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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C63: Computational Techniques**

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

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

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

Most recent items first, undated at the end.

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

*by*Fischer, Thomas

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

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

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

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

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

*by*Abrell, Jan & Rausch, Sebastian

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

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

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

*by*Jun, Doobae & Ku, Hyejin

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

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

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

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

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

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

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

*by*Petri, Henrik & Voorneveld, Mark

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

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

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

*by*Korzinov, Vladimir & Savin, Ivan

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

*by*Herrmann, Johannes Karl & Savin, Ivan

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

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

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

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

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

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

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

*by*Marchal, Léa & Naiditch, Claire

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

*by*Benček, David

**Prudential regulation in an artificial banking system**

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

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

*by*Wozniak, Marcin

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

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

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

*by*Holden, Tom D.

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

*by*Holden, Tom D.

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

*by*Muck, Johannes

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

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

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

*by*Schmitt, Noemi & Westerhoff, Frank

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

*by*Schmitt, Noemi & Westerhoff, Frank

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

*by*Anna Kowalska-Pyzalska

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

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

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

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

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

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

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

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

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

*by*Olga Tarasova

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

*by*Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi

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

*by*Roberto Roson

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

*by*Alessandro Moro

**Detecting Money Market Bubbles**

*by*Jan Baldeaux & Katja Ignatieva & Eckhard Platen

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

*by*Alessandro Gnoatto & Martino Grasselli & Eckhard Platen

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

*by*Pascal Seppecher

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

*by*Majid M. Al-Sadoon

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

*by*Vicent Alcántara & Emilio Padilla & Matias Piaggio

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

*by*Vladimir Korzinov & Ivan Savin

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

*by*Johannes Herrmann & Ivan Savin

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

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

**On decay centrality**

*by*Nikolas Tsakas

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

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

**Time-consistent unemployment insurance**

*by*Kankanamge, Sumudu & Weitzenblum, Thomas

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

*by*Luigi Bonatti & Lorenza Lorenzetti

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

**A functional perspective to financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

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

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

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

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

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

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

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

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

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

*by*Tommaso Ciarli & Marco Valente

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

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

**Commercial revolutions, search and development**

*by*Maurizio Iacopetta

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

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

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

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

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

*by*Sandrine Jacob Leal & Mauro Napoletano

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**The Road to Socioeconomic Fractality**

