## 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.

**Optimal Income Support for Lone Parents in the Netherlands: Are We There Yet?**

*by*Henk-Wim de Boer & Egbert Jongen

**Inventor mobility index: A method to disambiguate inventor careers**

*by*Doherr, Thorsten

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

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

**The economic impact of Brexit: Evidence from modelling free trade agreements**

*by*Belke, Ansgar & Gros, Daniel

**The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?**

*by*Krug, Sebastian

**Policy experiments in an agent-based model with credit networks**

*by*Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob

**What moves the Beveridge curve and the Phillips curve: An agent-based analysis**

*by*Chen, Siyan & Desiderio, Saul

**Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market**

*by*Schasfoort, Joeri & Stockermans, Christopher

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

*by*Awijen, Haithem & Hammami, Sami

**Information heterogeneity, housing dynamics and the business cycle**

*by*Guo, Zi-Yi

**Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment**

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

**M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements**

*by*Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf

**Market entry waves and volatility outbursts in stock markets**

*by*Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank

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

*by*Christos Shiamptanis

**Simulation error in maximum likelihood estimation of discrete choice models**

*by*Mikołaj Czajkowski & Wiktor Budziński

**Management of knee osteoarthritis in Italy. A cost-utility analysis of Platelet-Rich-Plasma dedicated kit versus Hyaluronic acid for the intra-articular treatment of knee OA**

*by*Salvatore Russo & Stefano Landi & Paolo Landa

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

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

**A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors**

*by*Mesias Alfeus & Martino Grasselli & Erik Schlögl

**Stabilizing an Unstable Complex Economy-On the limitations of simple rules**

*by*Isabelle Salle & Pascal Seppecher

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

*by*Pascal Seppecher & Isabelle Salle & Marc Lavoie

**Economic diversification: Explaining the pattern of diversification in the global economy and its implications for fostering diversification in poorer countries**

*by*Freire Junior, Clovis

**Structural Changes and Growth Regime**

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

**Structural Changes and Growth Regimes**

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

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

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

**Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model**

*by*Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Sandro Sapio

**Agent-Based Model Calibration using Machine Learning Surrogates**

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**Productivity, Taxation and Evasion: An Analysis of the Determinants of the Informal Economy**

*by*Alessandro Di Nola & Georgi Kocharkov & Aleksandar Vasilev

**Social Network Structure and The Trade-Off Between Social Utility and Economic Performance**

*by*Katarzyna Growiec & Jakub Growiec & Bogumil Kaminski

**Development of sustainable product innovations**

*by*Stig Ottosson

**A functional perspective on financial networks**

*by*Edoardo Gaffeo & Massimo Molinari

**The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model**

*by*Vincenzo Atella & Federico Belotti & Ludovico Carrino & Andrea Piano Mortari

**Economic Analysis of Price Premiums in the Presence of Non-convexities - Evidence from German Electricity Markets**

*by*Paschmann, Martin

**Leveraging the Benefits of Integrating and Interacting Electric Vehicles and Distributed Energy Resources**

*by*Paschmann, Martin

**Reliability in Multy-Regional Power Systems - Capacity Adequacy and the Role of Interconnectors**

*by*Hagspiel, Simeon & Knaut, Andreas & Peter, Jakob

**The impact of environmental regulations on the farmland market and farm structures: An agent-based model applied to the Brittany region of France**

*by*Elodie Letort & Pierre Dupraz & Laurent Piet

**Simulating the Mutual Sequential Mate Search Model under Non-homogenous Preferences**

*by*Saglam, Ismail

**The role of human assets in economic growth: theory and empirics**

*by*Diallo, Ibrahima Amadou

**How Large Should the “Bullets” be? Dissecting the Role of Unilateral and Tie Punishment in the Provision of Public Goods**

*by*Liu, Jia & Riyanto, Yohanes Eko & Zhang, Ruike

**Consumption & Class in Evolutionary Macroeconomics**

*by*Rengs, Bernhard & Scholz-Waeckerle, Manuel

**Practical Considerations for Questionable IVs**

*by*Clarke, Damian & Matta, Benjamín

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Highly resolved optimal renewable allocation planning in power systems under consideration of dynamic grid topology**

