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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

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

Publications by Year

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 0647.62102
Johansen, Søren
474
1988
Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042
Brock, William A.; Hommes, Cars H.
272
1998
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
140
1997
Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132
Schmitt-Grohé, Stephanie; Uribe, Martín
111
2004
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
110
1997
Network models and financial stability. Zbl 1201.91245
Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo
101
2007
Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005
Petrosjan, Leon; Zaccour, Georges
94
2003
The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018
Huggett, Mark
88
1993
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117
Hamilton, James D.
86
1988
Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018
LeBaron, B.
84
2000
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
83
2006
Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027
Klein, P.
83
2000
Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089
Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E.
80
2012
Strategic asset allocation. Zbl 0901.90008
Brennan, 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 0959.91017
LeBaron, Blake; Arthur, W. Brian; Palmer, Richard
78
1999
Threshold heteroskedastic models. Zbl 0875.90197
Zakoïan, Jean-Michel
77
1994
A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234
Leippold, Markus; Trojani, Fabio; Vanini, Paolo
75
2004
Behavioral heterogeneity in stock prices. Zbl 1201.91223
Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano
73
2007
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
70
2007
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
69
1992
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
66
1997
A network analysis of the Italian overnight money market. Zbl 1181.91234
Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido
64
2008
Consistency and cautious fictitious play. Zbl 0900.90423
Fudenberg, Drew; Levine, David K.
58
1995
PDE methods for pricing barrier options. Zbl 0967.91023
Zvan, R.; Vetzal, K. R.; Forsyth, P. A.
57
2000
Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031
Cuoco, Domenico; Cvitanić, Jakša
57
1998
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
55
1996
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226
Jondeau, Eric; Rockinger, Michael
54
2003
Products of trees for investment analysis. Zbl 0912.90027
Luenberger, David G.
54
1998
The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103
Hommes, Cars
51
2011
Asset allocation under multivariate regime switching. Zbl 1163.91399
Guidolin, Massimo; Timmermann, Allan
50
2007
Genetic algorithm learning and the cobweb model. Zbl 0782.90017
Arifovic, Jasmina
50
1994
Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468
Aruoba, 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 1131.91325
Alexander, Gordon J.; Baptista, Alexandre M.
49
2002
Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031
Wagener, F. O. O.
49
2003
Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031
Sorger, Gerhard
48
1989
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887
Ballestra, Luca Vincenzo; Pacelli, Graziella
48
2013
Super contact and related optimality conditions. Zbl 0737.90007
Dumas, Bernard
46
1991
Gram-Charlier densities. Zbl 1056.91512
Jondeau, E.; Rockinger, M.
45
2001
Real options and preemption under incomplete information. Zbl 1029.91031
Lambrecht, Bart; Perraudin, William
44
2003
Trends and random walks in macroeconomic time series. Zbl 0659.62128
Perron, Pierre
43
1988
Solving long-term financial planning problems via global optimization. Zbl 0901.90016
Maranas, C. D.; Androulakis, I. P.; Floudas, C. A.; Berger, A. J.; Mulvey, J. M.
43
1997
Time-to-build and cycles. Zbl 1016.91068
Asea, Patrick K.; Zak, Paul J.
42
1999
Optimal portfolio management with American capital guarantee. Zbl 1202.91295
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent
42
2005
Money as a medium of exchange in an economy with artificially intelligent agents. Zbl 0698.90014
Marimon, Ramon; McGrattan, Ellen; Sargent, Thomas J.
41
1990
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
41
2004
Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
41
2011
Low frequency filtering and real business cycles. Zbl 0775.90068
King, Robert G.; Rebelo, Sergio T.
40
1993
Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Zbl 1170.91355
Heemeijer, Peter; Hommes, Cars; Sonnemans, Joep; Tuinstra, Jan
40
2009
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142
Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A.
40
2008
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
40
2002
Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228
Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H.
