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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 17 | 17 | 19 | 3 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0.03 | 0 | 19 | 36 | 64 | 4 | 17 | 17 | 0 | 0 | 0.06 | |||||
1995 | 0.08 | 0.2 | 0.19 | 0.08 | 16 | 52 | 53 | 6 | 14 | 36 | 3 | 36 | 3 | 0 | 3 | 0.19 | 0.08 | |
1996 | 0.26 | 0.22 | 0.22 | 0.19 | 21 | 73 | 78 | 14 | 30 | 35 | 9 | 52 | 10 | 0 | 2 | 0.1 | 0.1 | |
1997 | 0.11 | 0.23 | 0.13 | 0.1 | 22 | 95 | 90 | 7 | 42 | 37 | 4 | 73 | 7 | 0 | 0 | 0.1 | ||
1998 | 0.07 | 0.27 | 0.18 | 0.18 | 30 | 125 | 202 | 21 | 65 | 43 | 3 | 95 | 17 | 0 | 3 | 0.1 | 0.12 | |
1999 | 0.13 | 0.29 | 0.13 | 0.11 | 29 | 154 | 414 | 17 | 85 | 52 | 7 | 108 | 12 | 0 | 4 | 0.14 | 0.14 | |
2000 | 0.39 | 0.34 | 0.33 | 0.33 | 27 | 181 | 239 | 52 | 144 | 59 | 23 | 118 | 39 | 0 | 4 | 0.15 | 0.15 | |
2001 | 0.43 | 0.36 | 0.3 | 0.37 | 30 | 211 | 138 | 55 | 208 | 56 | 24 | 129 | 48 | 0 | 1 | 0.03 | 0.16 | |
2002 | 0.28 | 0.4 | 0.36 | 0.39 | 26 | 237 | 933 | 78 | 293 | 57 | 16 | 138 | 54 | 0 | 7 | 0.27 | 0.21 | |
2003 | 0.5 | 0.41 | 0.38 | 0.49 | 45 | 282 | 158 | 106 | 400 | 56 | 28 | 142 | 69 | 4 | 3.8 | 6 | 0.13 | 0.2 |
2004 | 0.77 | 0.46 | 0.46 | 0.64 | 32 | 314 | 132 | 141 | 543 | 71 | 55 | 157 | 100 | 4 | 2.8 | 4 | 0.13 | 0.21 |
2005 | 0.19 | 0.47 | 0.42 | 0.51 | 41 | 355 | 404 | 148 | 691 | 77 | 15 | 160 | 81 | 8 | 5.4 | 5 | 0.12 | 0.22 |
2006 | 0.29 | 0.47 | 0.43 | 0.56 | 46 | 401 | 288 | 166 | 864 | 73 | 21 | 174 | 98 | 23 | 13.9 | 3 | 0.07 | 0.21 |
2007 | 0.48 | 0.42 | 0.38 | 0.54 | 50 | 451 | 341 | 170 | 1035 | 87 | 42 | 190 | 103 | 12 | 7.1 | 3 | 0.06 | 0.19 |
2008 | 0.43 | 0.45 | 0.6 | 0.49 | 41 | 492 | 268 | 289 | 1328 | 96 | 41 | 214 | 105 | 29 | 10 | 4 | 0.1 | 0.21 |
2009 | 0.26 | 0.44 | 0.5 | 0.41 | 27 | 519 | 101 | 255 | 1586 | 91 | 24 | 210 | 86 | 13 | 5.1 | 10 | 0.37 | 0.21 |
2010 | 0.47 | 0.44 | 0.47 | 0.5 | 39 | 558 | 143 | 260 | 1848 | 68 | 32 | 205 | 102 | 20 | 7.7 | 5 | 0.13 | 0.18 |
2011 | 0.33 | 0.46 | 0.41 | 0.4 | 41 | 599 | 133 | 237 | 2095 | 66 | 22 | 203 | 82 | 17 | 7.2 | 3 | 0.07 | 0.21 |
2012 | 0.38 | 0.47 | 0.47 | 0.47 | 44 | 643 | 111 | 302 | 2399 | 80 | 30 | 198 | 94 | 16 | 5.3 | 9 | 0.2 | 0.19 |
2013 | 0.32 | 0.53 | 0.51 | 0.39 | 51 | 694 | 182 | 352 | 2752 | 85 | 27 | 192 | 74 | 25 | 7.1 | 21 | 0.41 | 0.22 |
2014 | 0.37 | 0.55 | 0.48 | 0.36 | 48 | 742 | 151 | 353 | 3106 | 95 | 35 | 202 | 73 | 33 | 9.3 | 8 | 0.17 | 0.21 |
2015 | 0.47 | 0.55 | 0.43 | 0.4 | 60 | 802 | 211 | 336 | 3453 | 99 | 47 | 223 | 90 | 25 | 7.4 | 15 | 0.25 | 0.21 |
2016 | 0.64 | 0.56 | 0.51 | 0.55 | 81 | 883 | 99 | 449 | 3905 | 108 | 69 | 244 | 133 | 37 | 8.2 | 17 | 0.21 | 0.2 |
2017 | 0.36 | 0.58 | 0.45 | 0.39 | 58 | 941 | 73 | 415 | 4325 | 141 | 51 | 284 | 112 | 31 | 7.5 | 12 | 0.21 | 0.21 |
2018 | 0.34 | 0.7 | 0.43 | 0.51 | 107 | 1048 | 80 | 447 | 4775 | 139 | 47 | 298 | 151 | 63 | 14.1 | 23 | 0.21 | 0.28 |
2019 | 0.45 | 0.88 | 0.35 | 0.48 | 137 | 1185 | 21 | 418 | 5193 | 165 | 75 | 354 | 169 | 70 | 16.7 | 11 | 0.08 | 0.33 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | 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 | 492 |
2 | 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 | 220 |
3 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 205 |
4 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 159 |
5 | 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 | 91 |
6 | 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 | 82 |
7 | 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 | 79 |
8 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 75 |
9 | 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 | 73 |
10 | 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 | 71 |
11 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 64 |
12 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 56 |
13 | 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 | 51 |
14 | 2007 | Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers || Download paper | 50 |
15 | 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 | 42 |
16 | 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 | 41 |
17 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 36 |
18 | 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 | 36 |
19 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 34 |
20 | 2000 | A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers || Download paper | 33 |
21 | 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 | 29 |
22 | 1999 | A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218. Full description at Econpapers || Download paper | 28 |
23 | 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. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers || Download paper | 28 |
24 | 2003 | Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers || Download paper | 27 |
25 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 26 |
26 | 2011 | A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers || Download paper | 26 |
