Giorgio Pauletto : Citation Profile


Are you Giorgio Pauletto?

3

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   19 years (1992 - 2011). See details.
   Cites by year: 2
   Journals where Giorgio Pauletto has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1
   Updated: 2024-12-03    RAS profile: 2020-03-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Giorgio Pauletto.

Is cited by:

Fernandez-Villaverde, Jesus (5)

Benitez-Silva, Hugo (4)

Rubio-Ramirez, Juan F (4)

Aruoba, S. Boragan (4)

Aguirregabiria, Victor (3)

Haven, Emmanuel (3)

Podpiera, Jiri (3)

Bruha, Jan (3)

Bayer, Patrick (2)

Rust, John (2)

Weitzel, Matthias (2)

Cites to:

Gilli, Manfred (6)

Taylor, John (3)

Fair, Ray (3)

Boucekkine, Raouf (3)

Holly, Sean (1)

Fisher, Paul (1)

Conover, James (1)

Mrkaic, Mico (1)

Juillard, Michel (1)

Hall, Stephen (1)

Piscitelli, Laura (1)

Main data


Where Giorgio Pauletto has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control3

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Giorgio Pauletto (2024 and 2023)


YearTitle of citing document
2023Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fern, Jes'Us. In: Papers. RePEc:arx:papers:2306.04285.

Full description at Econpapers || Download paper

2023Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10500.

Full description at Econpapers || Download paper

2023A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems. (2023). Judd, Kenneth L ; Cai, Yongyang. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:651-687.

Full description at Econpapers || Download paper

Works by Giorgio Pauletto:


YearTitleTypeCited
1997Sparse direct methods for model simulation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
1998Krylov methods for solving models with forward-looking variables In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article10
2002Solving finite difference schemes arising in trivariate option pricing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article2
2001Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing In: FAME Research Paper Series.
[Full Text][Citation analysis]
paper0
2011Design Thinking and Participation: Lessons Learned from Three Case Studies In: Post-Print.
[Full Text][Citation analysis]
paper0
2000Parallel Krylov Methods for Econometric Model Simulation In: Computational Economics.
[Full Text][Citation analysis]
article2
1992Equation Reordering for Iterative Processes--A Comment. In: Computer Science in Economics & Management.
[Citation analysis]
article1
2000A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
paper30
2000PARALLEL MONTE CARLO METHODS FOR SECURITY PRICING In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2001Krylov Methods and Preconditioning in Computational Economics Problems In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
paper1
Practical Results on Parallel Methods for Solving Forward-Looking Models In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0
1999Numerical Methods in Multivariate Option Pricing In: Computing in Economics and Finance 1999.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team