0.56
Impact Factor
0.51
5-Years IF
23
5-Years H index
Computational Economics / Springer
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0 | 1 | 0 | 0 | (%) | 0.04 | |||||||||
| 1991 | 0.09 | 0 | 3 | 0 | 0 | (%) | 0.04 | |||||||||
| 1992 | 0.09 | 0 | 2 | 0 | 0 | (%) | 0.04 | |||||||||
| 1993 | 0.1 | 17 | 17 | 1 | 0.06 | 19 | 0 | 0 | 1 (5.3%) | 0.05 | ||||||
| 1994 | 0.11 | 19 | 36 | 3 | 0.08 | 67 | 17 | 17 | 4 (6%) | 0.05 | ||||||
| 1995 |  0.08 | 0.2 | 0.08 | 16 | 52 | 9 | 0.17 | 64 | 36 | 3 | 36 | 3 | 7 (10.9%) | 2 | 0.13 | 0.07 |
| 1996 | 0.23 | 0.23 | 0.17 | 21 | 73 | 17 | 0.23 | 245 | 35 | 8 | 52 | 9 | 3 (1.2%) | 3 | 0.14 | 0.09 |
| 1997 | 0.11 | 0.27 | 0.1 | 22 | 95 | 16 | 0.17 | 87 | 37 | 4 | 73 | 7 | 9 (10.3%) | 0.09 | ||
| 1998 | 0.07 | 0.29 | 0.17 | 30 | 125 | 24 | 0.19 | 184 | 43 | 3 | 95 | 16 | 11 (6%) | 3 | 0.1 | 0.1 |
| 1999 | 0.13 | 0.32 | 0.17 | 30 | 155 | 27 | 0.17 | 344 | 52 | 7 | 108 | 18 | 16 (4.7%) | 3 | 0.1 | 0.13 |
| 2000 | 0.35 | 0.4 | 0.35 | 28 | 183 | 64 | 0.35 | 204 | 60 | 21 | 119 | 42 | 8 (3.9%) | 4 | 0.14 | 0.15 |
| 2001 | 0.4 | 0.4 | 0.4 | 30 | 213 | 71 | 0.33 | 117 | 58 | 23 | 131 | 52 | 4 (3.4%) | 0.15 | ||
| 2002 | 0.26 | 0.42 | 0.39 | 26 | 239 | 93 | 0.39 | 877 | 58 | 15 | 140 | 54 | 30 (3.4%) | 8 | 0.31 | 0.18 |
| 2003 |  0.52 | 0.44 | 0.51 | 45 | 284 | 117 | 0.41 | 141 | 56 | 29 | 144 | 73 | 12 (8.5%) | 4 | 0.09 | 0.19 |
| 2004 | 0.87 | 0.49 | 0.69 | 32 | 316 | 158 | 0.5 | 128 | 71 | 62 | 159 | 110 | 13 (10.2%) | 3 | 0.09 | 0.2 |
| 2005 | 0.19 | 0.53 | 0.52 | 41 | 357 | 162 | 0.45 | 335 | 77 | 15 | 161 | 84 | 22 (6.6%) | 5 | 0.12 | 0.21 |
| 2006 | 0.3 | 0.51 | 0.61 | 46 | 403 | 184 | 0.46 | 242 | 73 | 22 | 174 | 106 | 26 (10.7%) | 3 | 0.07 | 0.2 |
| 2007 | 0.47 | 0.45 | 0.57 | 50 | 453 | 183 | 0.4 | 261 | 87 | 41 | 190 | 108 | 19 (7.3%) | 2 | 0.04 | 0.18 |
| 2008 | 0.46 | 0.48 | 0.55 | 41 | 494 | 303 | 0.61 | 216 | 96 | 44 | 214 | 118 | 19 (8.8%) | 5 | 0.12 | 0.2 |
| 2009 | 0.32 | 0.47 | 0.45 | 27 | 521 | 267 | 0.51 | 91 | 91 | 29 | 210 | 94 | 12 (13.2%) | 8 | 0.3 | 0.19 |
| 2010 | 0.47 | 0.45 | 0.54 | 39 | 560 | 271 | 0.48 | 117 | 68 | 32 | 205 | 110 | 16 (13.7%) | 5 | 0.13 | 0.16 |
| 2011 | 0.36 | 0.52 | 0.43 | 41 | 601 | 250 | 0.42 | 95 | 66 | 24 | 203 | 87 | 8 (8.4%) | 3 | 0.07 | 0.2 |
| 2012 | 0.38 | 0.55 | 0.49 | 44 | 645 | 314 | 0.49 | 89 | 80 | 30 | 198 | 97 | 12 (13.5%) | 9 | 0.2 | 0.2 |
| 2013 | 0.31 | 0.62 | 0.41 | 51 | 696 | 353 | 0.51 | 123 | 85 | 26 | 192 | 79 | 9 (7.3%) | 19 | 0.37 | 0.22 |
| 2014 | 0.36 | 0.64 | 0.35 | 48 | 744 | 368 | 0.49 | 82 | 95 | 34 | 202 | 71 | 9 (11%) | 8 | 0.17 | 0.21 |
| 2015 | 0.44 | 0.69 | 0.39 | 60 | 804 | 343 | 0.43 | 73 | 99 | 44 | 223 | 87 | 6 (8.2%) | 14 | 0.23 | 0.22 |
| 2016 | 0.56 | 0.85 | 0.51 | 81 | 885 | 424 | 0.48 | 35 | 108 | 61 | 244 | 124 | 1 (2.9%) | 12 | 0.15 | 0.26 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CCU: | Cumulative number of citations to papers published until year y |
| CIF: | Cumulative impact factor |
| CIT: | Number of citations to papers published in year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2002 | Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers || Download paper | 428 |
| 2 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Pearson, Ken ; Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 207 |
| 3 | 1999 | Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers || Download paper | 165 |
| 4 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 152 |
| 5 | 2002 | Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers || Download paper | 149 |
| 6 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 132 |
| 7 | 2002 | Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers || Download paper | 72 |
| 8 | 2006 | An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers || Download paper | 57 |
| 9 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Pearson, Ken ; Horridge, Jonathan ; Harrison, Jill W.. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 56 |
| 10 | 2008 | Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers || Download paper | 50 |
| 11 | 2007 | A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers || Download paper | 49 |
| 12 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio ; Birchenhall, C.. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 46 |
| 13 | 2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh ; Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers || Download paper | 43 |
| 14 | 2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86. Full description at Econpapers || Download paper | 42 |
| 15 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred ; Kellezi, Evis . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 41 |
| 16 | 2001 | A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39. Full description at Econpapers || Download paper | 32 |
| 17 | 1999 | Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60. Full description at Econpapers || Download paper | 31 |