39
2012
Threshold heteroskedastic models. Zbl 0806.90018
Zakoian, Jean-Michel
38
1994
Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233
Honda, Toshiki
38
2003
Network structure and the diffusion of knowledge. Zbl 1200.91173
Cowan, Robin; Jonard, Nicolas
38
2004
A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110
Hommes, Cars; Huang, Hai; Wang, Duo
38
2005
Short rate nonlinearities and regime switches. Zbl 1131.91326
Ang, Andrew; Bekaert, Geert
37
2002
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. Zbl 1401.91533
Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu
36
2017
Credit contagion and aggregate losses. Zbl 1200.91299
Giesecke, Kay; Weber, Stefan
36
2006
Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048
Christiano, L. J.; Fisher, J. D. M.
36
2000
Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070
Ferris, Michael C.; Munson, Todd S.
35
2000
On the investment-uncertainty relationship in a real options model. Zbl 1036.91510
Sarkar, Sudipto
35
2000
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
35
2003
Testing for cointegration using principal components methods. Zbl 0647.62103
Phillips, P. C. B.; Ouliaris, S.
35
1988
Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009
Franke, Reiner; Westerhoff, Frank
34
2012
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
34
2018
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406
Bayraktar, 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 1231.91324
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
34
2010
Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011
Gaunersdorfer, A.
34
2000
Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067
Blake, David; Wright, Douglas; Zhang, Yumeng
33
2013
The valuation of American barrier options using the decomposition technique. Zbl 1032.91064
Gao, B.; Huang, J.-Z.; Subrahmanyam, M.
33
2000
Dynamic R&D with spillovers: competition vs cooperation. Zbl 1170.91322
Cellini, Roberto; Lambertini, Luca
33
2009
Productive government expenditures and long-run growth. Zbl 0875.90155
Glomm, Gerhard; Ravikumar, B.
33
1997
Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135
Lubik, Thomas A.; Schorfheide, Frank
33
2003
A method for taking models to the data. Zbl 1179.91134
Ireland, Peter N.
33
2004
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
33
1988
Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035
Jørgensen, Steffen; Zaccour, Georges
32
2003
Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216
Cogley, Timothy; Nason, James M.
32
1995
Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230
Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan
32
2004
Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben
32
2004
Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026
Grüne, Lars; Semmler, Willi
32
2004
The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371
Chiarella, Carl; Iori, Giulia; Perelló, Josep
31
2009
Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473
Chiarella, Carl; Dieci, Roberto; Gardini, Laura
31
2006
Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124
Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François
31
2004
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
31
2005
The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065
Willassen, Yngve
31
1998
A New Keynesian model with heterogeneous expectations. Zbl 1170.91464
Branch, William A.; McGough, Bruce
30
2009
Investment under alternative return assumptions. Zbl 0900.90090
Metcalf, Gilbert E.; Hassett, Kevin A.
30
1995
A dynamic analysis of moving average rules. Zbl 1162.91474
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars
30
2006
Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286
Yiu, K. F. C.
30
2004
More hedging instruments may destabilize markets. Zbl 1178.91062
Brock, W. A.; Hommes, C. H.; Wagener, F. O. O.
29
2009
Time consistent side payments in a dynamic game of downstream pollution. Zbl 0978.91018
Jørgensen, S.; Zaccour, G.
29
2001
A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041
Ehtamo, Harri; Hämäläinen, Raimo P.
29
1993
Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control. Zbl 1181.49025
Brock, William; Xepapadeas, Anastasios
29
2008
Feedback Nash equilibria for non-linear differential games in pollution control. Zbl 1181.91252
Kossioris, G.; Plexousakis, M.; Xepapadeas, A.; de Zeeuw, A.; Mäler, K.-G.
29
2008
Analysis of global bifurcations in a market share attraction model. Zbl 0948.91033
Bischi, G. I.; Gardini, L.; Kopel, M.
29
2000
Robust parameter estimation for asset price models with Markov modulated volatilities. Zbl 1178.91222
Elliott, 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 1198.91162
Westerhoff, Frank H.; Dieci, Roberto
29
2006
Dynamic pairs trading using the stochastic control approach. Zbl 1402.91737
Tourin, Agnès; Yan, Raphael
29
2013
A simplified treatment of the theory of optimal regulation of Brownian motion. Zbl 0755.90009
Dixit, Avinash
28
1991
The Phillips curve at 65: time for time and frequency. Zbl 07708374
Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana
1
2023
Long-term bank lending and the transfer of aggregate risk. Zbl 07708380
Reiter, Michael; Zessner-Spitzenberg, Leopold
1
2023
The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. Zbl 07707175
Hagenhoff, Tim; Lustenhouwer, Joep
1
2023
The macroeconomics of testing and quarantining. Zbl 1489.91148
Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias
8
2022
Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities. Zbl 1492.92091
Fernández-Villaverde, Jesús; Jones, Charles I.