27 | 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 | 24 |
28 | 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 | 23 |
29 | 2018 | Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers || Download paper | 23 |
30 | 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 | 22 |
31 | 2007 | Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers || Download paper | 22 |
32 | A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136. Full description at Econpapers || Download paper | 22 | |
33 | 2005 | A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers || Download paper | 21 |
34 | 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 | 21 |
35 | 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 | 21 |
36 | 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 | 21 |
37 | 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 | 20 |
38 | 1997 | Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers || Download paper | 20 |
39 | 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 |
40 | 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 | 20 |
41 | 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 | 19 |
42 | 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 | 19 |
43 | 2003 | Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223. Full description at Econpapers || Download paper | 19 |
44 | 1998 | Wavelet Analysis of Commodity Price Behavior.. (1998). Davidson, Russell. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28. Full description at Econpapers || Download paper | 18 |
45 | 2015 | Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206. Full description at Econpapers || Download paper | 18 |
46 | 1995 | Modular Technical Change and Genetic Algorithms.. (1995). . In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53. Full description at Econpapers || Download paper | 17 |
47 | 2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers || Download paper | 17 |
48 | 1998 | Bubbles and Market Crashes.. (1998). . In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114. Full description at Econpapers || Download paper | 17 |
49 | 2007 | Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290. Full description at Econpapers || Download paper | 17 |
50 | 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 | 17 |
# | 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 | 45 |
2 | 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 | 44 |
3 | 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers || Download paper | 38 |
4 | 2018 | Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers || Download paper | 23 |
5 | 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 | 20 |
6 | 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 | 20 |
7 | 2007 | Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers || Download paper | 19 |
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 | 19 |
9 | 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 | 18 |
10 | 2002 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers || Download paper | 13 |
11 | 2015 | Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206. Full description at Econpapers || Download paper | 12 |
12 | 2007 | Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers || Download paper | 9 |
13 | 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 |
14 | 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 | 9 |
15 | 2011 | A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300. Full description at Econpapers || Download paper | 9 |
16 | 2000 | A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers || Download paper | 8 |
17 | 2006 | An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers || Download paper | 8 |
18 | 2015 | Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis. (2015). Yu, Yanni ; Choi, Yongrok. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:375-388. Full description at Econpapers || Download paper | 8 |
19 | 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 | 8 |
20 | 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 | 7 |
21 | 2011 | A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers || Download paper | 7 |
22 | 2014 | A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options. (2014). Golbabai, A. ; Ballestra, L. ; Ahmadian, D.. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:2:p:153-173. Full description at Econpapers || Download paper | 7 |
23 | 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 | 7 |
24 | 2015 | On Modeling Environmental Production Characteristics: A Slacks-Based Measure for Chinaâs Poyang Lake Ecological Economics Zone. (2015). Zhang, Ning ; Kung, Chih-Chun ; Kong, Fanbin . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:389-404. Full description at Econpapers || Download paper | 7 |
25 | 2016 | Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramäki, Kimmo ; Birch, Jenna ; Soramaki, Kimmo ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z. Full description at Econpapers || Download paper | 7 |
