0.42
Impact Factor
0.35
5-Years IF
21
5-Years H index
0.42
Impact Factor
0.35
5-Years IF
21
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 1 | 0 | 0 | (%) | 0.04 | |||||||||
1991 | 0.09 | 0 | 3 | 0 | 0 | (%) | 0.04 | |||||||||
1992 | 0.1 | 0 | 2 | 0 | 0 | (%) | 0.04 | |||||||||
1993 | 0.11 | 17 | 17 | 1 | 0.06 | 19 | 0 | 0 | 1 (5.3%) | 0.05 | ||||||
1994 | 0.12 | 19 | 36 | 3 | 0.08 | 61 | 17 | 17 | 4 (6.6%) | 0.05 | ||||||
1995 | 0.08 | 0.19 | 0.08 | 16 | 52 | 9 | 0.17 | 60 | 36 | 3 | 36 | 3 | 7 (11.7%) | 2 | 0.13 | 0.07 |
1996 | 0.23 | 0.22 | 0.17 | 21 | 73 | 18 | 0.25 | 232 | 35 | 8 | 52 | 9 | 3 (1.3%) | 3 | 0.14 | 0.09 |
1997 | 0.11 | 0.27 | 0.1 | 22 | 95 | 15 | 0.16 | 78 | 37 | 4 | 73 | 7 | 6 (7.7%) | 0.09 | ||
1998 | 0.07 | 0.27 | 0.16 | 30 | 125 | 23 | 0.18 | 166 | 43 | 3 | 95 | 15 | 10 (6%) | 3 | 0.1 | 0.1 |
1999 | 0.13 | 0.31 | 0.16 | 30 | 155 | 26 | 0.17 | 313 | 52 | 7 | 108 | 17 | 16 (5.1%) | 3 | 0.1 | 0.13 |
2000 | 0.33 | 0.4 | 0.34 | 28 | 183 | 61 | 0.33 | 191 | 60 | 20 | 119 | 41 | 8 (4.2%) | 3 | 0.11 | 0.15 |
2001 | 0.34 | 0.4 | 0.36 | 30 | 213 | 65 | 0.31 | 106 | 58 | 20 | 131 | 47 | 4 (3.8%) | 0.15 | ||
2002 | 0.22 | 0.42 | 0.37 | 26 | 239 | 92 | 0.38 | 805 | 58 | 13 | 140 | 52 | 29 (3.6%) | 9 | 0.35 | 0.18 |
2003 | 0.5 | 0.44 | 0.49 | 45 | 284 | 110 | 0.39 | 134 | 56 | 28 | 144 | 70 | 12 (9%) | 3 | 0.07 | 0.18 |
2004 | 0.85 | 0.49 | 0.68 | 32 | 316 | 156 | 0.49 | 123 | 71 | 60 | 159 | 108 | 13 (10.6%) | 3 | 0.09 | 0.2 |
2005 | 0.21 | 0.53 | 0.5 | 41 | 357 | 159 | 0.45 | 301 | 77 | 16 | 161 | 81 | 21 (7%) | 5 | 0.12 | 0.21 |
2006 | 0.32 | 0.51 | 0.6 | 46 | 403 | 181 | 0.45 | 213 | 73 | 23 | 174 | 105 | 25 (11.7%) | 3 | 0.07 | 0.2 |
2007 | 0.47 | 0.44 | 0.56 | 50 | 453 | 177 | 0.39 | 206 | 87 | 41 | 190 | 106 | 16 (7.8%) | 2 | 0.04 | 0.18 |
2008 | 0.41 | 0.47 | 0.53 | 41 | 494 | 292 | 0.59 | 184 | 96 | 39 | 214 | 114 | 17 (9.2%) | 4 | 0.1 | 0.2 |
2009 | 0.26 | 0.47 | 0.43 | 27 | 521 | 258 | 0.5 | 77 | 91 | 24 | 210 | 90 | 10 (13%) | 8 | 0.3 | 0.19 |
2010 | 0.46 | 0.44 | 0.5 | 39 | 560 | 255 | 0.46 | 94 | 68 | 31 | 205 | 103 | 14 (14.9%) | 5 | 0.13 | 0.16 |
2011 | 0.35 | 0.51 | 0.41 | 41 | 601 | 238 | 0.4 | 68 | 66 | 23 | 203 | 83 | 8 (11.8%) | 3 | 0.07 | 0.2 |
2012 | 0.35 | 0.56 | 0.45 | 44 | 645 | 296 | 0.46 | 78 | 80 | 28 | 198 | 89 | 10 (12.8%) | 9 | 0.2 | 0.21 |
2013 | 0.31 | 0.66 | 0.39 | 51 | 696 | 344 | 0.49 | 88 | 85 | 26 | 192 | 75 | 5 (5.7%) | 18 | 0.35 | 0.23 |
2014 | 0.33 | 0.67 | 0.33 | 48 | 744 | 345 | 0.46 | 53 | 95 | 31 | 202 | 66 | 6 (11.3%) | 8 | 0.17 | 0.22 |
2015 | 0.42 | 0.82 | 0.35 | 60 | 804 | 312 | 0.39 | 44 | 99 | 42 | 223 | 78 | 3 (6.8%) | 13 | 0.22 | 0.27 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CCU: | Cumulative number of citations to papers published until year y |
CIF: | Cumulative impact factor |
CIT: | Number of citations to papers published in year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Solving 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 | 381 |
2 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Pearson, Ken ; Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 195 |
3 | 1999 | Applied 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 | 148 |
4 | 2002 | Production, 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 | 139 |
5 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 130 |
6 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 128 |
7 | 2002 | Solving 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 | 63 |
8 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Pearson, Ken ; Horridge, Jonathan ; Harrison, Jill W.. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 56 |
9 | 2006 | An 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 | 53 |
10 | 2007 | A 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 | 41 |
11 | 2002 | System 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 | 40 |
12 | 2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh ; Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers || Download paper | 35 |
13 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred ; Kellezi, Evis . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 35 |
14 | 2001 | A 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 | 31 |
15 | 2008 | Analysing 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 | 29 |
16 | 1999 | Using 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 | 27 |
17 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio ; Birchenhall, C.. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 27 |
18 | 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. (2003). KYRTSOU, Catherine ; Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers || Download paper | 26 |
19 | 1999 | A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). Zopounidis, Constantin ; Doumpos, Michael . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218. Full description at Econpapers || Download paper | 26 |
