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Citation Profile [Updated: 2022-01-10 21:26:02]
5 Years H
27
Impact Factor
0.41
5 Years IF
0.4
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 0.09 0 0 0 0 0 1 0 0 0 0 0.04
1991 0 0.08 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 20 3 0 0 0 0 0.05
1994 0 0.12 0.03 0 19 36 68 4 17 17 0 0 0.06
1995 0.08 0.19 0.19 0.08 16 52 55 6 14 36 3 36 3 0 3 0.19 0.08
1996 0.29 0.22 0.23 0.21 21 73 78 15 31 35 10 52 11 0 1 0.05 0.1
1997 0.11 0.22 0.13 0.1 22 95 91 7 43 37 4 73 7 0 0 0.09
1998 0.05 0.26 0.18 0.18 30 125 209 21 66 43 2 95 17 0 3 0.1 0.12
1999 0.13 0.27 0.13 0.11 29 154 458 17 86 52 7 108 12 0 4 0.14 0.13
2000 0.39 0.32 0.33 0.33 27 181 259 52 145 59 23 118 39 0 4 0.15 0.14
2001 0.45 0.35 0.31 0.38 30 211 155 56 210 56 25 129 49 0 1 0.03 0.15
2002 0.26 0.37 0.29 0.33 26 237 1041 69 279 57 15 138 45 0 7 0.27 0.19
2003 0.52 0.4 0.39 0.5 45 282 170 108 388 56 29 142 71 4 3.7 6 0.13 0.19
2004 0.8 0.44 0.47 0.66 32 314 136 145 535 71 57 157 104 5 3.4 4 0.13 0.2
2005 0.19 0.45 0.43 0.51 41 355 445 152 689 77 15 160 81 8 5.3 4 0.1 0.21
2006 0.3 0.46 0.46 0.6 46 401 318 175 873 73 22 174 104 23 13.1 3 0.07 0.2
2007 0.49 0.42 0.39 0.55 50 451 386 176 1051 87 43 190 105 12 6.8 4 0.08 0.18
2008 0.44 0.44 0.62 0.51 41 492 298 302 1357 96 42 214 109 29 9.6 5 0.12 0.2
2009 0.26 0.43 0.51 0.41 27 519 113 261 1621 91 24 210 87 13 5 10 0.37 0.21
2010 0.5 0.42 0.49 0.51 39 558 166 273 1896 68 34 205 105 20 7.3 5 0.13 0.18
2011 0.33 0.45 0.43 0.42 41 599 157 250 2156 66 22 203 86 17 6.8 3 0.07 0.2
2012 0.39 0.45 0.48 0.48 44 643 124 309 2467 80 31 198 96 16 5.2 9 0.2 0.19
2013 0.32 0.5 0.52 0.4 51 694 235 358 2826 85 27 192 77 25 7 21 0.41 0.2
2014 0.39 0.51 0.49 0.38 48 742 191 363 3190 95 37 202 77 33 9.1 8 0.17 0.2
2015 0.48 0.5 0.46 0.42 60 802 289 356 3556 99 48 223 94 25 7 14 0.23 0.19
2016 0.67 0.5 0.51 0.55 81 883 169 451 4009 108 72 244 135 36 8 18 0.22 0.18
2017 0.4 0.5 0.47 0.43 58 941 111 435 4447 141 56 284 121 29 6.7 10 0.17 0.18
2018 0.35 0.53 0.45 0.54 107 1048 194 466 4918 139 49 298 160 63 13.5 19 0.18 0.21
2019 0.5 0.57 0.4 0.52 137 1185 118 471 5391 165 83 354 184 72 15.3 14 0.1 0.21
2020 0.34 0.73 0.34 0.38 95 1280 50 437 5830 244 83 443 170 51 11.7 12 0.13 0.29
2021 0.41 0.37 0.4 114 1394 21 516 6346 232 95 478 191 93 18 25 0.22
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

556
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

249
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

224
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.

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181
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.

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99
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.

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92
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.

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86
82007A 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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85
92007Empirical 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

82
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

81
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

73
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.

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70
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.

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57
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.

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56
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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49
162014Efficient 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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45
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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41
182018Correlation 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.