26 | 2018 | Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4. Full description at Econpapers || Download paper | 7 |
27 | 2015 | Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach. (2015). Wu, Jie ; Liang, Liang ; Chu, Junfei ; Zhu, Qingyuan. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:455-477. Full description at Econpapers || Download paper | 7 |
28 | 2016 | Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu Richard. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4. Full description at Econpapers || Download paper | 7 |
29 | 2015 | Spatial Dynamics of Optimal Management in Bioeconomic Systems. (2015). Sims, Charles ; Finnoff, David ; Aadland, David. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:545-577. Full description at Econpapers || Download paper | 6 |
30 | 2013 | A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading. (2013). Karathanasopoulos, Andreas ; Likothanassis, Spiros ; Vasilakis, Georgios ; Georgopoulos, Efstratios . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:415-431. Full description at Econpapers || Download paper | 6 |
31 | 2010 | The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries. (2010). Tol, Richard ; Osmani, Dritan. In: Computational Economics. RePEc:kap:compec:v:36:y:2010:i:2:p:93-119. Full description at Econpapers || Download paper | 6 |
32 | 2017 | Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns. (2017). Zhou, Jian ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong ; Jiang, Zhi-Qiang ; Gu, Gao-Feng . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9612-1. Full description at Econpapers || Download paper | 6 |
33 | 2015 | Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:613-626. Full description at Econpapers || Download paper | 6 |
34 | 2006 | LABORsim: An Agent-Based Microsimulation of Labour Supply â An Application to Italy. (2006). Richiardi, Matteo ; leombruni, roberto. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:63-88. Full description at Econpapers || Download paper | 6 |
35 | 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 | 6 |
36 | 2016 | LU Decomposition in DEA with an Application to Hospitals. (2016). Toloo, Mehdi ; Jalili, Rahele . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9501-z. Full description at Econpapers || Download paper | 5 |
37 | 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 | 5 |
38 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 5 |
39 | 2017 | A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9. Full description at Econpapers || Download paper | 5 |
40 | 2002 | Rational Error Correction.. (2002). Tinsley, Peter. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:2:p:197-225. Full description at Econpapers || Download paper | 5 |
41 | 2017 | The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Emirmahmutolu, Furkan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9574-3. Full description at Econpapers || Download paper | 5 |
42 | 2017 | Finite Sample Critical Values of the Generalized KPSS Stationarity Test. (2017). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9586-z. Full description at Econpapers || Download paper | 5 |
43 | 2017 | LSM Algorithm for Pricing American Option Under HestonâHullâWhiteâs Stochastic Volatility Model. (2017). Samimi, O ; Mehrdoust, F ; Sharafpour, S ; Mardani, Z. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9598-8. Full description at Econpapers || Download paper | 5 |
44 | 2015 | A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Proao, Christian ; Flaschel, Peter. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691. Full description at Econpapers || Download paper | 5 |
45 | 2001 | Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries.. (2001). Beaumont, Paul. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:179-201. Full description at Econpapers || Download paper | 4 |
46 | 2015 | Spatial Interaction Model of Credit Risk Contagion in the CRT Market. (2015). Chen, Tingqiang ; Wang, Jining ; Li, Xindan. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:519-537. Full description at Econpapers || Download paper | 4 |
47 | 2015 | Strategic Adjustment of Chinaâs Power Generation Capacity Structure Under the Constraint of Carbon Emission. (2015). Wang, Yuhong ; Yuan, Pengfei ; Yao, Xin. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:421-435. Full description at Econpapers || Download paper | 4 |
48 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 4 |
49 | 2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers || Download paper | 4 |
50 | 2017 | Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit. (2017). Vitale, Paolo. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9547-y. Full description at Econpapers || Download paper | 4 |
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2019 | Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7. Full description at Econpapers || Download paper | |