20 | 2008 | Integrating 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 | 23 |
21 | 1995 | Self-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 | 22 |
22 | 2000 | A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George ; Hallahan, Charles ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136. Full description at Econpapers || Download paper | 21 |
23 | 2003 | Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers || Download paper | 21 |
24 | 1999 | A 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 | 21 |
25 | 2004 | Spectral 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 |
26 | 2005 | A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra ; Noullez, Alain. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers || Download paper | 18 |
27 | 2005 | User-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 | 18 |
28 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 18 |
29 | 2002 | Maximum 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 |
30 | 1998 | A 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 | 17 |
31 | 1998 | Bubbles and Market Crashes.. (1998). Huberman, Bernardo A ; Hogg, Tad ; Youssefmir, Michael. In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114. Full description at Econpapers || Download paper | 17 |
32 | 2000 | A Test for Strong Hysteresis.. (2000). Piscitelli, Laura. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers || Download paper | 17 |
33 | 1995 | Modular Technical Change and Genetic Algorithms.. (1995). Birchenhall, Chris. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53. Full description at Econpapers || Download paper | 17 |
34 | 2003 | Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223. Full description at Econpapers || Download paper | 17 |
35 | 2008 | Solving 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 | 16 |
36 | 2006 | A 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 | 16 |
37 | 1997 | Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). Fernandez, Eugenio ; Olmeda, Ignacio . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers || Download paper | 16 |
38 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar ; Grau-Carles, Pilar . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 16 |
39 | 2007 | Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian ; Habermann, Christian . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers || Download paper | 15 |
40 | 2000 | Collinearity 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 | 15 |
41 | 2007 | A Taxonomy of Inference in Simulation Models. (2007). Werker, Claudia ; Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244. Full description at Econpapers || Download paper | 14 |
42 | 1999 | The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Brooks, Chris ; Heravi, Saeed M. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62. Full description at Econpapers || Download paper | 14 |
43 | 1998 | Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts.. (1998). Tinsley, Peter ; Kozicki, Sharon. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40. Full description at Econpapers || Download paper | 14 |
44 | 2008 | E&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. Full description at Econpapers || Download paper | 14 |
45 | 2010 | How 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 | 14 |
46 | 1998 | Modelling Federal Reserve Discount Policy.. (1998). Baum, Christopher ; Karasulu, Meral . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70. Full description at Econpapers || Download paper | 14 |
47 | 2006 | Robust Evolutionary Algorithm Design for Socio-economic Simulation. (2006). Amman, Hans ; Alkemade, Floortje ; Poutr, Han. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:4:p:355-370. Full description at Econpapers || Download paper | 14 |
48 | 2000 | Explaining 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 | 14 |
49 | 2005 | Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models. (2005). Kiani, Khurshid. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:65-89. Full description at Econpapers || Download paper | 13 |
50 | 1996 | Checking for Saddlepoint Stability: An Easy Test.. (1996). LE VAN, CUONG ; Boucekkine, Raouf. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:4:p:317-30. Full description at Econpapers || Download paper | 13 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Solving 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 | 81 |
2 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 45 |
3 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Pearson, Ken ; Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 41 |
4 | 1999 | Applied 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 | 30 |
