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Computational Economics / Springer


0.42

Impact Factor

0.35

5-Years IF

21

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10100 (%)0.04
19910.090300 (%)0.04
19920.10200 (%)0.04
19930.11171710.0619001 (5.3%)0.05
19940.12193630.086117174 (6.6%)0.05
19950.080.190.08165290.17603633637 (11.7%)20.130.07
19960.230.220.172173180.252323585293 (1.3%)30.140.09
19970.110.270.12295150.16783747376 (7.7%)0.09
19980.070.270.1630125230.18166433951510 (6%)30.10.1
19990.130.310.1630155260.173135271081716 (5.1%)30.10.13
20000.330.40.3428183610.331916020119418 (4.2%)30.110.15
20010.340.40.3630213650.311065820131474 (3.8%)0.15
20020.220.420.3726239920.3880558131405229 (3.6%)90.350.18
20030.50.440.49452841100.3913456281447012 (9%)30.070.18
20040.850.490.68323161560.49123716015910813 (10.6%)30.090.2
20050.210.530.5413571590.4530177161618121 (7%)50.120.21
20060.320.510.6464031810.45213732317410525 (11.7%)30.070.2
20070.470.440.56504531770.39206874119010616 (7.8%)20.040.18
20080.410.470.53414942920.59184963921411417 (9.2%)40.10.2
20090.260.470.43275212580.57791242109010 (13%)80.30.19
20100.460.440.5395602550.4694683120510314 (14.9%)50.130.16
20110.350.510.41416012380.4686623203838 (11.8%)30.070.2
20120.350.560.45446452960.467880281988910 (12.8%)90.20.21
20130.310.660.39516963440.49888526192755 (5.7%)180.350.23
20140.330.670.33487443450.46539531202666 (11.3%)80.170.22
20150.420.820.35608043120.39449942223783 (6.8%)130.220.27
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

 

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

381
21996Computing 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
31999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

148
42002Production, 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
52005Estimation 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
62002Heterogeneous 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
72002Solving 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
82000Decomposing 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
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.

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53
102007A 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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41
112002System 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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40
122007Dynamic 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
132006An 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.

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35
142001A 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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31
152008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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29
161999Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60.

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27
172007Empirical 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.

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27
182003Is 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 ; Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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26
191999A 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.

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26
202008Integrating 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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23
211995Self-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.

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22
222000A 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.

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21
232003Traders 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.

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21
241999A 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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21
252004Spectral 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
262005A 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.

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18
272005User-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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18
282007Validating 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.

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18
292002Maximum 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.

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17
301998A 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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17
311998Bubbles 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.

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17
322000A Test for Strong Hysteresis.. (2000). Piscitelli, Laura. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78.

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17
331995Modular Technical Change and Genetic Algorithms.. (1995). Birchenhall, Chris. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53.

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17
342003Asset 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.

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17
352008Solving 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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16
362006A 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.

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16
371997Hybrid 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.

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16
382005Tests 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.

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16
392007Multidimensional 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.

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15
402000Collinearity 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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15
412007A 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.

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14
421999The 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.

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14
431998Moving 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.

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14
442008E&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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14
452010How 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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14
461998Modelling 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.

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14
472006Robust 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.

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14
482000Explaining 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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14
492005Detecting 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.

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13
501996Checking 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

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

81
22005Estimation 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
31996Computing 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
41999Applied 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
52002Heterogeneous 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
62007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

Full description at Econpapers || Download paper

16
72007Dynamic 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
82008Analysing 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
92007Empirical 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
102008Integrating 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
112015Tractable 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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12
122006An 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
132002Production, 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
142002Solving 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
151996Checking 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
162013Network 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.

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9
172006An 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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9
182012Massively 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.

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9
192012Nonlinearity 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.

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9
202013The 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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9
212009A 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.

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8
222007Validating 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
232004Analytic Derivatives for Linear Rational Expectations Models. (2004). Blake, Andrew. In: Computational Economics. RePEc:kap:compec:v:24:y:2004:i:1:p:77-96.

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8
242008Learning 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.

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8
252007A 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
262011A 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.

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8
272000Decomposing 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
282013Efficiency 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.

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7
292005Tests 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
302003Traders 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.

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7
312001Solving 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.

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7
322014Accuracy, 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
332005User-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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6
342016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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6
351998The 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.

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6
362005A 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.

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6
372008E&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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6
382006Introducing 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.

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6
392007Solving 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.

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6
402014DSGE 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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6
412002System 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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6
422006A 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.

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5
432013Bubble 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.

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5
442008Multi-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.

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5
452007Portfolio 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.

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5
462003Is 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 ; Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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5
472008Solving 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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5
481997Hybrid 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.

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5
492014Efficient 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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5
502014Heterogeneous 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.

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5

Citing documents used to compute impact factor 42:


YearTitle
2015Unit Roots and Smooth Transitions: A Replication. (2015). Kulaksizoglu, Tamer. In: MPRA Paper. RePEc:pra:mprapa:61867.

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2015Selection 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.

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2015Supply 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.

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2015A 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.

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2015Differences 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.