7
2022
The macroeconomics of central bank digital currencies. Zbl 1517.91107
Barrdear, John; Kumhof, Michael
3
2022
Applications of Markov chain approximation methods to optimal control problems in economics. Zbl 1517.91281
Phelan, Thomas; Eslami, Keyvan
2
2022
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics. Zbl 1517.91106
Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; Mattana, Paolo; Venturi, Beatrice
2
2022
The political economy of early COVID-19 interventions in US states. Zbl 1492.91260
Gonzalez-Eiras, Martín; Niepelt, Dirk
2
2022
Automated and distributed statistical analysis of economic agent-based models. Zbl 1514.62332
Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; Chiaromonte, Francesca
1
2022
Limited-tenure concessions for collective goods. Zbl 1517.91018
Quérou, Nicolas; Tomini, Agnes; Costello, Christopher
1
2022
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications. Zbl 1517.91241
Shi, Chao
1
2022
Corporate debt choice and bank capital regulation. Zbl 1517.91278
Xiang, Haotian
1
2022
Consumption and hours in the United States and Europe. Zbl 1517.91059
Fang, Lei; Yang, Fang
1
2022
Computing time-consistent equilibria: a perturbation approach. Zbl 1489.91169
Dennis, Richard
1
2022
Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations. Zbl 1489.91172
Karamysheva, Madina; Skrobotov, Anton
1
2022
Solving linear rational expectations models in the presence of structural change: some extensions. Zbl 1489.91140
Hatcher, Michael
1
2022
Optimal energy transition with variable and intermittent renewable electricity generation. Zbl 1517.91160
Pommeret, Aude; Schubert, Katheline
1
2022
Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets. Zbl 1517.91095
Davis, J. Scott; Huang, Kevin X. D.; Sapci, Ayse
1
2022
Inflation anchoring and growth: the role of credit constraints. Zbl 1517.91092
Choi, Sangyup; Furceri, Davide; Loungani, Prakash; Shim, Myungkyu
1
2022
Preference heterogeneity and optimal monetary policy. Zbl 1517.91142
Uras, Burak R.; van Buggenum, Hugo
1
2022
Search for profits and business fluctuations: how does banks’ behaviour explain cycles? Zbl 1517.91093
Ciola, Emanuele; Gaffeo, Edoardo; Gallegati, Mauro
1
2022
Deep learning classification: modeling discrete labor choice. Zbl 1517.91055
Maliar, Lilia; Maliar, Serguei
1
2022
Market stabilization fund and stock price crash risk: evidence from the post-crash period. Zbl 1492.91364
Zhu, Minchen; Lv, Dayong; Wu, Wenfeng
1
2022
Directed acyclic graph based information shares for price discovery. Zbl 1492.91363
Zema, Sebastiano Michele
1
2022
Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. Zbl 1492.91354
Duong, Huu Nhan; Kalev, Petko S.; Tian, Xiao Jason
1
2022
Machine learning and speed in high-frequency trading. Zbl 1492.91346
Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian
1
2022
Payment schemes for sustaining cooperation in dynamic games. Zbl 1492.91232
Parilina, Elena M.; Zaccour, Georges
1
2022
Proxy SVAR identification of monetary policy shocks – Monte Carlo evidence and insights for the US. Zbl 1492.91216
Herwartz, Helmut; Rohloff, Hannes; Wang, Shu
1
2022
Integrated epi-econ assessment of vaccination. Zbl 1492.91194
Boppart, Timo; Harmenberg, Karl; Krusell, Per; Olsson, Jonna
1
2022
Epidemics in the New Keynesian model. Zbl 1492.91213
Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias
1
2022
Central bank digital currency: stability and information. Zbl 1517.91123
Keister, Todd; Monnet, Cyril
1
2022
The role of information in a continuous double auction: an experiment and learning model. Zbl 1517.91029
Anufriev, 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 1517.91026
Xin, Baohua
1
2022
Editorial: Markets and economies with information frictions. Zbl 1514.00026
1
2022
Central bank digital currency and flight to safety. Zbl 1517.91144
Williamson, Stephen D.