| 18 | 1999 | A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). Zopounidis, Constantin ; Doumpos, Michael . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218. Full description at Econpapers || Download paper | 28 |
| 19 | 2003 | Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine ; Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers || Download paper | 26 |
| 20 | 1995 | Self-Organization of Markets: An Example of a Computational Approach.. (1995). Vriend, Nicolaas. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31. Full description at Econpapers || Download paper | 25 |
| 21 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 23 |
| 22 | 2003 | Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers || Download paper | 23 |
| 23 | 2008 | Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162. Full description at Econpapers || Download paper | 23 |
| 24 | 2000 | A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George ; Hallahan, Charles ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136. Full description at Econpapers || Download paper | 22 |
| 25 | 2000 | A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers || Download paper | 22 |
| 26 | 1999 | A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87. Full description at Econpapers || Download paper | 22 |
| 27 | 1997 | Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). Fernandez, Eugenio ; Olmeda, Ignacio . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers || Download paper | 20 |
| 28 | 2014 | Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers || Download paper | 20 |
| 29 | 2004 | Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian ; Hughes Hallett, Andrew. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288. Full description at Econpapers || Download paper | 19 |
| 30 | 2007 | A Taxonomy of Inference in Simulation Models. (2007). Werker, Claudia ; Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244. Full description at Econpapers || Download paper | 19 |
| 31 | 2007 | Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian ; Habermann, Christian . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers || Download paper | 19 |
| 32 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar ; Grau-Carles, Pilar . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 19 |
| 33 | 2005 | A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra ; Noullez, Alain. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers || Download paper | 18 |
| 34 | 2005 | User-Friendly Parallel Computations with Econometric Examples. (2005). Creel, Michael. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128. Full description at Econpapers || Download paper | 18 |
| 35 | 1995 | Modular Technical Change and Genetic Algorithms.. (1995). Birchenhall, Chris. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53. Full description at Econpapers || Download paper | 17 |
| 36 | 2008 | Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113. Full description at Econpapers || Download paper | 17 |
| 37 | 1998 | A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63. Full description at Econpapers || Download paper | 17 |
| 38 | 1998 | Bubbles and Market Crashes.. (1998). Huberman, Bernardo A ; Hogg, Tad ; Youssefmir, Michael. In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114. Full description at Econpapers || Download paper | 17 |
| 39 | 2010 | How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers || Download paper | 17 |
| 40 | 2003 | Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223. Full description at Econpapers || Download paper | 17 |
| 41 | 2002 | Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI.. (2002). Swann, Christopher. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:2:p:145-78. Full description at Econpapers || Download paper | 17 |
| 42 | 2007 | Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290. Full description at Econpapers || Download paper | 17 |
| 43 | 2000 | Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199. Full description at Econpapers || Download paper | 16 |
| 44 | 1999 | The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Brooks, Chris ; Heravi, Saeed M. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62. Full description at Econpapers || Download paper | 16 |
| 45 | 1998 | Modelling Federal Reserve Discount Policy.. (1998). Baum, Christopher ; Karasulu, Meral . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70. Full description at Econpapers || Download paper | 16 |
| 46 | 2006 | A Classification System for Economic Stochastic Control Models. (2006). Kendrick, David ; Amman, Hans. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:4:p:453-481. Full description at Econpapers || Download paper | 16 |
| 47 | 2000 | Explaining the Persistence of Commodity Prices. (2000). Ruge-Murcia, Francisco ; Ng, Serena. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171. Full description at Econpapers || Download paper | 16 |