*by*George Mengov

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

*by*Matthew Gould & Matthew D. Rablen

**Gresham’S Law Of Model Averaging**

*by*In-Koo Cho & Kenneth Kasa

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

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

**Taxing financial transactions in fundamentally heterogeneous markets**

*by*Edoardo Gaffeo & Massimo Molinari

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

*by*Oliver de Groot

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

*by*Oliver de Groot

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

*by*Martyna Marczak & Tommaso Proietti & Stefano Grassi

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

*by*Cardaci, Alberto & Saraceno, Francesco

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

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

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

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

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

*by*John C. Boik

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

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

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

*by*Gao, Lin

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

*by*Halkos, George & Tsilika, Kyriaki

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

*by*Gencer, Murat & Unal, Gazanfer

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

*by*Vanschoonbeek, Jakob

**Option Pricing Models**

*by*Giandomenico, Rossano

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

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

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

*by*Elsner, Wolfram

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

*by*Pennoni, Fulvia & Romeo, Isabella

**Evolution of Cooperation in Public Good Game**

*by*Colasante, Annarita

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

*by*Halkos, George & Tsilika, Kyriaki

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

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

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

*by*Mishra, SK

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

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

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

*by*Voronovitsky, Mark

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

*by*Mishra, SK

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

*by*Habimana, Olivier

**Does Inequality Hamper Innovation and Growth?**

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

**Cowboying Stock Market Herds with Robot Traders**

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

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

*by*Situngkir, Hokky

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

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

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

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

*by*Lapatinas, Athanasios & Garas, Antonios

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

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

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

*by*Paolo Giudici & Peter Sarlin & Alessandro Spelta

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

*by*Dominik Vymetal & Sohei Ito

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

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

**Automated Economic Reasoning with Quantifier Elimination**

*by*Casey B. Mulligan

**The Competitive Effects of Information Sharing**

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

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

*by*Markus K. Brunnermeier & Yuliy Sannikov

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

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

**Solution Methods for Models with Rare Disasters**

*by*Jesús Fernández-Villaverde & Oren Levintal

**Solution and Estimation Methods for DSGE Models**

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

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

*by*Chunding Li & John Whalley

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

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

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

*by*Fausto, Cavalli

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

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

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

*by*Alexandru Mandes

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

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

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

*by*Carlos Diaz Vela

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

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

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

*by*Jeppe Druedahl & Thomas Høgholm Jørgensen

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

*by*Ayse Kabukcuoglu & Enrique Martínez-García

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

*by*Johannes Karl Herrmann & Ivan Savin

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

*by*Uwe Cantner & Ivan Savin & Simone Vannuccini

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

*by*Simone Berardi & Gabriele Tedeschi

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

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

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

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

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

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

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

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

**Factorisable Multi-Task Quantile Regression**

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

**Principal Component Analysis in an Asymmetric Norm**

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

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

*by*Alexander Chigodaev

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

*by*Zsolt Darvas

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

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

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

*by*David Csercsik & Hubert Janos Kiss

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

*by*Pascal Seppecher & Isabelle Salle & Dany Lang

**Optimal monetary policy regime switches**

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

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

*by*Martinez-Garcia, Enrique

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

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

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

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

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

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

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

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

**Commercial revolutions, search, and development**

*by*Maurizion Iacopetta &

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

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

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

*by*Sandrine Jacob Leal & Mauro Napoletano

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

*by*Jiri Kukacka & Jozef Barunik

**Combining Energy Networks**

*by*Jan Abrell & Hannes Weigt

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

*by*Jan Abrell & Hannes Weigt

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

*by*Sebastian Rausch & Jan Abrell

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

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

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

*by*Javier Alejandro López Aguilar

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

*by*Francesco Trebbi & Eric Weese

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

*by*Ana Paula Martins

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

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

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

*by*Robert Kollmann

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

*by*Maria Nieswand & Stefan Seifert

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

**Coordinating Cross-Country Congestion Management**

*by*Friedrich Kunz & Alexander Zerrahn

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

*by*Michael R. Powers & Martin Shubik

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

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

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

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

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

*by*Gianluca Femminis

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

*by*Alessandro Spelta

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

*by*Alessandro Spelta

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

*by*Fabian Goessling

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

*by*Brunnermeier, Markus K & Sannikov, Yuliy

**Solution Methods for Models with Rare Disasters**

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

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

*by*Blake Allison & Adib Bagh & Jason Lepore

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

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

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

*by*Rocco Roberto Cerchiara & Francesco Acri

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

*by*Don Fullerton & Chi L. Ta

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

*by*Floris Zoutman & Bas Jacobs & Egbert Jongen

**Calendar Anomalies in the Ukrainian Stock Market**

*by*Guglielmo Maria Caporale & Alex Plastun

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

*by*Zuzana Mucka

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

*by*Debra Hevenstone & Ben Jann

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

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

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

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

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

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

**Optimal Policy with General Signal Extraction**

*by*Esther Hauk & Andrea Lanteri & Albert Marcet

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

*by*Majid M. Al-Sadoon

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

*by*Paul De Grauwe & Eddie Gerba

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

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

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

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

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

*by*Gahler, Daniel & Hruschka, Harald

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

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

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

*by*Magdalena Erdem & Michela Scatigna

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

*by*Pascal Seppecher & Isabelle Laure Salle

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

*by*Slaven Smojver

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

*by*Vermeulen, Ben & Pyka, Andreas

**Prudential regulation in an artificial banking system**

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

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

*by*Wozniak, Marcin

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

*by*Mark Dean & Daniel Martin

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

*by*König, Michael David

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

*by*Oscar Claveria & Enric Monte & Salvador Torra

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

*by*Friederike Wall

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

*by*Robert Jump

**Confounded, augmented and constrained replicator dynamics**

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

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

*by*Thomas Brenner & Johann Peter Murmann

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

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

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

*by*Alberto Russo & Luca Riccetti & Mauro Gallegati

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

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

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

*by*Nils Crasselt & Christian Lohmann

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

*by*Stefan N. Groesser & Niklas Jovy

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

*by*Yuri Biondi & Simone Righi

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

*by*Anna Klabunde

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**Using sentiment surveys to predict GDP growth and stock returns**

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**Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization**

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**A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods**

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**Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis**

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**Additional Smoothing Transition Autoregressive Models**

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**Neuro-Fuzzy approach for the predictions of economic crisis**

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**Developing a simulator for the Greek electricity market**

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**Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation**

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**Processing savings and work decisions through Shannon's channels**

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**A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores**

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**The role in enabling government to organize and operate itself in a more efficient and cost effective manner by using the information technology**

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**The utilization of the executive informatics systems for management challenge implementation**

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**Oracle HRMS for the human resources management in the public sector**

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**Grid-enabled estimation of structural economic models**

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**Algorithmic complexity theory and the relative efficiency of financial markets - Updated**

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**On the optimality of academic rankings of regions with RePEc data**

