Search Results

The economics of netting in financial networks,
Edoardo Gaffeo, Lucio Gobbi and Massimo Molinari, in Journal of Economic Interaction and Coordination (2019)
Keywords: C63, D85, G21

On the idea of ex ante and ex post normalization of biproportional methods,
Louis de Mesnard, in The Annals of Regional Science (2004)
Keywords: C63, C67, D57,

Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound,
Yasuo Hirose and Takeki Sunakawa, in The Japanese Economic Review (2019)
Keywords: C32, C63, E32, E52

A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games,
Jacob Engwerda, from Tilburg University, Center for Economic Research (2005)
Keywords: C63; C72; C73

The impact of environmental regulations on the farmland market and farm structures: An agent-based model applied to the Brittany region of France,
Elodie Letort, Pierre Dupraz and Laurent Piet, from INRAE UMR SMART (2017)
Keywords: Q15, C63, D22

Business Cycles in the Phillips Machine,
Allan McRobie, in Economia politica (2011)
Keywords: C02, C63, E32, E37, E60

Celebrating the MONIAC. The Ways of Serendipity,
Giovanni Pegoretti, K. Vela Velupillai and Stefano Zambelli, in Economia politica (2011)
Keywords: B22, B23, B31, C63, C65

Coupled Dynamics in a Phillips Machine Model of the Macroeconomy,
Stefano Zambelli, in Economia politica (2011)
Keywords: A10, B16, B41, C63, F44

A note on parameterizing input distance functions: does the choice of a functional form matter?,
Rolf Färe and Michael Vardanyan, in Journal of Productivity Analysis (2016)
Keywords: Distance functions, Parameterization, D24, C63,

On functional form representation of multi-output production technologies,
Rolf Färe, Carlos Martins-Filho and Michael Vardanyan, in Journal of Productivity Analysis (2010)
Keywords: Distance functions, Parameterization, D24, C63,

Impacts of Global Warming on Energy Use for Heating and Cooling with Full Rebound Effects in Switzerland,
Camille Gonseth, Philippe Thalmann and Marc Vielle, in Swiss Journal of Economics and Statistics (2017)
Keywords: JEL-Classification, C63, Q41, Q54

Comparison of solutions to the multi-country real business cycle model,
Robert Kollmann, Serguei Maliar, Benjamin Malin and Paul Pichler, from HAL (2010)
Keywords: C63,Numerical solutions,Simulations,Approximations,Algorithms

Examining social processes with agent-based models,
Chad Seagren, in The Review of Austrian Economics (2011)
Keywords: Agent-based modeling, Methodology, B41, B53, C63,

Preferences and the price of stability in matching markets,
James Boudreau and Vicki Knoblauch, in Theory and Decision (2013)
Keywords: Price of stability, Matching, C78, D63, C63,

Advances in location modeling: GIS linkages and contributions,
Alan Murray, in Journal of Geographical Systems (2010)
Keywords: Location science, GIScience, Optimization, C61, C63, C8,

An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies,
Yu Chen, Thomas Cosimano, Alex Himonas and Peter Kelly, in Computational Economics (2014)
Keywords: Analyticity, Stochastic differential utility, C63, D51,

Continuous State Dynamic Programming via Nonexpansive Approximation,
John Stachurski, in Computational Economics (2008)
Keywords: Numerical dynamic programming, Nonexpansive approximation, C61, C63,

Multidimensional Spline Interpolation: Theory and Applications,
Christian Habermann and Fabian Kindermann, in Computational Economics (2007)
Keywords: Interpolation, Multidimensional cubic splines, C63, C65,

Teaching Computational Economics to Graduate Students,
David Kendrick, in Computational Economics (2007)
Keywords: Graduate teaching, Computational economics, C63, E61,

Nelder-Mead Simplex Optimization Routine for Large-Scale Problems: A Distributed Memory Implementation,
Kyle Klein and Julian Neira, in Computational Economics (2014)
Keywords: Parallel computing, Optimization algorithms, Nelder-Mead, C63,

The enhancement of spatial microsimulation models using geodemographics,
Mark Birkin and Graham Clarke, in The Annals of Regional Science (2012)
Keywords: C02, C13, C63, D31, J10, R20,

Computing uniformly optimal strategies in two-player stochastic games,
Eilon Solan and Nicolas Vieille, in Economic Theory (2010)
Keywords: Optimal strategies, Stochastic games, Computation, C63, C73,

