for a multi-period distribution management problem
    by Rita Ribeiro & Helena Ramalhinho-Lourenço

  • 2001 Diversity of innovative strategy as a source of technological performance
    by Patrick LLERENA & Vanessa OLTRA

  • 2001 Return-Based Style Analysis with Time-Varying Exposures
    by Swinkels, L.A.P. & van der Sluis, P.J.

  • 2001 Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs
    by Sturm, J.F.

  • 2001 Quantity Constrained Equilibria
    by Herings, P.J.J. & van der Laan, G. & Talman, A.J.J.

  • 2001 The Components of Income Inequality in Belgium : Applying the Shorrocks-Decomposition with Bootstrapping
    by Dekkers, G.J.M. & Nelissen, J.H.M.

  • 2001 Reserve Price Auctions with a Strong Bidder
    by M. Utku Unver and A. Alexander Elbittar

  • 2001 Internet Auctions with Artificial Adaptive Agents
    by M. Utku Unver

  • 2001 Constrained Optimal Control Under Limited Knowledge
    by Ric D. Herbert and Rod D. Bell

  • 2001 Evolving Automata Negotiate with a Variety of Opponents
    by D.D.B. van Bragt and J.A. La Poutre

  • 2001 Parallelization and Performance of Portfolio Choice Models
    by A. Abdelkhalek, A. Bilas and A. Michaelides

  • 2001 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
    by Stephanie Schmitt-Grohe & Martin Uribe

  • 2001 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
    by Ali Bora Yigitbasioglu

  • 2001 Neuro-dynamic programming for the efficient management of reservoir networks
    by de Rigo, Daniele & Rizzoli, Andrea Emilio & Soncini-Sessa, Rodolfo & Weber, Enrico & Zenesi, Pietro

  • 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
    by Buda, Rodolphe

  • 2001 Inferring Buyer Strategies and their Impact on Monopolist Pricing
    by Jim Engle-Warnick & Bradley Ruffle

  • 2001 Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models
    by Jurgen Doornik & Marius Ooms

  • 2001 Arbitrage and Optimal Portfolio Choice with Financial Constraints
    by Helmut Elsinger & Martin Summer

  • 2001 Inferring Buyer Strategies and their Impact on Monopolist Pricing
    by Jim Engle-Warnick & Bradley Ruffle

  • 2001 Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models
    by Jurgen A. Doornik & Marius Ooms

  • 2001 Asymptotic Methods for Asset Market Equilibrium Analysis
    by Kenneth L. Judd & Sy-Ming Guu

  • 2001 Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress
    by Robert Stehrer

  • 2001 A Presentation of Genetic Algorithms and Their Applications in Economics (in French)
    by Thomas Vallée (LEN-C3E) & Murat Yildizoglu (IFREDE-E3i)

  • 2001 Hedging Barrier Options: Current Methods and Alternatives
    by Dupont, Dominique Y.

  • 2001 A method to generate multivariate data with moments arbitrary close to the desired moments
    by Lyhagen, Johan

  • 2001 An Extension of Good-Deal Asset Price Bounds
    by Longarela, Iñaki R.

  • 2001 A Finite Element Implementation of Passport Options
    by Topper, Jürgen

  • 2001 Worst Case Pricing of Rainbow Options
    by Topper, Jürgen

  • 2001 A Simple and Intuitive Method to Solve Small Rational Expectations Models
    by Holger Strulik & Martin Brunner

  • 2001 Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing
    by Evis KËLLEZI, & Giorgio PAULETTO

  • 2001 Capital Maintenance and Investment : Complements or Substitutes ?
    by BOUCEKKINE, Raouf & RUIZ-TAMARIT Ramon

  • 2001 Structural Estimation of Marriage Models
    by Wong, Linda

  • 2001 A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm
    by Javier J. Pérez

  • 2001 A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
    by Yasuo Hirose & Koichiro Kamada

  • 2001 Contractual restrictions on insider trading: a welfare analysis
    by Antonio E. Bernardo

  • 2001 Monopolistic security design in finance economies
    by Karl Schmedders

  • 2001 Numerical solution of dynamic oligopoly games with capital investment
    by Dmitry V. Vedenov & Mario J. Miranda