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**Can planners control competitive generators?**

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**Experience vs. Obsolescence: A Vintage-Human-Capital Model**

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**Hedging error in Lévy models with a Fast Fourier Transform approach**

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**Supply Chain Coordination Model with Retailer fs Risk Attitudes**

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

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**The Italian Corporate Network, 1952-1983: New Evidence Using the Interlocking Directorates Technique**

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**On human capital and economic growth with random technology shocks**

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**Computational Complexity in Additive Hedonic Games**

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**Trend Extraction From Time Series With Structural Breaks and Missing Observations**

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**Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia**

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**Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise**

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**Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare**

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**Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation**

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**Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models**

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**A Real Option Approach to the Protection of a Habitat Dependent Endangered Species**

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**Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model**

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**Using Chebyshev Polynomials to Approximate Partial Differential Equations**

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**(The Evolution of) Post-Secondary Education: A Computational Model and Experiments**

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**Evaluating Government’s Policies on Promoting Smart Metering in Retail Electricity Markets via Agent Based Simulation**

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**Long-Term Growth and Short-Term Volatility: The Labour Market Nexus**

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**Network models and financial stability**

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**Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG**

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**PelicanHPC Tutorial**

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**A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics**

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**Evaluating Implications of Agricultural Policies in a Rural Region through a CGE Analysis**

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**Option Pricing by Partial Differential Equations**

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**Random Numbers and Monte Carlo Simulation**

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**Option Pricing and Binomial Methods**

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**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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**Representing fuzzy numbers for fuzzy calculus**

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

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

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

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**Applying Markowitz's Critical Line Algorithm**

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

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

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

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

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**Mises, Kantorovich and Economic Computation**

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

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

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

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

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**Risk: From Insurance to Finance**

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

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**Evolúciós alkalmazások előrejelzési modellekben II**

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**Looking for Arbitrage**

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**The importance of the embodied question revisited**

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

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

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**Local Interactions and Global Persistence**

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

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

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**Time is money**

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**Wissen gewinnen und gewinnen durch Wissen**

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**A Heuristic Approach to Portfolio Optimization**

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

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**How to Compute Equilibrium Prices in 1891**

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

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**Information technologies, embodiment and growth**

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

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

*by*Patrick Llerena & Vanessa Oltra

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*by*T. W. Epps

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*by*T. W. Epps

**Interest-Rate Dynamics**

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**Discontinuous Processes**

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**Models With Uncertain Volatility**

*by*T. W. Epps

**American Options And ‘Exotics’**

*by*T. W. Epps

**Black-Scholes Dynamics**

*by*T. W. Epps

**Pricing Under Bernoulli Dynamics**

*by*T. W. Epps

**Dynamics-Free Pricing**

*by*T. W. Epps

**Tools For Continuous-Time Models**

*by*T. W. Epps

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**Introduction And Overview**

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**Introduction to Primal-Dual Analysis**

*by*Kevin M. Currier

**Comparative Statics Theorems for Parameterized Optimization Problems**

*by*Kevin M. Currier

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*by*Cornelis A. Los

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*by*Cornelis A. Los

**Forwards And Futures**

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**Bond Portfolio Valuation And Management**

*by*Cornelis A. Los

**Option Pricing Ii**

*by*Cornelis A. Los

**Option Pricing I**

*by*Cornelis A. Los

**Complete Valuation And Dynamic Risk Theory**

*by*Cornelis A. Los

**Systematic Financial Risk Analysis**

*by*Cornelis A. Los

**Optimal Portfolio Formation**

*by*Cornelis A. Los

**Analysis Of Inexact Data Ii**

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**Analysis Of Exact Data I**

*by*Cornelis A. Los

**Fundamental Security Valuation**

*by*Cornelis A. Los

**Capital Budgeting And Analytic Formulas**

*by*Cornelis A. Los

**A Scientific Perspective**

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

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**Statistical Decision Theory: Methods And Applications**

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**Sampling Surveys: Methods And Applications**

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**Index Numbers And Stock Market Indexes**

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

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**Nonparametric Statistics**

*by*John C. Lee

**Other Topics In Applied Regression Analysis**

*by*John C. Lee

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

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**Simple Linear Regression And The Correlation Coefficient**

*by*John C. Lee

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

*by*John C. Lee

**Hypothesis Testing**

*by*John C. Lee

**Estimation And Statistical Quality Control**

*by*John C. Lee

**Other Continuous Distributions And Moments For Distributions**

*by*John C. Lee

**Sampling And Sampling Distributions**

*by*John C. Lee

**The Normal And Lognormal Distributions**

*by*John C. Lee

**Discrete Random Variables And Probability Distributions**

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**Probability Concepts And Their Alalysis**

*by*John C. Lee

**Numerical Summary Measures**

*by*John C. Lee

**Frequency Distributions And Data Analyses**

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**Data Collection And Presentation**

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**Introduction**

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**Comparative Statics Analysis in Economics**

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**Evolúciós alkalmazások előrejelzési modellekben I**

*by*Benedek, Gábor

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

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*by*Papahristodoulou, C.