A decomposition algorithm for N-player games,
Srihari Govindan and Robert Wilson, in Economic Theory (2010)
Keywords: Game theory, Computation, Equilibrium, Decomposition, Triangulation, C63,

Computing a quasi-perfect equilibrium of a two-player game,
Peter Miltersen and Troels Sørensen, in Economic Theory (2010)
Keywords: Equilibrium computation, Quasi-perfect equilibrium, C63, C72,

The behavior of the exchange rate in the genetic algorithm with agents having long memory,
Yiping Xu, in Journal of Evolutionary Economics (2006)
Keywords: C63, F31, F47, Exchange rate, Genetic algorithm,

Turing's Economics. A Birth Centennial Homage,
Kumaraswamy Vela Velupillai, in Economia politica (2013)
Keywords: J.E.L. B41, C63, C65, C68, D58

The Armington assumption and the size of optimal tariffs,
Chuantian He, Chunding Li, Jing Wang and John Whalley, in Economic Modelling (2017)
Keywords: F13; C63; E61; Optimal tariffs; Armington; Homogeneous goods; Numerical modelling;

Why are firms sometimes unwilling to reduce costs?,
X. Wang and Jingang Zhao, in Journal of Economics (2010)
Keywords: Effect of cost reduction, Multiproduct oligopoly, Price competition, C63, D43, L13,

A new use of importance sampling to reduce computational burden in simulation estimation,
Daniel Ackerberg, in Quantitative Marketing and Economics (QME) (2009)
Keywords: Simulation estimators, Importance sampling, Monte-Carlo study, C13, C16, C63,

A dynamic quality ladder model with entry and exit: Exploring the equilibrium correspondence using the homotopy method,
Ron Borkovsky, Ulrich Doraszelski and Yaroslav Kryukov, in Quantitative Marketing and Economics (QME) (2012)
Keywords: Quality ladder model, Dynamic oligopoly, Homotopy method, L13, C63, C73,

Analytical approximations for the critical stock prices of American options: a performance comparison,
Minqiang Li, in Review of Derivatives Research (2010)
Keywords: American option, Analytical approximation, Critical stock price, C02, C63, G13,

The αVG model for multivariate asset pricing: calibration and extension,
Florence Guillaume, in Review of Derivatives Research (2013)
Keywords: Multivariate asset pricing, αVG model, Calibration, Calibration risk, G12, C63,

Aggregation of correlated votes and Condorcet’s Jury Theorem,
Serguei Kaniovski, in Theory and Decision (2010)
Keywords: Dichotomous choice, Condorcet’s Jury Theorem, Correlated votes, C63, D72,

Models of travel demand with endogenous preference change and heterogeneous agents,
Kieran Donaghy, in Journal of Geographical Systems (2011)
Keywords: Travel demand, Preference change, Heterogeneous agents, C63, D03, R22,

Simultaneous curve simplification,
Christopher Dyken, Morten Dæhlen and Thomas Sevaldrud, in Journal of Geographical Systems (2009)
Keywords: Simplification, Digital line graph, Multi-resolution, Triangulation, C63,

Implementing the Borda outcome via truncated scoring rules: a computational study,
Onur Doğan and Ayça Giritligil, in Public Choice (2014)
Keywords: Truncated preference orderings, Truncated scoring rules, Borda rule, C63, D71,

Agent-based modeling, public choice, and the legacy of Gordon Tullock,
Richard Wallick, in Public Choice (2012)
Keywords: Agent-based modeling, Heterogeneity, Emergence, C63, H10, H30,

A multicriteria discrimination approach for the credit rating of Asian banks,
Fotios Pasiouras, Chrysovalantis Gaganis and Michael Doumpos, in Annals of Finance (2007)
Keywords: Asia, Banks, Credit ratings, Fitch, Multi-criteria, C63, G21,

Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks,
Yu Chen, Thomas Cosimano and Alex Himonas, in Annals of Finance (2008)
Keywords: Analyticity, Asset pricing, Habits, G12, G13, C63, D51,

A Taxonomy of Inference in Simulation Models,
Thomas Brenner and Claudia Werker, in Computational Economics (2007)
Keywords: Methodology, Simulation models, Theory, Empirical data, B41, B52, C63,

