Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
25
Impact Factor
0.31
5 Years IF
0.48
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0 0 0 0 0 1 0 0 0 0 0.04
1991 0 0.1 0 0 0 0 0 2 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 3 0 0 0 0 0.04
1993 0 0.11 0 0 17 17 19 3 0 0 0 0 0.05
1994 0 0.11 0.03 0 19 36 62 4 17 17 0 0 0.04
1995 0.08 0.19 0.19 0.08 16 52 53 6 14 36 3 36 3 0 3 0.19 0.07
1996 0.26 0.22 0.22 0.19 21 73 77 14 30 35 9 52 10 0 2 0.1 0.09
1997 0.11 0.26 0.13 0.1 22 95 88 7 42 37 4 73 7 0 0 0.09
1998 0.07 0.27 0.18 0.18 30 125 196 21 65 43 3 95 17 0 3 0.1 0.1
1999 0.13 0.31 0.13 0.11 29 154 399 17 85 52 7 108 12 0 4 0.14 0.13
2000 0.39 0.38 0.33 0.33 27 181 232 52 144 59 23 118 39 0 4 0.15 0.15
2001 0.43 0.39 0.3 0.37 30 211 130 55 208 56 24 129 48 0 1 0.03 0.14
2002 0.28 0.4 0.36 0.39 26 237 899 78 293 57 16 138 54 0 7 0.27 0.17
2003 0.5 0.42 0.38 0.49 45 282 152 106 400 56 28 142 69 4 3.8 6 0.13 0.18
2004 0.77 0.47 0.45 0.64 32 314 126 140 542 71 55 157 100 4 2.9 3 0.09 0.19
2005 0.19 0.51 0.41 0.5 41 355 386 147 689 77 15 160 80 8 5.4 5 0.12 0.2
2006 0.29 0.5 0.43 0.56 46 401 277 166 862 73 21 174 98 23 13.9 3 0.07 0.2
2007 0.48 0.44 0.38 0.54 50 451 318 170 1033 87 42 190 103 12 7.1 3 0.06 0.17
2008 0.43 0.47 0.59 0.49 41 492 248 288 1325 96 41 214 104 29 10.1 4 0.1 0.19
2009 0.26 0.49 0.5 0.41 27 519 96 255 1583 91 24 210 86 13 5.1 10 0.37 0.19
2010 0.47 0.46 0.47 0.5 39 558 139 260 1845 68 32 205 102 20 7.7 5 0.13 0.16
2011 0.33 0.48 0.41 0.4 41 599 124 235 2090 66 22 203 82 17 7.2 3 0.07 0.19
2012 0.38 0.51 0.47 0.47 44 643 107 299 2391 80 30 198 94 16 5.4 9 0.2 0.19
2013 0.32 0.58 0.5 0.39 51 694 168 349 2741 85 27 192 74 25 7.2 21 0.41 0.2
2014 0.36 0.58 0.46 0.35 48 742 126 344 3086 95 34 202 71 33 9.6 7 0.15 0.19
2015 0.47 0.59 0.43 0.4 60 802 165 333 3431 99 47 223 90 25 7.5 15 0.25 0.19
2016 0.59 0.64 0.49 0.52 81 883 71 433 3867 108 64 244 127 36 8.3 16 0.2 0.19
2017 0.32 0.66 0.43 0.37 58 941 58 399 4271 141 45 284 105 30 7.5 12 0.21 0.2
2018 0.31 0.89 0.41 0.48 107 1048 43 427 4700 139 43 298 143 63 14.8 22 0.21 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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

476
21999Applied 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

207
32005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

188
42002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

153
52002Production, 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

88
62002Solving 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

78
72006An 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

73
82007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

Full description at Econpapers || Download paper

69
92007A 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

67
102008Analysing 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

65
112000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

Full description at Econpapers || Download paper

63
122006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

Full description at Econpapers || Download paper

53
132002System 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

50
142007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

Full description at Econpapers || Download paper

48
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.

Full description at Econpapers || Download paper

38
161999Using 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

36
171996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

Full description at Econpapers || Download paper

36
182014Efficient 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

33
192007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

Full description at Econpapers || Download paper

30
202000A 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

30
211999A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218.

Full description at Econpapers || Download paper

28
222008Integrating 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

27
232003Is 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. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

Full description at Econpapers || Download paper

27
242005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

Full description at Econpapers || Download paper

26
252003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

Full description at Econpapers || Download paper

25
261999A 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

24
271998A 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

23
28A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136.

Full description at Econpapers || Download paper

22
292011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

Full description at Econpapers || Download paper

22
302000Explaining 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

21
312000Collinearity 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

21
322007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

Full description at Econpapers || Download paper

21
332005A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102.

