[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.09 | 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 | 0.11 | 0 | 0 | 17 | 17 | 20 | 3 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.12 | 0.03 | 0 | 19 | 36 | 68 | 4 | 17 | 17 | 0 | 0 | 0.06 | |||||
1995 | 0.08 | 0.19 | 0.19 | 0.08 | 16 | 52 | 55 | 6 | 14 | 36 | 3 | 36 | 3 | 0 | 3 | 0.19 | 0.08 | |
1996 | 0.29 | 0.22 | 0.23 | 0.21 | 21 | 73 | 78 | 15 | 31 | 35 | 10 | 52 | 11 | 0 | 1 | 0.05 | 0.1 | |
1997 | 0.11 | 0.22 | 0.13 | 0.1 | 22 | 95 | 91 | 7 | 43 | 37 | 4 | 73 | 7 | 0 | 0 | 0.09 | ||
1998 | 0.05 | 0.26 | 0.18 | 0.18 | 30 | 125 | 209 | 21 | 66 | 43 | 2 | 95 | 17 | 0 | 3 | 0.1 | 0.12 | |
1999 | 0.13 | 0.27 | 0.13 | 0.11 | 29 | 154 | 458 | 17 | 86 | 52 | 7 | 108 | 12 | 0 | 4 | 0.14 | 0.13 | |
2000 | 0.39 | 0.32 | 0.33 | 0.33 | 27 | 181 | 259 | 52 | 145 | 59 | 23 | 118 | 39 | 0 | 4 | 0.15 | 0.14 | |
2001 | 0.45 | 0.35 | 0.31 | 0.38 | 30 | 211 | 155 | 56 | 210 | 56 | 25 | 129 | 49 | 0 | 1 | 0.03 | 0.15 | |
2002 | 0.26 | 0.37 | 0.29 | 0.33 | 26 | 237 | 1041 | 69 | 279 | 57 | 15 | 138 | 45 | 0 | 7 | 0.27 | 0.19 | |
2003 | 0.52 | 0.4 | 0.39 | 0.5 | 45 | 282 | 170 | 108 | 388 | 56 | 29 | 142 | 71 | 4 | 3.7 | 6 | 0.13 | 0.19 |
2004 | 0.8 | 0.44 | 0.47 | 0.66 | 32 | 314 | 136 | 145 | 535 | 71 | 57 | 157 | 104 | 5 | 3.4 | 4 | 0.13 | 0.2 |
2005 | 0.19 | 0.45 | 0.43 | 0.51 | 41 | 355 | 445 | 152 | 689 | 77 | 15 | 160 | 81 | 8 | 5.3 | 4 | 0.1 | 0.21 |
2006 | 0.3 | 0.46 | 0.46 | 0.6 | 46 | 401 | 318 | 175 | 873 | 73 | 22 | 174 | 104 | 23 | 13.1 | 3 | 0.07 | 0.2 |
2007 | 0.49 | 0.42 | 0.39 | 0.55 | 50 | 451 | 386 | 176 | 1051 | 87 | 43 | 190 | 105 | 12 | 6.8 | 4 | 0.08 | 0.18 |
2008 | 0.44 | 0.44 | 0.62 | 0.51 | 41 | 492 | 298 | 302 | 1357 | 96 | 42 | 214 | 109 | 29 | 9.6 | 5 | 0.12 | 0.2 |
2009 | 0.26 | 0.43 | 0.51 | 0.41 | 27 | 519 | 113 | 261 | 1621 | 91 | 24 | 210 | 87 | 13 | 5 | 10 | 0.37 | 0.21 |
2010 | 0.5 | 0.43 | 0.49 | 0.51 | 39 | 558 | 166 | 273 | 1896 | 68 | 34 | 205 | 105 | 20 | 7.3 | 5 | 0.13 | 0.18 |
2011 | 0.33 | 0.45 | 0.43 | 0.42 | 41 | 599 | 157 | 250 | 2156 | 66 | 22 | 203 | 86 | 17 | 6.8 | 3 | 0.07 | 0.2 |
2012 | 0.39 | 0.45 | 0.48 | 0.48 | 44 | 643 | 124 | 309 | 2467 | 80 | 31 | 198 | 96 | 16 | 5.2 | 9 | 0.2 | 0.19 |
2013 | 0.32 | 0.5 | 0.52 | 0.4 | 51 | 694 | 235 | 358 | 2826 | 85 | 27 | 192 | 77 | 25 | 7 | 21 | 0.41 | 0.21 |
2014 | 0.39 | 0.51 | 0.49 | 0.38 | 48 | 742 | 191 | 363 | 3190 | 95 | 37 | 202 | 77 | 33 | 9.1 | 8 | 0.17 | 0.2 |
2015 | 0.48 | 0.5 | 0.46 | 0.42 | 60 | 802 | 289 | 356 | 3556 | 99 | 48 | 223 | 94 | 25 | 7 | 14 | 0.23 | 0.19 |
2016 | 0.67 | 0.5 | 0.51 | 0.55 | 81 | 883 | 169 | 451 | 4009 | 108 | 72 | 244 | 135 | 36 | 8 | 18 | 0.22 | 0.18 |
2017 | 0.4 | 0.5 | 0.47 | 0.43 | 58 | 941 | 111 | 435 | 4447 | 141 | 56 | 284 | 121 | 29 | 6.7 | 10 | 0.17 | 0.18 |
2018 | 0.35 | 0.54 | 0.45 | 0.54 | 107 | 1048 | 194 | 466 | 4918 | 139 | 49 | 298 | 160 | 63 | 13.5 | 19 | 0.18 | 0.21 |
2019 | 0.5 | 0.58 | 0.4 | 0.52 | 137 | 1185 | 118 | 471 | 5391 | 165 | 83 | 354 | 184 | 72 | 15.3 | 14 | 0.1 | 0.21 |
2020 | 0.34 | 0.75 | 0.34 | 0.38 | 95 | 1280 | 50 | 437 | 5830 | 244 | 83 | 443 | 170 | 51 | 11.7 | 12 | 0.13 | 0.29 |
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 | 556 |
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 | 249 |
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 | 224 |
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 | 181 |
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 | 99 |
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 | 92 |
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 | 86 |
8 | 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 | 85 |
9 | 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 | 82 |
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 | 81 |
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 | 73 |
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 | 70 |
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 | 57 |
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 | 56 |
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 | 49 |
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 | 45 |
17 | 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 | 41 |
18 | 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 | 40 |
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 | 40 |
20 | 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 |
21 | 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 | 35 |
22 | 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 | 32 |
23 | 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 | 32 |
24 | 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 | 32 |
25 | 2003 | Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackeyââ¬âGlass 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 | 30 |
26 | 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 | 29 |