  • 2001 Dynamic labor contracts with temporary layoffs and permanent separations
    by Sevin Yeltekin & Christopher Sleet

  • 2001 symposium articles: A differentiable homotopy to compute Nash equilibria of n -person games
    by P. Jean-Jacques Herings & Ronald J.A.P. Peeters

  • 2001 Asymptotic methods for asset market equilibrium analysis
    by Sy-Ming Guu & Kenneth L. Judd

  • 2001 Stochastic flows and the forward measure
    by Robert J. Elliott & John van der Hoek

  • 2001 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

  • 2001 Evolúciós alkalmazások előrejelzési modellekben II
    by Benedek, Gábor

  • 2000 Equilibrium Selection in Games with Macroeconomic Complementarities
    by Kaarboe, O.M. & Tieman, A.F.

  • 2000 Looking for Arbitrage
    by Flam, S.D.

  • 2000 A Schumpeterian Vintage Capital Model: An Attempt at Synthesis
    by Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar

  • 2000 The importance of the embodied question revisited
    by Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar

  • 2000 Horizontal Information Flows in A Simple Model of Multilevel Planning
    by T. R. Kundu

  • 2000 Horizontal Information Flows in A Simple Model of Multilevel Planning
    by T. R. Kundu

  • 2000 Decomposing the cost of Kyoto: a global CGE analysis of multilateral policy impacts
    by Böhringer, Christoph & Rutherford, Thomas F.

  • 2000 Opinion evolution in closed community
    by Katarzyna Sznajd-Weron & Jozef Sznajd

  • 2000 Computing Classical Power Indices For Large Finite Voting Games
    by Leech, D.

  • 2000 Local Interactions and Global Persistence
    by Nienke A. Oomes

  • 2000 A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions
    by Giulia Iori

  • 2000 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach
    by Jim Engle-Warnick

  • 2000 Iterated local search
    by Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle

  • 2000 Double Checking for Two Error Types
    by Raats, V.M. & Moors, J.J.A.

  • 2000 Precautionary saving and portfolio allocation: DP by GMM
    by Marc-Andre Letendre & Gregor Smith

  • 2000 Pédagogie des comptes nationaux et "esprit économique critique"
    by Buda, Rodolphe

  • 2000 Time is money
    by Ausloos, Marcel & Vandewalle, N. & Ivanova, K.

  • 2000 Wissen gewinnen und gewinnen durch Wissen
    by Fent, Thomas

  • 2000 Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world
    by Robalino, David & Lempert, Robert

  • 2000 About the criteria of output coincidence for forecasts to determine the orientation of the economy. Application for France, 1980-1997
    by MESNARD, Louis de

  • 2000 Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect
    by MESNARD, Louis de

  • 2000 Gain, Loss, and Asset Pricing: It is Much Easier. A note
    by Longarela, Iñaki R.

  • 2000 A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch
    by Riechmann, Thomas

  • 2000 A Heuristic Approach to Portfolio Optimization
    by Manfred Gilli & Evis Këllezi

  • 2000 A note on Lopez-Hernandez procedure: New non-hierarchical algorithms in classification of data
    by Garín Martín, María Araceli

  • 2000 The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-
    by Tabata, K. & Ohkusa, Y.

  • 2000 How to Compute Equilibrium Prices in 1891
    by William C. Brainard & Herbert E. Scarf

  • 2000 Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress
    by Raouf BOUCEKKINE & Aude POMMERET

  • 2000 Information technologies, embodiment and growth
    by de la Croix, David & Boucekkine, Raouf

  • 2000 Optimal Time Consistent Fiscal Policy with Overlapping Generations
    by Steve Ambler

  • 2000 A computable General Equilibrium Model with Vintage Capital
    by Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue

  • 2000 Diversity of Innovative Strategy as a Source of Technological Performance
    by Patrick Llerena & Vanessa Oltra

  • 2000 Computing turning point monthly probability of the Argentinian economy according to the leading index: 1973 - 2000
    by Juan Mario Jorrat & Ana María Cerro

  • 2000 A simple regime switching term structure model
    by Asbjørn T. Hansen & Rolf Poulsen

  • 2000 Evolúciós alkalmazások előrejelzési modellekben I
    by Benedek, Gábor

  • 1999 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

  • 1999 The Reparametrization of Linear Models Subject to Exact Linear Restrictions
    by Hirschberg, J.G. & Slottje, D.J.