2019 | Is tail risk the missing link between institutions and risk?. (2019). Ni, Wan ; Basu, Devraj ; Groslambert, Bertrand . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00266. Full description at Econpapers || Download paper | |
2019 | Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward W ; Lai, Wan-Ni ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3. Full description at Econpapers || Download paper | |
2019 | Employment, hours and the welfare effects of intra-firm bargaining. (2019). Lewis, Vivien ; Dossche, Maarten ; Poilly, Celine. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:67-84. Full description at Econpapers || Download paper | |
2019 | Employment, hours and the welfare effects of intra-firm bargaining. (2019). Poilly, Céline ; Lewis, Vivien ; Dossche, Maarten. In: Post-Print. RePEc:hal:journl:hal-01995026. Full description at Econpapers || Download paper | |
2019 | ||
2019 | Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220. Full description at Econpapers || Download paper | |
2019 | Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market. (2019). Memon, Bilal Ahmed ; Lu, Yanyu ; Yao, Hongxing. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:235-250. Full description at Econpapers || Download paper | |
2019 | Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction. (2019). Ochoa-Dominguez, Humberto J ; Sanchez, Salvador J ; Marques, Ana I ; Garcia, Vicente . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9783-4. Full description at Econpapers || Download paper | |
2019 | Forecasting Corporate Bankruptcy Using Accrual-Based Models. (2019). Severin, Eric ; Veganzones, David ; Jardin, Philippe. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9681-9. Full description at Econpapers || Download paper | |
2019 | Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends. (2019). Polat, Onur ; Fito, Angels ; Juan, Angel A ; Kizys, Renatas ; Doering, Jana. In: Operations Research Perspectives. RePEc:eee:oprepe:v:6:y:2019:i:c:s2214716019300399. Full description at Econpapers || Download paper | |
2019 | Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307. Full description at Econpapers || Download paper | |
2019 | Exploring Contrarian Degree in the Trading Behavior of Chinas Stock Market. (2019). Niu, Xiaojian ; Chen, Yue ; Zhang, Yan . In: Complexity. RePEc:hin:complx:1678086. Full description at Econpapers || Download paper | |
2019 | Deglobalization 2.0. (2019). , Peter ; PEter, . In: Books. RePEc:elg:eebook:18560. Full description at Econpapers || Download paper | |
2019 | Trading hours extension and intraday price behavior. (2019). Miwa, Kotaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:572-585. Full description at Econpapers || Download paper | |
2019 | Factors Contributing to Efficient Forest Production in the Region of the Three-North Shelter Forest Program, China. (2019). Xin, Zhongling ; Zhang, Fan ; Wang, Pei ; Chu, XI. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:302-:d:303430. Full description at Econpapers || Download paper | |
2019 | Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Okuda, Hiroshi ; Hashimoto, Gaku ; Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1902.02040. Full description at Econpapers || Download paper | |
2019 | Behavioral heterogeneity and excess stock price volatility in China. (2019). Xiong, Xiong ; Zhou, Zhong-Qiang ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354. Full description at Econpapers || Download paper | |
2019 | Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467. Full description at Econpapers || Download paper | |
2019 | Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Hashimoto, Gaku ; Chen, YU ; Katahira, Kei ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518. Full description at Econpapers || Download paper | |
2019 | A Game Theory-Based Approach for Exploring Water Resource Exploitation Behavior in the Poyang Lake Basin, China. (2019). Yang, Lei ; Zhang, Xinmin ; Lu, Hua ; Xie, Hualin ; Lv, Tiangui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6237-:d:284424. Full description at Econpapers || Download paper | |
2019 | Using Pareto Optimization to Support Supply Chain Network Design within Environmental Footprint Impact Assessment. (2019). Kuo, Tsai Chi ; Lee, Yile. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:452-:d:198260. Full description at Econpapers || Download paper | |
2019 | Air pollution terrain nexus: A review considering energy generation and consumption. (2019). Fan, Weiguo ; Dong, Xiaobin ; Kleme, Jii Jaromir ; Wang, Xue-Chao ; Varbanov, Petar Sabev ; Xu, Zihan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:105:y:2019:i:c:p:71-85. Full description at Econpapers || Download paper | |
2019 | Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model. (2019). Guo, Ranran ; Saima, Umme ; Uddin, Md Kamal ; Pan, Xiongfeng. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305828. Full description at Econpapers || Download paper | |
