## 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.

**Cost-effectiveness and incidence of renewable energy promotion in Germany**

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

**Financial frictions and regime switching: The role of collateral asset in emerging stock market**

*by*Awijen, Haithem & Hammami, Sami

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

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

**What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model**

*by*Pascal Seppecher & Isabelle Salle & Marc Lavoie

**Inequality, redistributive policies and multiplierdynamics in an agent-based model with credit rationing**

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

**Computational analysis of source receptor air pollution problems**

*by*Halkos, George & Tsilika, Kyriaki

**Securitisation and Business Cycle: An Agent-Based Perspective**

*by*Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano

**A multiplier evaluation of primary factors supply–shocks**

*by*M. Alejandro Cardenete & M. Carmen Lima & Ferran Sancho

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

*by*Don Fullerton & Chi L. Ta

**A network-based approach to technology transfers in the context of climate policy**

*by*Solmaria Halleck Vega & Antoine Mandel

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

*by*João Silvestre

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

*by*Nikolay A Andreev

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

*by*Fischer, Thomas

**Case Study of the Moldovan Bank Fraud: Is Early Intervention the Best Central Bank Strategy to Avoid Financial Crises?**

*by*Alexandru Monahov & Thomas Jobert

**On the gains of using high frequency data and higher moments in Portfolio Selection**

*by*Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

**Green tax reform, endogenous innovation and the growth dividend**

*by*Christos Karydas & Lin Zhang

**Uncertainty Quantification and Global Sensitivity Analysis for Economic Models**

*by*Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel

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

*by*Sander Renes & Floris Zoutman

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

*by*Daniele Coin

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

*by*Luzius Stricker & Moreno Baruffini

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

*by*Petra Ahrweiler

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

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

**Indeterminacy in stochastic overlapping generations models: real effects in the long run**

*by*Zhigang Feng & Matthew Hoelle

**Computing deltas without derivatives**

*by*D. Baños & T. Meyer-Brandis & F. Proske & S. Duedahl

**Агент-Ориентированное Моделирование Оптового Рынка Электроэнергии России**

*by*Рашидова Е. А.

**Интеграция Подхода «Затраты – Выпуск» В Агент-Ориентированное Моделирование. Часть 1. Методологические Основы**

*by*Доможиров Д. А. & Ибрагимов Н. М. & Мельникова Л. В. & Цыплаков А. А.

**The Economic Evaluation of Floods Using Spatial Software Aplication**

*by*Ekaterina Bogomilova

**Knowledge Discovery from Unstructured Data using Sentiment Analysis**

*by*Stanimira Yordanova & Kamelia Stefanova

**Az adózói magatartás különféle magyarázatai**

*by*Semjén, András

**Dynamic coordinating non-equilibrium**

*by*Santiago J. Gangotena

**Entrepreneurship, search costs, and ecological rationality in an agent-based economy**

*by*James Caton

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

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

**Robust Monte Carlo Method for R&D Real Options Valuation**

*by*Marta Biancardi & Giovanni Villani

**Searching for Inefficiencies in Exchange Rate Dynamics**

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

**A note on the Estimation of a Gamma-Variance Process: Learning from a Failure**

*by*Gian P. Cervellera & Marco P. Tucci

**Global Banking on the Financial Network Modelling: Sectorial Analysis**

*by*Fathin Faizah Said

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

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

*by*Abrell, Jan & Rausch, Sebastian

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

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

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

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

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

*by*Cantia, Catalin & Tunaru, Radu

**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.

**Solving and simulating unbalanced growth models using linearization about the current state**

*by*Phillips, Kerk L.

**Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market**

*by*Nonejad, Nima

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

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

**Transaction Costs and Prospects for Public-private Partnership in the Russian Mineral Resourse Sector**

*by*Irina Glazyrina & Sergey Lavlinskii

**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

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

*by*Abrell, Jan & Rausch, Sebastian

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

*by*Korzinov, Vladimir & Savin, Ivan

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

*by*Herrmann, Johannes Karl & Savin, Ivan

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

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

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

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

**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

**An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises**

*by*Russo, Alberto

**The Use of Quantitative Economic Techniques in EU Merger Control**

*by*Buettner, Thomas & Federico, Giulio & Lorincz, Szabolcs

**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

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

*by*Mittag, Nikolas

**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

**New-Issues Markets as behavioral barriers to entry: an agent-based model of choices and market structure**

*by*Ulisses L. Morais & Adelino M. G. Fortunato & Ernesto J. F. Costa

**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**

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