| 48 | 2011 | A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold ; Kneip, Alois . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers || Download paper | 15 |
| 49 | 2006 | Robust Evolutionary Algorithm Design for Socio-economic Simulation. (2006). Amman, Hans ; Alkemade, Floortje ; Poutr, Han. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:4:p:355-370. Full description at Econpapers || Download paper | 15 |
| 50 | 1994 | Jump-Diffusion Processes in the Foreign Exchange Markets and the Release of Macroeconomic News.. (1994). Johnson, Gordon ; Schneeweis, Thomas . In: Computational Economics. RePEc:kap:compec:v:7:y:1994:i:4:p:309-29. Full description at Econpapers || Download paper | 15 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2002 | Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers || Download paper | 90 |
| 2 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 50 |
| 3 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Pearson, Ken ; Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 30 |
| 4 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio ; Birchenhall, C.. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 28 |
| 5 | 1999 | Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers || Download paper | 23 |
| 6 | 2007 | A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers || Download paper | 19 |
| 7 | 2014 | Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers || Download paper | 19 |
| 8 | 2008 | Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers || Download paper | 18 |
| 9 | 2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh ; Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers || Download paper | 18 |
| 10 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred ; Kellezi, Evis . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 16 |
| 11 | 2015 | Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260. Full description at Econpapers || Download paper | 15 |
| 12 | 2002 | Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers || Download paper | 13 |
| 13 | 2002 | Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers || Download paper | 13 |
| 14 | 2006 | An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers || Download paper | 12 |
| 15 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 11 |
| 16 | 2011 | A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold ; Kneip, Alois . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers || Download paper | 10 |
| 17 | 2016 | Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17. Full description at Econpapers || Download paper | 9 |
| 18 | 2012 | Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2012). Morozov, Sergei ; Mathur, Sudhanshu . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:2:p:151-182. Full description at Econpapers || Download paper | 9 |
| 19 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 9 |
| 20 | 2008 | Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162. Full description at Econpapers || Download paper | 9 |
| 21 | 2013 | The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386. Full description at Econpapers || Download paper | 9 |
| 22 | 2015 | On Modeling Environmental Production Characteristics: A Slacks-Based Measure for Chinaâs Poyang Lake Ecological Economics Zone. (2015). Zhang, Ning ; Kung, Chih-Chun ; Kong, Fanbin . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:389-404. Full description at Econpapers || Download paper | 8 |
| 23 | 2013 | Network Formation with Heterogeneous Agents and Absolute Friction. (2013). Demuynck, Thomas ; Vandenbossche, Joost . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:1:p:23-45. Full description at Econpapers || Download paper | 8 |
| 24 | 2009 | Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation. (2009). Skoulakis, Georgios ; Garlappi, Lorenzo. In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:193-207. Full description at Econpapers || Download paper | 8 |
| 25 | 2006 | LABORsim: An Agent-Based Microsimulation of Labour Supply â An Application to Italy. (2006). Richiardi, Matteo ; leombruni, roberto. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:63-88. Full description at Econpapers || Download paper | 7 |
| 26 | 1998 | The Path Integral Approach to Financial Modeling and Options Pricing.. (1998). Linetsky, Vadim . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:129-63. Full description at Econpapers || Download paper | 7 |
| 27 | 2007 | A Taxonomy of Inference in Simulation Models. (2007). Werker, Claudia ; Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244. Full description at Econpapers || Download paper | 7 |
| 28 | 2013 | Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis. (2013). Wu, Chongfeng ; Wang, Yudong. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:393-414. Full description at Econpapers || Download paper | 7 |
| 29 | 2012 | Nonlinearity in Forecasting of High-Frequency Stock Returns. (2012). Reboredo, Juan ; Matias, Jose ; Garcia-Rubio, Raquel . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:3:p:245-264. Full description at Econpapers || Download paper | 7 |