27 | 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 |
28 | 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 | 26 |
29 | 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 | 26 |
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 | 26 |
31 | 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 | 25 |
32 | 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 | 24 |
33 | 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 | 24 |
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 | 24 |
35 | 2008 | Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113. Full description at Econpapers || Download paper | 23 |
36 | 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 | 23 | |
37 | 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 | 23 |
38 | 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 | 23 |
39 | 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 | 23 |
40 | 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 | 23 |
41 | 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 | 22 |
42 | 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 | 22 |
43 | 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 | 22 |
44 | 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 |
45 | 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 | 20 |
46 | 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 | 19 |
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 | 19 |
48 | 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 |
49 | 2016 | Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). SoramÃÆäki, 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 | 19 |
50 | 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 | 19 |
# | 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 | 61 |
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 | 45 |
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 | 33 |
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 | 31 |
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 | 21 |
6 | 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 |
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 | 17 |
8 | 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 | 16 |
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 | 16 |
10 | 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 | 15 |
11 | 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 | 15 |
12 | 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 | 14 |
13 | 2016 | Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). SoramÃÆäki, 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 | 12 |
14 | 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 | 12 |
15 | 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 | 11 |
16 | 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 | 11 |
17 | 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 | 11 |
18 | 2019 | 9 | |
19 | 2018 | State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jae Woo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x. Full description at Econpapers || Download paper | 9 |
20 | 2015 | Yield Curve and Recession Forecasting in a Machine Learning Framework. (2015). Papadimitriou, Theophilos ; Chrysanthidou, Efthymia ; Gogas, Periklis ; Matthaiou, Maria . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:635-645. Full description at Econpapers || Download paper | 9 |
21 | 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 | 9 |
22 | 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 | 9 |
23 | 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 | 8 |
24 | 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2. Full description at Econpapers || Download paper | 8 |
25 | 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 | 8 |
26 | 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 | 8 |
27 | 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 | 8 |
28 | 2014 | DSGE Model Estimation on the Basis of Second-Order Approximation. (2014). Ivashchenko, Sergey. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:1:p:71-82. Full description at Econpapers || Download paper | 8 |
29 | 2019 | Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Alipour, Hamidreza ; Rezaie, Mohammad Reza ; Ghiasi, Mohammad. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2. Full description at Econpapers || Download paper | 8 |
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 | 7 |
31 | 2016 | Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9478-z. Full description at Econpapers || Download paper | 7 |
32 | 2015 | Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:575-611. Full description at Econpapers || Download paper | 7 |
33 | 2018 | The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt. (2018). Hoog, Sander. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9714-4. Full description at Econpapers || Download paper | 7 |
34 | 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 | 7 |
