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2002 | Solving Linear Rational Expectations Models. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20 [Citation Analysis] | 177 |
2002 | Production, Growth and Business Cycles: Technical Appendix. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116 [Citation Analysis] | 126 |
1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127 [Citation Analysis] | 118 |
1999 | Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46 [Citation Analysis] | 69 |
2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model RePEc:kap:compec:v:26:y:2005:i:1:p:19-49 [Citation Analysis] | 51 |
2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132 [Citation Analysis] | 48 |
2002 | Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55 [Citation Analysis] | 39 |
2000 | Decomposing Simulation Results with Respect to Exogenous Shocks RePEc:kap:compec:v:15:y:2000:i:3:p:227-249 [Citation Analysis] | 37 |
2006 | An Evolutionary Model of Endogenous Business Cycles RePEc:kap:compec:v:27:y:2006:i:1:p:3-34 [Citation Analysis] | 29 |
1999 | Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60 [Citation Analysis] | 23 |
2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86 [Citation Analysis] | 22 |
2001 | A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39 [Citation Analysis] | 22 |
1995 | Self-Organization of Markets: An Example of a Computational Approach. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31 [Citation Analysis] | 17 |
2000 | A Computational Approach to Finding Causal Economic Laws RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136 [Citation Analysis] | 17 |
2007 | A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems RePEc:kap:compec:v:30:y:2007:i:3:p:195-226 [Citation Analysis] | 15 |
2003 | Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series RePEc:kap:compec:v:21:y:2003:i:3:p:257-276 [Citation Analysis] | 12 |
2005 | Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution RePEc:kap:compec:v:25:y:2005:i:4:p:343-379 [Citation Analysis] | 12 |
1998 | Modelling Federal Reserve Discount Policy. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70 [Citation Analysis] | 12 |
2002 | Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI. RePEc:kap:compec:v:19:y:2002:i:2:p:145-78 [Citation Analysis] | 12 |
1999 | A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87 [Citation Analysis] | 11 |
1999 | The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62 [Citation Analysis] | 11 |
2004 | Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure RePEc:kap:compec:v:23:y:2004:i:3:p:271-288 [Citation Analysis] | 11 |
1998 | Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts. RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40 [Citation Analysis] | 11 |
1995 | Modular Technical Change and Genetic Algorithms. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53 [Citation Analysis] | 11 |
2008 | Analysing DSGE Models with Global Sensitivity Analysis RePEc:kap:compec:v:31:y:2008:i:2:p:115-139 [Citation Analysis] | 11 |
2003 | Traders Long-Run Wealth in an Artificial Financial Market RePEc:kap:compec:v:22:y:2003:i:2:p:255-272 [Citation Analysis] | 10 |
1998 | A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63 [Citation Analysis] | 10 |
1999 | Should Macroeconomic Policy Makers Consider Parameter Covariances? RePEc:kap:compec:v:14:y:1999:i:3:p:263-67 [Citation Analysis] | 9 |
2006 | An Application of Extreme Value Theory for Measuring Financial Risk RePEc:kap:compec:v:27:y:2006:i:2:p:207-228 [Citation Analysis] | 9 |
2000 | Optimized Multivariate Lag Structure Selection RePEc:kap:compec:v:16:y:2000:i:1/2:p:87-103 [Citation Analysis] | 9 |
2001 | Climate Coalitions in an Integrated Assessment Model. RePEc:kap:compec:v:18:y:2001:i:2:p:159-72 [Citation Analysis] | 9 |
2007 | Multidimensional Spline Interpolation: Theory and Applications RePEc:kap:compec:v:30:y:2007:i:2:p:153-169 [Citation Analysis] | 9 |
1997 | Derivative Asset Pricing with Transaction Costs: An Extension. RePEc:kap:compec:v:10:y:1997:i:4:p:359-76 [Citation Analysis] | 8 |