1
2022
Money mining and price dynamics: the case of divisible currencies. Zbl 1517.91285
Choi, Michael; Rocheteau, Guillaume
1
2022
Fiscal policy during a pandemic. Zbl 1475.91207
Faria-e-Castro, Miguel
6
2021
Optimal stock-enhancement of a spatially distributed renewable resource. Zbl 1475.91243
Upmann, Thorsten; Uecker, Hannes; Hammann, Liv; Blasius, Bernd
5
2021
Investment timing and capacity decisions with time-to-build in a duopoly market. Zbl 1475.91186
Jeon, Haejun
4
2021
News and narratives in financial systems: exploiting big data for systemic risk assessment. Zbl 1475.91390
Nyman, Rickard; Kapadia, Sujit; Tuckett, David
3
2021
Optimal capital structure, ambiguity aversion, and leverage puzzles. Zbl 1475.91393
Attaoui, Sami; Cao, Wenbin; Duan, Xiaoman; Liu, Hening
3
2021
Testing for international business cycles: a multilevel factor model with stochastic factor selection. Zbl 1475.91192
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo
2
2021
Green investment under time-dependent subsidy retraction risk. Zbl 1475.91234
Hagspiel, Verena; Nunes, Cláudia; Oliveira, Carlos; Portela, Manuel
2
2021
Optimal management of pumped hydroelectric production with state constrained optimal control. Zbl 1475.91239
Picarelli, Athena; Vargiolu, Tiziano
2
2021
Effects of US quantitative easing on emerging market economies. Zbl 1475.91193
Bhattarai, Saroj; Chatterjee, Arpita; Park, Woong Yong
2
2021
On the Matthew effect in research careers. Zbl 1475.91140
Feichtinger, 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 1475.91397
Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita
2
2021
Flight to housing in China. Zbl 1475.91194
Dong, Feng; Liu, Jianfeng; Xu, Zhiwei; Zhao, Bo
2
2021
Information and inequality in the time of a pandemic. Zbl 1475.91223
Dizioli, Allan; Pinheiro, Roberto
2
2021
Does performance-sensitive debt mitigate debt overhang? Zbl 1475.91394
Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro
2
2021
Banks, money, and the zero lower bound on deposit rates. Zbl 1478.91123
Kumhof, Michael; Wang, Xuan
2
2021
Versatile forward guidance: escaping or switching? Zbl 1475.91375
Gersbach, Hans; Liu, Yulin; Tischhauser, Martin
1
2021
Impulse response analysis in conditional quantile models with an application to monetary policy. Zbl 1475.91210
Lee, Dong Jin; Kim, Tae-Hwan; Mizen, Paul
1
2021
Social motives and risk-taking in investment decisions. Zbl 1475.91330
Lindner, Florian; Kirchler, Michael; Rosenkranz, Stephanie; Weitzel, Utz
1
2021
The Jacobian of the exponential function. Zbl 1478.15012
Magnus, Jan R.; Pijls, Henk G. J.; Sentana, Enrique
1
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CTMC integral equation method for American options under stochastic local volatility models. Zbl 1475.91401
Ma, Jingtang; Yang, Wensheng; Cui, Zhenyu
1
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The horseshoe prior for time-varying parameter VARs and monetary policy. Zbl 1475.91214
Prüser, Jan
1
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Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. Zbl 1475.91364
Wan, Xiangwei; Yang, Nian
1
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Optimal market-making strategies under synchronised order arrivals with deep neural networks. Zbl 1475.91339
Choi, So Eun; Jang, Hyun Jin; Lee, Kyungsub; Zheng, Harry
1
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Living in an uncertain world: environment substitution, local and global indeterminacy. Zbl 1475.91230
Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello; Sodini, Mauro
1
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Optimal regulation of energy network expansion when costs are stochastic. Zbl 1475.91245
Zwart, Gijsbert
1
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Investing in electricity production under a reliability options scheme. Zbl 1475.91228
Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios
1
2021
Sovereign illiquidity and recessions. Zbl 1475.91387
Gutkowski, Violeta A.