35 | 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 |
36 | 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 | 7 |
37 | 2016 | Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:49-66. Full description at Econpapers || Download paper | 7 |
38 | 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 | 7 |
39 | 2017 | Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles. (2017). Ekinci, Aykut ; ERDAL, Halil brahim . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9623-y. Full description at Econpapers || Download paper | 7 |
40 | 2020 | Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9. Full description at Econpapers || Download paper | 6 |
41 | 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 | 6 |
42 | 2018 | Exploring Dynamic Impact of Foreign Direct Investment on Chinaââ¬â¢s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model. (2018). Pan, Xiongfeng ; Li, Bin ; Quan, Rong ; Zhang, Jing. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9745-x. Full description at Econpapers || Download paper | 6 |
43 | 2018 | The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study. (2018). Vermeulen, Ben ; Pyka, Andreas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9776-3. Full description at Econpapers || Download paper | 6 |
44 | 2017 | An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach. (2017). Yu, Fanhua ; Chen, Huiling ; Wang, Mingjing ; Zhao, Dong ; Huang, Chunyu ; Wei, Yan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-016-9562-7. Full description at Econpapers || Download paper | 6 |
45 | 2015 | The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach. (2015). Chen, Linna . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:405-420. Full description at Econpapers || Download paper | 6 |
46 | 2015 | Using the ââ¬ÅChandrasekhar Recursionsââ¬Â for Likelihood Evaluation of DSGE Models. (2015). Herbst, Edward. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:693-705. Full description at Econpapers || Download paper | 6 |
47 | 2013 | Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Andreano, M. ; Benedetti, Roberto. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174. Full description at Econpapers || Download paper | 6 |
48 | 2021 | Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach. (2021). Mellacher, Patrick ; Scheuer, Timon. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10026-0. Full description at Econpapers || Download paper | 6 |
49 | 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 | 6 |
50 | 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis. (2016). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:2:d:10.1007_s10614-015-9484-9. Full description at Econpapers || Download paper | 5 |
Year | Title | |
---|---|---|
2020 | Pricing European and American options under Heston model using discontinuous Galerkin finite elements. (2020). Karasozen, Bulent ; Uzunca, Murat ; Kozpinar, Sinem. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:177:y:2020:i:c:p:568-587. Full description at Econpapers || Download paper | |
2020 | The Sustainable Management of Land and Fisheries Resources Using Multicriteria Techniques: A Meta-Analysis. (2020). Romero, Carlos ; Iglesias-Merchan, Carlos ; Diaz-Balteiro, Luis ; de Jalon, Silvestre Garcia. In: Land. RePEc:gam:jlands:v:9:y:2020:i:10:p:380-:d:424953. Full description at Econpapers || Download paper | |
2020 | Perceived attributes of hurricane-related retrofits and their effect on household adoption. (2020). Kruse, Jamie ; Trainor, Joseph ; Nozick, Linda ; Davidson, Rachel ; Stock, Alexia ; Zou, Yilin. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:104:y:2020:i:1:d:10.1007_s11069-020-04165-8. Full description at Econpapers || Download paper | |
2020 | Multistep-ahead forecasting of coal prices using a hybrid deep learning model. (2020). Fathalla, Ahmed ; Alameer, Zakaria ; Hua, Zhang Jian ; Jianhua, Zhang ; Ye, Haiwang ; Li, Kenli. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305240. Full description at Econpapers || Download paper | |
2020 | Machine learning with parallel neural networks for analyzing and forecasting electricity demand. (2020). Sun, Edward ; Lin, Yi-Bing ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09960-5. Full description at Econpapers || Download paper | |
2020 | Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Pollution and Labor Market Search Externalities Over the Business Cycle. (2020). Heutel, Garth ; Gibson, John. In: NBER Working Papers. RePEc:nbr:nberwo:27445. Full description at Econpapers || Download paper | |
2020 | Data Envelopment Analysis and Multifactor Asset Pricing Models. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana Belen ; Solorzano-Taborga, Pablo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:24-:d:347105. Full description at Econpapers || Download paper | |