Full description at Econpapers || Download paper

21
342008Solving 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

20
352004Spectral 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

20
362013The 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

20
371997Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35.

Full description at Econpapers || Download paper

20
382015Tractable 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

19
392010How 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

19
402005User-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

19
412003Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223.

Full description at Econpapers || Download paper

19
422007Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367.

Full description at Econpapers || Download paper

17
431995Modular Technical Change and Genetic Algorithms.. (1995). . In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53.

Full description at Econpapers || Download paper

17
442006A 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

17
451998Bubbles and Market Crashes.. (1998). . In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114.

Full description at Econpapers || Download paper

17
462002Maximum 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
472011A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300.

Full description at Econpapers || Download paper

16
481999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Brooks, Chris. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62.

Full description at Econpapers || Download paper

16
491995Self-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

16
502006Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications. (2006). Roson, Roberto. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:1:p:29-49.

Full description at Econpapers || Download paper

16
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

60
22005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

51
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.

Full description at Econpapers || Download paper

41
42007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

Full description at Econpapers || Download paper

38
52014Efficient 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

25
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

21
72008Analysing 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

20
82006An 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

19
92018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

Full description at Econpapers || Download paper

14
102002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

13
112011A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300.

Full description at Econpapers || Download paper

12
122017A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.

Full description at Econpapers || Download paper

12
132015On Modeling Environmental Production Characteristics: A Slacks-Based Measure for China’s 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

11
142006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

Full description at Econpapers || Download paper

11
152002Solving 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

10
162002Production, 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

10
172005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

Full description at Econpapers || Download paper

9
182006LABORsim: An Agent-Based Microsimulation of Labour Supply – 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

9
192007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

Full description at Econpapers || Download paper

9
202015Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis. (2015). Yu, Yanni ; Choi, Yongrok. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:375-388.

Full description at Econpapers || Download paper

9
212015Carbon 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

8
222000A 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

8
232010The 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.

Full description at Econpapers || Download paper

8
242013A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading. (2013). Karathanasopoulos, Andreas ; Likothanassis, Spiros ; Vasilakis, Georgios ; Georgopoulos, Efstratios . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:415-431.

Full description at Econpapers || Download paper

8
252007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

Full description at Econpapers || Download paper

8
262015Spatial Dynamics of Optimal Management in Bioeconomic Systems. (2015). Sims, Charles ; Finnoff, David ; Aadland, David. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:545-577.

Full description at Econpapers || Download paper

7
272010Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms. (2010). Maschek, Michael. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:25-49.

Full description at Econpapers || Download paper

7
282002System 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

7
292007Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367.

Full description at Econpapers || Download paper

7
302010Dynamics and Structure of the 30 Largest North American Companies. (2010). Brida, Juan. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:85-99.

Full description at Econpapers || Download paper

6
312015Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming. (2015). Kaempff, Bob ; Huber, Jurgen ; Hauser, Florian . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:2:p:205-229.

Full description at Econpapers || Download paper

6
322016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramäki, Kimmo ; Birch, Jenna ; Soramaki, Kimmo ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

Full description at Econpapers || Download paper

6
332014Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model. (2014). Kendrick, David ; Shoukry, George . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:3:p:269-293.

Full description at Econpapers || Download paper

6
342014Accuracy, 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
352018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

Full description at Econpapers || Download paper

6
362011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

Full description at Econpapers || Download paper

6
372017The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Emirmahmutolu, Furkan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9574-3.

Full description at Econpapers || Download paper

6
382013Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Andreano, M. ; Benedetti, Roberto. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174.

Full description at Econpapers || Download paper

6
392015Analysis of Carbon Emissions and Their Influence Factors Based on Data from Anhui of China. (2015). Song, Ma-Lin ; Zhou, Yuan-Xiang . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:359-374.

Full description at Econpapers || Download paper

6
402017LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model. (2017). Samimi, O ; Mehrdoust, F ; Sharafpour, S ; Mardani, Z. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9598-8.

Full description at Econpapers || Download paper

5
412000Explaining 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

5
422015A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Proao, Christian ; Flaschel, Peter. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691.

Full description at Econpapers || Download paper

5
431999Using 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

5
442013The 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

5
452015Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach. (2015). Wu, Jie ; Liang, Liang ; Chu, Junfei ; Zhu, Qingyuan. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:455-477.

Full description at Econpapers || Download paper

5
462009Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation. (2009). . In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:193-207.

Full description at Econpapers || Download paper

5
472007Validating 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

5
482010How 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
492015Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

Full description at Econpapers || Download paper

5
502017Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns. (2017). Zhou, Jian ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong ; Jiang, Zhi-Qiang ; Gu, Gao-Feng . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9612-1.