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40
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.

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40
201996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

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36
212000A 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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35
222005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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32
232011A 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.

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32
242008Integrating 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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32
252003Is 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.

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30
262003Traders 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.

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29
271999A 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.

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28
281999A 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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26
292013The 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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26
302015Tractable 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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26
312014Accuracy, 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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25
321998A 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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24
332010How 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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24
342007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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24
352000Explaining 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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23
362015Carbon 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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23
372003Asset 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.

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23
382005A 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.

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23
392008Solving 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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23
40A 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.

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23
412007Validating 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.

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22
422008E&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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22
432000Collinearity 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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22
441998Wavelet Analysis of Commodity Price Behavior.. (1998). Davidson, Russell. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28.

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20
452004Spectral 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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20
462016Analysis 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.

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19
472010The 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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19
482018Estimation 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.

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19
492007Solving 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.

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19
502005User-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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19
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

41
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

23
32018Correlation 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

19
42005Estimation 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

17
52007A 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

14
62018Estimation 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

13
72006An 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
82002Heterogeneous 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

9
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.

Full description at Econpapers || Download paper

9
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

9
112007Empirical 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

9
122016Analysis 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

9
132014Efficient 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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8
142014DSGE 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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8
152018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jae Woo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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8
162001A 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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8
1720198
182019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Alipour, Hamidreza ; Rezaie, Mohammad Reza ; Ghiasi, Mohammad. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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8
192015Minimality 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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7
202011A 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.

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7
212002Solving 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

7
222020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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6
232021Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach. (2021). Mellacher, Patrick ; Scheuer, Timon. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10026-0.

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6
242000Decomposing 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

6
252014Accuracy, 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
262018Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2.

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6
272017Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles. (2017). Ekinci, Aykut ; ERDAL, Halil brahim . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9623-y.

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6
282002Production, 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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6
292015Yield Curve and Recession Forecasting in a Machine Learning Framework. (2015). Papadimitriou, Theophilos ; Chrysanthidou, Efthymia ; Gogas, Periklis ; Matthaiou, Maria . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:635-645.

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302013Using 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.

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312015Tractable 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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322016Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9478-z.

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332020Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative. (2020). Zhang, Yue-Jun ; Shen, BO ; Jin, Yan-Lin. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9839-0.

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342016Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:49-66.

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362019Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9.

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372015Carbon 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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382007Dynamic 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.

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392018The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study. (2018). Vermeulen, Ben ; Pyka, Andreas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9776-3.

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402017A 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.

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412019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). He, Jun ; Ding, Donghong ; Liu, Liangliang. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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422016Belief Aggregation with Automated Market Makers. (2016). Sethi, Rajiv ; Vaughan, Jennifer Wortman . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9514-7.

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432002System 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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442020An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion. (2020). Yao, Jingjing ; Zhang, Jijian ; Yang, Aijun ; Liu, Yue. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09915-w.

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452015Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models. (2015). Herbst, Edward. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:693-705.

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462016Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. (2016). Papana, Angeliki ; Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9491-x.

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472007Validating 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.

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482018Exploring Dynamic Impact of Foreign Direct Investment on China’s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model. (2018). Pan, Xiongfeng ; Li, Bin ; Quan, Rong ; Zhang, Jing. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9745-x.

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492015The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach. (2015). Chen, Linna . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:405-420.

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502021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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Citing documents used to compute impact factor: 95
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2021Oil price future regarding unconventional oil production and its near-term deployment: A system dynamics approach. (2021). Kazemi, Aliyeh ; Shakouri, Hamed ; Hosseini, Seyed Hossein. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001274.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Optimal non-uniform finite difference grids for the Black–Scholes equations. (2021). Lee, Chaeyoung ; Kim, Sangkwon ; Park, Eunchae ; Lyu, Jisang ; Yoon, Sungha. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:182:y:2021:i:c:p:690-704.

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2021A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market. (2021). Bamdad, Shahrooz ; Babaei, Golnoosh. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10085-3.

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2021Underlying dynamics of crime transmission with memory. (2021). Agarwal, Shivi ; Mathur, Trilok ; Pritam, Kocherlakota Satya. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001910.