2020 | Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
2020 | Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries. (2020). Li, Yang ; Guo, Sui ; Liu, Siyao ; Wang, ZE ; Gao, Xiangyun ; Sun, Qingru. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00273-2. Full description at Econpapers || Download paper | |
2020 | Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860. Full description at Econpapers || Download paper | |
2020 | Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation. (2020). Yuan, Meng ; Li, Zhengyang ; Liu, Sen ; Dong, Zhiliang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:63-74. Full description at Econpapers || Download paper | |
2020 | Diffusion entropy analysis and random matrix analysis of the Indian stock market. (2020). Kumar, Sunil. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305872. Full description at Econpapers || Download paper | |
2020 | Using Artificial Neural Network techniques to improve the description and prediction of household financial ratios. (2020). Grable, John E ; Park, Narang ; Lee, Jae Min ; Heo, Wookjae. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302230. Full description at Econpapers || Download paper | |
2020 | Stock trading dynamics and pedestrian counterflows: Analogies and differences. (2020). Zhao, Yongxiang ; Ran, Meng ; Tang, Zhenpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818305205. Full description at Econpapers || Download paper | |
2020 | Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data. (2020). Lin, Jinguan ; Tian, Yuzhu ; Yang, Aijun . In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00917-8. Full description at Econpapers || Download paper | |
2020 | Spatial Pattern and Effects of Urban Coordinated Development in Chinaââ¬â¢s Urbanization. (2020). Ma, Lin ; Liu, Hao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2389-:d:334182. Full description at Econpapers || Download paper | |
2020 | Supply Chain Strategy Analysis of Low Carbon Subsidy Policies Based on Carbon Trading. (2020). Wang, Liangcheng ; Guo, Chunxiang ; Zhang, Yinjie. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3532-:d:350578. Full description at Econpapers || Download paper | |
2020 | A Strategic Location Decision-Making Approach for Multi-Tier Supply Chain Sustainability. (2020). Zeng, Xianyi ; Thomassey, Sebastien ; Sirilertsuwan, Petchprakai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8340-:d:425877. Full description at Econpapers || Download paper | |
2020 | Influence of FDI quality on energy efficiency in China based on seemingly unrelated regression method. (2020). Wang, Mengyang ; Han, Cuicui ; Guo, Shucen ; Pan, Xiongfeng ; Liao, Xianchun ; Song, Jinbo. In: Energy. RePEc:eee:energy:v:192:y:2020:i:c:s0360544219321589. Full description at Econpapers || Download paper | |
2020 | Emission reduction effect and carbon market efficiency of carbon emissions trading policy in China. (2020). Li, Jing ; Zhang, Wei ; Guo, Shucen. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302243. Full description at Econpapers || Download paper | |
2020 | The effects of outward foreign direct investment and reverse technology spillover on Chinas carbon productivity. (2020). Bo, Hongguang ; Chu, Junhui ; Wang, Mengyang ; Li, Mengna ; Pan, Xiongfeng. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304560. Full description at Econpapers || Download paper | |
2020 | Can environmental investments benefit environmental performance? The moderating roles of institutional environment and foreign direct investment. (2020). Ramanathan, Ramakrishnan ; Li, Ruiqian. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3385-3398. Full description at Econpapers || Download paper | |
2020 | Analysis of regional carbon allocation and carbon trading based on net primary productivity in China. (2020). Song, Malin ; Chen, Jiandong ; Liu, Xin ; Wang, Ping ; Wu, Yinyin. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301622. Full description at Econpapers || Download paper | |
2020 | Effects of technological changes on Chinas carbon emissions. (2020). Wen, Jie ; Song, Malin ; Mangla, Sachin Kumar ; Gao, Ming ; Chen, Jiandong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519313915. Full description at Econpapers || Download paper | |
2020 | Different effects of technological progress on Chinas carbon emissions based on sustainable development. (2020). Gao, Ming ; Chen, Jiandong ; Song, Malin ; Ma, KE. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:481-492. Full description at Econpapers || Download paper | |
2020 | A DSGE Model-Based Analysis of the Indian Slowdown. (2020). Goyal, Ashima ; Kumar, Abhishek. In: Journal of International Commerce, Economics and Policy (JICEP). RePEc:wsi:jicepx:v:11:y:2020:i:01:n:s1793993320500040. Full description at Econpapers || Download paper | |
