Journal of Economic Dynamics & Control Short Title: J. Econ. Dyn. Control Publisher: Elsevier, Amsterdam ISSN: 0165-1889 Online: http://www.sciencedirect.com/science/journal/01651889 Comments: Journal Documents Indexed: 3,616 Publications (since 1983) References Indexed: 3,546 Publications with 122,542 References. all top 5 Latest Issues 154 (2023) 153 (2023) 152 (2023) 151 (2023) 150 (2023) 149 (2023) 148 (2023) 147 (2023) 146 (2023) 145 (2022) 144 (2022) 143 (2022) 142 (2022) 141 (2022) 140 (2022) 139 (2022) 138 (2022) 137 (2022) 136 (2022) 135 (2022) 134 (2022) 133 (2021) 132 (2021) 131 (2021) 130 (2021) 129 (2021) 128 (2021) 127 (2021) 126 (2021) 125 (2021) 124 (2021) 123 (2021) 122 (2021) 121 (2020) 120 (2020) 119 (2020) 118 (2020) 117 (2020) 116 (2020) 115 (2020) 114 (2020) 113 (2020) 112 (2020) 111 (2020) 110 (2020) 109 (2019) 108 (2019) 107 (2019) 106 (2019) 105 (2019) 104 (2019) 103 (2019) 102 (2019) 101 (2019) 100 (2019) 99 (2019) 98 (2019) 97 (2018) 96 (2018) 95 (2018) 94 (2018) 93 (2018) 92 (2018) 91 (2018) 90 (2018) 89 (2018) 88 (2018) 87 (2018) 86 (2018) 85 (2017) 84 (2017) 83 (2017) 82 (2017) 81 (2017) 80 (2017) 79 (2017) 78 (2017) 77 (2017) 76 (2017) 75 (2017) 74 (2017) 73 (2016) 72 (2016) 71 (2016) 70 (2016) 69 (2016) 68 (2016) 67 (2016) 66 (2016) 65 (2016) 64 (2016) 63 (2016) 62 (2016) 61 (2015) 60 (2015) 59 (2015) 58 (2015) 57 (2015) 56 (2015) 55 (2015) ...and 238 more Volumes all top 5 Authors 25 Kort, Peter M. 24 Hommes, Cars H. 16 Gallegati, Mauro 14 Dawid, Herbert 14 Feichtinger, Gustav 14 Turnovsky, Stephen J. 14 Westerhoff, Frank H. 13 Arifovic, Jasmina 13 He, Xuezhong 13 Long, Ngo Van 12 Chiarella, Carl 11 den Haan, Wouter J. 11 Judd, Kenneth L. 11 Semmler, Willi 10 Evans, George W. II 9 Anufriev, Mikhail 9 Brock, William A.“Buz” 9 Dai, Min 9 Grass, Dieter 9 Hartl, Richard F. 9 Jørgensen, Steffen 9 Kollmann, Robert 9 Levine, Paul 9 Li, Kai 9 Tuinstra, Jan 9 Withagen, Cees A. A. M. 8 Boucekkine, Raouf 8 Canova, Fabio 8 Faia, Ester 8 Farmer, James Doyne 8 Fernández-Villaverde, Jesús 8 Hanaki, Nobuyuki 8 Honkapohja, Seppo 8 Iori, Giulia 8 Ireland, Peter N. 8 Li, Duan 8 Lillo, Fabrizio 8 Lütkepohl, Helmut 8 Lux, Thomas C. H. 8 Maliar, Serguei 8 Roventini, Andrea 8 Rustem, Berc 8 Sargent, Thomas John 8 Wagener, Florian 8 Wirl, Franz 8 Xepapadeas, Anastasios 8 Zaccour, Georges 7 Bao, Te 7 Benchekroun, Hassan 7 Bhattacharya, Joydeep 7 Branch, William A. 7 Branger, Nicole 7 Caputo, Michael R. 7 De Zeeuw, Aart J. 7 Delli Gatti, Domenico 7 Dennis, Richard 7 Elliott, Robert James 7 Engwerda, Jacob Christiaan 7 Glomm, Gerhard 7 Heijdra, Ben J. 7 Hughes Hallett, Andrew 7 Juillard, Michel 7 Kim, Jinill 7 Laxton, Douglas 7 Lioui, Abraham 7 Maliar, Lilia 7 McGough, Bruce 7 Panchenko, Valentyn 7 Wen, Yi 7 Zemel, Amos 6 Aoki, Masanao 6 Bar-Ilan, Avner 6 Caulkins, Jonathan P. 6 Chatterjee, Santanu 6 Cogley, Timothy 6 Detemple, Jerome B. 6 Dosi, Giovanni 6 Dutta, Prajit K. 6 Fève, Patrick 6 Gardini, Laura 6 Gersbach, Hans 6 Gilli, Manfred 6 Huang, Kevin X. D. 6 Kirchler, Michael 6 Kraft, Holger 6 Kumhof, Michael 6 Lai, Ching-chong 6 Napoletano, Mauro 6 Pearlman, Joseph G. 6 Pesaran, M. Hashem 6 Pierrard, Olivier 6 Reichlin, Pietro 6 Shibata, Takashi 6 Sorger, Gerhard 6 Taub, Bart 6 Timmermann, Allan G. 6 Tsur, Yacov 6 Wieland, Volker 6 Zhang, Jie 6 Zhu, Songping ...and 4,400 more Authors all top 5 Fields 3,535 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 387 Statistics (62-XX) 192 Systems theory; control (93-XX) 173 Operations research, mathematical programming (90-XX) 117 Probability theory and stochastic processes (60-XX) 114 Calculus of variations and optimal control; optimization (49-XX) 106 Numerical analysis (65-XX) 