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Computational Economics / Springer


0.54

Impact Factor

0.49

5-Years IF

22

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10100 (%)0.04
19910.10300 (%)0.04
19920.10200 (%)0.04
19930.11171710.0619001 (5.3%)0.06
19940.12193630.086517174 (6.2%)0.05
19950.080.20.08165290.17613633637 (11.5%)20.130.07
19960.230.240.172173180.252413585293 (1.2%)30.140.09
19970.110.280.12295150.16803747377 (8.8%)0.1
19980.070.290.1730125240.19173433951611 (6.4%)30.10.11
19990.130.330.1730155270.173295271081816 (4.9%)30.10.14
20000.350.410.3528183630.341926021119428 (4.2%)30.110.15
20010.380.410.3830213680.321115822131504 (3.6%)0.15
20020.240.430.3926239940.3983358141405429 (3.5%)90.350.18
20030.50.450.49452841120.3913456281447112 (9%)30.070.19
20040.850.50.68323161560.49123716015910813 (10.6%)30.090.2
20050.190.530.5413571570.4431477151618021 (6.7%)50.120.21
20060.30.520.6464031820.45221732217410426 (11.8%)30.070.21
20070.470.460.57504531810.4221874119010817 (7.7%)20.040.18
20080.450.490.55414943010.61196964321411818 (9.2%)40.10.2
20090.30.490.44275212670.518591272109312 (14.1%)80.30.19
20100.460.470.51395602610.47100683120510515 (15%)50.130.17
20110.360.540.41416012440.41776624203848 (10.4%)30.070.21
20120.360.570.46446453040.478380291989212 (14.5%)90.20.21
20130.310.640.4516963510.51008526192776 (6%)190.370.23
20140.350.70.34487443520.47629533202698 (12.9%)80.170.23
20150.420.790.38608043260.41539942223845 (9.4%)130.220.25
20160.541.110.49818854140.472210858244120 (%)130.160.34
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:


#YearTitleCited
12002Solving 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

397
21996Computing 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

203
31999Applied 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.

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160
42002Production, 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.

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142
52005Estimation 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

135
62002Heterogeneous 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

129
72002Solving 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.

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67
82000Decomposing 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.

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56
92006An 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.

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53
102007A 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.

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43
112002System 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.

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42
122006An 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

36
132008Analysing 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

36
142007Dynamic 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.

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35
152001A 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.

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32
162007Empirical 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.

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30
171999Using 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.

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29
182003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass 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.

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26
191999A 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.

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26
201995Self-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.

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23
212008Integrating 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.

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23
222000A 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.

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22
232003Traders 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.

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21
241999A 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.

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21
252007Validating 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.

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19
262005A 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.

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18
272004Spectral 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.

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18
282005User-Friendly Parallel Computations with Econometric Examples. (2005). Creel, Michael. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128.

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18
292005Tests 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.

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18
302007A 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.

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18
312007Multidimensional 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.

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18
321995Modular Technical Change and Genetic Algorithms.. (1995). Birchenhall, Chris. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53.

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17
331998A 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.

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17
341998Bubbles 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.

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17
352000A 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.

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17
362003Asset 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.

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17
372002Maximum 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.

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17
382010How 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.

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16
391997Hybrid 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.

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16
401998Modelling 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.

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16
412008Solving 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.

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16
422000Collinearity 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.

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15
431999The 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.

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15
441994Jump-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.

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15
452006Robust 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.

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15
462006A 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.

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15
472008E&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.

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14
481998Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts.. (1998). Tinsley, Peter ; Kozicki, Sharon. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40.

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14
491998The 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.

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14
502000Explaining 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.

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14

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12002Solving 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

66
22005Estimation 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

31
31996Computing 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

25
41999Applied 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

19
52007Empirical 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

15
62007A 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

15
72007Dynamic 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

13
82015Tractable 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.

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13
92008Analysing 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

13
102006An 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

11
112002Heterogeneous 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
122012Massively 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.

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9
132008Integrating 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
142016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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9
152006An 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.

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9
162002Solving 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

8
172013The 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.

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8
182011A 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.

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8
192013Network 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.