*by*Slednev, Viktor & Bertsch, Valentin & Ruppert, Manuel & Fichtner, Wolf

**A New Heuristic in Mutual Sequential Mate Search**

*by*Saglam, Ismail

**Agent-based modelling. History, essence, future**

*by*Hanappi, Hardy

**OPEC, Saudi Arabia, and the Shale Revolution: Insights from Equilibrium Modelling and Oil Politics**

*by*Ansari, Dawud

**What drives the profitability of household PV investments, self-consumption and self-sufficiency?**

*by*Bertsch, Valentin & Geldermann, Jutta & Lühn, Tobias

**Between Trust and Performance: Exploring Socio-Economic Mechanisms on Directed Weighted Regular Ring with Agent-Based Modeling**

*by*Gao, Lin

**Multi winner Approval Voting: An Apportionment Approach**

*by*Brams, Steven J. & Kilgour, D. Marc & Potthoff, Richard F.

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

*by*Halkos, George & Tsilika, Kyriaki

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

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

**Hill-Climbing Algorithm for Robust Emergency System Design with Return Preventing Constraints**

*by*Marek Kvet & Jaroslav Janáèek

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

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

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

*by*Francesco Bianchi & Giovanni Nicolò

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

*by*Don Fullerton & Chi L. Ta

**Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting**

*by*Siem Koopman & André Lucas & Marcin Zamojski

**Bayesian Inference for a 1-Factor Copula Model**

*by*Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

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

*by*Solmaria Halleck Vega & Antoine Mandel

**Agent-Based Modelingâ€™s Open Methodology Approach: Simulation, Reflexivity, and Abduction**

*by*Davis, John B.

**Assessing structural change in the Maltese economy via the application of a hypothetical extraction analysis**

*by*Ian P.Cassar

**Cost-effectiveness analysis of PET-CT guided management for locally advanced head and neck cancer**

*by*Alison F Smith & Peter Hall & Claire Hulme & Janet A Dunn & Christopher C McConkey & Joy K Rahman & Christopher McCabe & Hisham Mehanna

**Random Matching under Priorities: Stability and No Envy Concepts**

*by*Haris Aziz & Bettina Klaus

**Dynamic Principalâ€“Agent Models**

*by*Philipp Renner & Karl Schmedders

**Robust Toll Pricing**

*by*Trivikram Dokka Venkata Satyanaraya & Fabrice Talla Nobibon & Sonali Sen Gupta & Alain Zemkoho

**Productivity, Taxation and Evasion: An Analysis of the Determinants of the Informal Economy**

*by*Alessandro Di Nola & Georgi Kocharkov & Aleksandar Vasilev

**Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations**

*by*Thorir Bjarnason & Einar Jón Erlingsson & Bulent Ozel & Hlynur Stefánsson & Jón Thor Sturluson & Marco Raberto

**Would a Euro's Depreciation Improve the French Economy?**

*by*Magnani, Riccardo & Piccoli, Luca & Carré, Martine & Spadaro, Amedeo

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

*by*João Silvestre

**A Primer on Bayesian Distributional Regression**

*by*Thomas Kneib & Nikolaus Umlauf

**Linear Time Iteration**

*by*Rendahl, Pontus

**Global ownership and corporate control networks**

*by*Armando Rungi & Gregory Morrison & Fabio Pammolli

**Generalized Entropy and Model Uncertainty**

*by*Alexander Meyer-Gohde &

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

*by*Nikolay A Andreev

**Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics**

*by*Boehl, Gregor & Fischer, Thomas

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

*by*Fischer, Thomas

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

*by*Alexandru Monahov & Thomas Jobert

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

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

**Actors, Decision-making, and Institutions in Quantitative System Modelling**

*by*Enrica De Cian & Shouro Dasgupta & Andries F. Hof & Mariësse A.E. van Sluisveld & Jonathan Köhler & Benjamin Pfluger & Detlef P. van Vuuren