  • 1999 A Pure Binary LP Model to the Facility Layout Problem
    by Papahristodoulou, C.

  • 1999 A Pure Binary LP Model to the Facility Layout Problem
    by Papahristodoulou, C.

  • 1999 On the Nucleous of Neighbour Games
    by Klijn, F. & Vermeulen, D. & Hamers, H. & Solymosi, T. & Tijs, S.

  • 1999 A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method
    by Vial, J.-P.

  • 1999 On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models
    by Desgranges, G. & Gauthier, S.

  • 1999 On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models
    by Desgranges, G. & Gauthier, S.

  • 1999 Closed form integration of artificial neural networks with some applications
    by Gottschling, Andreas & Haefke, Christian & White, Halbert

  • 1999 Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation
    by Roger Craine

  • 1999 Double Checking for Two Error Types
    by Moors, J.J.A.

  • 1999 On the Nucleolus of Neighbour Games
    by Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D.

  • 1999 The Robustness of the CAPM - A Computational Approach
    by Herings, P.J.J. & Kubler, F.

  • 1999 ECM-algorithms that converge at the rate of EM
    by Joe Sexton & Anders Rygh Swensen

  • 1999 Simulation Based Inference for Dynamic Multinomial Choice Models
    by Geweke, John & Houser, Dan & Keane, Michael

  • 1999 Quantitative Economic Modeling vs Methodological Individualism ?
    by Buda, Rodolphe

  • 1999 Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market
    by Fent, Thomas

  • 1999 Adaptive agents in the House of Quality
    by Fent, Thomas

  • 1999 Toward a Theory and Agent-Based Model of the Networked Economy
    by Sergei Parinov

  • 1999 Interpretation of the RAS method : absorption and fabrication effects are incorrect
    by MESNARD, Louis de

  • 1999 Bicausative matrices to measure structural change: are they a good tool?
    by MESNARD, Louis de

  • 1999 A Pure Binary LP Model to the Facility Layout Problem
    by Papahristodoulou, Christos

  • 1999 On Makeham's formula and xed income mathematics
    by Jensen, Bjarne Astrup

  • 1999 Die Berechnung von Passport-Optionen mit Finiten Elementen
    by Topper, Jürgen

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K.

  • 1999 Machine Replacement, Technology Adoption and Convergence
    by Boucekkine, Raouf & Martinez, Blanca

  • 1999 Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models
    by Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar

  • 1999 Accuracy of stochastic perturbuation methods: the case of asset pricing models
    by Collard, Fabrice & Juillard, Michel

  • 1999 Endogenous vs exogenously driven fluctuations in vintage capital models
    by Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar

  • 1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
    by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

  • 1999 Decomposing Simulation Results with Respect to Exogenous Shocks
    by W. Jill Harrison & J. Mark Horridge & K.R. Pearson

  • 1999 Valuation of Barrier Options in a Black--Scholes Setup with Jump Risk
    by Dietmar P.J. Leisen

  • 1999 Bidding for envy-freeness: A procedural approach to n-player fair-division problems
    by Claus-Jochen Haake & Matthias G. Raith & Francis Edward Su

  • 1999 research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model
    by Guoqiang Shen

  • 1999 Norms as emergent properties of adaptive learning: The case of economic routines
    by Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi

  • 1999 Connecting discrete and continuous path-dependent options
    by Paul Glasserman & S.G. Kou & Mark Broadie

  • 1999 Controlling Chaos in the Kaldor Model
    by Stephan Heilig & Rainer Schöbel

  • 1998 Computing Power Indices for Large Voting Games: A New Algorithm
    by Leech, D.

  • 1998 A Comparison of Alternative Estimators for Binary Panel Probit Models
    by Harris, M.N. & Macquarie, L.R. & Siouclis, A.J.