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2015Viability of an economy with constrained inequality. (2015). Krawczyk, Jacek ; Townsend, Wilbur . In: Working Paper Series. RePEc:vuw:vuwecf:4689.

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2015An Approximate Auction. (2015). . In: Working Papers. RePEc:hhs:lunewp:2015_019.

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2015Modelling 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.

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2015Word-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.

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2015Finite 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.

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2015Optimal 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.

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2015The 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.

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2015Forward 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.

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2015The 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.

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2015Tractable 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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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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2015Empirical 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.

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2015Empirical 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.

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2015Fitting 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.

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2015Asymmetric Auctions with More Than Two Bidders. (2015). Kirkegaard, Rene ; Hubbard, Timothy. In: Working Papers. RePEc:gue:guelph:2015-02.

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2015Wavelet 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.

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2015Modelo espacial simples da economia: uma proposta teórico-metodológica. (2015). Furtado, Bernardo ; Eberhardt, Isaque ; Rocha, Isaque Daniel . In: MPRA Paper. RePEc:pra:mprapa:67005.

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2015Forecasting volatility of wind power production. (2015). Shen, Zhiwei ; Ritter, Matthias . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-026.

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2015Norway; 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.

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2015Norway; 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.

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2015Semiparametric 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.

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2015Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). Baruník, Jozef ; Barunikova, Michaela . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:43.

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2015The 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.

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2015Towards a skewness index for the Italian stock market. (2015). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0064.

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2015Volatility 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.

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2015Financial 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.

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2015Efficient 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.

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2015Efficient Network Structures with Separable Heterogeneous Connection Costs. (2015). Heydari, Babak ; Mosleh, Mohsen ; Dalili, Kia . In: MPRA Paper. RePEc:pra:mprapa:63968.

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2015Efficient Network Structures with Separable Heterogeneous Connection Costs. (2015). Heydari, Babak ; Mosleh, Mohsen ; Dalili, Kia . In: Papers. RePEc:arx:papers:1504.06634.

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2015From banks strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:47.

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2015From banks’ strategies to financial (in)stability. (2015). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2015/11.

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2015An Experimental Study of Decentralized Link Formation with Competition. (2015). Fafchamps, Marcel ; Comola, Margherita. In: NBER Working Papers. RePEc:nbr:nberwo:21758.

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2015The Missing Transfers: Estimating Mis-reporting in Dyadic Data. (2015). Fafchamps, Marcel ; Comola, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10575.

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2015The 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.

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2015Exploring 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.

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2015Forecasting 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.

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2015An 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.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S.. In: Papers. RePEc:arx:papers:1504.06909.

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2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940.

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2015Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11032.

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2015Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899.

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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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2015Linear 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.

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2015Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44.

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

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2015Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing ; Wu, Tao . In: MPRA Paper. RePEc:pra:mprapa:73457.

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2015Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267.

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2015What determines Bitcoins Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13.

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Recent citations received in 2014

YearCiting document
2014Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028.

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2014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2014The 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.

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2014Pervasive inattentiveness. (2014). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290.

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2014Spatial 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.

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2014Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey. In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0214.

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2014Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). Kučerová, Zuzana ; Pomenkova, Jitka ; Kucierovai, Zuzana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014.

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2014Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan. In: MPRA Paper. RePEc:pra:mprapa:72039.

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Recent citations received in 2013

YearCiting document
2013Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2013_26.

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2013Low 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.

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2013Credit 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.

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2013Testing 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.

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2013Modelling 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.

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2013Impact 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.

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2013Impact 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.

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2013Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization. (2013). Savin, Ivan ; Blueschke, Dmitri. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2013-051.

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2013Modelling 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.

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2013The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia. In: Department of Economics (DEMB). RePEc:mod:dembwp:0029.

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2013Efficacy of a Bidder Training Program: Lessons from LINC. (2013). Kosmopoulou, Georgia ; Hubbard, Timothy ; De Silva, Dakshina. In: MPRA Paper. RePEc:pra:mprapa:51329.

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2013Modelling 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.

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2013The 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.

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2013Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87.

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2013Results on the Stability of a Simple Wage Posting Model. (2013). Jump, Robert . In: Studies in Economics. RePEc:ukc:ukcedp:1319.

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2013A 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.

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2013The 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.

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2013Religiosity 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.

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Recent citations received in 2012

YearCiting document
2012Producing 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.

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2012Productivity Shocks, Discount Rate and Incentives. (2012). Di Giannatale, Sonia ; Curiel, Itza ; DiGiannatale, Sonia ; Rodriguez, Katya ; Herrera, Juan . In: Working papers. RePEc:emc:wpaper:dte531.

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2012Sets 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.

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2012Stability analysis in economic dynamics: A computational approach. (2012). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:41371.

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2012Disregarded inefficiency may dominate sustainability policies. (2012). Bazhanov, Andrei. In: MPRA Paper. RePEc:pra:mprapa:43621.

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2012Applications in Agent-Based Computational Economics. (2012). Schuster, Stephan. In: MPRA Paper. RePEc:pra:mprapa:47201.

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2012Boosting 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.

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2012Privatization 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.

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2012Information stickiness in general equilibrium and endogenous cycles. (2012). Gomes, Orlando. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201246.

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