**Faraway, so close : coupled climate and economic dynamics in an agent based integrated assessment model**

*by*Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio

**Agent-based model calibration using machine learning surrogates**

*by*Frencesco Lamperti & Andrea Roventini & Amir Sani

**Causes and consequences of hysteresis : aggregate demand, productivity and employment**

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

**Inequality, Redistributive Policies and multipliers dynamics in an agent based model with Credit rationing**

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

**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

**Tractable likelihood-based estimation of non- linear DSGE models**

*by*Robert Kollmann

**The Day of the Week Effect in the Crypto Currency Market**

*by*Guglielmo Maria Caporale & Alex Plastun

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

*by*Michael R. Powers & Martin Shubik

**Tractable Likelihood-Based Estimation of Non-Linear DSGE Models**

*by*Kollmann, Robert

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

*by*Bianchi, Francesco & Nicolò, Giovanni

**¿Es conveniente una autoridad monetaria “blanda”?**

*by*Carlos E. Posada & Alfredo Villca

**Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach**

*by*Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang

**The Day of the Week Effect in the Crypto Currency Market**

*by*Guglielmo Maria Caporale & Alex Plastun

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

*by*Sander Renes & Floris Zoutman

**Agent-Based Risk Assessment Model of the European Banking Network**

*by*Tomas Klinger & Petr Teply

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

*by*Sebastian Deininger & Dietmar Maringer

**Modelling a small open economy using a wavelet-based control model**

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

**Machine learning at central banks**

*by*Chakraborty, Chiranjit & Joseph, Andreas

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

*by*Daniele Coin

**BIMic: the Bank of Italy microsimulation model for the Italian tax and benefit system**

*by*Nicola Curci & Marco Savegnago & Marika Cioffi

**Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data**

*by*Jose Fique

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

*by*Vadym Lepetyuk & Lilia Maliar & Serguei Maliar

**Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models**

*by*Andrea Nocera

**Automated interpretable computational bilogy in the clinic: a framework to predicst disease severity and stratify patients from clinical data**

*by*Soumya Banerjee

**Endogenizing Total Factor Productivity: The Foreign Direct Investment channel in the case of Bulgaria (2004-2013)**

*by*Peseva, Milena & Vasilev, Aleksandar

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

*by*Angelov, Aleks & Vasilev, Aleksandar

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

*by*Luzius Stricker & Moreno Baruffini

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

*by*Mónica Navarrete & Patricio Aroca & Jorge Bernal

**A Kinked Health Insurance Market: Employer-Sponsored Insurance under the Cadillac Tax**

*by*Coleman Drake & Lucas Higuera & Fernando Alarid-Escudero & Roger Feldman

**Data-driven development in the smart city: Generative design for refugee camps in Luxembourg**

*by*Elie Daher & Sylvain Kubicki & Annie Guerriero

**Energy balancing accross cities: Virtual Power Plant prototype and iURBAN case studies**

*by*Michael Oates & Aidan Melia & Valeria Ferrando

**Energy efficiency facets: innovative district cooling systems**

*by*Francesco Passerini & Raymond Sterling & Markus Keane & Krzysztof Klobut & Andrea Costa