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

*by*Papahristodoulou, C.

**On the Nucleous of Neighbour Games**

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

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

*by*Vial, J.-P.

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

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

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

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

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

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

*by*Roger Craine

**Double Checking for Two Error Types**

*by*Moors, J.J.A.

**On the Nucleolus of Neighbour Games**

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

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

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

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

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

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

*by*Joe Sexton & Anders Rygh Swensen

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

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*by*Buda, Rodolphe

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

*by*Fent, Thomas

**Adaptive agents in the House of Quality**

*by*Fent, Thomas

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

*by*Sergei Parinov

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

*by*MESNARD, Louis de

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

*by*MESNARD, Louis de

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

*by*Papahristodoulou, Christos

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

*by*Jensen, Bjarne Astrup

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

*by*Topper, Jürgen

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

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

**Machine Replacement, Technology Adoption and Convergence**

*by*Boucekkine, Raouf & Martinez, Blanca

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

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

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

*by*Collard, Fabrice & Juillard, Michel

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

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

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

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

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

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

*by*Dietmar P.J. Leisen

**Bidding for envy-freeness: A procedural approach to n-player fair-division problems**

*by*Claus-Jochen Haake & Matthias G. Raith & Francis Edward Su

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*by*ROBERT FERNHOLZ

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

*by*XING JIN & FRANK MILNE

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

*by*SERGEI ESIPOV & DAJIANG GUO

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

*by*DAJIANG GUO

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

*by*YINGZI ZHU & MARCO AVELLANEDA

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

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

**Piecewise Convex Function Estimation: Pilot Estimators**

*by*KURT S. RIEDEL

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

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

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

*by*MOSHE ARYE MILEVSKY & STEVEN E. POSNER

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

*by*RAPHAEL DOUADY

**Static Hedging Of Exotic Options**

*by*PETER CARR & KATRINA ELLIS & VISHAL GUPTA

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

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

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

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

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

*by*ALEXANDER LEVIN

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

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

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

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

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

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

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

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*by*Leech, D.

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

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

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**Risk Neutral Forecasting**

*by*Skouras, S.

**Numerical Solution of Dynamic Economic Models**

*by*Manuel Santos

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

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

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

*by*Paul McNelis & John Duffy

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

*by*Helena Ramalhinho-Lourenço

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

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

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

*by*José Niño-Mora

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

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

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

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

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

*by*Bennett T. McCallum

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

*by*Lawrence J. Christiano

**Simultaneous evolution of learning rules and strategies**

*by*Kirchkamp, Oliver

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

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**Genetic Algorithms and Economic Evolution**

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**Finite Element Modelling of Exotic Options**

*by*Topper, Jürgen

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

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

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

**Technological Competition a Qualitative Product Life Cycle**

*by*Marco Valente

**Laboratory for Simulation Development**

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**Hedging Exotic Options**

*by*Peter G. Zhang

**Other Exotic Options**

*by*Peter G. Zhang

**Contingent Premium Options**

*by*Peter G. Zhang

**Chooser Options**

*by*Peter G. Zhang

**Compound Options**

*by*Peter G. Zhang

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

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**American Options**

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**Vanilla Options**

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**Option Pricing Methodology**

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**From Vanilla Options To Exotic Options**

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

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**Computability of Preference, Utility, and Demand**

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**Learning of cycles and sunspot equilibria by Genetic Algorithms (*)**

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**Modeling languages in computational economics: Gams**

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**Computation of equilibria in finite games**

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**Full Sample Maximum Likelihood Estimation of Dynamic Demand Models**

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**Le Rapport Industrie - Agriculture Et Le Developpement Economique**

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**Solving Nonlinear Economic Models Accurately Via a Linear Representation**

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*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix**

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**A Simulation Study on FIML Covariance Matrix**

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**Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study**

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**Sparse matrix methods for computable general equilibrium models of the Johansen class**

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**The asymptotic distribution of power spectra in dynamic econometric models**

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**Stochastic simulation experiments on Model 5 of Bonn University**

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**The asymptotic distribution of impact multipliers for a non-linear structural econometric model**

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**Monte Carlo methods in econometrics: a package for the stochastic simulation**

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**Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971**

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**Replicating Portfolio Approach to Capital Calculation**

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**Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies**

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