| 30 | 2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules ; Brandt, Michael . In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers || Download paper | 7 |
| 31 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar ; Grau-Carles, Pilar . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 7 |
| 32 | 2013 | Comparing Numerical Methods for Solving the Competitive Storage Model. (2013). Gouel, Christophe. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:2:p:267-295. Full description at Econpapers || Download paper | 6 |
| 33 | 2014 | Heterogeneous Computing in Economics: A Simplified Approach. (2014). Grassi, Stefano ; Dziubinski, Matt. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:485-495. Full description at Econpapers || Download paper | 6 |
| 34 | 2010 | Dynamics and Structure of the 30 Largest North American Companies. (2010). Brida, Juan ; Risso, Wiston . In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:85-99. Full description at Econpapers || Download paper | 6 |
| 35 | 2008 | Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms. (2008). Guerci, Eric ; Cincotti, Silvano ; Ivaldi, Stefano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:73-98. Full description at Econpapers || Download paper | 6 |
| 36 | 2014 | Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476. Full description at Econpapers || Download paper | 6 |
| 37 | 2000 | Genetic Programming Prediction of Stock Prices. (2000). Kaboudan, M. A.. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:3:p:207-236. Full description at Econpapers || Download paper | 6 |
| 38 | 2003 | Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers || Download paper | 6 |
| 39 | 2010 | A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy. (2010). Fuller, J. ; Gabriel, S.. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:4:p:301-329. Full description at Econpapers || Download paper | 6 |
| 40 | 2015 | Solving Dynamic Programming Problems on a Computational Grid. (2015). Judd, Kenneth ; Cai, Yongyang ; Thain, Greg ; Wright, Stephen . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:261-284. Full description at Econpapers || Download paper | 5 |
| 41 | 2013 | Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective. (2013). He, Ling-Yun ; Chen, Shu-Peng . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:3:p:267-289. Full description at Econpapers || Download paper | 5 |
| 42 | 2009 | A Trade Algorithm for Multi-Region Models Subject to Spillover Externalities. (2009). Eisenack, Klaus ; Leimbach, Marian . In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:107-130. Full description at Econpapers || Download paper | 5 |
| 43 | 2007 | Portfolio optimization when risk factors are conditionally varying and heavy tailed. (2007). Mittnik, Stefan ; Hartz, Christoph ; Doganoglu, Toker . In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:333-354. Full description at Econpapers || Download paper | 5 |
| 44 | 2010 | How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers || Download paper | 5 |
| 45 | 2000 | A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers || Download paper | 5 |
| 46 | 2011 | A Nonlinear Duopoly with Efficient Production-Capacity Levels. (2011). Lamantia, Fabio . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:3:p:295-309. Full description at Econpapers || Download paper | 5 |
| 47 | 2015 | Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206. Full description at Econpapers || Download paper | 5 |
| 48 | 2008 | E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244. Full description at Econpapers || Download paper | 5 |
| 49 | 1997 | Algorithms for Finding Repeated Game Equilibria.. (1997). Cronshaw, Mark B. In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:2:p:139-68. Full description at Econpapers || Download paper | 5 |
| 50 | 2011 | Border Collision Bifurcations in a Footloose Capital Model with First Nature Firms. (2011). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:3:p:349-366. Full description at Econpapers || Download paper | 5 |
Citing documents used to compute impact factor 61:
| Year | Title | |
|---|---|---|
| 2016 | Measures of correlation and computer algebra. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:70200. Full description at Econpapers || Download paper | |
| 2016 | Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Podobnik, B ; Havlin, S ; Kononovicius, A ; Stanley, H E ; Gontis, V. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:1091-1102. Full description at Econpapers || Download paper | |
| 2016 | International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183. Full description at Econpapers || Download paper | |
| 2016 | Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70350. Full description at Econpapers || Download paper | |