1998 | Implementing the Double Bootstrap. RePEc:kap:compec:v:12:y:1998:i:1:p:79-95 [Citation Analysis] | 8 |
2005 | User-Friendly Parallel Computations with Econometric Examples RePEc:kap:compec:v:26:y:2005:i:2:p:107-128 [Citation Analysis] | 8 |
2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework RePEc:kap:compec:v:30:y:2007:i:3:p:291-327 [Citation Analysis] | 8 |
2000 | Explaining the Persistence of Commodity Prices RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171 [Citation Analysis] | 8 |
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2000 | Computing Equilibria in Stochastic Finance Economies. RePEc:kap:compec:v:15:y:2000:i:1-2:p:145-72 [Citation Analysis] | 8 |
2007 | Validating Simulation Models: A General Framework and Four Applied Examples RePEc:kap:compec:v:30:y:2007:i:3:p:265-290 [Citation Analysis] | 8 |
2005 | Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models RePEc:kap:compec:v:26:y:2005:i:1:p:65-89 [Citation Analysis] | 8 |
1995 | Coordination via Genetic Learning. RePEc:kap:compec:v:8:y:1995:i:3:p:181-203 [Citation Analysis] | 8 |
2000 | A Test for Strong Hysteresis. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78 [Citation Analysis] | 8 |
1998 | Bubbles and Market Crashes. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114 [Citation Analysis] | 7 |
2008 | E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics RePEc:kap:compec:v:32:y:2008:i:1:p:221-244 [Citation Analysis] | 7 |
2000 | Genetic Programming Prediction of Stock Prices RePEc:kap:compec:v:16:y:2000:i:3:p:207-236 [Citation Analysis] | 7 |
2005 | Discrete Working Time Choice in an Applied General Equilibrium Model RePEc:kap:compec:v:26:y:2005:i:3:p:1-29 [Citation Analysis] | 7 |
2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue RePEc:kap:compec:v:30:y:2007:i:3:p:189-194 [Citation Analysis] | 7 |
2003 | Asset Price Dynamics among Heterogeneous Interacting Agents RePEc:kap:compec:v:22:y:2003:i:2:p:213-223 [Citation Analysis] | 7 |
2008 | Solving Linear Rational Expectations Models: A Horse Race RePEc:kap:compec:v:31:y:2008:i:2:p:95-113 [Citation Analysis] | 7 |
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2011 | Economic modeling using evolutionary algorithms: the effect of a binary encoding of strategies RePEc:spr:joevec:v:21:y:2011:i:5:p:737-756 | [Citation Analysis] |
2011 | From SpaceStat to CyberGIS: Twenty Years of Spatial Data Analysis Software RePEc:asg:wpaper:1047 | [Citation Analysis] |
2011 | A Class of Evolutionary Models for Participation Games with Negative Feedback RePEc:kap:compec:v:37:y:2011:i:3:p:267-300 | [Citation Analysis] |
2011 | The Clock Proxy Auction for Allocating Radio Spectrum Licenses RePEc:kap:compec:v:37:y:2011:i:4:p:411-431 | [Citation Analysis] |
2011 | Largest Consistent Set in International Environmental Agreements RePEc:ufg:qdsems:04-2011 | [Citation Analysis] |
2011 | Largest Consistent Set in International Environmental Agreements RePEc:kap:compec:v:38:y:2011:i:3:p:407-423 | [Citation Analysis] |
2011 | The Japanese economy in crises: A time series segmentation study RePEc:zbw:ifwedp:201124 | [Citation Analysis] |
2011 | Different Approaches to Forecast Interval Time Series: A Comparison in Finance RePEc:kap:compec:v:37:y:2011:i:2:p:169-191 | [Citation Analysis] |
2011 | Referral hiring, endogenous social networks, and inequality: an agent-based analysis RePEc:spr:joevec:v:21:y:2011:i:4:p:703-719 | [Citation Analysis] |
2011 | An evolutionary model of price competition among spatially distributed firms RePEc:dgr:eureir:1765022805 | [Citation Analysis] |
2011 | Oligopoly firms with quantity-price strategic decisions RePEc:spr:jeicoo:v:6:y:2011:i:2:p:157-170 | [Citation Analysis] |
2011 | Economic modeling using evolutionary algorithms: the effect of a binary encoding of strategies RePEc:spr:joevec:v:21:y:2011:i:5:p:737-756 | [Citation Analysis] |
2011 | Technology diffusion under contraction and convergence: A CGE analysis of China RePEc:eee:eneeco:v:33:y:2011:i:1:p:131-142 | [Citation Analysis] |