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2021Option to survive or surrender: carbon asset management and optimization in thermal power enterprises from China. (2021). Sun, Huaping ; Zhen, Zaili ; Xie, Zhuyun ; Tian, Lixin ; Liu, Yue. In: Papers. RePEc:arx:papers:2104.04729.

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2021Optimizing Algorithmic Strategies for Trading Bitcoin. (2021). Cohen, Gil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09972-6.

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2021Optimizing candlesticks patterns for Bitcoins trading systems. (2021). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00973-6.

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2021Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time. (2021). Sunakawa, Takeki ; Emoto, Masakazu. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002172.

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2021Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Semi-analytical pricing of barrier options in the time-dependent $\lambda$-SABR model. (2021). Itkin, Andrey ; Muravey, Dmitry. In: Papers. RePEc:arx:papers:2109.02134.

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2021Optimal hybrid energy system for locomotive utilizing improved Locust Swarm optimizer. (2021). Yousefi, Nasser ; Huang, Mingming ; Shi, Yuetao ; Gao, Ming ; Zhao, Gaiju ; Cheng, Shen. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220325998.

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2021Exergy analysis of a polymer fuel cell and identification of its optimum operating conditions using improved Farmland Fertility Optimization. (2021). Yousefi, Nasser ; Wang, Peifang ; Guo, Lin ; Li, Bing ; Lu, Xiaohui. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220323719.

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2021A new converged Emperor Penguin Optimizer for biding strategy in a day-ahead deregulated market clearing price: A case study in China. (2021). Yang, Yang ; Lu, Xiaohui ; Zafetti, Nicholas ; Yu, Fangzhong ; Fan, Yiming ; Wang, Peifang. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221006356.

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2021Analysis of the performance of the multi-objective hybrid hydropower-photovoltaic-wind system to reduce variance and maximum power generation by developed owl search algorithm. (2021). Zafetti, Nicholas ; Liu, Guoxu ; Hao, Dongmin ; Wu, Yongtang ; Ren, Xiaojun. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011580.

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2021Look-ahead risk-constrained scheduling for an energy hub integrated with renewable energy. (2021). Hu, Weihao ; Xu, Xiao ; Chen, Zhe ; Huang, QI ; Du, Yuefang ; Liu, Wen. In: Applied Energy. RePEc:eee:appene:v:297:y:2021:i:c:s0306261921005535.

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2021Multi-layer distributed multi-objective consensus algorithm for multi-objective economic dispatch of large-scale multi-area interconnected power systems. (2021). Sun, Zhixiang ; Yin, Linfei. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007923.

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2021Pricing American options with the Runge-Kutta-Legendre finite difference scheme. (2021). le Floc, Fabien. In: Papers. RePEc:arx:papers:2106.12049.

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2021Modelling tail risk with tempered stable distributions: an overview. (2021). Loeper, Gregoire ; Fallahgoul, Hasan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03204-3.

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2021Bayesian inference of multiple structural change models with asymmetric GARCH errors. (2021). Lee, Bonny. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00549-z.

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2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

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2021Military Spending and Economic Growth in Turkey: A Wavelet Approach. (2021). Khalid, Usman ; Habimana, Olivier. In: Defence and Peace Economics. RePEc:taf:defpea:v:32:y:2021:i:3:p:362-376.

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2021.

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2021An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case. (2021). Grabchak, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:170:y:2021:i:c:s0167715220303187.

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2021A non-intrusive load monitoring approach for very short-term power predictions in commercial buildings. (2021). Agert, Carsten ; von Maydell, Karsten ; Hanke, Benedikt ; Steens, Thomas ; Telle, Jan-Simon ; Arens, Stefan ; Brucke, Karoline. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003494.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility. (2021). Mukashov, Askar. In: Working Papers of Agricultural Policy. RePEc:zbw:cauapw:wp202101.

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2021Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Feng, Yun ; Li, Xin. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02002-2.

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2021Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback. (2021). Yu, Xiaohua ; Bao, Te ; Lu, Zhou. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10020-6.

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2021An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering. (2021). Wang, Xiaoqun ; He, Zhijian. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09976-2.