| 2016 | International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794. Full description at Econpapers || Download paper | |
| 2016 | Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228887. Full description at Econpapers || Download paper | |
| 2016 | Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert. In: 2016 Meeting Papers. RePEc:red:sed016:721. Full description at Econpapers || Download paper | |
| 2016 | International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124. Full description at Econpapers || Download paper | |
| 2016 | Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527. Full description at Econpapers || Download paper | |
| 2016 | The Theory and Models of Keynesian Disequilibrium Macroeconomics. (2016). . In: Working Paper Series. RePEc:uts:wpaper:185. Full description at Econpapers || Download paper | |
| 2016 | Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective. (2016). . In: PhD Thesis. RePEc:uts:finphd:28. Full description at Econpapers || Download paper | |
| 2016 | Notes on a âConstructive Proof of the Existence of a Collateral Equilibriumâ. (2016). Venkatachalam, Ragupathy ; Velupillai, Vela K ; Ragupathy, Venkatachalam . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9504-9. Full description at Econpapers || Download paper | |
| 2016 | What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006. Full description at Econpapers || Download paper | |
| 2016 | Are Emissions Trading Policies Sustainable? A Study of the Petrochemical Industry in Korea. (2016). Choi, Yongrok ; Lee, Hyoungseok . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1110-:d:81694. Full description at Econpapers || Download paper | |
| 2016 | Sustainable water resource and endogenous economic growth. (2016). Zhang, Ning ; Ren, Jingzheng ; Wang, Bing ; Wu, Tao ; Dong, Liang . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:237-244. Full description at Econpapers || Download paper | |
| 2016 | Innovation, imitation and policy inaction. (2016). Quaranta, Anna Grazia ; Cerqueti, Roy ; Ventura, Marco . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:111:y:2016:i:c:p:22-30. Full description at Econpapers || Download paper | |
| 2016 | Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE. (2016). Xepapadeas, Anastasios ; Cai, Yongyang ; Brock, William. In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:251833. Full description at Econpapers || Download paper | |
| 2016 | Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511. Full description at Econpapers || Download paper | |
| 2016 | Trading Structures for Regional Economies in CAS Software. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9515-6. Full description at Econpapers || Download paper | |
| 2016 | Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/222962. Full description at Econpapers || Download paper | |
| 2016 | VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178. Full description at Econpapers || Download paper | |
| 2016 | VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:119. Full description at Econpapers || Download paper | |
| 2016 | System reduction and finite-order VAR solution methods for linear rational expectations models. (2016). MartÃÂnez GarcÃÂa, Enrique ; Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:285. Full description at Econpapers || Download paper | |
| 2016 | Measuring nonfundamentalness for structural VARs. (2016). Soccorsi, Stefano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:71:y:2016:i:c:p:86-101. Full description at Econpapers || Download paper | |
| 2016 | Let the Data Speak: Revisiting the Environmental Kuznets Curve in Africa. (2016). EFFIONG, EKPENO ; Oisaozoje, Alex . In: MPRA Paper. RePEc:pra:mprapa:73163. Full description at Econpapers || Download paper | |
| 2016 | A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342. Full description at Econpapers || Download paper | |
| 2016 | Exploring the impact of environmental regulation on economic growth, energy use, and CO2 emissions nexus in China. (2016). Zhang, Huan . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:84:y:2016:i:1:d:10.1007_s11069-016-2417-7. Full description at Econpapers || Download paper | |
| 2016 | Contagion effects in selected European capital markets during the financial crisis of 2007â2009. (2016). Burzala, Milda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571. Full description at Econpapers || Download paper | |
| 2016 | LU Decomposition in DEA with an Application to Hospitals. (2016). Toloo, Mehdi ; Jalili, Rahele . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9501-z. Full description at Econpapers || Download paper | |
| 2016 | A simple climate-Solow model for introducing the economics of climate change to undergraduate students. (2016). Wood, Joel ; Tsigaris, Panagiotis. In: International Review of Economics Education. RePEc:eee:ireced:v:23:y:2016:i:c:p:65-81. Full description at Econpapers || Download paper | |