53 Computer science (68-XX) 45 Dynamical systems and ergodic theory (37-XX) 38 Biology and other natural sciences (92-XX) 18 General and overarching topics; collections (00-XX) 15 Partial differential equations (35-XX) 12 Ordinary differential equations (34-XX) 5 History and biography (01-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Mathematical logic and foundations (03-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Approximations and expansions (41-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,515 Publications have been cited 18,565 times in 10,897 Documents Cited by ▼ Year ▼ Statistical analysis of cointegration vectors. Zbl 0647.62102Johansen, Søren 474 1988 Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042Brock, William A.; Hommes, Cars H. 272 1998 Monte Carlo methods for security pricing. Zbl 0901.90007Boyle, Phelim; Broadie, Mark; Glasserman, Paul 140 1997 Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132Schmitt-Grohé, Stephanie; Uribe, Martín 111 2004 Pricing American-style securities using simulation. Zbl 0901.90009Broadie, Mark; Glasserman, Paul 110 1997 Network models and financial stability. Zbl 1201.91245Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo 101 2007 Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005Petrosjan, Leon; Zaccour, Georges 94 2003 The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018Huggett, Mark 88 1993 Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117Hamilton, James D. 86 1988 Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018LeBaron, B. 84 2000 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 83 2006 Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027Klein, P. 83 2000 Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E. 80 2012 Strategic asset allocation. Zbl 0901.90008Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald 79 1997 Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996. Zbl 0941.00048 79 1998 Time series properties of an artificial stock market. Zbl 0959.91017LeBaron, Blake; Arthur, W. Brian; Palmer, Richard 78 1999 Threshold heteroskedastic models. Zbl 0875.90197Zakoïan, Jean-Michel 77 1994 A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234Leippold, Markus; Trojani, Fabio; Vanini, Paolo 75 2004 Behavioral heterogeneity in stock prices. Zbl 1201.91223Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano 73 2007 Annuitization and asset allocation. Zbl 1163.91440Milevsky, Moshe A.; Young, Virginia R. 70 2007 Theory of constant proportion portfolio insurance. Zbl 0825.90056Black, Fischer; Perold, André F. 69 1992 Hedging in incomplete markets with HARA utility. Zbl 0899.90026Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia 66 1997 A network analysis of the Italian overnight money market. Zbl 1181.91234Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido 64 2008 Consistency and cautious fictitious play. Zbl 0900.90423Fudenberg, Drew; Levine, David K. 58 1995 PDE methods for pricing barrier options. Zbl 0967.91023Zvan, R.; Vetzal, K. R.; Forsyth, P. A. 57 2000 Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031Cuoco, Domenico; Cvitanić, Jakša 57 1998 Risk vs. profit potential:. Zbl 0875.90045Radner, Roy; Shepp, Larry 55 1996 Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226Jondeau, Eric; Rockinger, Michael 54 2003 Products of trees for investment analysis. Zbl 0912.90027Luenberger, David G. 54 1998 The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103Hommes, Cars 51 2011 Asset allocation under multivariate regime switching. Zbl 1163.91399Guidolin, Massimo; Timmermann, Allan 50 2007 Genetic algorithm learning and the cobweb model. Zbl 0782.90017Arifovic, Jasmina 