  • 1998 A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine
    by Fragniere, E. & Gondzio, J. & Vial, J.-P.

  • 1998 Risk Neutral Forecasting
    by Skouras, S.

  • 1998 Numerical Solution of Dynamic Economic Models
    by Manuel Santos

  • 1998 Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm
    by Paul McNelis & John Duffy

  • 1998 A polynomial algorithm for special case of the one-machine scheduling problem with time-lags
    by Helena Ramalhinho-Lourenço

  • 1998 Metaheuristics for the bus-driver scheduling problem
    by Helena Ramalhinho-Lourenço & José Pinto & Rita Portugal

  • 1998 Parameterized expectations approach; Some practical issues
    by Albert Marcet & Guido Lorenzoni

  • 1998 Adaptive approach heuristics for the generalized assignment problem
    by Helena Ramalhinho-Lourenço & Daniel Serra

  • 1998 On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach
    by José Niño-Mora

  • 1998 Computation of the Nash Equilibrium Selected by the Tracing Procedure in N-Person Games
    by Herings, P.J.J. & van den Elzen, A.H.

  • 1998 Variance reduction with Monte Carlo estimates of error rates in multivariate classification
    by Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C.

  • 1998 Solutions to Linear Rational Expectations Models: A Compact Exposition
    by Bennett T. McCallum

  • 1998 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients
    by Lawrence J. Christiano

  • 1998 Analyzing structural change: the biproportional mean filter and the biproportional bimarkovian filter
    by MESNARD, Louis de

  • 1998 Genetic Algorithms and Economic Evolution
    by Riechmann, Thomas

  • 1998 Finite Element Modelling of Exotic Options
    by Topper, Jürgen

  • 1998 Solution of Perfect Foresight Saddlepoint Problems: A Simple Method and Applications
    by Martin Brunner & Holger Strulik

  • 1998 Estimating Gram-Charlier Expansions with Positivity Constraints
    by Jondeau, E. & Rockinger, M.

  • 1998 Technological Competition a Qualitative Product Life Cycle
    by Marco Valente

  • 1998 Laboratory for Simulation Development
    by Marco Valente

  • 1998 An evolutionary approach to the examination of capital market efficiency
    by Joachim Coche

  • 1997 Extended Sensitivity Analysis for Applied General Equilibrium Models
    by Dawkins, C.

  • 1997 Estimation of Dynamic Programming Models with Censored Dependent Variables
    by Aguirregabiria, V.

  • 1997 Algorithms for Solving Dynamic Models with Occasionally Binding Constraints
    by Lawrence J. Christiano & Jonas D.M. Fisher

  • 1997 Sigle Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
    by Athey, S.

  • 1997 ESFQ: Une discipline equitable, minimisant la dispersion et adaptee aux bas debits
    by Abuamsha, O. & Fourneau, J.-M. & Pekergin, N.

  • 1997 An Application of Cox's Non-Nested Test to trinomial Logit and Probit Models
    by Monfardini, C.

  • 1997 A Note on Agent Based Imperfect Competition
    by Rocher, F. & Vila, X.

  • 1997 Testing for a unique equilibrium in applied general equilibrium models
    by Sami Dakhlia

  • 1997 The Random-Time Binomial Model
    by Dietmar P.J. Leisen

  • 1997 A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem
    by Alistair Windsor & Jacek B. Krawczyk

  • 1997 An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains
    by Jacek B. Krawczyk & Alistair Windsor

  • 1997 Relaxation Algorithms in Finding Nash Equilibria
    by Jacek B. Krawczyk & Steffan Berridge

  • 1997 SEARCH, Variable Sample Size, A Computational Solution
    by Pedro Cosme

  • 1997 Repeated Audit Controls
    by Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G.

  • 1997 Application of Neural Networks to House Pricing and Bond Rating
    by Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

  • 1997 On Adjusting the H-P Filter for the Frequency of Observations
    by Uhlig, H.F.H.V.S. & Ravn, M.