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2021Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression. (2021). Vsimovi, Petra Posedel ; Sun, Edward W ; Horvatic, Davor . In: Papers. RePEc:arx:papers:2105.07671.

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2021Does the life cycle affect earnings management and bankruptcy?. (2021). Tumpach, Milos ; Marousek, Josef ; Privara, Andrej ; Michalkova, Lucia ; Durana, Pavol. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:12:y:2021:i:2:p:425-461.

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2021Can earnings management information improve bankruptcy prediction models?. (2021). Severin, Eric ; Veganzones, David. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04183-0.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: Working Papers. RePEc:hal:wpaper:halshs-03234072.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: AMSE Working Papers. RePEc:aim:wpaimx:2133.

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2021Comonotonicity and low volatility effect. (2021). Sun, Edward W ; Chen, Yi-Ting ; Lai, Wan-Ni. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03320-0.

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2021Agricultural loan delinquency prediction using machine learning methods. (2021). Katchova, Ani L ; Chen, Jian ; Zhou, Chenxi. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316316.

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2021An Agent-Based Modelling Approach to Brain Drain. (2021). Badur, Bertan ; Gursoy, Furkan. In: Papers. RePEc:arx:papers:2103.03234.

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2021Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE ; Managi, Shunsuke. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10051-z.

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2021Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:494-:d:657397.

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2021Productivity and unemployment: an ABM approach. (2021). Fuentes, Matias ; Fernandez-Marquez, Carlos M ; Vazquez, Francisco J ; Martinez, Juan Jose. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00287-1.

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2021Infrastructure Investment and Regional Economic Growth: Evidence from Yangtze River Economic Zone. (2021). Shi, Guoqing ; Wang, Jie ; Xu, Junzhuo ; Zhang, Ruilian. In: Land. RePEc:gam:jlands:v:10:y:2021:i:3:p:320-:d:520658.

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2021Decarbonizing China’s iron and steel industry from the supply and demand sides for carbon neutrality. (2021). Dai, Hancheng ; Glynn, James ; O'Gallachoir, Brian ; Hanaoka, Tatsuya ; Fang, Yanru ; Hossain, M S ; Liu, Xiaorui ; Lu, Pantao ; Ren, Ming. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006334.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Omanovic, Adna ; Zaimovic, Azra ; Arnaut-Berilo, Almira . In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021Nonlinear optimal control of coupled time-delayed models of economic growth. (2021). Ghosh, T ; Abbaszadeh, M ; Siano, P ; Rigatos, G. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00327-w.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Fiscal decentralization and the imbalance between consumption and investment in China. (2021). Liu, Liangliang. In: The Annals of Regional Science. RePEc:spr:anresc:v:66:y:2021:i:1:d:10.1007_s00168-020-01006-1.

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2021How does fiscal decentralization affect CO2 emissions? The roles of institutions and human capital. (2021). Dong, Kangyin ; Yi, Rita ; Ali, Shahid ; Khan, Zeeshan. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s014098832030400x.

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2021The impact of public participation in environmental behavior on haze pollution and public health in China. (2021). Qu, Guohua ; Robert, Dixon ; Zhang, Xindong. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:319-335.

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2021Does fiscal decentralization improve energy and environmental performance? New perspective on vertical fiscal imbalance. (2021). Lin, Boqiang ; Zhou, Yicheng. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008813.

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2021Pollution and Health Effects: A Nonparametric Approach. (2021). HALKOS, GEORGE ; Argyropoulou, Georgia. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-019-09963-2.

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2021On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks. (2021). Polat, Refet ; Gunel, Korhan ; Eskiizmirliler, Saadet. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10070-w.

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2021Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation. (2021). Landesmann, Michael ; Mara, Isilda. In: wiiw Working Papers. RePEc:wii:wpaper:196.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso ; Tinti, Cristina ; Tegami, Christian. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2021Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497.

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2021An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression. (2021). Oudgou, Mohamed ; el Goumi, Badreddine ; Jamali-Alaoui, Amine ; Zizi, Youssef ; el Moudden, Abdeslam. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:200-:d:674179.