2019 | Analysis of Evaluation Methods of Sustainable Supply Chain Management in Production Engineering Journals with High Impact. (2019). Goffi, Andreia Santos ; Thesari, Shirley Suellen ; Magacho, Carolina Sales ; Trojan, Flavio ; Andrade, Pedro Paulo ; Lizot, Mauro. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:270-:d:303035. Full description at Econpapers || Download paper | |
2019 | Modelling the Enablers of Workforce Agility in IoT Projects: A TISM Approach. (2019). Suresh, M ; Patil, Madhukar. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:20:y:2019:i:2:d:10.1007_s40171-019-00208-7. Full description at Econpapers || Download paper | |
2019 | Dynamic Assessment of Environmental Efficiency in Chinese Industry: A Multiple DEA Model with a Gini Criterion Approach. (2019). Yu, Yihua ; Chen, Chunlin ; Xie, LI. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:8:p:2294-:d:223456. Full description at Econpapers || Download paper | |
2019 | Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models. (2019). Kripfganz, Sebastian ; Schneider, Daniel C. In: Discussion Papers. RePEc:exe:wpaper:1901. Full description at Econpapers || Download paper | |
2019 | A (negative) replication of âThe relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countriesâ (Energy Economics, 2000). (2019). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:78-84. Full description at Econpapers || Download paper | |
2019 | El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841. Full description at Econpapers || Download paper | |
2019 | Active Learning and Optimal Climate Policy. (2019). Hofkes, Marjan W ; Hwang, Inchang. In: Environmental & Resource Economics. RePEc:kap:enreec:v:73:y:2019:i:4:d:10.1007_s10640-018-0297-x. Full description at Econpapers || Download paper | |
2019 | What about the others? Consensus and equilibria in the presence of self-interest and conformity in social groups. (2019). Brida, Juan ; Alvarez, Emiliano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:285-298. Full description at Econpapers || Download paper | |
2019 | Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Studentâs-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986. Full description at Econpapers || Download paper | |
2019 | The Impact of Jumps on American Option Pricing: The S&P 100 Options Case. (2019). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Taruvinga, Blessing ; Kang, Boda. In: Research Paper Series. RePEc:uts:rpaper:397. Full description at Econpapers || Download paper | |
2019 | Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method. (2019). Itkin, Andrey ; Soleymani, Fazlollah. In: Papers. RePEc:arx:papers:1903.00937. Full description at Econpapers || Download paper | |
2019 | Developing a Risk-Based Approach for American Basket Option Pricing. (2019). Hajizadeh, Ehsan ; Mahootchi, Masoud. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9826-5. Full description at Econpapers || Download paper | |
2019 | Surrogate Modelling in (and of) Agent-Based Models: A Prospectus. (2019). Hoog, Sander. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-018-9802-0. Full description at Econpapers || Download paper | |
2019 | Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication. (2019). Dawid, Herbert ; Neugart, Michael ; Hoog, Sander ; Harting, Philipp. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0594-0. Full description at Econpapers || Download paper | |
2019 | Multiplicity and stagnation under the Romer model with increasing returns of R&D. (2019). Kuwahara, Shiro. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:86-97. Full description at Econpapers || Download paper | |
2019 | Energy prices volatility and the United Kingdom: Evidence from a dynamic stochastic general equilibrium model. (2019). Aminu, Nasir. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:487-497. Full description at Econpapers || Download paper | |
2019 | Robust Policy Schemes for Differential R&D Games with Asymmetric Information. (2019). Bondarev, Anton. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:2:d:10.1007_s13235-018-0286-2. Full description at Econpapers || Download paper | |
2019 | Efficient Semi-Discretization Techniques for Pricing European and American Basket Options. (2019). Soleymani, Fazlollah. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9819-4. Full description at Econpapers || Download paper | |
2019 | Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network. (2019). Duan, Tingting ; Wu, Binghui. In: Complexity. RePEc:hin:complx:2946018. Full description at Econpapers || Download paper | |
2019 | Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134. Full description at Econpapers || Download paper | |
2019 | Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358. Full description at Econpapers || Download paper | |
2019 | Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamics. (2019). Chakraborti, Anirban ; Chakrabarti, Anindya S ; Sharma, Kiran. In: Papers. RePEc:arx:papers:1805.06829. Full description at Econpapers || Download paper | |