| 2016 | Does the Central Governmentâs Environmental Policy Work? Evidence from the Provincial-Level Environment Efficiency in China. (2016). Xia, Qiong ; Lu, Zhenggang ; Wu, Huaqing ; Li, Min . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:12:p:1241-:d:84156. Full description at Econpapers || Download paper | |
| 2016 | Spatial-dynamic externalities and coordination in invasive species control. (2016). Sims, Charles ; Liu, Yanxu . In: Resource and Energy Economics. RePEc:eee:resene:v:44:y:2016:i:c:p:23-38. Full description at Econpapers || Download paper | |
| 2016 | A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Dar, Arif ; Bhanja, Niyati. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20169. Full description at Econpapers || Download paper | |
| 2016 | A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Bhanja, Niyati ; Dar, Arif B. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20169. Full description at Econpapers || Download paper | |
| 2016 | Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies. (2016). Singh, Bhanu Pratap ; Mishra, Alok Kumar . In: Financial Innovation. RePEc:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0026-9. Full description at Econpapers || Download paper | |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Batrk, Nalan . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219. Full description at Econpapers || Download paper | |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219. Full description at Econpapers || Download paper | |
| 2016 | Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano. In: Research Memorandum. RePEc:unm:umagsb:2016013. Full description at Econpapers || Download paper | |
| 2016 | Solving the Incomplete Markets Model in Parallel Using GPU Computing and the KrusellâSmith Algorithm. (2016). Scheffel, Eric ; Hatcher, Michael. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:4:d:10.1007_s10614-015-9537-0. Full description at Econpapers || Download paper | |
| 2016 | Getting the most from MATLAB: ditching canned routines and embracing coder. (2016). Henson, James ; Gibson, John. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00719. Full description at Econpapers || Download paper | |
| 2016 | ESTIMATION OF STAR-GARCH MODELS WITH ITERATIVELY WEIGHTED LEAST SQUARES. (2016). Midilic, Murat . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/918. Full description at Econpapers || Download paper | |
| 2016 | A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance. (2016). Radi, Davide ; Ballestra, Luca Vincenzo ; Pacelli, Graziella . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:330-344. Full description at Econpapers || Download paper | |
| 2016 | Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani. (2016). Xiao, Shuang ; Ma, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:67-74. Full description at Econpapers || Download paper | |
| 2016 | Spatial Segregation, Redistribution and Welfare: A Theoretical Model. (2016). Gabrieli, Tommaso. In: Urban Planning. RePEc:cog:urbpla:v:1:y:2016:i:1:p:68-78. Full description at Econpapers || Download paper | |
| 2016 | Portfolio optimization under loss aversion. (2016). Fulga, Cristinca . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:310-322. Full description at Econpapers || Download paper | |
| 2016 | Should the Reserve Bank worry about the exchange rate?. (2016). Nguyen, Luan . In: MPRA Paper. RePEc:pra:mprapa:75519. Full description at Econpapers || Download paper | |
| 2016 | The Stability Analysis of PredictorâCorrector Method in Solving American Option Pricing Model. (2016). Kalantari, R ; Ahmadian, D ; Shahmorad, S. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:2:d:10.1007_s10614-015-9483-x. Full description at Econpapers || Download paper | |
| 2016 | Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions. (2016). Stasinakis, Charalampos ; Karathanasopoulos, Andreas ; Sermpinis, Georgios . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-014-9479-y. Full description at Econpapers || Download paper | |
| 2016 | Estimating spatial basis risk in rainfall index insurance: Methodology and application to excess rainfall insurance in Uruguay. (2016). Ceballos, Francisco. In: IFPRI discussion papers. RePEc:fpr:ifprid:1595. Full description at Econpapers || Download paper | |
| 2016 | The inflation bias under Calvo and Rotemberg pricing. (2016). Liu, Ding ; Leith, Campbell. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:283-297. Full description at Econpapers || Download paper | |
| 2016 | Option pricing for stochastic volatility model with infinite activity Lévy jumps. (2016). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:455:y:2016:i:c:p:1-10. Full description at Econpapers || Download paper | |
| 2016 | Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70350. Full description at Econpapers || Download paper | |
| 2016 | Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228887. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17. Full description at Econpapers || Download paper | |