2020 | Redistributive Policy Shocks and Monetary Policy with Heterogeneous Agents. (2020). Ghate, Chetan ; Mallick, Debdulal ; Bahl, Ojasvita. In: MPRA Paper. RePEc:pra:mprapa:101651. Full description at Econpapers || Download paper | |
2020 | Redistributive Policy Shocks and Monetary Policy with Heterogeneous Agents. (2020). Mallick, Debdulal ; Ghate, Chetan ; Bahl, Ojasvita. In: Discussion Papers. RePEc:alo:isipdp:20-03. Full description at Econpapers || Download paper | |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2020 | Fast Monte Carlo Simulation for Pricing Equity-Linked Securities. (2020). Lee, Seongjin ; Han, Junhee ; Kim, Sangkwon ; Jang, Hanbyeol ; Jeong, Darae ; Ban, Jungyup. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09947-2. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:160. Full description at Econpapers || Download paper | |
2020 | Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x. Full description at Econpapers || Download paper | |
2020 | The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676. Full description at Econpapers || Download paper | |
2020 | Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759. Full description at Econpapers || Download paper | |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). LyÃÆócsa, Ã
 tefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320. Full description at Econpapers || Download paper | |
2020 | The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model. (2020). Li, Yali ; Hao, Aimin ; Chen, Xiurong. In: PLOS ONE. RePEc:plo:pone00:0229913. Full description at Econpapers || Download paper | |
2020 | The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevio . In: PLOS ONE. RePEc:plo:pone00:0238731. Full description at Econpapers || Download paper | |
2020 | Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455. Full description at Econpapers || Download paper | |
2020 | The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX. (2020). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8196. Full description at Econpapers || Download paper | |
2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445. Full description at Econpapers || Download paper | |
2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | |
2020 | Computing sunspot solutions to rational expectations models with timing restrictions. (2020). Sorge, Marco ; Marco, Sorge . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:10:n:5. Full description at Econpapers || Download paper | |
2020 | Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails. (2020). Boubaker, Heni. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09897-9. Full description at Econpapers || Download paper | |
2020 | Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment. (2020). Tang, Liyang. In: Papers. RePEc:arx:papers:2005.08735. Full description at Econpapers || Download paper | |
2020 | An iterative splitting method for pricing European options under the Heston model?. (2020). Huang, Zhongyi ; Li, Hongshan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:387:y:2020:i:c:s0096300320303854. Full description at Econpapers || Download paper | |
2020 | Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056. Full description at Econpapers || Download paper | |
2020 | Minsky from the bottom up â Formalising the two-price model of investment in a simple agent-based framework. (2020). Reissl, Severin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:109-142. Full description at Econpapers || Download paper | |
2020 | Macroprudential Policy: a Blessing or a Curse?. (2020). Popoyan, Lilit. In: Review of Economics and Institutions. RePEc:pia:review:v:11:y:2020:i:1-2:n:1. Full description at Econpapers || Download paper | |
2020 | An agent-based early warning indicator for financial market instability. (2020). Vidal-TomÃÆás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3. Full description at Econpapers || Download paper | |
2020 | Do ââ¬Ëcomplexââ¬â¢ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; KriÃ
¡toufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257. Full description at Econpapers || Download paper | |
2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281. Full description at Econpapers || Download paper | |
2020 | Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290. Full description at Econpapers || Download paper | |
2020 | Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market. (2020). Herbon, Avi ; Shvimer, Yossi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00259-0. Full description at Econpapers || Download paper | |
2020 | Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21. Full description at Econpapers || Download paper | |
2020 | Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902. Full description at Econpapers || Download paper | |