2019 | Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369. Full description at Econpapers || Download paper | |
2019 | Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915. Full description at Econpapers || Download paper | |
2019 | Double-edged sword effect of edge overlap on asymmetrically interacting spreading dynamics. (2019). Zhu, Xuzhen ; Cai, Shimin ; Wang, Wei ; Chen, Xiaolong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:617-624. Full description at Econpapers || Download paper | |
2019 | Portfolio optimization based on network topology. (2019). Li, Yan ; Zheng, BO ; Tian, Yue ; Jiang, Xiong-Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:671-681. Full description at Econpapers || Download paper | |
2019 | Quantile coherency networks of international stock markets. (2019). Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hussain, Syed Jawad. In: EconStor Preprints. RePEc:zbw:esprep:194568. Full description at Econpapers || Download paper | |
2019 | The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92. Full description at Econpapers || Download paper | |
2019 | Regional characteristics of sports industry profitability: Evidence from Chinaâs province level data. (2019). Li, Ming-Xia ; Wang, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:946-955. Full description at Econpapers || Download paper | |
2019 | Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952. Full description at Econpapers || Download paper | |
2019 | Quantile coherency networks of international stock markets. (2019). Baumohl, Eduard ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129. Full description at Econpapers || Download paper | |
2019 | Connectedness and risk spillovers in Chinaâs stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590. Full description at Econpapers || Download paper | |
2019 | Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10. Full description at Econpapers || Download paper | |
2019 | Micro-founded tax policy effects in a heterogenenous-agent macro-model. (2019). Pycroft, Jonathan ; d'Andria, Diego ; Zachlod-Jelec, Magdalena ; Evans, Richard ; Debacker, Jason. In: JRC Working Papers on Taxation & Structural Reforms. RePEc:ipt:taxref:201901. Full description at Econpapers || Download paper | |
2019 | FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints. (2019). Villalvazo, Sergio ; Mendoza, Enrique. In: NBER Working Papers. RePEc:nbr:nberwo:26310. Full description at Econpapers || Download paper | |
2019 | Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917. Full description at Econpapers || Download paper | |
2019 | The complexity of the intangible digital economy: an agent-based model. (2019). Cincotti, Silvano ; Teglio, Andrea ; Raberto, Marco ; Ponta, Linda ; Bertani, Filippo. In: MPRA Paper. RePEc:pra:mprapa:97071. Full description at Econpapers || Download paper | |
2019 | Enhanced Predictive Models for Construction Costs: A Case Study of Turkish Mass Housing Sector. (2019). Ugur, Latif Onur ; Erdal, Mursel ; Baykan, Umut Naci ; Namli, Ersin ; Kanit, Recep. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9814-9. Full description at Econpapers || Download paper | |
2019 | Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy. (2019). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:277-287. Full description at Econpapers || Download paper | |
2019 | Monetary Policy, Industry Heterogeneity and Systemic RiskâBased on a High Dimensional Network Analysis. (2019). Drakeford, Benjamin M ; Huang, Zhehao ; Su, Yaya. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6222-:d:284326. Full description at Econpapers || Download paper | |
2019 | Can asset allocation limits determine portfolio riskâreturn profiles in DC pension schemes?. (2019). Cifuentes, Arturo ; Vallado, Davi ; Pagnoncelli, Bernardo ; Gutierrez, Tomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:134-144. Full description at Econpapers || Download paper | |
2019 | Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns. (2019). Poggi, Marcus ; Silva, Thuener ; Vallado, Davi. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2991-z. Full description at Econpapers || Download paper | |
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2019 | Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices. (2019). Vitale, Paolo ; Valentini, Edilio. In: Working Papers. RePEc:fem:femwpa:2019.03. Full description at Econpapers || Download paper | |
2019 | The Ukrainian crisis, economic sanctions, oil shock and commodity currency: Analysis based on EMD approach. (2019). Korotina, Olesya ; Popov, Victor ; Dolgonosov, Maxim ; Korolkova, Inna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:156-168. Full description at Econpapers || Download paper | |
2019 | A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9. Full description at Econpapers || Download paper | |
2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201936. Full description at Econpapers || Download paper | |
