## 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.

**Shifting taxes from labor to consumption: More employment and more inequality**

*by*Pestel, Nico & Sommer, Eric

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

*by*Vermeulen, Ben & Pyka, Andreas

**Stock market cycles and supply side dynamics**

*by*de Grauwe, Paul & Gerba, Eddie

**Social acceptance of green energy and dynamic electricity tariffs - a short review**

*by*Anna Kowalska-Pyzalska

**Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy**

*by*Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

**Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading**

*by*Marco Corazza & Andrea Sangalli

**Testing the lag structure of assets’ realized volatility dynamics**

*by*Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin

**A Practical, Universal, Information Criterion over Nth Order Markov Processes**

*by*Sylvain Barde

**npbr: A Package for Nonparametric Boundary Regression in R**

*by*Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk

**A Welfare Assessment of Revenue Management Systems**

*by*Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

**Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection**

*by*Zhen, J. & den Hertog, D.

**An interior-point path-following method for computing a perfect stationary point of a polynomial mapping on a polytope**

*by*Dang, Chuangyin & Meng, Xiaoxuan & Talman, Dolf

**Globalized robust optimization for nonlinear uncertain inequalities**

*by*Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P.

**Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity**

*by*Lin Zhao & Sweder van Wijnbergen

**Assigning Multiple Job Types to Parallel Specialized Servers**

*by*Dinard van der Laan

**Congestion Pricing in Urban Polycentric Networks with Distorted Labor Markets: A Spatial General Equilibrium Model for the Area Randstad**

*by*Ioannis Tikoudis

**Tail Mutual Exclusivity and Tail-Var Lower Bounds**

*by*Ka Chun Cheung & Michel Denuit & Jan Dhaene

**Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior**

*by*Runhuan Feng & Xiaochen Jing & Jan Dhaene

**The Effect of Demand-Driven Structural Transformations on Growth and Technological Change**

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

**Effect of Homophily on Network Evolution**

*by*Kibae Kim & Jörn Altmann

**Using Service Design to Manage Emergent Services**

*by*Tung-Hsiang Chou

**Location Quotient,Coefficient of Specialization and Shift-Share**

*by*Juan Tomas Sayago-Gomez & Caleb Stair

**An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model**

*by*Chattopadhyay, Siddhartha & Agrawal, Manasi

**Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration**

*by*Li, Xi Hao & Gallegati, Mauro

**Major Defects of the Market Economy**

*by*Kakarot-Handtke, Egmont

**Regional Input-Output Analysis of A Mega-Event: Possible Impact of EXPO on Izmir Economy**

*by*Aydoğuş, Osman & Deger, Cagacan & Tunalı Çalışkan, Elif & Gürel Günal, Gülçin