5 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong ; Chiarella, Carl. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 26 |
6 | 2007 | A 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 | 16 |
7 | 2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh ; Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers || Download paper | 15 |
8 | 2008 | Analysing 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 | 15 |
9 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio ; Birchenhall, C.. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 13 |
10 | 2008 | Integrating 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 | 12 |
11 | 2015 | Tractable 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 | 12 |
12 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred ; Kellezi, Evis . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 11 |
13 | 2002 | Production, 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 | 11 |
14 | 2002 | Solving 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 | 9 |
15 | 1996 | Checking for Saddlepoint Stability: An Easy Test.. (1996). LE VAN, CUONG ; Boucekkine, Raouf. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:4:p:317-30. Full description at Econpapers || Download paper | 9 |
16 | 2013 | Network Formation with Heterogeneous Agents and Absolute Friction. (2013). Demuynck, Thomas ; Vandenbossche, Joost . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:1:p:23-45. Full description at Econpapers || Download paper | 9 |
17 | 2006 | An 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 |
18 | 2012 | Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2012). Morozov, Sergei ; Mathur, Sudhanshu . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:2:p:151-182. Full description at Econpapers || Download paper | 9 |
19 | 2012 | Nonlinearity in Forecasting of High-Frequency Stock Returns. (2012). Matias, Jose ; Garcia-Rubio, Raquel ; Reboredo, Juan. In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:3:p:245-264. Full description at Econpapers || Download paper | 9 |
20 | 2013 | The 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 | 9 |
21 | 2009 | A Trade Algorithm for Multi-Region Models Subject to Spillover Externalities. (2009). Eisenack, Klaus ; Leimbach, Marian . In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:107-130. Full description at Econpapers || Download paper | 8 |
22 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 8 |
23 | 2004 | Analytic Derivatives for Linear Rational Expectations Models. (2004). Blake, Andrew. In: Computational Economics. RePEc:kap:compec:v:24:y:2004:i:1:p:77-96. Full description at Econpapers || Download paper | 8 |
24 | 2008 | Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms. (2008). Guerci, Eric ; Cincotti, Silvano ; Ivaldi, Stefano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:73-98. Full description at Econpapers || Download paper | 8 |
25 | 2007 | A Taxonomy of Inference in Simulation Models. (2007). Werker, Claudia ; Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244. Full description at Econpapers || Download paper | 8 |
26 | 2011 | A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold ; Kneip, Alois . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers || Download paper | 8 |
27 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Pearson, Ken ; Horridge, Jonathan ; Harrison, Jill W.. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 7 |
28 | 2013 | Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis. (2013). Wu, Chongfeng ; Wang, Yudong . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:393-414. Full description at Econpapers || Download paper | 7 |
29 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar ; Grau-Carles, Pilar . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 7 |
30 | 2003 | Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers || Download paper | 7 |
31 | 2001 | Solving Infinite Horizon Growth Models with an Environmental Sector.. (2001). Kolstad, Charles ; Kelly, David. In: Computational Economics. RePEc:kap:compec:v:18:y:2001:i:2:p:217-31. Full description at Econpapers || Download paper | 7 |
32 | 2014 | Accuracy, 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 |
33 | 2005 | User-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 | 6 |
34 | 2016 | Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17. Full description at Econpapers || Download paper | 6 |
35 | 1998 | The Path Integral Approach to Financial Modeling and Options Pricing.. (1998). Linetsky, Vadim . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:129-63. Full description at Econpapers || Download paper | 6 |
36 | 2005 | A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra ; Noullez, Alain. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers || Download paper | 6 |
37 | 2008 | E&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. Full description at Econpapers || Download paper | 6 |