2019 | Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11. Full description at Econpapers || Download paper | |
2019 | Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a. Full description at Econpapers || Download paper | |
2019 | Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914. Full description at Econpapers || Download paper | |
2019 | Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1809.02772. Full description at Econpapers || Download paper |
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2019 | Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51. Full description at Econpapers || Download paper | |
2019 | U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011. Full description at Econpapers || Download paper | |
2019 | Revealed preference theory: An algorithmic outlook. (2019). Smeulders, Bart ; Crama, Yves. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:803-815. Full description at Econpapers || Download paper | |
2019 | A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197. Full description at Econpapers || Download paper | |
2019 | Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). SoriÄ, Petar ; LoliÄ, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74. Full description at Econpapers || Download paper | |
2019 | A Comparison on Leading Methodologies for Bankruptcy Prediction: The Case of the Construction Sector in Lithuania. (2019). Brucaite, Laura ; Morkunas, Mangirdas ; Girinas, Lukas ; Giriniene, Gintare. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:82-:d:258468. Full description at Econpapers || Download paper | |
2019 | Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220. Full description at Econpapers || Download paper | |
2019 | The Modelling of Roof Installation Projects Using Decision Trees and the AHP Method. (2019). Ostak, Olga R ; Bugajev, Andrej ; Maceika, Augustinas. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:59-:d:299957. Full description at Econpapers || Download paper | |
2019 | Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward W ; Lai, Wan-Ni ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3. Full description at Econpapers || Download paper | |
2019 | Retraction Note to: Analyses of Economic Development Based on Different Factors. (2019). Jovovi, Marina ; Jovi, Sran ; Maksimovi, Goran. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-019-09946-3. Full description at Econpapers || Download paper | |
2019 | Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20. Full description at Econpapers || Download paper |
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2018 | Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform. (2018). Tassinari, Gian Luca ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:1805.05584. Full description at Econpapers || Download paper | |
2018 | Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408. Full description at Econpapers || Download paper | |
2018 | Predetermined interest rates in an analytical RBC model. (2018). Moura, Alban ; Fève, Patrick ; Pierrard, Olivier ; Feve, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:12-15. Full description at Econpapers || Download paper | |
2018 | Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
2018 | Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106. Full description at Econpapers || Download paper | |
2018 | Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434. Full description at Econpapers || Download paper | |
2018 | Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wang, Gang-Jin ; Ma, Chaoqun ; Wen, Danyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918. Full description at Econpapers || Download paper | |
2018 | Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964. Full description at Econpapers || Download paper | |
2018 | The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49. Full description at Econpapers || Download paper | |
2018 | Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634. Full description at Econpapers || Download paper | |
2018 | Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889. Full description at Econpapers || Download paper | |
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2018 | Exploring the Dedicated Knowledge Base of a Transformation towards a Sustainable Bioeconomy. (2018). Pyka, Andreas ; Mueller, Matthias ; Bogner, Kristina B ; Schlaile, Michael P ; Urmetzer, Sophie. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1694-:d:148475. Full description at Econpapers || Download paper | |
2018 | Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets. (2018). Zhang, Yi-Cheng ; Jia, Zi-Yang ; Xiong, Jason Jie ; Tang, Yong. In: Complexity. RePEc:hin:complx:4680140. Full description at Econpapers || Download paper | |
2018 | An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12. Full description at Econpapers || Download paper | |
2018 | How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights. (2018). Song, Malin ; Fisher, Ron. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-018-9832-7. Full description at Econpapers || Download paper | |