**An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox**

*by*Albers, Scott

**Автоматизация Деятельности Страховой Компании**

*by*Meshcherjakova, Natalya & Lisizina, Uliya & Lichachenko, Victoriya

**Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy**

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

**Information money fields of cyclic oscillations in nonlinear dynamic economic system**

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

**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

**The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model**

*by*Medel, Carlos & Pincheira, Pablo

**The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions**

*by*Afanasyev, Dmitriy & Fedorova, Elena

**Returns to tail hedging**

*by*Bell, Peter N

**Mineral exploration as a game of chance**

*by*Bell, Peter N

**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

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

**Formal Approaches to Socio Economic Policy Analysis - Past and Perspectives**

*by*Gräbner, Claudius

**A dynamic aggregate supply and aggregate demand model with Matlab**

*by*José M. Gaspar

**Impact of a Financial Transaction Tax on a Financial Market**

*by*Roman Šperka & Irena Szarowská

**A Tractable Framework for Analyzing a Class of Nonstationary Markov Models**

*by*Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener

**Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data**

*by*Weihong HUANG & Yu ZHANG

**A Simple Probabilistic Approach of the Yard-Sale Model**

*by*Christophe Chorro

**Shapley Allocation, Diversification and Services in Operational Risk**

*by*Peter Mitic & Bertrand K. Hassani

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

**The Evolution of a "Kantian Trait": Inferring from the Dictator Game**

*by*Lorenzo Cerda Planas

**Pushing the Tipping in International Environmental Agreements**

*by*Lorenzo Cerda Planas

**The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process**

*by*Nicolas Bouleau & Christophe Chorro

**The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process**

*by*Nicolas Bouleau & Christophe Chorro

**The Bank Capital Regulation (BCR) Model**

*by*Hyejin Cho

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Inequality, mobility and the financial accumulation process: A computational economic analysis**

*by*Yuri Biondi & Simone Righi

**A Comprehensive Simulation Study on the Forward Imputation**

*by*Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

**Impacts of Cambodia's Tariff Elimination on Household Welfare and Labor Market: a CGE Approach**

*by*Heng Dyna & Senh Senghor & Ear Sothy & Kanga Em

**Decisions to Harvest and Spatial Interactions**

*by*Eric N. Kéré & Serge Garcia & Arnaud Dragicevic

**The dynamics of exploitation and class in accumulation conomies**

*by*Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara

**Slow and steady wins the race: approximating Nash equilibria in nonlinear quadratic tracking games**

*by*Dimitri Blueschke & Viktoria Blüschke-Nikolaeva & Ivan Savin

**Behavioral characteristics of applied general equilibrium models with an Armington-Krugman-Melitz encompassing module**

*by*Oyamada, Kazuhiko

**Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model**

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

**A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity**

*by*Grey Gordon & Shi Qiu

**Factorisable Sparse Tail Event Curves**

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

**A Tractable Framework for Analyzing a Class of Nonstationary Markov Models**

*by*Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener

**Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits**

*by*Nikolay A. Andreev

**Forecasting Moscow Ambulance Trips**

*by*Filipp Bykov & Vladimir A. Gordin

**Decomposing bivariate dominance for social welfare comparisons**

*by*Gottschalk, Tina & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter

**Liberalizing Russian gas markets – an economic analysis**

*by*Aune, Finn Roar & Golombek, Rolf & Moe, Arild & Rosendahl , Knut Einar & Le Tissier, Hilde Hallre

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

*by*Westin , Jonas & de Jong , Gerard & Vierth , Inge & Krüger , Niclas & Karlsson, Rune & Johansson, Magnus

**Euro area monetary and fiscal policy tracking design in the time-frequency domain**

*by*Crowley, Patrick & Hudgins, David

**Factors to Curb Tax Evasion: Evidences from the TAXSIM Agent-Based Simulation Model**

*by*Laszlo Gulyas & Tamás Mahr & Istvan Janos Toth

**Mortgages denominated in domestic and foreign currencies: Simple models**

*by*Julia Kiraly & Andras Simonovits

**The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting**

*by*Alexandru Monahov

**Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation**

*by*Nathalie Oriol & Iryna Veryzhenko

**Portfolio Management With Higher Moments: The Cardinality Impact**

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

**Efficient Skewness/Semivariance Portfolios**

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

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Financing and advising with (over)confident entrepreneurs : an experimental investigation**

*by*Nicolas Houy & François Le Grand

**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

**Global sensitivity analysis of an energy-economy model of the residential building sector**

*by*Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion

**The Method of Endogenous Gridpoints in Theory and Practice**

*by*Matthew N. White

**The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?**

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

**Renewable Energy Support in Germany: Surcharge Development and the Impact of a Decentralized Capacity Mechanism**

*by*Thure Traber & Claudia Kemfert

**Long-Term Price Overreactions: Are Markets Inefficient?**

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

**Bank Networks: Contagion, Systemic Risk and Prudential Policy**

*by*Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia

**CompDTIMe: Computing one-dimensional invariant manifolds for saddle points of discrete time dynamical systems**

*by*Anastasiia Panchuk

**Bank Networks: Contagion, Systemic Risk and Prudential Policy**

*by*Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester

**Industry location and wages: The role of market size and accessibility in trading networks**

*by*Barbero, Javier & Behrens, Kristian & Zofio, Jose L.