38 | 2006 | Introducing 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 | 6 |
39 | 2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules ; Brandt, Michael . In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers || Download paper | 6 |
40 | 2014 | DSGE 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. Full description at Econpapers || Download paper | 6 |
41 | 2002 | System 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 | 6 |
42 | 2006 | A 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 | 5 |
43 | 2013 | Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective. (2013). He, Ling-Yun ; Chen, Shu-Peng . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:3:p:267-289. Full description at Econpapers || Download paper | 5 |
44 | 2008 | Multi-core CPUs, Clusters, and Grid Computing: A Tutorial. (2008). Goffe, William ; Creel, Michael. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:4:p:353-382. Full description at Econpapers || Download paper | 5 |
45 | 2007 | Portfolio optimization when risk factors are conditionally varying and heavy tailed. (2007). Mittnik, Stefan ; Hartz, Christoph ; Doganoglu, Toker . In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:333-354. Full description at Econpapers || Download paper | 5 |
46 | 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. (2003). KYRTSOU, Catherine ; Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers || Download paper | 5 |
47 | 2008 | Solving 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 | 5 |
48 | 1997 | Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). Fernandez, Eugenio ; Olmeda, Ignacio . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers || Download paper | 5 |
49 | 2014 | Efficient 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 | 5 |
50 | 2014 | Heterogeneous Computing in Economics: A Simplified Approach. (2014). Grassi, Stefano ; Dziubinski, Matt. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:485-495. Full description at Econpapers || Download paper | 5 |
Year | Title | |
---|---|---|
2015 | Unit Roots and Smooth Transitions: A Replication. (2015). Kulaksizoglu, Tamer. In: MPRA Paper. RePEc:pra:mprapa:61867. Full description at Econpapers || Download paper | |
2015 | Selection Criteria in Regime Switching Conditional Volatility Models. (2015). Chuffart, Thomas. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:289-316:d:49388. Full description at Econpapers || Download paper | |
2015 | Supply chain network competition in price and quality with multiple manufacturers and freight service providers. (2015). Nagurney, Anna ; Shukla, Shivani ; Saberi, Sara ; Floden, Jonas . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:77:y:2015:i:c:p:248-267. Full description at Econpapers || Download paper | |
2015 | A general multitiered supply chain network model of quality competition with suppliers. (2015). Li, Dong ; Nagurney, Anna . In: International Journal of Production Economics. RePEc:eee:proeco:v:170:y:2015:i:pa:p:336-356. Full description at Econpapers || Download paper | |
2015 | Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not. (2015). Gunaratna, Thakshila . In: MPRA Paper. RePEc:pra:mprapa:61826. Full description at Econpapers || Download paper | |
2015 | Viability of an economy with constrained inequality. (2015). Krawczyk, Jacek ; Townsend, Wilbur . In: Working Paper Series. RePEc:vuw:vuwecf:4689. Full description at Econpapers || Download paper | |
2015 | An Approximate Auction. (2015). . In: Working Papers. RePEc:hhs:lunewp:2015_019. Full description at Econpapers || Download paper | |
2015 | Modelling spatio-temporal variability of temperature. (2015). Ritter, Matthias ; Okhrin, Ostap ; Cao, Xiaofeng . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:745-766. Full description at Econpapers || Download paper | |
2015 | Word-of-Mouth Communication and Demand for Products with Different Quality Levels. (2015). Bhole, Bharat ; Hanna, Brid . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:627-651. Full description at Econpapers || Download paper | |
2015 | Finite lifetimes, long-term debt and the fiscal limit. (2015). Richter, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:51:y:2015:i:c:p:180-203. Full description at Econpapers || Download paper | |
2015 | Optimal long-run inflation with occasionally binding financial constraints. (2015). Abo-Zaid, Salem. In: European Economic Review. RePEc:eee:eecrev:v:75:y:2015:i:c:p:18-42. Full description at Econpapers || Download paper | |
2015 | The zero lower bound, the dual mandate, and unconventional dynamics. (2015). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin ; Gavin, William T.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:14-38. Full description at Econpapers || Download paper | |