50 1994 Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468Aruoba, S. Borağan; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F. 50 2006 Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. Zbl 1131.91325Alexander, Gordon J.; Baptista, Alexandre M. 49 2002 Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031Wagener, F. O. O. 49 2003 Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031Sorger, Gerhard 48 1989 Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887Ballestra, Luca Vincenzo; Pacelli, Graziella 48 2013 Super contact and related optimality conditions. Zbl 0737.90007Dumas, Bernard 46 1991 Gram-Charlier densities. Zbl 1056.91512Jondeau, E.; Rockinger, M. 45 2001 Real options and preemption under incomplete information. Zbl 1029.91031Lambrecht, Bart; Perraudin, William 44 2003 Trends and random walks in macroeconomic time series. Zbl 0659.62128Perron, Pierre 43 1988 Solving long-term financial planning problems via global optimization. Zbl 0901.90016Maranas, C. D.; Androulakis, I. P.; Floudas, C. A.; Berger, A. J.; Mulvey, J. M. 43 1997 Time-to-build and cycles. Zbl 1016.91068Asea, Patrick K.; Zak, Paul J. 42 1999 Optimal portfolio management with American capital guarantee. Zbl 1202.91295El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent 42 2005 Money as a medium of exchange in an economy with artificially intelligent agents. Zbl 0698.90014Marimon, Ramon; McGrattan, Ellen; Sargent, Thomas J. 41 1990 Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander 41 2004 Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166Chiu, Mei Choi; Wong, Hoi Ying 41 2011 Low frequency filtering and real business cycles. Zbl 0775.90068King, Robert G.; Rebelo, Sergio T. 40 1993 Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Zbl 1170.91355Heemeijer, Peter; Hommes, Cars; Sonnemans, Joep; Tuinstra, Jan 40 2009 Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A. 40 2008 Real options with constant relative risk aversion. Zbl 1027.91039Henderson, Vicky; Hobson, David G. 40 2002 Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H. 39 2012 Threshold heteroskedastic models. Zbl 0806.90018Zakoian, Jean-Michel 38 1994 Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233Honda, Toshiki 38 2003 Network structure and the diffusion of knowledge. Zbl 1200.91173Cowan, Robin; Jonard, Nicolas 38 2004 A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110Hommes, Cars; Huang, Hai; Wang, Duo 38 2005 Short rate nonlinearities and regime switches. Zbl 1131.91326Ang, Andrew; Bekaert, Geert 37 2002 A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. Zbl 1401.91533Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu 36 2017 Credit contagion and aggregate losses. Zbl 1200.91299Giesecke, Kay; Weber, Stefan 36 2006 Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048Christiano, L. J.; Fisher, J. D. M. 36 2000 Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070Ferris, Michael C.; Munson, Todd S. 35 2000 On the investment-uncertainty relationship in a real options model. Zbl 1036.91510Sarkar, Sudipto 35 2000 A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139Epstein, Larry G.; Miao, Jianjun 35 2003 Testing for cointegration using principal components methods. Zbl 0647.62103Phillips, P. C. B.; Ouliaris, S. 35 1988 Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009Franke, Reiner; Westerhoff, Frank 34 2012 Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou 34 2018 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 34 2009 Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles. Zbl 1231.91324Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea 34 2010 Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011Gaunersdorfer, A. 34 2000 Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067Blake, David; Wright, Douglas; Zhang, Yumeng 33 2013 The valuation of American barrier options using the decomposition technique. Zbl 1032.91064Gao, B.; Huang, J.