Numerical Solution of Optimal Control Problems with Constant Control Delays,
Ulrich Brandt-Pollmann, Ralph Winkler, Sebastian Sager, Ulf Moslener and Johannes Schlöder, in Computational Economics (2008)
Keywords: Delayed differential equations, Delayed optimal control, Numerical optimization, C63, C61,

Smart Forward Shooting,
Manoj Atolia and Edward Buffie, in Computational Economics (2009)
Keywords: Forward shooting, Automated programs, Global saddle path, F41, C61, C63,

Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models,
Edward Herbst, in Computational Economics (2015)
Keywords: Kalman Filter, Likelihood estimation, Computational techniques, C18, C63, E20,

BRA: An Algorithm for Simulating Bounded Rational Agents,
Stephan Schuster, in Computational Economics (2012)
Keywords: Agent based modelling, Bounded rationality, Reinforcement learning, C63,

Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply,
Alejandro Mosiño, in Computational Economics (2012)
Keywords: Chebyshev polynomial approximation, Chebyshev nodes, Optimal stopping problem, C63, D81,

Organizational routines: between change and stability—Introduction to the special section,
Rouslan Koumakhov and Luigi Marengo, in Industrial and Corporate Change (2023)
Keywords: JEL/B4, JEL/B52, JEL/C63, JEL/033, JEL/L29

Are we measuring the SDGs progress right? Evidence and insights from a review of India’s SDG index,
Rajesh Gupta and Arjun Anand, in Indian Growth and Development Review (2024)
Keywords: SDGs, India, Indexing, C43, C63, C82, O15, Q01

BARGAINING POWER IN THE NASH DEMAND GAME AN EVOLUTIONARY APPROACH,
Juana Santamaria-Garcia, in International Game Theory Review (IGTR) (2009)
Keywords: Bargaining, best response, convention, learning, stochastic stability, C63, C78, D83

Model selection via genetic algorithms illustrated with cross-country growth data,
Eduardo Acosta-González and Fernando Fernández-Rodríguez, in Empirical Economics (2007)
Keywords: Growth, Genetic algorithms, Data mining, Regressors selection, C63, O47,

Organizations undertaking complex projects in uncertain environments,
Jason Barr and Nobuyuki Hanaki, in Journal of Economic Interaction and Coordination (2008)
Keywords: Environmental complexity, Information processing, Decision making, Organizational structure, C63, L2,

An agent based decentralized matching macroeconomic model,
Luca Riccetti, Alberto Russo and Mauro Gallegati, in Journal of Economic Interaction and Coordination (2015)
Keywords: Agent-based macroeconomics, Business cycle, Crisis , Unemployment, Leverage, E32, C63,

Animal spirits and unemployment: a disequilibrium analysis,
Robert Calvert Jump, in Journal of Economic Interaction and Coordination (2014)
Keywords: Disequilibrium dynamics, Animal spirits, Unemployment, C63, D50, D51, E24,

A note on continuously decomposed evolving exchange economies,
Marco Lehmann-Waffenschmidt, in Central European Journal of Operations Research (2006)
Keywords: Continuous decomposition, Aggregate excess demand, C63, D11, D50,

The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods,
Jörg Wensch, Monika Wensch-Dorendorf and Hermann Swalve, in Computational Statistics (2013)
Keywords: Variance component estimation, Maximum likelihood, Restricted maximum likelihood, C53, C63,

An efficient method of evaluating portfolio risk and return,
Riccardo Bramante and Gimmi Dallago, in Computational Statistics (2013)
Keywords: IAS-IFRS, Risk and return, Tracking error, Portfolio selection, C63, G11,

The computational complexity of rationalizing Pareto optimal choice behavior,
Thomas Demuynck, in Social Choice and Welfare (2014)
Keywords: Pareto efficiency, Computational complexity, NP-complete, C60, C63, D70,

Fair welfare maximization,
Ashish Goel, Adam Meyerson and Thomas Weber, in Economic Theory (2009)
Keywords: Fairness, Inequality, Lorenz-dominance, Social justice, C61, C63, D63, I30,

Computing sequential equilibria using agent quantal response equilibria,
Theodore Turocy, in Economic Theory (2010)
Keywords: Computing Nash equilibrium, Quantal response, Homotopy methods, C63, C72,