| 2016 | A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2016/16. Full description at Econpapers || Download paper | |
| 2016 | On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis. (2016). Virgillito, Maria Enrica ; Pereira, Marcelo ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2016/12. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f. Full description at Econpapers || Download paper | |
| 2016 | Direct comparison of agent-based models of herding in financial markets. (2016). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:329-353. Full description at Econpapers || Download paper | |
| 2016 | A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies. (2016). Boubaker, Heni . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:4:d:10.1007_s10614-015-9541-4. Full description at Econpapers || Download paper | |
| 2016 | An Auction with Approximated Bidder Preferences - When an Auction has to be Quick. (2016). Carlson, Jim Ingebretsen . In: Working Papers. RePEc:hhs:lunewp:2016_012. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control. (2016). Crowley, Patrick ; Hudgins, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_021. Full description at Econpapers || Download paper | |
| 2016 | Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962. Full description at Econpapers || Download paper | |
| 2016 | Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283. Full description at Econpapers || Download paper | |
| 2016 | The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216. Full description at Econpapers || Download paper | |
| 2016 | The dynamics of fuel demand and illegal fuel activity in Turkey. (2016). Yalta, Ayse. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:144-158. Full description at Econpapers || Download paper | |
| 2016 | On business cycles synchronization in Europe: A note on network analysis. (2016). Gómez, David ; Matesanz, David ; Ortega, Guillermo J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:287-296. Full description at Econpapers || Download paper | |
| 2016 | Optimal Policy Identification: Insights from the German Electricity Market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-004. Full description at Econpapers || Download paper | |
| 2016 | Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511. Full description at Econpapers || Download paper | |
| 2016 | Multiplex interbank networks and systemic importance â An application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers || Download paper | |
| 2016 | Optimal Policy Identification: Insights from the German Electricity Market.. (2016). Savin, Ivan ; Herrmann, Johannes . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-16. Full description at Econpapers || Download paper | |
| 2016 | Network effects and systemic risk in the banking sector. (2016). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62. Full description at Econpapers || Download paper | |
| 2016 | Optimal policy identification: Insights from the German electricity market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Working Paper Series in Economics. RePEc:zbw:kitwps:87. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S.. In: Papers. RePEc:arx:papers:1504.06909. Full description at Econpapers || Download paper | |
| 2015 | Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers || Download paper | |
| 2015 | Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940. Full description at Econpapers || Download paper | |
| 2015 | Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11032. Full description at Econpapers || Download paper | |
| 2015 | Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899. Full description at Econpapers || Download paper | |
| 2015 | ||
| 2015 | Identification of DSGE modelsâThe effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54. Full description at Econpapers || Download paper | |
| 2015 | Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227. Full description at Econpapers || Download paper | |
| 2015 | Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Li, Jing Jing ; Tang, Ling ; Wang, Shuai . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311. Full description at Econpapers || Download paper | |
| 2015 | Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44. Full description at Econpapers || Download paper | |
| 2015 | Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:258. Full description at Econpapers || Download paper | |
| 2015 | Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Wu, Tao ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing . In: MPRA Paper. RePEc:pra:mprapa:73457. Full description at Econpapers || Download paper | |
| 2015 | Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267. Full description at Econpapers || Download paper | |
| 2015 | What Determines Bitcoinââ¬â¢s Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028. Full description at Econpapers || Download paper | |