**The miracle of peer review and development in science: an agent-based model**

*by*Simone Righi & Károly Takács

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

*by*Petra Ahrweiler

**A new approach for the quantification of qualitative measures of economic expectations**

*by*Oscar Claveria & Enric Monte & Salvador Torra

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

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

**Improvement of a Bio-Economic Mathematical Programming Model in the Case of On-Farm Source Inputs and Outputs**

*by*Parisa Aghajanzadeh-Darzi & Pierre-Alain Jayet & Athanasios Petsakos

**Genetic algorithm learning in a New Keynesian macroeconomic setup**

*by*Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits

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

*by*Noemi Schmitt & Frank Westerhoff

**The effects of heterogeneous interaction and risk attitude adaptation on the evolution of cooperation**

*by*Weijun Zeng & Minqiang Li & Nan Feng

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

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

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

*by*Zhigang Feng & Matthew Hoelle

**Complexity and model comparison in agent based modeling of financial markets**

*by*Alexandru Mandes & Peter Winker

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

*by*Alberto Russo

**Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-based Model with Credit Rationing**

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

**Innovation Dynamics and Industry Structure Under Different Technological Spaces**

*by*Alessandro Caiani

**Simple vs. Sophisticated Rules for the Allocation of Voting Weights**

*by*N. Maaser

**Multilevel Monte Carlo for exponential Lévy models**

*by*Michael B. Giles & Yuan Xia

**Computing deltas without derivatives**

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

**Convex incentives in financial markets: an agent-based analysis**

*by*Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen

**Reassessing the bank–industry relationship in Italy, 1913–1936: a counterfactual analysis**

*by*Michelangelo Vasta & Carlo Drago & Roberto Ricciuti & Alberto Rinaldi

**Интеграция подхода „затраты–выпуск“ в агент-ориентированное моделирование: межрегиональный анализ в искусственной экономике. Integration of input–output approach into agent-based modeling: interregional analysis in an artificial economy**

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

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

*by*Рашидова Е. А.

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

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

**Equilibrium approach of asset and option pricing under LÃ©vy process and stochastic volatility**

*by*Shuang Li & Yanli Zhou & Yonghong Wu & Xiangyu Ge

**Modeling the Effect of Team Collaboration on the Creation of New Knowledge**

*by*Ai-Feng HSU & Chiu-Chi WEI & Chiou-Shuei WEI

**Planning and Analysis of the Company’s Financial Performances by Using a Software Simulation**

*by*Meri BOSHKOSKA & Milcho PRISAGJANEC

**Efficiency of the UK Stock Exchange**

*by*Vasilios Sogiakas

**Computation of Operational Risk for Financial Institutions**

*by*Ming-Tao CHUNG & Ming-Hua HSIEH & Yan-Ping CHI

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

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

**Web Controls for Financial Calculations in Visual Studio 2015**

*by*Cosma Emil

**Global Identification in DSGE Models Allowing for Indeterminacy**

*by*Zhongjun Qu & Denis Tkachenko

**A Framework for Dynamic Oligopoly in Concentrated Industries**

*by*Bar Ifrach & Gabriel Y. Weintraub

**How visible is the visible hand of top management in strategic renewals? guided evolution and the intraorganizational ecology model of adaptation**

*by*Edoardo Mollona

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

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

**Modern Value Chains and the Organization of Agrarian Production**

*by*Heath Henderson & Alan G. Isaac

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

*by*Ekaterina Bogomilova

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

*by*Stanimira Yordanova & Kamelia Stefanova

**A Resilient Network for Large Scale Disasters from Experience Based on the Great East Japan Earthquake**

*by*Yoshitaka Shibata & Noriki Uchida & Norio Shiratori

**A New Approach to Modeling Bertrand Duopoly**

*by*Puu, Tonu

**Formation of monopolies in a bipartite market**

*by*Manuel Rodríguez Achach & Enrique Baquedano Pérez

**Executive flight simulator as a learning tool in new companies’ resource planning based on the balanced scorecard**

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

**Simulador de vuelo ejecutivo como medio de aprendizaje en la planeación de recursos de nuevas empresas bajo el enfoque del marcador balanceado**

*by*Daniela Vidal Flores & Rogerio Domenge Muñoz

**Quadratic Approximation of the Newsvendor Problem with Imperfect Quality**

*by*Natapat Areerakulkan

**A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach**

*by*Jaydip SEN & Tamal DATTA CHAUDHURI

**Az adózói magatartás különféle magyarázatai**

*by*Semjén, András

**A bias in the volatility smile**

*by*Don M. Chance & Thomas A. Hanson & Weiping Li & Jayaram Muthuswamy

**Dynamic coordinating non-equilibrium**

*by*Santiago J. Gangotena

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

*by*James Caton

**Reform of the United Nations Security Council: equity and efficiency**

*by*Matthew Gould & Matthew D. Rablen

**Geospatial cryptography: enabling researchers to access private, spatially referenced, human subjects data for cancer control and prevention**