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8
202013Efficiency 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.

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7
212014Efficient 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.

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7
221998The 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

6
232007Validating 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

6
242014Heterogeneous 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.

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6
252012Nonlinearity 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.

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6
262005Tests 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.

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6
272014Accuracy, 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.

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6
282007Solving 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.

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6
292007A 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

6
302009Numerical 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.

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6
312015Solving 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.

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5
322009A 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.

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5
332008E&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.

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342013Bubble 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.

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5
352002Production, 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.

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5
362007Portfolio 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.

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372015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:613-626.

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5
382008Learning 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.

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5
392003Traders 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.

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4
402006A 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.

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4
412010A 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.

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4
422011Different Approaches to Forecast Interval Time Series: A Comparison in Finance. (2011). Maté, Carlos ; Mate, Carlos ; Espinola, Rosa ; Arroyo, Javier . In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:2:p:169-191.

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4
431997Algorithms for Finding Repeated Game Equilibria.. (1997). Cronshaw, Mark B. In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:2:p:139-68.

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4
442010The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries. (2010). Tol, Richard ; Osmani, Dritan. In: Computational Economics. RePEc:kap:compec:v:36:y:2010:i:2:p:93-119.

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451994Cointegration Tests on MARS.. (1994). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:7:y:1994:i:1:p:23-35.

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462014DSGE Model Estimation on the Basis of Second-Order Approximation. (2014). Ivashchenko, Sergey. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:1:p:71-82.

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472005A 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.

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482006Forecasting Economic Data with Neural Networks. (2006). Walz, Daniel ; Aminian, Mehran ; Suarez, E.. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:1:p:71-88.

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4
492015Carbon 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.

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4
502011A 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.

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Citing documents used to compute impact factor 58:


YearTitle
2016Measures of correlation and computer algebra. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:70200.

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2016Stochastic 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.

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2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183.

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2016Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70350.

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2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794.

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2016Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228887.

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2016Risk 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.

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2016International 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.

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2016Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’. (2016). Ragupathy, Venkatachalam ; Velupillai, Vela K. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9504-9.

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2016The Theory and Models of Keynesian Disequilibrium Macroeconomics. (2016). . In: Working Paper Series. RePEc:uts:wpaper:185.

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2016Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective. (2016). . In: PhD Thesis. RePEc:uts:finphd:28.

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2016What 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.

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2016Are Emissions Trading Policies Sustainable? A Study of the Petrochemical Industry in Korea. (2016). Choi, Yongrok ; Lee, Hyoung Seok . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1110-:d:81694.

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2016Sustainable water resource and endogenous economic growth. (2016). Zhang, Ning ; Wang, Bing ; Wu, Tao ; Dong, Liang ; Ren, Jingzheng . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:237-244.

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2016Innovation, imitation and policy inaction. (2016). Ventura, Marco ; Cerqueti, Roy ; Quaranta, Anna Grazia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:111:y:2016:i:c:p:22-30.

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2016Efficient Simulation Method for Dynamic Portfolio Selection with Transaction Cost, Liquidity Cost and Market Impact. (2016). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1610.07694.

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2016Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE. (2016). Cai, Yongyang ; Xepapadeas, Anastasios ; Brock, William . In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:251833.

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2016Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511.

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2016Trading 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.

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2016Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/222962.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178.

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2016VAR 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.

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2016System reduction and finite-order VAR solution methods for linear rational expectations models. (2016). Martínez García, Enrique ; Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:285.

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2016Measuring 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.

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2016Let the Data Speak: Revisiting the Environmental Kuznets Curve in Africa. (2016). EFFIONG, EKPENO ; Oisaozoje, Alex . In: MPRA Paper. RePEc:pra:mprapa:73163.

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2016A 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.

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2016Exploring 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.

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2016Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571.

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2016LU 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.

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2016A 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.

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2016Spatial-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.

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2016A 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.

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2016A 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.

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2016Parallelization 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.

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2016Parallelization 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.

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2016Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano. In: Research Memorandum. RePEc:unm:umagsb:2016013.

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2016Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith 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.

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2016Getting the most from MATLAB: ditching canned routines and embracing coder. (2016). Henson, James ; Gibson, John. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00719.