2015 | Forward Guidance and the State of the Economy. (2015). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2015-10. Full description at Econpapers || Download paper | |
2015 | The consequences of an unknown debt target. (2015). Throckmorton, Nathaniel ; Richter, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:78:y:2015:i:c:p:76-96. Full description at Econpapers || Download paper | |
2015 | Tractable 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 | |
2015 | Identification of DSGE modelsâThe 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 | |
2015 | Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application. (2015). Pomnkova, Jitka ; Maralek, Roman . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2015:y:2015:i:5:id:512:p:1-18. Full description at Econpapers || Download paper | |
2015 | Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application. (2015). Pomnkova, Jitka ; Maralek, Roman . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2015:y:2015:i:5:id:512:p:485-502. Full description at Econpapers || Download paper | |
2015 | Fitting Linear Mixed-Effects Models Using lme4. (2015). Bates, Douglas ; Walker, Steve ; Bolker, Ben ; MacHler, Martin . In: Journal of Statistical Software. RePEc:jss:jstsof:v:067:i01. Full description at Econpapers || Download paper | |
2015 | Asymmetric Auctions with More Than Two Bidders. (2015). Kirkegaard, Rene ; Hubbard, Timothy. In: Working Papers. RePEc:gue:guelph:2015-02. Full description at Econpapers || Download paper | |
2015 | Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application. (2015). Boubaker, Heni . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:551-574. Full description at Econpapers || Download paper | |
2015 | Modelo espacial simples da economia: uma proposta teórico-metodológica. (2015). Furtado, Bernardo ; Eberhardt, Isaque ; Rocha, Isaque Daniel . In: MPRA Paper. RePEc:pra:mprapa:67005. Full description at Econpapers || Download paper | |
2015 | Forecasting volatility of wind power production. (2015). Shen, Zhiwei ; Ritter, Matthias . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-026. Full description at Econpapers || Download paper | |
2015 | Norway; Financial Sector Assessment Program-Technical Note-Linkages and Interconnectedness in the Norwegian Financial System. (2015). International Monetary Fund. Monetary, ; Capital Markets Department, ; International Monetary Fund. Monetary, . In: IMF Staff Country Reports. RePEc:imf:imfscr:15/256. Full description at Econpapers || Download paper | |
2015 | Norway; Financial Sector Assessment Program-Technical Note- Macroprudential Policy. (2015). International Monetary Fund. Monetary, ; Capital Markets Department, ; International Monetary Fund. Monetary, . In: IMF Staff Country Reports. RePEc:imf:imfscr:15/257. Full description at Econpapers || Download paper | |
2015 | Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265. Full description at Econpapers || Download paper | |
2015 | Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). BarunÃÂk, Jozef ; Barunikova, Michaela . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:43. Full description at Econpapers || Download paper | |
2015 | The optimal corridor for implied volatility: From periods of calm to turmoil. (2015). Muzzioli, Silvia . In: Journal of Economics and Business. RePEc:eee:jebusi:v:81:y:2015:i:c:p:77-94. Full description at Econpapers || Download paper | |
2015 | Towards a skewness index for the Italian stock market. (2015). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0064. Full description at Econpapers || Download paper | |
2015 | Volatility co-movements: A time-scale decomposition analysis. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44. Full description at Econpapers || Download paper | |
2015 | Financial connectedness among European volatility risk premia. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15112. Full description at Econpapers || Download paper | |
2015 | Efficient network structures with separable heterogeneous connection costs. (2015). Heydari, Babak ; Dalili, Kia ; Mosleh, Mohsen . In: Economics Letters. RePEc:eee:ecolet:v:134:y:2015:i:c:p:82-85. Full description at Econpapers || Download paper | |
2015 | Efficient Network Structures with Separable Heterogeneous Connection Costs. (2015). Heydari, Babak ; Mosleh, Mohsen ; Dalili, Kia . In: MPRA Paper. RePEc:pra:mprapa:63968. Full description at Econpapers || Download paper | |
2015 | Efficient Network Structures with Separable Heterogeneous Connection Costs. (2015). Heydari, Babak ; Mosleh, Mohsen ; Dalili, Kia . In: Papers. RePEc:arx:papers:1504.06634. Full description at Econpapers || Download paper | |
2015 | From banks strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:47. Full description at Econpapers || Download paper | |