-Z.; Subrahmanyam, M. 33 2000 Dynamic R&D with spillovers: competition vs cooperation. Zbl 1170.91322Cellini, Roberto; Lambertini, Luca 33 2009 Productive government expenditures and long-run growth. Zbl 0875.90155Glomm, Gerhard; Ravikumar, B. 33 1997 Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135Lubik, Thomas A.; Schorfheide, Frank 33 2003 A method for taking models to the data. Zbl 1179.91134Ireland, Peter N. 33 2004 Bayesian skepticism on unit root econometrics. Zbl 0647.62098Sims, Christopher A. 33 1988 Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035Jørgensen, Steffen; Zaccour, Georges 32 2003 Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216Cogley, Timothy; Nason, James M. 32 1995 Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan 32 2004 Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben 32 2004 Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026Grüne, Lars; Semmler, Willi 32 2004 The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371Chiarella, Carl; Iori, Giulia; Perelló, Josep 31 2009 Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473Chiarella, Carl; Dieci, Roberto; Gardini, Laura 31 2006 Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François 31 2004 Option pricing with an illiquid underlying asset market. Zbl 1198.91210Liu, Hong; Yong, Jiongmin 31 2005 The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065Willassen, Yngve 31 1998 A New Keynesian model with heterogeneous expectations. Zbl 1170.91464Branch, William A.; McGough, Bruce 30 2009 Investment under alternative return assumptions. Zbl 0900.90090Metcalf, Gilbert E.; Hassett, Kevin A. 30 1995 A dynamic analysis of moving average rules. Zbl 1162.91474Chiarella, Carl; He, Xue-Zhong; Hommes, Cars 30 2006 Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286Yiu, K. F. C. 30 2004 More hedging instruments may destabilize markets. Zbl 1178.91062Brock, W. A.; Hommes, C. H.; Wagener, F. O. O. 29 2009 Time consistent side payments in a dynamic game of downstream pollution. Zbl 0978.91018Jørgensen, S.; Zaccour, G. 29 2001 A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041Ehtamo, Harri; Hämäläinen, Raimo P. 29 1993 Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control. Zbl 1181.49025Brock, William; Xepapadeas, Anastasios 29 2008 Feedback Nash equilibria for non-linear differential games in pollution control. Zbl 1181.91252Kossioris, G.; Plexousakis, M.; Xepapadeas, A.; de Zeeuw, A.; Mäler, K.-G. 29 2008 Analysis of global bifurcations in a market share attraction model. Zbl 0948.91033Bischi, G. I.; Gardini, L.; Kopel, M. 29 2000 Robust parameter estimation for asset price models with Markov modulated volatilities. Zbl 1178.91222Elliott, R. J.; Malcolm, W. P.; Tsoi, Allanus H. 29 2003 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach. Zbl 1198.91162Westerhoff, Frank H.; Dieci, Roberto 29 2006 Dynamic pairs trading using the stochastic control approach. Zbl 1402.91737Tourin, Agnès; Yan, Raphael 29 2013 A simplified treatment of the theory of optimal regulation of Brownian motion. Zbl 0755.90009Dixit, Avinash 28 1991 The Phillips curve at 65: time for time and frequency. Zbl 07708374Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana 1 2023 Long-term bank lending and the transfer of aggregate risk. Zbl 07708380Reiter, Michael; Zessner-Spitzenberg, Leopold 1 2023 The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. Zbl 