*by*Geoffrey M. Jacquez & Aleksander Essex & Andrew Curtis & Betsy Kohler & Recinda Sherman & Khaled El Emam & Chen Shi & Andy Kaufmann & Linda Beale & Thomas Cusick & Daniel Goldberg & Pierre Goovaerts

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

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

**Valuation of certain CMS spreads**

*by*Ping Wu & Robert J. Elliott

**Endogenous Fundamental and Stock Cycles**

*by*Weihong Huang & Yu Zhang

**Can Minorities Escape Wage Discrimination by Forming Firms?**

*by*James Fain

**Cowboying Stock Market Herds with Robot Traders**

*by*Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva

**A Practical, Accurate, Information Criterion for Nth Order Markov Processes**

*by*Sylvain Barde

**Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model**

*by*Tomasz Makarewicz

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

*by*Marta Biancardi & Giovanni Villani

**Searching for Inefficiencies in Exchange Rate Dynamics**

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

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

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

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

*by*Fathin Faizah Said

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**A Tax-Benefit Model for Austria (AUTAX): Work Incentives and Distributional Effects of the 2016 Tax Reform**

*by*Michael Christl & Monika Köppl-Turyna & Dénes Kucsera

**simSALUD: Design and Implementation of an Open-source Wizard based Spatial Microsimulation Framework**

*by*Melanie N Tomintz & Bernhard Kosar & Victor M García-Barrios

**Microsimulations of Demographic Changes in England and Wales Under Different EU Referendum Scenarios**

*by*Agnieszka M. Werpachowska & Roman Werpachowski

**Parameterising a detailed dynamic programming model of savings and labour supply using cross-sectional data**

*by*Justin W. van de Ven

**JAS-mine: A new platform for microsimulation and agent-based modelling**

*by*Matteo Richiardi & Ross E. Richardson

**What Threatens Tunisian Banking Stability? Bayesian Model Versus Panel Data Analysis**

*by*Abdelaziz Hakimi & Khemais Zaghdoudi & Taha Zaghdoudi & Nesrine Djebali

**Model Averaging and Persistent Disagreement**

*by*Cho, In-Koo & Kasa, Kenneth

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

*by*Ana Paula Martins

**Scalable space-time trajectory cube for path-finding: A study using big taxi trajectory data**

*by*Yang, Lin & Kwan, Mei-Po & Pan, Xiaofang & Wan, Bo & Zhou, Shunping

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

*by*Herrmann, J.K. & Savin, I.

**Noise-induced transitions in a stochastic Goodwin-type business cycle model**

*by*Jungeilges, Jochen & Ryazanova, Tatyana

**Application of VIX and entropy indicators for portfolio rotation strategies**

*by*Jadhao, Gaurav & Chandra, Abhijeet

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

*by*Abrell, Jan & Rausch, Sebastian

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

*by*Bouleau, Nicolas & Chorro, Christophe

**Capacity Remuneration Mechanisms for Reliability in the Integrated European Electricity Market: Effects on Welfare and Distribution through 2023**

*by*Traber, Thure

**Wavelet-based monetary and fiscal policy in the Euro area**

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

**Impact of the China–Australia FTA on global coal production and trade**

*by*Xiang, Hongjin & Kuang, Yanxiang & Li, Chenhua

**Bank networks: Contagion, systemic risk and prudential policy**

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

**The coexistence of stable equilibria under least squares learning**

*by*Kopányi, Dávid

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

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

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

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

**An approximate multi-period Vasicek credit risk model**

*by*García-Céspedes, Rubén & Moreno, Manuel

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

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

**Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures**

*by*Mezőfi, Balázs & Niedermayer, Andras & Niedermayer, Daniel & Süli, Balázs Márton

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

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

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

*by*Cantia, Catalin & Tunaru, Radu

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

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

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

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

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