2020 | Combination of cuckoo search and wavelet neural network for midterm building energy forecast. (2020). Mizzi, Scott ; Wang, Haiyun ; Yuan, Zhi. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308355. Full description at Econpapers || Download paper | |
2020 | Model parameter estimation of the PEMFCs using improved Barnacles Mating Optimization algorithm. (2020). Razmjooy, Navid ; Dai, Jialei ; Zhang, Leiyu ; Liu, Qian ; Yang, Zixuan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318454. Full description at Econpapers || Download paper | |
2020 | Coordination and control of multi-channel supply chain driven by consumersââ¬â¢ channel preference and sales effort. (2020). Ma, Junhai ; Tian, YI ; Seppanen, Veikko ; Koivumaki, Timo ; Xie, Lei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305338. Full description at Econpapers || Download paper | |
2020 | European country heterogeneity in financial distress prediction: An empirical analysis with macroeconomic and regulatory factors. (2020). Alaminos, David ; Antonio, Jose ; Campos, Juan Antonio ; Fernandez-Gamez, Manuel Angel. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:398-407. Full description at Econpapers || Download paper | |
2020 | A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options. (2020). Gong, PU ; He, Xubiao . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09924-9. Full description at Econpapers || Download paper | |
2020 | Trading strategy with stochastic volatility in a limit order book market. (2020). Siu, Tak Kuen ; Gu, Jiawen ; Ching, Wai-Ki ; Yang, Qing-Qing . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00278-8. Full description at Econpapers || Download paper | |
2020 | Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370. Full description at Econpapers || Download paper | |
2020 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2020). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2020/31. Full description at Econpapers || Download paper | |
2020 | A Testing Procedure for Constant Parameters in Stochastic Volatility Models. (2020). Hoyo, Juan ; Rivero, Carlos ; Llorente, Guillermo. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09892-0. Full description at Econpapers || Download paper | |
2020 | Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147. Full description at Econpapers || Download paper | |
2020 | Causal Relationships between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: MPRA Paper. RePEc:pra:mprapa:101682. Full description at Econpapers || Download paper | |
2020 | Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010. Full description at Econpapers || Download paper | |
2020 | Inflation expectation uncertainty in a New Keynesian framework. (2020). Schmidt, Torsten ; Fuest, Angela. In: Ruhr Economic Papers. RePEc:zbw:rwirep:867. Full description at Econpapers || Download paper | |
2020 | An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801. Full description at Econpapers || Download paper | |
2020 | Predicting Financial Distress of Slovak Enterprises: Comparison of Selected Traditional and Learning Algorithms Methods. (2020). Jaros, Jaroslav ; Tumpach, Milos ; Adamko, Peter ; Valaskova, Katarina ; Gregova, Elena. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:3954-:d:357046. Full description at Econpapers || Download paper | |
2020 | Wavelet coherence as a tool for retrospective analysis of bank activities. (2020). Lyashenko, V ; Vasiurenko, O. In: Economy and Forecasting. RePEc:eip:journl:y:2020:i:1:p:43-60. Full description at Econpapers || Download paper | |
2020 | Thick modelling income and wealth effects: a forecast application to euro area private consumption. (2020). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01738-w. Full description at Econpapers || Download paper | |
2020 | ForecastTBââ¬âAn R Package as a Test-Bench for Time Series Forecastingââ¬âApplication of Wind Speed and Solar Radiation Modeling. (2020). Andersen, Gorm Bruun ; Yaseen, Zaher Mundher ; Bokde, Neeraj Dhanraj. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2578-:d:360302. Full description at Econpapers || Download paper | |
2020 | Noise detection and image denoising based on fractional calculus. (2020). Ma, Jing ; Wang, QI ; Tan, Liying ; Yu, Siyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304096. Full description at Econpapers || Download paper | |
2020 | Anomaly detection in stock market indices with neural networks. (2020). Albu, Lucian ; Lupu, Radu. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:10-23. Full description at Econpapers || Download paper | |
2020 | Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market. (2020). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302072. Full description at Econpapers || Download paper | |
2020 | Applications of Artificial Intelligence in commercial banks â A research agenda for behavioral finance. (2020). Thalmann, Stefan ; Konigstorfer, Florian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302503. Full description at Econpapers || Download paper | |