  • 1997 Linear Quadratic Optimization for Models with Rational Expectations
    by Hans M. Amman & David A. Kendrick

  • 1997 Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations
    by Hans M. Amman & David A. Kendrick

  • 1997 HTGAMS: Hall and Taylor's Model in GAMS
    by P. Ruben Mercado & David A. Kendrick

  • 1997 TAYGAMS: John Taylor's Two-Country Model in GAMS
    by P. Ruben Mercado & David A. Kendrick

  • 1997 Teaching Macroeconomics with Gams
    by Hans M. Amman & David A. Kendrick

  • 1997 Should Macroeconomic Policy Makers Consider Parameter Covariances?
    by Hans M. Amman & David A. Kendrick

  • 1997 An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model
    by Sanjiv Ranjan Das

  • 1997 Computational Economics and Economic Theory: Substitutes or Complements
    by Kenneth L. Judd

  • 1997 Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms
    by Riechmann, Thomas

  • 1997 Social Interactions, Local Spillovers and Unemployment
    by Topa, Giorgio

  • 1997 A Subgroup Decomposable Measure of Relative Income Mobility
    by Fields, Gary S. & Ok, Efe A.

  • 1997 A note on the forward measure
    by Mark Davis

  • 1996 On the Mark(s) Optimim Currency Areas in Germany
    by Ghosh, A.R. & Wolf, H.C.

  • 1996 The Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk
    by Arifovic, J & Eaton, C

  • 1996 Policy Variability and Economic Growth
    by Hopenhayn, H. & Maniagurria, M.E.

  • 1996 Comparative Performance of Worker Co-operatives with Artificial Adaptive Agents
    by Novkovic, S

  • 1996 The Analysis of VAR, Deltas and State Prices: A New Approach
    by Grundy, B.D. & Wiener, Z.

  • 1996 Optimal Portfolio Selection and Financial Planning
    by Purcal, S.T.

  • 1996 Computability of Preference, Utility, and Demand
    by Richter, M.K. & Wong, K-C.

  • 1996 Bounded Rationalities and Computable Economies
    by Richter, M.K. & Wong, K-C.

  • 1996 Pricing American-Style Securities Using Simulation
    by Broadie, M. & Glasserman, P.

  • 1996 Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation
    by Binder, M. & Pesaran, H.

  • 1996 Learning of cycles and sunspot equilibria by Genetic Algorithms (*)
    by Herbert Dawid

  • 1996 Economic evolution and the science of synergetics
    by John Foster & Phillip Wild

  • 1996 Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case
    by Dimitris Bertsimas & José Niño-Mora

  • 1996 Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case
    by Dimitris Bertsimas & José Niño-Mora

  • 1996 The DUALI/DUALPC Software for Optimal Control Models: Introduction
    by Hans M. Amman & David A. Kendrick

  • 1996 New Analysis of a Model of Time to Build
    by Alistair Milne & A Elizabeth Whalley

  • 1996 Do Financial Incentives Encourage Welfare Recipients to Work? Early Findings from the Canadian Self Sufficiency Project
    by David Card & Philip Robins

  • 1996 Strain and the inflation - unemployment relationship: a conceptual and empirical investigation
    by Daianu, Daniel & Albu, Lucian-Liviu

  • 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey
    by Kaufmann, Sylvia & Scheicher, Martin

  • 1996 Liquidity constraints and time non separable preferences
    by Jérome ADDA & Raouf BOUCEKKINE

  • 1996 Numerical analysis of strategic contingent claims models
    by Anderson, Ronald W. & Tu, Cheng

  • 1996 The Transition from a Drèze Equilibrium to a Walrasian Equilibrium
    by Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard

  • 1996 Simultaneous Evolution of Learning Rules and Strategies
    by Kirchkamp, Oliver

  • 1996 Monte carlo simulation and numerical integration
    by Geweke, John

  • 1996 Numerical dynamic programming in economics
    by Rust, John

  • 1996 Numerical methods for linear-quadratic models
    by Amman, Hans

  • 1996 Approximation, perturbation, and projection methods in economic analysis
    by Judd, Kenneth L.

  • 1996 Mathematica for economists
    by Varian, Hal R.

  • 1996 Modeling languages in computational economics: Gams
    by Zenios, Stavros A.