07707175Hagenhoff, Tim; Lustenhouwer, Joep 1 2023 The macroeconomics of testing and quarantining. Zbl 1489.91148Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias 8 2022 Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities. Zbl 1492.92091Fernández-Villaverde, Jesús; Jones, Charles I. 7 2022 The macroeconomics of central bank digital currencies. Zbl 1517.91107Barrdear, John; Kumhof, Michael 3 2022 Applications of Markov chain approximation methods to optimal control problems in economics. Zbl 1517.91281Phelan, Thomas; Eslami, Keyvan 2 2022 Shilnikov chaos, low interest rates, and New Keynesian macroeconomics. Zbl 1517.91106Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; Mattana, Paolo; Venturi, Beatrice 2 2022 The political economy of early COVID-19 interventions in US states. Zbl 1492.91260Gonzalez-Eiras, Martín; Niepelt, Dirk 2 2022 Automated and distributed statistical analysis of economic agent-based models. 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Zbl 1489.91140Hatcher, Michael 1 2022 Optimal energy transition with variable and intermittent renewable electricity generation. Zbl 1517.91160Pommeret, Aude; Schubert, Katheline 1 2022 Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets. Zbl 1517.91095Davis, J. Scott; Huang, Kevin X. D.; Sapci, Ayse 1 2022 Inflation anchoring and growth: the role of credit constraints. Zbl 1517.91092Choi, Sangyup; Furceri, Davide; Loungani, Prakash; Shim, Myungkyu 1 2022 Preference heterogeneity and optimal monetary policy. Zbl 1517.91142Uras, Burak R.; van Buggenum, Hugo 1 2022 Search for profits and business fluctuations: how does banks’ behaviour explain cycles? Zbl 1517.91093Ciola, Emanuele; Gaffeo, Edoardo; Gallegati, Mauro 1 2022 Deep learning classification: modeling discrete labor choice. Zbl 1517.91055Maliar, Lilia; Maliar, Serguei 1 2022 Market stabilization fund and stock price crash risk: evidence from the post-crash period. Zbl 1492.91364Zhu, Minchen; Lv, Dayong; Wu, Wenfeng 1 2022 Directed acyclic graph based information shares for price discovery. Zbl 1492.91363Zema, Sebastiano Michele 1 2022 Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. Zbl 1492.91354Duong, Huu Nhan; Kalev, Petko S.; Tian, Xiao Jason 1 2022 Machine learning and speed in high-frequency trading. Zbl 1492.91346Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian 1 2022 Payment schemes for sustaining cooperation in dynamic games. Zbl 1492.91232Parilina, Elena M.; Zaccour, Georges 1 2022 Proxy SVAR identification of monetary policy shocks – Monte Carlo evidence and insights for the US. Zbl 1492.91216Herwartz, Helmut; Rohloff, Hannes; Wang, Shu 1 2022 Integrated epi-econ assessment of vaccination. Zbl 1492.91194Boppart, Timo; Harmenberg, Karl; Krusell, Per; Olsson, Jonna 1 2022 Epidemics in the New Keynesian model. Zbl 1492.91213Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias 1 2022 Central bank digital currency: stability and information. Zbl 1517.91123Keister, Todd; Monnet, Cyril 1 2022 The role of information in a continuous double auction: an experiment and learning model. Zbl 1517.91029Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John; Panchenko, Valentyn 1 2022 From lab experiments to the field: the case of a price formation model based on laboratory findings. Zbl 1517.91026Xin, Baohua 1 2022 Editorial: Markets and economies with information frictions. Zbl 1514.00026 1 2022 Central bank digital currency and flight to safety. Zbl 1517.91144Williamson, Stephen D. 1 2022 Money mining and price dynamics: the case of divisible currencies. Zbl 1517.91285Choi, Michael; Rocheteau, Guillaume 1 2022 Fiscal policy during a pandemic. Zbl 1475.91207Faria-e-Castro, Miguel 6 2021 