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2021Analysis of stock market based on visibility graph and structure entropy. (2021). Wei, Daijun ; Zhu, Jia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:576:y:2021:i:c:s0378437121003083.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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2021Identification and causal analysis of the influence channels of financial development on CO2 emissions. (2021). Huang, Shupei ; Xu, Xin. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001464.

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2021Does the participation in global value chains promote interregional carbon emissions transferring via trade? Evidence from 39 major economies. (2021). Guo, Zhifang ; Zhong, Zhangqi ; Zhang, Jianwu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002389.

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2021Industrial Land Change in Chinese Silk Road Cities and Its Influence on Environments. (2021). Yan, Yiran ; Zhao, Sidong ; Han, Jing. In: Land. RePEc:gam:jlands:v:10:y:2021:i:8:p:806-:d:605964.

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2021Servitization and Sustainable Value Creation Strategy for China’s Manufacturing Industry: A Multiple Case Study in the Belt and Road Initiative. (2021). Cao, Sijia ; Liao, Xiaoqiang ; Zhou, Tongtong ; Zhang, Xianyu ; Ming, Xinguo ; Chang, Yuan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11334-:d:655763.

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2021.

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2021Coal industrial supply chain network: Mongolian capabilities across the Asian market. (2021). Purev, Bolortuya ; He, Weida. In: Technium Social Sciences Journal. RePEc:tec:journl:v:19:y:2021:i:1:p:401-411.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995.

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2021Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets. (2021). Mishra, Tapas ; Uddin, Gazi Salah ; Jayasekera, Evgeniia ; Hedstrom, Axel ; Bekiros, Stelios. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10058-6.

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2021Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (2021). Peters, Gareth W ; Dias, Fabio S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005737.

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2021Modeling Energy Demand—A Systematic Literature Review. (2021). Schulz, Lennart ; Burges, Simon ; Seim, Stephan ; Verwiebe, Paul Anton ; Muller-Kirchenbauer, Joachim. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7859-:d:686290.

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2021Portfolio Selection with a Rank-deficient Covariance Matrix. (2021). Mazur, Stepan ; Oleynik, Anna ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2021_012.

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2021Tangency portfolio weights under a skew-normal model in small and large dimensions. (2021). Thorsen, Erik ; Mazur, Stepan ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_013.

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2021Modeling asset allocations and a new portfolio performance score. (2021). Dalamagas, Theodore ; Emiris, Ioannis Z ; Christoforou, Emmanouil ; Chalkis, Apostolos. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00040-8.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2021Endogenous viral mutations, evolutionary selection, and containment policy design. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2107.04358.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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2021Growth, Concentration and Inequality in a Unified Schumpeter Mark I + II model. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09407.

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2021Opinion Dynamics with Conflicting Interests. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09408.

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2021FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance. (2021). Rui, Jingyang ; Liu, Xiao-Yang ; Guo, Jian ; Wang, Christina Dan ; Yang, Hongyang ; Qingyang, Liu ; Gao, Jiechao. In: Papers. RePEc:arx:papers:2112.06753.

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2021Behavioural Economics, What Have we Missed? Exploring “Classical” Behavioural Economics Roots in AI, Cognitive Psychology, and Complexity Theory. (2021). Torgler, Benno ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-21.

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2021Forecasting the Unemployment Rate: Application of Selected Prediction Methods. (2021). Rokicki, Tomasz ; Gostkowski, Michal. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:985-1000.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021The Determinants of Green Bond Issuance in the European Union. (2021). Tiron-Tudor, Adriana ; Dan, Anamaria. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:446-:d:636764.

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2021Integrated Evaluations of Resource and Environment Carrying Capacity of the Huaihe River Ecological and Economic Belt in China. (2021). Hsu, Wei-Ling ; Shiau, Yan-Chyuan ; Liu, Hsin-Lung ; Zhang, Chunmei ; Xu, Haiying ; Shen, Xijuan. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1168-:d:669395.

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2021.

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2021Socioeconomic Effects of COVID-19 Pandemic: Exploring Uncertainty in the Forecast of the Romanian Unemployment Rate for the Period 2020–2023. (2021). Stoica, Liviu Adrian ; Apostu, Simona-Andreea ; Davidescu, Adriana Anamaria ; Adriana Ana Maria Davidescu, . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7078-:d:580854.