2015 | From banksâ strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2015/11. Full description at Econpapers || Download paper | |
2015 | An Experimental Study of Decentralized Link Formation with Competition. (2015). Fafchamps, Marcel ; Comola, Margherita. In: NBER Working Papers. RePEc:nbr:nberwo:21758. Full description at Econpapers || Download paper | |
2015 | The Missing Transfers: Estimating Mis-reporting in Dyadic Data. (2015). Fafchamps, Marcel ; Comola, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10575. Full description at Econpapers || Download paper | |
2015 | The bubble process of international crude oil futures prices: empirical evidence from the STAR model. (2015). Zhang, Yue-Jun ; Wang, Zi-Yi ; Yao, Ting . In: International Journal of Global Energy Issues. RePEc:ids:ijgeni:v:38:y:2015:i:1/2/3:p:109-125. Full description at Econpapers || Download paper | |
2015 | Exploring the WTI crude oil price bubble process using the Markov regime switching model. (2015). Zhang, Yue-Jun ; Wang, Jing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:421:y:2015:i:c:p:377-387. Full description at Econpapers || Download paper | |
2015 | Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228. Full description at Econpapers || Download paper | |
2015 | An Experimental Approach to Testing the Competitive Storage Model. (2015). Pfuderer, Simone . In: 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK. RePEc:ags:aesc15:204297. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2015 | The 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 | |
2015 | Sigma 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 | |
2015 | Risk 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 | |
2015 | Solution 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 | |
2015 | Risk 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 | |
2015 | Identification of DSGE modelsâThe 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 | |
2015 | Correlations 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 | |
2015 | Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Li, Jing Jing ; Tang, Ling ; Wang, Shuai . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311. Full description at Econpapers || Download paper | |
2015 | Risk 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 | |
2015 | Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:258. Full description at Econpapers || Download paper | |
2015 | Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing ; Wu, Tao . In: MPRA Paper. RePEc:pra:mprapa:73457. Full description at Econpapers || Download paper | |
2015 | Dynamic 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 | |
2015 | What determines Bitcoins 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 |
Year | Citing document | |
---|---|---|
2014 | Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028. Full description at Econpapers || Download paper | |
2014 | Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314. Full description at Econpapers || Download paper | |
2014 | The precise form of financial integration: Empirical evidence for selected Asian countries. (2014). Gan, Pei-Tha. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:208-219. Full description at Econpapers || Download paper | |
2014 | Pervasive inattentiveness. (2014). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290. Full description at Econpapers || Download paper | |
2014 | Spatial price equilibrium with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong . In: International Journal of Production Economics. RePEc:eee:proeco:v:158:y:2014:i:c:p:300-313. Full description at Econpapers || Download paper | |
2014 | Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey. In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0214. Full description at Econpapers || Download paper | |
2014 | Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). KuÄerová, Zuzana ; Pomenkova, Jitka ; Kucierovai, Zuzana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014. Full description at Econpapers || Download paper | |
2014 | Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan. In: MPRA Paper. RePEc:pra:mprapa:72039. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2013 | Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2013_26. Full description at Econpapers || Download paper | |
2013 | Low and High Types of Bidders in Asymmetric Auctions with A General Utility Function. (2013). Minchuk, Yizhaq. In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00072. Full description at Econpapers || Download paper | |
2013 | Credit and business cycles in Greece: Is there any relationship?. (2013). Karfakis, Costas. In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:23-29. Full description at Econpapers || Download paper | |