| 2014 | Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314. Full description at Econpapers || Download paper | |
| 2014 | The precise form of financial integration: Empirical evidence for selected Asian countries. (2014). Gan, Pei-Tha. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:208-219. Full description at Econpapers || Download paper | |
| 2014 | Pervasive inattentiveness. (2014). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290. Full description at Econpapers || Download paper | |
| 2014 | Spatial price equilibrium with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong . In: International Journal of Production Economics. RePEc:eee:proeco:v:158:y:2014:i:c:p:300-313. Full description at Econpapers || Download paper | |
| 2014 | Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey. In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0214. Full description at Econpapers || Download paper | |
| 2014 | Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). KuÄerová, Zuzana ; Pomenkova, Jitka ; Kucierovai, Zuzana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014. Full description at Econpapers || Download paper | |
| 2014 | Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan. In: MPRA Paper. RePEc:pra:mprapa:72039. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2013_26. Full description at Econpapers || Download paper | |
| 2013 | Explosive Preisentwicklung und spekulative Blasen auf Rohstoffmärkten / Explosive behavior and speculative bubbles on commodity markets. (2013). Holtemöller, Oliver ; Oliver, Holtemoller . In: ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft. RePEc:bpj:ordojb:v:64:y:2013:i:1:p:405-420:n:19. Full description at Econpapers || Download paper | |
| 2013 | Low and High Types of Bidders in Asymmetric Auctions with A General Utility Function. (2013). Minchuk, Yizhaq. In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00072. Full description at Econpapers || Download paper | |
| 2013 | Credit and business cycles in Greece: Is there any relationship?. (2013). Karfakis, Costas. In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:23-29. Full description at Econpapers || Download paper | |
| 2013 | Testing volatility persistence on Markov switching stochastic volatility models. (2013). Li, Yong ; Pan, Qi. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:45-50. Full description at Econpapers || Download paper | |
| 2013 | Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722. Full description at Econpapers || Download paper | |
| 2013 | ||
| 2013 | Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Babcock, Bruce ; Zhou, Wei. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:13-wp543. Full description at Econpapers || Download paper | |
| 2013 | Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Babcock, Bruce ; Zhou, Wei. In: Food and Agricultural Policy Research Institute (FAPRI) Publications. RePEc:ias:fpaper:13-wp543. Full description at Econpapers || Download paper | |
| 2013 | Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization. (2013). Savin, Ivan ; Blueschke, Dmitri. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2013-051. Full description at Econpapers || Download paper | |
| 2013 | Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1315. Full description at Econpapers || Download paper | |
| 2013 | The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia. In: Department of Economics (DEMB). RePEc:mod:dembwp:0029. Full description at Econpapers || Download paper | |
| 2013 | Efficacy of a Bidder Training Program: Lessons from LINC. (2013). Kosmopoulou, Georgia ; Hubbard, Timothy ; De Silva, Dakshina. In: MPRA Paper. RePEc:pra:mprapa:51329. Full description at Econpapers || Download paper | |
| 2013 | Modelling the Behaviour of Unemployment Rates in the US over Time and across Space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:39_13. Full description at Econpapers || Download paper | |
| 2013 | The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge . In: Discussion Papers. RePEc:ssb:dispap:742. Full description at Econpapers || Download paper | |
| 2013 | Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87. Full description at Econpapers || Download paper | |
| 2013 | Results on the Stability of a Simple Wage Posting Model. (2013). Calvert Jump, Robert. In: Studies in Economics. RePEc:ukc:ukcedp:1319. Full description at Econpapers || Download paper | |
| 2013 | A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe. (2013). LeSage, James ; Fischer, Manfred. In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa13p39. Full description at Econpapers || Download paper | |
| 2013 | Religiosity and income: A panel cointegration and causality analysis. (2013). Strulik, Holger ; Herzer, Dierk. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:168. Full description at Econpapers || Download paper |
10 most frequent citing series
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team