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2021Unemployment Rates Forecasting with Grey-Based Models in the Post-COVID-19 Period: A Case Study from Vietnam. (2021). Lin, Ming-Hua ; Kayral, Ihsan Erdem ; Tsai, Jung-Fa ; Nguyen, Phi-Hung. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7879-:d:594224.

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2021Machine Learning in Economics and Finance. (2021). Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-021-10094-w.

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2021Computational Aspects of Sustainability. (2021). HALKOS, GEORGE ; Tsilika, Kyriaki D. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-021-10142-5.

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2021Computational aspects of sustainability: Conceptual review and analytical framework. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:109632.

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2021Forging a new alliance between economics and engineering. (2021). Mariotti, Sergio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:4:d:10.1007_s40812-021-00187-w.

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2021Design, systems approaches, and the engineering-economics nexus. (2021). Garcia-Diaz, Cesar. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:4:d:10.1007_s40812-021-00199-6.

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2021Automation and labor market polarization in an evolutionary model with heterogeneous workers.. (2021). Lorentz, André ; Bordot, Florent. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-39.

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Recent citations received in 2020

YearCiting document
2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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2020The equivalence of two-step first difference and forward orthogonal deviations GMM. (2020). Phillips, Robert. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00800.

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2020How green is the “Belt and Road Initiative”? – Evidence from Chinese OFDI in the energy sector. (2020). Wu, Peng ; Jiang, Jie ; Wang, Yile ; Liu, Haiyue. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304365.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Effects of data localization on digital trade: An agent-based modeling approach. (2020). Sridhar, V ; Potluri, Sai Rakshith ; Rao, Shrisha. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:9:s0308596120301142.

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2020.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2020Bankruptcy or Success? The Effective Prediction of a Company’s Financial Development Using LSTM. (2020). Suler, Petr ; Vrbka, Jaromir ; Vochozka, Marek. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7529-:d:412624.

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2020OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems. (2020). Neck, Reinhard ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09949-0.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2020ROBUST MATHEMATICAL FORMULATION AND PROBABILISTIC DESCRIPTION OF AGENT-BASED COMPUTATIONAL ECONOMIC MARKET MODELS. (2020). Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:23:y:2020:i:06:n:s0219525920500174.

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Recent citations received in 2019

YearCiting document
2019Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51.

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2019U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). Sorić, Petar ; Lolić, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74.

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2019A Comparison on Leading Methodologies for Bankruptcy Prediction: The Case of the Construction Sector in Lithuania. (2019). Brucaite, Laura ; Morkunas, Mangirdas ; Girinas, Lukas ; Giriniene, Gintare. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:82-:d:258468.

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2019.

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2019.

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2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

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2019The Modelling of Roof Installation Projects Using Decision Trees and the AHP Method. (2019). Ostak, Olga R ; Bugajev, Andrej ; Maceika, Augustinas. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:59-:d:299957.

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2019Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo A ; Tessone, Claudio J ; Fuentes, Miguel A. In: Complexity. RePEc:hin:complx:5041681.

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2019Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches. (2019). Bezzina, Frank ; Matsatsinis, Nikolaos ; Loukeris, Nikolaos ; Bekiros, Stelios. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9842-5.

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2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward W ; Lai, Wan-Ni ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3.

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2019Retraction Note to: Analyses of Economic Development Based on Different Factors. (2019). Jovovi, Marina ; Jovi, Sran ; Maksimovi, Goran. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-019-09946-3.

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2019Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20.

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Recent citations received in 2018

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

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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.

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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.

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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.

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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.

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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.

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2018.

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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.

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2018Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets. (2018). Zhang, Yi-Cheng ; Jia, Zi-Yang ; Xiong, Jason Jie ; Tang, Yong. In: Complexity. RePEc:hin:complx:4680140.

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

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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.

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

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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2018Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter. In: Dynamic Modeling and Econometrics in Economics and Finance. RePEc:spr:dymchp:978-3-319-98714-9_3.

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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.

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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.

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