Existence of a statistical equilibrium for an economy with endogenous offer sets,
Alexis Akira Toda, in Economic Theory (2010)
Keywords: Entropy, Maximum entropy principle, Statistical equilibrium, C62, C63, D30, D50,

Games of fixed rank: a hierarchy of bimatrix games,
Ravi Kannan and Thorsten Theobald, in Economic Theory (2010)
Keywords: Bimarix game, Nash equilibrium, Fixed rank, Approximation, C63, C72,

Continuous time one-dimensional asset-pricing models with analytic price–dividend functions,
Yu Chen, Thomas Cosimano and Alex Himonas, in Economic Theory (2010)
Keywords: Analyticity, Asset pricing, Continuous time, G12, G13, C63, D51,

A spatial decomposition of the Gini coefficient,
Sergio Rey and Richard Smith, in Letters in Spatial and Resource Sciences (2013)
Keywords: Spatial inequality, Spatial autocorrelation, R1, D63, R12, C15, C63,

Computationally simple lattice methods for option and bond pricing,
Massimo Costabile, Arturo Leccadito and Ivar Massabó, in Decisions in Economics and Finance (2009)
Keywords: Recombining lattices, Option pricing, Discrete-time models, C63,

An improved combinatorial approach for pricing Parisian options,
Yuh-Dauh Lyuu and Cheng-Wei Wu, in Decisions in Economics and Finance (2010)
Keywords: Parisian option, Option pricing, Binomial tree model, Combinatorial method, C63,

Optimal Monetary Policy Under Discretion with a Zero Bound on Nominal Interest Rates,
Klaus Adam and Roberto Billi, from C.E.P.R. Discussion Papers (2004)
Keywords: C63; Nonlinear policy; Zero lower bound; Liquidity trap

Behavior in one-shot traveler’s dilemma games: model and experiments with advice,
Susana Cabrera, C. Monica Capra and Rosario Gómez, in Spanish Economic Review (2007)
Keywords: Game theory, Introspection, Experiments, Simulations, Decision with errors, C63, C72, C92,

An NK-like model for complexity,
Marco Valente, in Journal of Evolutionary Economics (2014)
Keywords: NK model, Complexity, Simulation models, C63, D83, O32, O33,

Technological change and the vertical organization of industries,
Tommaso Ciarli, Riccardo Leoncini, Sandro Montresor and Marco Valente, in Journal of Evolutionary Economics (2008)
Keywords: Firm organization, Industrial structure, Technological dynamics, L22, D23, O32, C63,

Air Transport and High Speed Railway: How Would Collaboration Affect Service Performance?,
Mikio Takebayashi, from Emerald Group Publishing Limited (2016)
Keywords: Air transportation, railroads, infrastructures, simulation modeling, L93, H54, C63

Household Lifetime Inequality Estimates in the U.S. Labor Market☆,
Luca Flabbi, James Mabli and Mauricio Salazar, from Emerald Group Publishing Limited (2016)
Keywords: Household search, lifetime inequality, structural estimation, J64, D63, C63

Using Chebyshev Polynomials to Approximate Partial Differential Equations,
Guglielmo Maria Caporale and Mario Cerrato, in Computational Economics (2010)
Keywords: European options, Chebyshev polynomial approximation, Chebyshev nodes, C63, G12,

Quantifying Vulnerability to Poverty in the Drought-prone Lowlands of Ethiopia,
Emmanuel Skoufias, Katja Vinha and Berhe Mekonnen Beyene, in Journal of African Economies (2024)
Keywords: poverty, drought, vulnerability, JEL Classification: Q54, C63, R11, R5, I3

The weekend effect: an exploitable anomaly in the Ukrainian stock market?,
Guglielmo Maria Caporale, Luis Gil-Alana and Alex Plastun, in Journal of Economic Studies (2016)
Keywords: Ukraine, Trading strategy, Weekend effect, Efficient market hypothesis, G12, C63

Price overreactions in the cryptocurrency market,
Guglielmo Maria Caporale and Alex Plastun, in Journal of Economic Studies (2019)
Keywords: Cryptocurrencies, Price overreactions, Trading robot, G12, G17, C63

A New Algorithmic Approach to Entangled Political Economy: Insights from the Simplest Models of Complexity,
Philip Z. Maymin, from Emerald Group Publishing Limited (2014)
Keywords: Algorithms, economy, complexity, C62, C63, D58, E17, G00

Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach,
Mathias Silva, from HAL (2023)
Keywords: Grouped data,Bayesian inference,Generalized Lorenz curve,GB2,Grouped data Bayesian inference Generalized Lorenz curve GB2 C11 C18 C63,GB2 C11,C18,C63

Private Wealth Over the Life Cycle: A Meeting Between Microsimulation and Structural Approaches,
Lino Galiana and Lionel Wilner, from HAL (2024)
Keywords: Microsimulation,Intertemporal Consumer Choice,Life-cycle,Inequality,C63 C88 D15 Microsimulation Intertemporal Consumer Choice Life-cycle Inequality,C63,C88,D15 Microsimulation

Stochastic simulation framework for the limit order book using liquidity-motivated agents,
Efstathios Panayi and Gareth W. Peters, in International Journal of Financial Engineering (IJFE) (2015)
Keywords: Limit order book, simulation model, copula dependence, exchange regulation, C15, C63, G18

Managing structured bonds: An analysis using RAROC and EVA,
Rosa Cocozza and Albina Orlando, in Journal of Risk Management in Financial Institutions (2009)
Keywords: portfolio management, equity linked notes, economic value added, risk analysis, G11, G20, G32, C63

The just economic system: a model and its simulations,
Hakan Saribas and İbrahim Güran Yumuşak, in International Journal of Islamic and Middle Eastern Finance and Management (2020)
Keywords: Turkey, Macroeconomics, Islamic economics, Necmettin Erbakan, The just system, C02, C61, C63, E17

Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity,
Peter Lerner, in International Journal of Financial Engineering (IJFE) (2015)
Keywords: Limit order book, Foucault, Kadan and Kandel model, bid-ask spread, market microstructure, G14, G12, C63

THE DYNAMICS OF NORMS AND CONVENTIONS UNDER LOCAL INTERACTIONS AND IMITATION,
Sebastian Ille, in International Game Theory Review (IGTR) (2014)
Keywords: Existence and stability of equilibria, evolutionary games, behavior, simulation modeling, C62, C63, D73, D03, D83

Analytical valuation of autocallable notes,
Tristan Guillaume, in International Journal of Financial Engineering (IJFE) (2015)
Keywords: Autocallable, valuation, jump-diffusion, equity-rate correlation, multivariate normal distribution, G13, C63

Impact of short-sales in stock market efficiency,
Bàrbara Llacay and Gilbert Peffer, in Algorithmic Finance (2019)
Keywords: Agent-based simulation; financial markets; market efficiency; short-selling JEL Classification: C63; G1; G11; G14; G17

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets,
Gianluca Fusai, Marina Marena and Andrea Roncoroni, in Journal of Banking & Finance (2008)
Keywords: C63 G13 Asian options Discrete monitoring Laplace transform Fourier transform Commodity markets Energy markets

Market thinness, income sorting and leapfrog development across the urban-rural gradient,
Yong Chen, Elena G. Irwin, Ciriyam Jayaprakash and Nicholas Irwin, in Regional Science and Urban Economics (2017)
Keywords: R14; R31; C63; Land market; Residential land use; Urban sprawl; Auction; Housing markets; Thin market;

ECONOMIC GROWTH EFFECTS OF AN INTERNATIONAL CRISIS,
Oscar Afonso and Rui Alves, in The Singapore Economic Review (SER) (2015)
Keywords: External demand shock, economic growth, public accounts, competitiveness, wages, C63, J31, O31

Why Do Men Keep Swiping Right? Two-Sided Search in Swipe-Based Dating Platforms,
Patricio Hernandez Senosiain, from Warwick Monash Economics Student Papers (2022)
Keywords: Optimal Search ; Two Sided Matching ; Agent-Based Modeling JEL Classification: C78 ; D83 ; C63

Modelling urban transition with coupled housing and labour markets,
Jiaqi Ge and Bernardo Alves Furtado, in Environment and Planning B (2024)
Keywords: Urban transition; urban resilience and adaptation; agent-based model; inequality; JEL: R23; R31; C63

Solving the multi-country real business cycle model using a monomial rule galerkin method,
Paul Pichler, from HAL (2010)
Keywords: C63,Galerkin method,Weighted residuals,Monomial cubature rules,Curse of dimensionality,Multi-Country Real Business Cycle Model