1
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A stochastic differential game of duopolistic competition with sticky prices. Zbl 1475.91185
Colombo, Luca; Labrecciosa, Paola
1
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Are professional forecasters Bayesian? Zbl 1478.62010
Manzan, Sebastiano
1
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Proxy vector autoregressions in a data-rich environment. Zbl 1478.62308
Bruns, Martin
1
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A dynamic model of managerial entrenchment and the positive incentives it creates. Zbl 1475.91396
Guthrie, Graeme
1
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When are efficient conventions selected in networks? Zbl 1475.91039
Alós-Ferrer, Carlos; Buckenmaier, Johannes; Farolfi, Federica
1
2021
Measuring the effects of expectations shocks. Zbl 1475.91246
Clements, Michael P.; Galvão, Ana Beatriz
1
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High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model. Zbl 1475.91342
Li, Yifan; Nolte, Ingmar; Nolte, Sandra
1
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Adaptive expectations and commodity risk premiums. Zbl 1475.91367
Bianchi, Daniele
1
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Voluntary information disclosure with heterogeneous beliefs. Zbl 1475.91163
Liu, Xia; Liu, Shanchun; Lu, Lei; Shi, Yongdong; Xiong, Xiong
1
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Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis. Zbl 1475.91206
Diegel, Max; Nautz, Dieter
1
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Technological and non-technological drivers of productivity dynamics in developed and emerging market economies. Zbl 1475.91135
Dieppe, Alistair; Francis, Neville; Kindberg-Hanlon, Gene
1
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Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. Zbl 1478.91120
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1
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Should the ECB adjust its strategy in the face of a lower \(r^\star\)? Zbl 1478.91117
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1
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Monetary policy strategies for the European Central Bank. Zbl 1478.91121
Erceg, Christopher J.; Jakab, Zoltan; Lindé, Jesper
1
2021
Age, industry, and unemployment risk during a pandemic lockdown. Zbl 1478.91096
Graham, James; Ozbilgin, Murat
1
2021
Nonlinear effect of sentiment on momentum. Zbl 1478.91173
Li, Kai
1
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Adaptation to climate change: extreme events versus gradual changes. Zbl 1478.91138
Lee, Sangjun; Zhao, Jinhua
1
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A comparison of economic agent-based model calibration methods. Zbl 1517.91149
Platt, Donovan
5
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On the external validity of experimental inflation forecasts: a comparison with five categories of field expectations. Zbl 1517.91163
Cornand, Camille; Hubert, Paul
4
2020
Reconstructing and stress testing credit networks. Zbl 1517.91264
Ramadiah, Amanah; Caccioli, Fabio; Fricke, Daniel
4
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The formation of a core-periphery structure in heterogeneous financial networks. Zbl 1475.91388
in ’t Veld, Daan; van der Leij, Marco; Hommes, Cars
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2020
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. Zbl 1514.91183
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The behavioral economics of currency unions: economic integration and monetary policy. Zbl 1517.91109
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Choosing a good toolkit. II: Bayes-rule based heuristics. Zbl 1517.91012
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When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning. Zbl 1517.91128
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Dynamic asset allocation with relative wealth concerns in incomplete markets. Zbl 1517.91202
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3
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A consistent stochastic model of the term structure of interest rates for multiple tenors. Zbl 1517.91245
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Separating the signal from the noise – financial machine learning for Twitter. Zbl 1517.91232
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Horizon-unbiased investment with ambiguity. Zbl 1517.91204
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Household balance sheet channels of monetary policy: a back of the envelope calculation for the euro area. Zbl 1517.91140
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What is the minimal systemic risk in financial exposure networks? Zbl 1517.91255
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2020
Co-existence of trend and value in financial markets: estimating an extended Chiarella model. Zbl 1517.91229
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2020
Who inflates the bubble? Forecasters and traders in experimental asset markets. Zbl 1461.91298
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(A)symmetric information bubbles: experimental evidence. Zbl 1517.91066
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2
2020
Choosing a good toolkit. I: Prior-free heuristics. Zbl 1517.91011
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2
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Policy effectiveness in spatial resource wars: a two-region model. Zbl 1517.91159
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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. II