Optimal stock-enhancement of a spatially distributed renewable resource. Zbl 1475.91243Upmann, Thorsten; Uecker, Hannes; Hammann, Liv; Blasius, Bernd 5 2021 Investment timing and capacity decisions with time-to-build in a duopoly market. Zbl 1475.91186Jeon, Haejun 4 2021 News and narratives in financial systems: exploiting big data for systemic risk assessment. Zbl 1475.91390Nyman, Rickard; Kapadia, Sujit; Tuckett, David 3 2021 Optimal capital structure, ambiguity aversion, and leverage puzzles. Zbl 1475.91393Attaoui, Sami; Cao, Wenbin; Duan, Xiaoman; Liu, Hening 3 2021 Testing for international business cycles: a multilevel factor model with stochastic factor selection. Zbl 1475.91192Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo 2 2021 Green investment under time-dependent subsidy retraction risk. Zbl 1475.91234Hagspiel, Verena; Nunes, Cláudia; Oliveira, Carlos; Portela, Manuel 2 2021 Optimal management of pumped hydroelectric production with state constrained optimal control. Zbl 1475.91239Picarelli, Athena; Vargiolu, Tiziano 2 2021 Effects of US quantitative easing on emerging market economies. Zbl 1475.91193Bhattarai, Saroj; Chatterjee, Arpita; Park, Woong Yong 2 2021 On the Matthew effect in research careers. Zbl 1475.91140Feichtinger, Gustav; Grass, Dieter; Kort, Peter M.; Seidl, Andrea 2 2021 Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. Zbl 1475.91397Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita 2 2021 Flight to housing in China. Zbl 1475.91194Dong, Feng; Liu, Jianfeng; Xu, Zhiwei; Zhao, Bo 2 2021 Information and inequality in the time of a pandemic. Zbl 1475.91223Dizioli, Allan; Pinheiro, Roberto 2 2021 Does performance-sensitive debt mitigate debt overhang? Zbl 1475.91394Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro 2 2021 Banks, money, and the zero lower bound on deposit rates. Zbl 1478.91123Kumhof, Michael; Wang, Xuan 2 2021 Versatile forward guidance: escaping or switching? Zbl 1475.91375Gersbach, Hans; Liu, Yulin; Tischhauser, Martin 1 2021 Impulse response analysis in conditional quantile models with an application to monetary policy. Zbl 1475.91210Lee, Dong Jin; Kim, Tae-Hwan; Mizen, Paul 1 2021 Social motives and risk-taking in investment decisions. Zbl 1475.91330Lindner, Florian; Kirchler, Michael; Rosenkranz, Stephanie; Weitzel, Utz 1 2021 The Jacobian of the exponential function. Zbl 1478.15012Magnus, Jan R.; Pijls, Henk G. J.; Sentana, Enrique 1 2021 CTMC integral equation method for American options under stochastic local volatility models. Zbl 1475.91401Ma, Jingtang; Yang, Wensheng; Cui, Zhenyu 1 2021 The horseshoe prior for time-varying parameter VARs and monetary policy. Zbl 1475.91214Prüser, Jan 1 2021 Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. 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Zbl 1517.91159Fabbri, Giorgio; Faggian, Silvia; Freni, Giuseppe 2 2020 ...and 1112 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 12,789 Authors 61 Kort, Peter M. 54 Feichtinger, Gustav 48 Zaccour, Georges 46 Siu, Tak Kuen 42 Forsyth, Peter A. 38 Westerhoff, Frank H. 37 Naimzada, Ahmad K. 33 Hartl, Richard F. 33 Hommes, Cars H. 31 Li, Zhongfei 30 Grass, Dieter 29 Elliott, Robert James 29 Zhu, Songping 28 Gardini, Laura 27 Young, Virginia R. 26 Semmler, Willi 25 Tramontana, Fabio 24 Venditti, Alain 24 Yeung, David Wing-Kay 23 Chiarella, Carl 23 Dawid, Herbert 23 Nagurney, Anna 23 Wirl, Franz 22 Kapetanios, George 22 Martín-Herrán, Guiomar 21 Phillips, Peter Charles Bonest 21 Rustem, Berc 21 Sodini, Mauro 21 Wong, Hoi Ying 21 Zeng, Yan 20 Chen, An 20 Cui, Zhenyu 20 Engwerda, Jacob Christiaan 20 Evans, George W. 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