**A Welfare Assessment of Revenue Management Systems**

*by*Dupuis, Nicolas & Ivaldi, Marc & Pouyet, Jérôme

**A dynamic approach to intraday liquidity needs**

*by*Freddy Cepeda L. & Fabio Ortega C.

**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

**Pareto Improving Climate Policies: Distributing the Benefits across Generations and Regions**

*by*Michael Hoel & Sverre A.C. Kittelsen & Snorre Kverndokk

**Liberalizing Russian Gas Markets - An Economic Analysis**

*by*Finn Roar Aune & Rolf Golombek & Hilde Hallre & Arild Moe & Knut Einar Rosendahl

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

*by*Nikolas Mittag

**Is the Maastricht debt limit safe enough for Slovakia?**

*by*Zuzana Mucka

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

*by*Zuzana Mucka & Michal Horvath

**Sound Auction Specification and Implementation**

*by*Marco B Caminati & Manfred Kerber & Christoph Lange & Colin Rowat

**Stock price related financial fragility and growth patterns**

*by*AÃŸmuth, Pascal

**Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective**

*by*K. Galušcák & G. Kátay

**DPB: Dynamic Panel Binary data models in Gretl**

*by*Riccardo Lucchetti & Claudia Pigini

**Institutional Dynamics Under Revenue Volatility and Revenue-Dependent Lobbying Power: A Stochastic Differential Game Approach**

*by*Raouf Boucekkine & Fabien Prieur & Benteng Zou

**Comparison of Different Simulations Methods in Case of Service-Providing Companies**

*by*Biserka Runje & Elizabeta Krstic Vukelja & Amalija Horvatic

**Modelling the economic impacts of climate change on global and European agriculture: Review of economic structural approaches**

*by*Fernández, Francisco J. & Blanco, Maria

**Homo Economicus and Homo Sapiens**

*by*Goldstone, Robert L.

**Using the Discrete Model to Derive Optimal Income Tax Rates**

*by*Spencer Bastani

**On the Ability to Disentangle the Two Errors in the Normal/Half-Normal Stochastic Frontier Model /Sobre la capacidad de separar los dos errores en el modelo de frontera estocástica normal/half-normal**

*by*GAVILAN, JOSE M. & ORTEGA IRIZO, FCO. JAVIER

**Hossz- és keresztmetszeti egyensúly az életpálya finanszírozásában**

*by*Simonovits, András

**Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek**

*by*Simonovits, András & Király, Júlia

**The simulation properties of microsimulation models with static and dynamic ageing – a brief guide into choosing one type of model over the other**

*by*Gijs Dekkers

**Productivity Shocks and Monetary Policy in a Two-Country Model**

*by*Tae-Seok Jang & Eiji Okano

**Nonlinear multiplier–accelerator model with investment and consumption delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**Dynamic monopoly with multiple continuously distributed time delays**