2020 | Portfolio optimization of credit risky bonds: a semi-Markov process approach. (2020). Pasricha, Puneet ; Manca, Raimondo ; Damico, Guglielmo ; Selvamuthu, Dharmaraja. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00186-1. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2020 | Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553. Full description at Econpapers || Download paper | |
2020 | The equivalence of two-step first difference and forward orthogonal deviations GMM. (2020). Phillips, Robert. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00800. Full description at Econpapers || Download paper | |
2020 | How green is the âBelt and Road Initiativeâ? â Evidence from Chinese OFDI in the energy sector. (2020). Wu, Peng ; Jiang, Jie ; Wang, Yile ; Liu, Haiyue. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304365. Full description at Econpapers || Download paper | |
2020 | A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118. Full description at Econpapers || Download paper | |
2020 | Effects of data localization on digital trade: An agent-based modeling approach. (2020). Sridhar, V ; Potluri, Sai Rakshith ; Rao, Shrisha. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:9:s0308596120301142. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223. Full description at Econpapers || Download paper | |
2020 | Bankruptcy or Success? The Effective Prediction of a Companyââ¬â¢s Financial Development Using LSTM. (2020). Suler, Petr ; Vrbka, Jaromir ; Vochozka, Marek. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7529-:d:412624. Full description at Econpapers || Download paper | |
2020 | OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems. (2020). Neck, Reinhard ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09949-0. Full description at Econpapers || Download paper | |
2020 | Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0. Full description at Econpapers || Download paper | |
2020 | ROBUST MATHEMATICAL FORMULATION AND PROBABILISTIC DESCRIPTION OF AGENT-BASED COMPUTATIONAL ECONOMIC MARKET MODELS. (2020). Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:23:y:2020:i:06:n:s0219525920500174. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
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 | 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). SoriÃâ¡, Petar ; LoliÃâ¡, 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 | . Full description at Econpapers || Download paper | |
2019 | . 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 | Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo A ; Tessone, Claudio J ; Fuentes, Miguel A. In: Complexity. RePEc:hin:complx:5041681. Full description at Econpapers || Download paper | |
2019 | Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches. (2019). Bezzina, Frank ; Matsatsinis, Nikolaos ; Loukeris, Nikolaos ; Bekiros, Stelios. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9842-5. 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 |
Year | Citing document | |
---|---|---|
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 | Predetermined interest rates in an analytical RBC model. (2018). Moura, Alban ; F̮̬ve, 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 | 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 | 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 | |
2018 | . Full description at Econpapers || Download paper | |
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-TomÃÆás, 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 | Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter. In: Dynamic Modeling and Econometrics in Economics and Finance. RePEc:spr:dymchp:978-3-319-98714-9_3. Full description at Econpapers || Download paper | |
2018 | Itââ¬â¢s 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 |
Year | Citing document | |
---|---|---|
2017 | The multiplier accelerator theory in the study of municipal-level investment. (2017). Kuzminykh, N A ; Kazakova, O B. In: R-Economy. RePEc:aiy:journl:v:3:y:2017:i:2:p:82-89. Full description at Econpapers || Download paper | |
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 | 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 | 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 | Influential factors responsible for the effect of tax reduction on GDP. (2017). Ogibayashi, Shigeaki ; Takashima, Kosei. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:14:y:2017:i:2:d:10.1007_s40844-017-0080-7. 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 | |
2017 | Bankruptcy Practice in Countries of Visegrad Four. (2017). Jana, Kliestikova ; Katarina, Zvarikova ; Maria, Misankova. In: Economics and Culture. RePEc:vrs:ecocul:v:14:y:2017:i:1:p:108-118:n:10. Full description at Econpapers || Download paper |