Full description at Econpapers || Download paper

5
Citing documents used to compute impact factor: 43
YearTitle
2018Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136.

Full description at Econpapers || Download paper

2018The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957.

Full description at Econpapers || Download paper

2018Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting. (2018). Th, D ; Papaschinopoulos, G ; Schinas, C J. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9640-x.

Full description at Econpapers || Download paper

2018Spatiotemporal distribution of inclusive wealth data: An illustrated guide. (2018). Tsilika, Kyriaki ; Managi, Shunsuke ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:85711.

Full description at Econpapers || Download paper

2018Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. (2018). Milovanovi, Slobodan ; Shcherbakov, Victor. In: Papers. RePEc:arx:papers:1711.09852.

Full description at Econpapers || Download paper

2018Selection of shape parameter in radial basis functions for solution of time-fractional Black–Scholes models. (2018). Haq, Sirajul ; Hussain, Manzoor. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:335:y:2018:i:c:p:248-263.

Full description at Econpapers || Download paper

2018Empirical scaling relations of market event rates in foreign currency market. (2018). Boilard, J.-F., ; Takayasu, M ; Kanazawa, K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1152-1161.

Full description at Econpapers || Download paper

2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

Full description at Econpapers || Download paper

2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

Full description at Econpapers || Download paper

2018Analysis on provincial industrial energy efficiency and its influencing factors in China based on DEA-RS-FANN. (2018). He, Yong ; Zhou, YA ; Liao, Nuo. In: Energy. RePEc:eee:energy:v:142:y:2018:i:c:p:79-89.

Full description at Econpapers || Download paper

2018Exploring the effects of influencing factors on energy efficiency in industrial sector using cluster analysis and panel regression model. (2018). Liao, Nuo ; He, Yong. In: Energy. RePEc:eee:energy:v:158:y:2018:i:c:p:782-795.

Full description at Econpapers || Download paper

2018Optimal dividend policies with random profitability. (2018). Rochet, Jean ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1706.01813.

Full description at Econpapers || Download paper

2018Optimal dividend policies with random profitability. (2018). Soner, Mete H ; Rochet, Jean-Charles ; Reppen, Max. In: IDEI Working Papers. RePEc:ide:wpaper:32400.

Full description at Econpapers || Download paper

2018Optimal dividend policies with random profitability. (2018). Soner, Mete H ; Rochet, Jean-Charles ; Reppen, Max. In: TSE Working Papers. RePEc:tse:wpaper:32401.

Full description at Econpapers || Download paper

2018Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach. (2018). Gomez-Fernandez, Pilar ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1259-:d:142120.

Full description at Econpapers || Download paper

2018DEA-Based Piecewise Linear Discriminant Analysis. (2018). Ji, Ai-Bing ; Qiao, Yanhua. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9642-8.

Full description at Econpapers || Download paper

2018Integrated data envelopment analysis: Linear vs. nonlinear model. (2018). Mahdiloo, Mahdi ; Tatham, Peter ; Saen, Reza Farzipoor ; Duong, Thach-Thao ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:255-267.

Full description at Econpapers || Download paper

2018On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David A ; Huang, Wei ; Lai, Pei-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032.

Full description at Econpapers || Download paper

2018A New Vision of Classical Multi-regional Input–Output Models. (2018). Tsilika, Kyriaki ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9624-x.

Full description at Econpapers || Download paper

2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

Full description at Econpapers || Download paper

2018Time series analysis of S&P 500 index: A horizontal visibility graph approach. (2018). Vamvakaris, Michail D ; Zuev, Konstantin M ; Pantelous, Athanasios A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:41-51.

Full description at Econpapers || Download paper

2018Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions. (2018). Jeong, Darae ; Kim, Junseok ; Yoo, Minhyun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9653-0.

Full description at Econpapers || Download paper

2018Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach. (2018). Jun, Wen ; Mahmood, Hamid ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3859-:d:177957.

Full description at Econpapers || Download paper

2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

Full description at Econpapers || Download paper

2018Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?. (2018). Gorajski, Mariusz . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9678-4.

Full description at Econpapers || Download paper

2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

Full description at Econpapers || Download paper

2018Systemic Risk Indicators Based on Nonlinear PolyModel. (2018). Ye, Xingxing ; Douady, Raphael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2018:i:1:p:2-:d:192000.

Full description at Econpapers || Download paper

2018Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Xiong, Zhuoran ; Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:1811.07522.

Full description at Econpapers || Download paper

2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

Full description at Econpapers || Download paper

2018La modélisation de l’indice CAC 40 avec un modèle basé agent. (2018). Lu, Nan. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-02.

Full description at Econpapers || Download paper

2018Pricing American Options with Jumps in Asset and Volatility. (2018). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Taruvinga, Blessing. In: Research Paper Series. RePEc:uts:rpaper:394.