2018 | Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers || Download paper | |
2018 | The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558. Full description at Econpapers || Download paper | |
2018 | Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7. Full description at Econpapers || Download paper | |
2018 | Itâs a match! Simulating compatibility-based learning in a network of networks. (2018). Schlaile, Michael P ; Mueller, Matthias ; Zeman, Johannes. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:5:d:10.1007_s00191-018-0579-z. Full description at Econpapers || Download paper | |
2018 | Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201807. Full description at Econpapers || Download paper |
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2017 | An empirical behavioural order-driven model with price limit rules. (2017). Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng. In: Papers. RePEc:arx:papers:1704.04354. Full description at Econpapers || Download paper | |
2017 | Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16. Full description at Econpapers || Download paper | |
2017 | Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47. Full description at Econpapers || Download paper | |
2017 | A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141. Full description at Econpapers || Download paper | |
2017 | Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265. Full description at Econpapers || Download paper | |
2017 | Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709. Full description at Econpapers || Download paper | |
2017 | A Toolkit for Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9544-1. Full description at Econpapers || Download paper | |
2017 | Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9545-0. Full description at Econpapers || Download paper | |
2017 | Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Sapio, Sandro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4. Full description at Econpapers || Download paper | |
2017 | Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/12. Full description at Econpapers || Download paper | |
2017 | Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23. Full description at Econpapers || Download paper | |
2017 | An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712. Full description at Econpapers || Download paper |
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2016 | Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control. (2016). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_021. Full description at Econpapers || Download paper | |
2016 | Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962. Full description at Econpapers || Download paper | |
2016 | Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283. Full description at Econpapers || Download paper | |
2016 | The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29. Full description at Econpapers || Download paper | |
2016 | The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216. Full description at Econpapers || Download paper | |
2016 | The dynamics of fuel demand and illegal fuel activity in Turkey. (2016). Yalta, Ayse. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:144-158. Full description at Econpapers || Download paper | |
2016 | On business cycles synchronization in Europe: A note on network analysis. (2016). Gómez, David ; Matesanz, David ; Ortega, Guillermo J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:287-296. Full description at Econpapers || Download paper | |
2016 | Optimal Policy Identification: Insights from the German Electricity Market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-004. Full description at Econpapers || Download paper | |
2016 | Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511. Full description at Econpapers || Download paper | |
2016 | Multiplex interbank networks and systemic importance â An application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers || Download paper | |
2016 | Optimal Policy Identification: Insights from the German Electricity Market.. (2016). Savin, Ivan ; Herrmann, Johannes . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-16. Full description at Econpapers || Download paper | |
2016 | Network effects and systemic risk in the banking sector. (2016). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62. Full description at Econpapers || Download paper | |
2016 | Optimal policy identification: Insights from the German electricity market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Working Paper Series in Economics. RePEc:zbw:kitwps:87. Full description at Econpapers || Download paper | |
2016 | Too interconnected to fail: A survey of the interbank networks literature. (2015). Hüser, Anne-Caroline ; Huser, Anne-Caroline. In: SAFE Working Paper Series. RePEc:zbw:safewp:91. Full description at Econpapers || Download paper |