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2016ESTIMATION 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.

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2016A 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.

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2016Pricing 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.

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2016Spatial 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.

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2016Portfolio 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.

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2016The Stability Analysis of Predictor–Corrector 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.

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2016Forecasting 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.

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2016Estimating 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.

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2016The 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.

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2016Option 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.

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2016Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70350.

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2016Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228887.

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2016Macroeconomic 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.

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2016A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2016/16.

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2016On 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.

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2016Macroeconomic 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.

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2016Macroeconomic 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.

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2016Direct 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.

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2016A 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.

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2016An Auction with Approximated Bidder Preferences - When an Auction has to be Quick. (2016). Carlson, Jim Ingebretsen . In: Working Papers. RePEc:hhs:lunewp:2016_012.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Analysis 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.

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2016Die schwierige Beziehung der EU zur Türkei: Wie sieht die Zukunft der Türkei aus?. (2016). Yalcin, Erdal ; Kolev, Galina ; Yurekli, Aye ; Tolksdorf, Helge ; Schulz, Ludwig . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:69:y:2016:i:21:p:03-25.

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2016Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962.

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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Albulescu, Claudiu ; Tiwari, Aviral Kumar . In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

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2016The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Shaban, Mohamed ; Duygun, Meryem . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216.

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2016The 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.

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2016Coal Mining and Coal Seam Gas on Gomeroi country: Sacred lands, economic futures and shifting alliances. (2016). Norman, Heidi . In: Energy Policy. RePEc:eee:enepol:v:99:y:2016:i:c:p:242-251.

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2016On 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.

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2016Optimal Policy Identification: Insights from the German Electricity Market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-004.

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2016Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511.

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2016Optimal Policy Identification: Insights from the German Electricity Market.. (2016). Savin, Ivan ; Herrmann, Johannes . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-16.

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2016Network effects and systemic risk in the banking sector. (2016). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62.

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2016Optimal policy identification: Insights from the German electricity market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Working Paper Series in Economics. RePEc:zbw:kitwps:87.

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Recent citations received in 2015

YearCiting document
2015The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S.. In: Papers. RePEc:arx:papers:1504.06909.

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2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940.

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2015Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11032.

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2015Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899.

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2015Identification of DSGE models—The 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.

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2015Correlations 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.

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2015Linear 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.

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2015Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44.

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2015Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:258.

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2015Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing ; Wu, Tao . In: MPRA Paper. RePEc:pra:mprapa:73457.

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2015Dynamic 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.

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2015What determines Bitcoins Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13.

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Recent citations received in 2014

YearCiting document
2014Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028.

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2014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2014The 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.

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2014Pervasive inattentiveness. (2014). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290.

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2014Spatial 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.

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2014Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey. In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0214.

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2014Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). Kučerová, Zuzana ; Pomenkova, Jitka ; Kucierovai, Zuzana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014.

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2014Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan. In: MPRA Paper. RePEc:pra:mprapa:72039.

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Recent citations received in 2013

YearCiting document
2013Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2013_26.

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2013Explosive Preisentwicklung und spekulative Blasen auf Rohstoffmärkten / Explosive behavior and speculative bubbles on commodity markets. (2013). 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.

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2013Low 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.

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2013Credit 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.

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2013Testing 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.

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2013Modelling 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.

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2013Impact 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.

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2013Impact 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.

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2013Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization. (2013). Savin, Ivan ; Blueschke, Dmitri. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2013-051.

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2013Modelling 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.

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2013The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia. In: Department of Economics (DEMB). RePEc:mod:dembwp:0029.

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2013Efficacy of a Bidder Training Program: Lessons from LINC. (2013). Kosmopoulou, Georgia ; Hubbard, Timothy ; De Silva, Dakshina. In: MPRA Paper. RePEc:pra:mprapa:51329.

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2013Modelling 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.

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2013The 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.

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2013Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87.

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2013Results on the Stability of a Simple Wage Posting Model. (2013). Jump, Robert . In: Studies in Economics. RePEc:ukc:ukcedp:1319.

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2013A 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.

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2013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46.

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2013Religiosity 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.

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Source data used to compute the impact factor of RePEc series.

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