Full description at Econpapers || Download paper

2018Pricing multi-asset American option under Heston stochastic volatility model. (2018). Samimi, Oldouz ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500263.

Full description at Econpapers || Download paper

2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

Full description at Econpapers || Download paper

2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

Full description at Econpapers || Download paper

2018Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1803.11467.

Full description at Econpapers || Download paper

2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Papers. RePEc:arx:papers:1708.08594.

Full description at Econpapers || Download paper

2018Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:88195.

Full description at Econpapers || Download paper

2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857.

Full description at Econpapers || Download paper

2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

Full description at Econpapers || Download paper

2018Likelihood-based risk estimation for variance-gamma models. (2018). Bee, Marco ; Santi, Flavio ; Dickson, Maria Michela. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0393-z.

Full description at Econpapers || Download paper

2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

Full description at Econpapers || Download paper

2018Optimal monetary policy for a pessimistic central bank. (2018). Vitale, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:39-59.

Full description at Econpapers || Download paper

2018How active is active learning: value function method vs an approximation method. (2018). Amman, Hans ; Tucci, Marco Paolo. In: Department of Economics University of Siena. RePEc:usi:wpaper:788.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

YearCiting document
2018Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform. (2018). Bianchi, Michele Leonardo ; Tassinari, Gian Luca. In: Papers. RePEc:arx:papers:1805.05584.

Full description at Econpapers || Download paper

2018Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

Full description at Econpapers || Download paper

2018Predetermined interest rates in an analytical RBC model. (2018). Moura, Alban ; Fève, Patrick ; Pierrard, Olivier ; Feve, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:12-15.

Full description at Econpapers || Download paper

2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

Full description at Econpapers || Download paper

2018Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434.

Full description at Econpapers || Download paper

2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wang, Gang-Jin ; Ma, Chaoqun ; Wen, Danyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918.

Full description at Econpapers || Download paper

2018Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964.

Full description at Econpapers || Download paper

2018The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49.

Full description at Econpapers || Download paper

2018Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634.

Full description at Econpapers || Download paper

2018Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018Exploring the Dedicated Knowledge Base of a Transformation towards a Sustainable Bioeconomy. (2018). Pyka, Andreas ; Mueller, Matthias ; Bogner, Kristina B ; Schlaile, Michael P ; Urmetzer, Sophie. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1694-:d:148475.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

Full description at Econpapers || Download paper

2018How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights. (2018). Song, Malin ; Fisher, Ron. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-018-9832-7.

Full description at Econpapers || Download paper

2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

Full description at Econpapers || Download paper

2018
2018Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

Full description at Econpapers || Download paper

2018It’s a match! Simulating compatibility-based learning in a network of networks. (2018). Schlaile, Michael P ; Mueller, Matthias ; Zeman, Johannes. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:5:d:10.1007_s00191-018-0579-z.

Full description at Econpapers || Download paper

2018Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201807.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354.

Full description at Econpapers || Download paper

2017Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16.

Full description at Econpapers || Download paper

2017Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

Full description at Econpapers || Download paper

2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

Full description at Econpapers || Download paper

2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

Full description at Econpapers || Download paper

2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

Full description at Econpapers || Download paper

2017A Toolkit for Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9544-1.

Full description at Econpapers || Download paper

2017Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9545-0.

Full description at Econpapers || Download paper

2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Mandel, Antoine ; Sapio, Sandro ; Napoletano, Mauro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

Full description at Econpapers || Download paper

2017Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/12.

Full description at Econpapers || Download paper

2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

Full description at Econpapers || Download paper

2017An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Multiplex 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

2016Oil 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

2016The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29.

Full description at Econpapers || Download paper

2016The 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Assessing 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

2016Multiplex interbank networks and systemic importance РAn application to European data. (2016). Aldasoro, I̱aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620.

Full description at Econpapers || Download paper

2016Optimal 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

2016Network 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Sigma 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

2015Risk 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

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.

Full description at Econpapers || Download paper

2015Risk 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

2015On variable reductions in data envelopment analysis with an illustrative application to a gas company. (2015). Toloo, Mehdi ; Babaee, Seddigheh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:270:y:2015:i:c:p:527-533.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Wang, Shuai ; Li, Jingjing ; Tang, Ling. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311.

Full description at Econpapers || Download paper

2015Risk 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

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

Full description at Econpapers || Download paper

2015What Determines Bitcoin’s Value?. (2018). Tiwari, Aviral ; Selmi, Refk ; Olayeni, Olaolu Richard ; Bouoiyour, Jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880330.

Full description at Econpapers || Download paper

2015Sustainable 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

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.

Full description at Econpapers || Download paper

2015What Determines Bitcoin’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