*by*Matsumoto, Akio & Szidarovszky, Ferenc

**Why are aggregate equity payouts pro-cyclical?**

*by*Huang-Meier, Winifred & Freeman, Mark C. & Mazouz, Khelifa

**Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK**

*by*Crowley, Patrick M. & Hughes Hallett, Andrew

**Duration of bankruptcy proceedings and monetary policy effectiveness**

*by*Aysun, Uluc

**Quote inefficiency in options markets**

*by*Longarela, Iñaki R. & Mayoral, Silvia

**Pricing currency derivatives under the benchmark approach**

*by*Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard

**Counterparty risk for CDS: Default clustering effects**

*by*Bo, Lijun & Capponi, Agostino

**Costs and benefits of financial regulation: Short-selling bans and transaction taxes**

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

**Polynomial-time computation of exact correlated equilibrium in compact games**

*by*Jiang, Albert Xin & Leyton-Brown, Kevin

**Optimal hedging strategy for risk management on a network**

*by*Gao, Tianjiao & Gupta, Aparna & Gulpinar, Nalan & Zhu, Yun

**A note on using the Hodrick–Prescott filter in electricity markets**

*by*Weron, Rafał & Zator, Michał

**Electricity market-clearing prices and investment incentives: The role of pricing rules**

*by*Herrero, Ignacio & Rodilla, Pablo & Batlle, Carlos

**The Clean-Development Mechanism, stochastic permit prices and energy investments**

*by*Hieronymi, Philipp & Schüller, David

**Real option valuation of power transmission investments by stochastic simulation**

*by*Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

**A spatial autoregressive model with a nonlinear transformation of the dependent variable**

*by*Xu, Xingbai & Lee, Lung-fei

**Solving and estimating linearized DSGE models with VARMA shock processes and filtered data**

*by*Meyer-Gohde, Alexander & Neuhoff, Daniel

**Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling**

*by*Nonejad, Nima

**On the uniqueness of solutions to rational expectations models**

*by*Heiberger, Christopher & Klarl, Torben & Maußner, Alfred

**Nonparametric estimation of utility function in first-price sealed-bid auctions**

*by*Kim, Dong-Hyuk

**Exploring sprawl: Results from an economic agent-based model of land and housing markets**

*by*Magliocca, Nicholas & McConnell, Virginia & Walls, Margaret

**Implied volatility and the risk-free rate of return in options markets**

*by*Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco

**Modeling expectations in agent-based models — An application to central bank's communication and monetary policy**

*by*Salle, Isabelle L.

**Approximate dynamic programming with post-decision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Solving and estimating indeterminate DSGE models**

*by*Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni

**Endogenous leverage and asset pricing in double auctions**

*by*Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim

**A simple method for computing equilibria when asset markets are incomplete**

*by*Ma, Wei

**Fiscal and monetary policies in complex evolving economies**

*by*Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania

**Computation of Greeks using binomial trees in a jump-diffusion model**

*by*Suda, Shintaro & Muroi, Yoshifumi

**Overlapping portfolios, contagion, and financial stability**

*by*Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel

**Price dynamics, financial fragility and aggregate volatility**

*by*Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert

**Estimation of ergodic agent-based models by simulated minimum distance**

*by*Grazzini, Jakob & Richiardi, Matteo

**Towards a credit network based early warning indicator for crises**

*by*Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio

**Tipping points in macroeconomic agent-based models**

*by*Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe

**Application of Real Options Theory to the Assessment of Public Incentives for Onshore Wind Energy Development in Spain**

*by*José Balibrea-Iniesta & Antonio Sánchez-Soliño & Antonio Lara-Galera

**Computing Markov-Perfect Optimal Policies in Business-Cycle Models**

*by*Richard Dennis & Tatiana Kirsanova

**A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization**

*by*Pham, Huyên & Langrené, Nicolas & Kharroubi, Idris

**Corporate cash hoarding in a model with liquidity constraints**

*by*Mazelis, Falk

**Decomposing Risk in Dynamic Stochastic General Equilibrium**

*by*Lan, Hong & Meyer-Gohde, Alexander

**Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model**

*by*Sacht, Stephen

**Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods**

*by*Ludwig, Alexander & Schön, Matthias

**Monetary policy implementation in an interbank network: Effects on systemic risk**

*by*Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter

**Computational Economic Modeling of Migration**

*by*Klabunde, Anna

**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

**A calibration procedure for analyzing stock price dynamics in an agent-based framework**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

**Bank's strategies during the financial crisis**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

**Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market**

*by*Fischer, Thomas & Riedler, Jesper

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

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

**The impact of Basel III on financial (in)stability: An agent-based credit network approach**

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

**Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework**

*by*Sacht, Stephen

**Analysis of various shocks within the high-frequency versions of the baseline New-Keynesian model**

*by*Sacht, Stephen

**Filling in the blanks: Network structure and interbank contagion**

*by*Anand, Kartik & Craig, Ben & von Peter, Goetz

**Modeling consumer opinions towards dynamic pricing: An agent-based approach**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

**Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach**

*by*Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron

**Risk Assessment Under A Nonlinear Fiscal Policy Rule**

*by*Christos Shiamptanis

**Dynamic monopoly with demand delay**

*by*Akio Matsumoto & Keiko Nakayama

**Can Dreams Come True? Eliminating Extreme Poverty In Africa By 2030**

*by*Mthuli Ncube & Zuzana Brixiova & Zorobabel Bicaba

**Circuits of Iterated Foata Maps**

*by*Francesco Mason & Andrea Borghesan

**Trade-in programs in the context of technological innovation with herding**

*by*Paolo Pellizzari & Elena Sartori & Marco Tolotti

**Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models**

*by*Bernd Funovits

**Fiscal and Monetary Policies in Complex Evolving Economies**

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

**Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading**

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

**European option pricing with constant relative sensitivity probability weighting function**

*by*Martina Nardon & Paolo Pianca

**Understanding the dynamics of violent political revolutions in an agent-based framework**

*by*Alessandro Moro

**Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance**

*by*Diana Barro & Elio Canestrelli & Fabio Lanza

**Q-Learning-based financial trading systems with applications**

*by*Marco Corazza & Francesco Bertoluzzo

**Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?**

*by*Roberto Roson & Kazuhiko Oyamada

**The simplicity of optimal trading in order book markets**

*by*Paolo Pellizzari & Dan Ladley

**Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications**

*by*Roberto Roson & Kazuhiko Oyamada

**Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach**

*by*Roberto Roson & Franz Hubert

**Position-Limit Design for the CSI 300 Futures Markets**

*by*Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi

**A Consistent Framework for Modelling Basis Spreads in Tenor Swaps**

*by*Yang Chang & Erik Schlogl

**A note on the estimation of a Gamma-Variance process: Learning from a failure**

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

**Fiscal and monetary policies in complex evolving economies**

*by*Fagiolo G. & Treibich T.G. & Roventini A. & Napoletano M. & Dosi G.

**The Dynamics of Exploitation and Class in Accumulation Economies**

*by*Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki

**Learning and coordinating in a multilayer network**

*by*Haydée Lugo & Maxi San Miguel

**An ex ante evaluation of the Revenu de Solidarité Active by micro-macro simulation techniques**

*by*Luciano Canova & Luca Piccoli & Amedeo Spadaro

**Personal Income Tax Reforms: a Genetic Algorithm Approach**

*by*Matteo Morini & Simone Pellegrino

**Implied Volatility and the Risk-Free Rate of Return in Options Markets**

*by*Marcelo Bianconi & Scott MacLachlan & Marco Sammon

**Aggregate Production Functions and Neoclassical Properties: An Empirical Verification**

*by*Stefano Zambelli

**Robust Measurement of National Technological Progress**

*by*Stefano Zambelli & Thomas Fredholm & Ragupathy Venkatachalam

**Constructive and Computable Hahn-Banach Theorems for the (Second) Fundamental Theorem of Welfare Economics**

*by*K.Vela Velupillai

**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.

**Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance**

*by*León, C. & Machado, C. & Murcia, A.

**Research among Copycats: R&D, Spillovers, and Feedback Strategies**

*by*Grega Smrkolj & Florian Wagener

**How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model**

*by*Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**A Comparison of Optimal Policy Rules for Pre and Post Inflation Targeting Eras : Empirical Evidence from Bank of Canada**

*by*Neslihan Kaya

**Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach**

*by*Vuslat Us

**Strategic Stability in Poisson Games**

*by*Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta

**Fiscal and monetary policies in complex evolving economies**

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

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

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

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

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

**Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints**

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

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**Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation**

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

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