2013 | Testing volatility persistence on Markov switching stochastic volatility models. (2013). Li, Yong ; Pan, Qi. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:45-50. Full description at Econpapers || Download paper | |
2013 | Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722. Full description at Econpapers || Download paper | |
2013 | Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Babcock, Bruce ; Zhou, Wei . In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:13-wp543. Full description at Econpapers || Download paper | |
2013 | Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Babcock, Bruce ; Zhou, Wei . In: Food and Agricultural Policy Research Institute (FAPRI) Publications. RePEc:ias:fpaper:13-wp543. Full description at Econpapers || Download paper | |
2013 | Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization. (2013). Savin, Ivan ; Blueschke, Dmitri. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2013-051. Full description at Econpapers || Download paper | |
2013 | Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1315. Full description at Econpapers || Download paper | |
2013 | The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia. In: Department of Economics (DEMB). RePEc:mod:dembwp:0029. Full description at Econpapers || Download paper | |
2013 | Efficacy of a Bidder Training Program: Lessons from LINC. (2013). Kosmopoulou, Georgia ; Hubbard, Timothy ; De Silva, Dakshina. In: MPRA Paper. RePEc:pra:mprapa:51329. Full description at Econpapers || Download paper | |
2013 | Modelling the Behaviour of Unemployment Rates in the US over Time and across Space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:39_13. Full description at Econpapers || Download paper | |
2013 | The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge . In: Discussion Papers. RePEc:ssb:dispap:742. Full description at Econpapers || Download paper | |
2013 | Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87. Full description at Econpapers || Download paper | |
2013 | Results on the Stability of a Simple Wage Posting Model. (2013). Jump, Robert . In: Studies in Economics. RePEc:ukc:ukcedp:1319. Full description at Econpapers || Download paper | |
2013 | A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe. (2013). LeSage, James ; Fischer, Manfred. In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa13p39. Full description at Econpapers || Download paper | |
2013 | The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46. Full description at Econpapers || Download paper | |
2013 | Religiosity and income: A panel cointegration and causality analysis. (2013). Strulik, Holger ; Herzer, Dierk. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:168. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2012 | Producing energy in a stochastic environment: Switching from non-renewable to renewable resources. (2012). Mosiño, Alejandro ; Mosio, Alejandro . In: Resource and Energy Economics. RePEc:eee:resene:v:34:y:2012:i:4:p:413-430. Full description at Econpapers || Download paper | |
2012 | Productivity Shocks, Discount Rate and Incentives. (2012). Di Giannatale, Sonia ; Curiel, Itza ; DiGiannatale, Sonia ; Rodriguez, Katya ; Herrera, Juan . In: Working papers. RePEc:emc:wpaper:dte531. Full description at Econpapers || Download paper | |
2012 | Sets in Excess Demand in Ascending Auctions with Unit-Demand Bidders. (2012). Talman, Dolf ; Andersson, Tommy ; Talman, Adolphus Johannes Jan, . In: Working Papers. RePEc:hhs:lunewp:2010_015. Full description at Econpapers || Download paper | |
2012 | Stability analysis in economic dynamics: A computational approach. (2012). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:41371. Full description at Econpapers || Download paper | |
2012 | Disregarded inefficiency may dominate sustainability policies. (2012). Bazhanov, Andrei. In: MPRA Paper. RePEc:pra:mprapa:43621. Full description at Econpapers || Download paper | |
2012 | Applications in Agent-Based Computational Economics. (2012). Schuster, Stephan. In: MPRA Paper. RePEc:pra:mprapa:47201. Full description at Econpapers || Download paper | |
2012 | Boosting techniques for nonlinear time series models. (2012). Tutz, Gerhard ; Hothorn, Torsten ; Robinzonov, Nikolay . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:1:p:99-122. Full description at Econpapers || Download paper | |
2012 | Privatization of businesses and flexible investment: a real option approach. (2012). Ewald, Christian-Oliver ; Chavanasporn, Walailuck . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:1:p:75-89. Full description at Econpapers || Download paper | |
2012 | Information stickiness in general equilibrium and endogenous cycles. (2012). Gomes, Orlando. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201246. Full description at Econpapers || Download paper |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team