  • 1996 Neural networks for encoding and adapting in dynamic economies
    by Cho, In-Koo & Sargent, Thomas J.

  • 1996 Artificial intelligence in economics and finance: A state of the art -- 1994: The real estate price and assets and liability analysis case
    by Pau, L.F. & Tan, Pan Yong

  • 1996 Parallel computation
    by Nagurney, Anna

  • 1996 Sectoral economics
    by Kendrick, David A.

  • 1996 Nonlinear pricing and mechanism design
    by Wilson, Robert

  • 1996 Mechanics of forming and estimating dynamic linear economies
    by Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J.

  • 1996 Computational methods for macroeconometric models
    by Fair, Ray C.

  • 1996 Computation of equilibria in finite games
    by McKelvey, Richard D. & McLennan, Andrew

  • 1996 Computable general equilibrium modelling for policy analysis and forecasting
    by Dixon, Peter B. & Parmenter, B.R.

  • 1996 Handbook of Computational Economics
    by

  • 1996 Financial laws with algebraic automata theory
    by Salvador Cruz Rambaud

  • 1995 Les logiciels d'analyse financière : une évolution liée aux actions des éditeurs et des utilisateurs
    by Heurtaux, Eric

  • 1995 Spatial Evolution of Automata in the Prisoners' Dilemma
    by Kirchkamp, Oliver

  • 1995 Social Learning and Rational Expectations
    by Vives, X..A.

  • 1995 Programming Languages in Economics
    by Hans M. Amman & David A. Kendrick

  • 1995 Innovation regimes, entry and market structure
    by Kwasnicki, Witold

  • 1995 An Analysis of International CO2 agreements
    by Amundsen, Eirik S. & Lønning, Dag & Rasmussen, Heine

  • 1995 Les logiciels d'analyse financière : une évolution liée aux actions des éditeurs et des utilisateurs
    by Heurtaux, Eric

  • 1995 Full Sample Maximum Likelihood Estimation of Dynamic Demand Models
    by DESCHAMPS , Philippe J.

  • 1995 Los sistemas financieros a través de la teoría algebraica de autómatas
    by Salvador Cruz Rambaud

  • 1994 Recursive contracts
    by Albert Marcet & Ramon Marimon

  • 1994 Recursively Simulating Multinomial Multiperiod Probit Probabilities
    by Geweke, John & Keane, Michael & Runkle, David

  • 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
    by Buda, Rodolphe

  • 1994 How Many Monies? A Genetic Approach to Finding Optimum Currency Areas
    by Atish R. Ghosh & Holger C. Wolf

  • 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models
    by Urzúa, Carlos M.

  • 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models
    by Urzúa, Carlos M.

  • 1994 Resuelve: A Gauss program for solving computable general equilibrium and disequilibrium models
    by Urzúa, Carlos M.

  • 1993 Computing Equilibria of Non-Optimal Economies
    by Jean-Pierre DANTHINE & John B. DONALDSON

  • 1993 Coherent Belief Revision and Equilibrium Selection in Games
    by Debra J. Holt

  • 1993 Alternative estimators of the covariance matrix in GARCH models
    by Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo

  • 1991 Simulation of interest rate options using ARCH
    by Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P.

  • 1991 Le Rapport Industrie - Agriculture Et Le Developpement Economique
    by Albu, Lucian-Liviu

  • 1991 An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming
    by William Cook & Thomas Rutherford & Herbert E. Scarf & David F. Shallcross

  • 1991 Solving Nonlinear Economic Models Accurately Via a Linear Representation
    by K.R. Pearson

  • 1991 General Purpose Software for Intertemporal Modelling
    by George Codsi & K. R. Pearson & Peter J. Wilcoxen

  • 1990 Macroeconomic Effects of European Integration on the Finnish Economy: A Simulation Study
    by Lahti, Ari

  • 1989 Instrumental variables interpretations of FIML and nonlinear FIML
    by Calzolari, Giorgio & Sampoli, Letizia

  • 1988 Mode predictors in nonlinear systems with identities
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1988 Coherent Forecast with Nonlinear Econometric Models
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1988 A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1987 Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo

  • 1986 Coherent optimal prediction with large nonlinear systems: an example based on a French model
    by Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo

  • 1985 Gradient methods in FIML estimation of econometric models
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1984 Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1984 A Simulation Study on FIML Covariance Matrix
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1983 Analysis and measurement of the uncertainty in Mini-Dms model for the French economy
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1983 Confidence intervals of forecasts from nonlinear econometric models
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1983 Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1983 Sparse matrix methods for computable general equilibrium models of the Johansen class
    by K.R. Pearson & Russell J. Rimmer

  • 1982 Uncertainty of policy recommendations for nonlinear econometric models: some empirical results
    by Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo

  • 1980 Significance of the characteristic roots of linearized econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

  • 1980 A simulation approach to some dynamic properties of econometric models
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1979 The deterministic simulation bias in the Klein-Goldberger model
    by Calzolari, Giorgio

  • 1979 The asymptotic distribution of power spectra in dynamic econometric models
    by Calzolari, Giorgio

  • 1979 Stochastic simulation experiments on Model 5 of Bonn University
    by Calzolari, Giorgio

  • 1979 Simulation of a nonlinear econometric model
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1978 La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1978 Stochastic simulation and dynamic properties of the new version of the Italian model
    by Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic

  • 1978 Stochastic simulation: a package for Monte Carlo experiments on econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • 1977 The asymptotic distribution of impact multipliers for a non-linear structural econometric model
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • 1976 Monte Carlo methods in econometrics: a package for the stochastic simulation
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • 1976 Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
    by Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C.

  • 1970 Industrial Specialization, Trade, and Labour Market Dynamics in a Multisectoral Model of Technological Progress
    by Robert Stehrer

  • Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market
    by Lux, T. & M. Marchesi

  • Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents
    by Lux, T. & M. Marchesi

  • On infinite-horizon minimum-cost hedging under cone constraints
    by Kevin Huang

  • Social and Economic Impact of Disasters: Estimating the Threshold between Low and High Levels of Risk
    by Clovis Freire

  • Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models
    by Raouf Boucekkine & Omar Licandro & Christopher Paul

  • Collective Dynamics of Interacting Agents when Driven by PAM
    by Rainer Hegselmann & Ulrich Krause

  • Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie
    by Maria Giuseppina Bruno & Antonio Grande

  • Public health prevention strategies. A mathematical model
    by Giuseppe Schinaia & Valentino Parisi

  • The Election of a World Champion
    by Martin Langen, Thomas Krauskopf

  • The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability
    by Gliksberg, Baruch

  • The Macroeconomic Impact of Migration: A Simulation-Based Approach
    by Shyam Gouri Suresh

  • Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics
    by Mark Setterfield & Shyam Gouri Suresh

  • Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations
    by Shyam Gouri Suresh & Mark Setterfield

  • Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies
    by Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS

  • Conditional Density Models for Asset Pricing
    by Damir FILIPOVIC & Lane P. HUGHSTON & Andrea MACRINA

  • Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms
    by Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER

  • Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Bernard DUMAS & Andrew LYASOFF

  • Constructing Long/Short Portfolios with the Omega ratio
    by Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ

  • Distributed Optimisation of a Portfolio's Omega
    by Manfred Gilli & Enrico Schumann

  • A review of heuristic optimization methods in econometrics
    by Manfred GILLI & Peter WINKER

  • Barrier Option Pricing Using Adjusted Transition Probabilities
    by Giovanni Barone-Adesi & Nicola Fusari & John Theal

  • A Data-Driven Optimization Heuristic for Downside Risk Minimization
    by Manfred Gilli & Evis Këllezi & Hilda Hysi

  • Autonomously Interacting Banks
    by Yvan Lengwiler & Dietmar Maringer

  • Neighborhood effects and the distribution of income in cities
    by James Dow

  • Proximity Relations, Partnership Structure and Supporting Institutions in an Agent-Based Model of an Industrial District Prototype
    by Riccardo Boero, Flaminio Squazzoni

  • Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach
    by D.D.B. van Bragt, E.H. Gerding, J.A. La Poutre

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

  • Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game
    by Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.