20 He, Xuezhong
19 Boucekkine, Raouf
19 Gori, Luca
19 Gozzi, Fausto
19 Li, Duan
19 Lütkepohl, Helmut
19 Michetti, Elisabetta
19 Seidl, Andrea
18 Caulkins, Jonathan P.
18 Fabozzi, Frank J.
18 Lux, Thomas C. H.
18 Petrosyan, Leon Aganesovich
18 Shen, Yang
18 Yao, Haixiang
17 Bischi, Gian-Italo
17 Caputo, Michael R.
17 Chiu, Mei Choi
17 Jørgensen, Steffen
17 Li, Lingfei
17 Turnovsky, Stephen J.
16 Benchekroun, Hassan
16 Dieci, Roberto
16 Guerrini, Luca
16 He, Xinjiang
16 Jeon, Junkee
16 Lambertini, Luca
16 Lillo, Fabrizio
16 Nishimura, Kazuo
16 Pesaran, M. Hashem
16 Yang, Jinqiang
15 Arifovic, Jasmina
15 Augeraud-Véron, Emmanuelle
15 Boyle, Phelim P.
15 Chen, Zhiping
15 Dai, Min
15 Fabbri, Giorgio
15 Gallegati, Mauro
15 Ghiglino, Christian
15 Henderson, Vicky
15 Kraft, Holger
15 Kwok, Yue-Kuen
15 Liang, Zongxia
15 Mammana, Cristiana
15 McGough, Bruce
15 Mitra, Tapan
14 Bayraktar, Erhan
14 Breton, Michèle
14 Brock, William A.“Buz”
14 Cerqueti, Roy
14 Chu, Angus C.
14 Jouini, Elyès
14 Nishihara, Michi
14 Parilina, Elena M.
14 Rettieva, Anna N.
14 Shibata, Takashi
14 Thijssen, Jacco J. J.
14 Tuinstra, Jan
14 Vetzal, Kenneth R.
14 Wagener, Florian
14 Wang, Shouyang
14 Wrzaczek, Stefan
14 Yang, Hailiang
13 Branch, William A.
13 Gómez, Manuel A.
13 Hainaut, Donatien
13 Lamantia, Fabio
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Cited in 525 Journals

2,247 Journal of Economic Dynamics & Control
419 European Journal of Operational Research
411 Journal of Econometrics
387 Economics Letters
372 Quantitative Finance
340 Journal of Economic Theory
224 Insurance Mathematics & Economics
200 Journal of Mathematical Economics
173 International Journal of Theoretical and Applied Finance
170 Annals of Operations Research
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158 Physica A
135 Journal of Economics
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119 Chaos, Solitons and Fractals
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76 Automatica
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74 Games and Economic Behavior
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68 Studies in Nonlinear Dynamics and Econometrics
67 Decisions in Economics and Finance
65 Annals of Finance
64 Finance and Stochastics
64 Econometric Theory
62 SIAM Journal on Financial Mathematics
61 Computational Management Science
59 Applied Mathematical Finance
58 International Game Theory Review
56 Journal of Industrial and Management Optimization
54 Operations Research Letters
53 Mathematics and Computers in Simulation
51 Computers & Mathematics with Applications
48 Journal of Time Series Analysis
46 Mathematical Problems in Engineering
45 North American Actuarial Journal
43 The Annals of Applied Probability
43 Mathematical Methods of Operations Research
41 Communications in Nonlinear Science and Numerical Simulation
41 Asia-Pacific Financial Markets
40 Journal of Mathematical Analysis and Applications
40 Communications in Statistics. Theory and Methods
38 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
37 Stochastic Processes and their Applications
36 SIAM Journal on Control and Optimization
36 CEJOR. Central European Journal of Operations Research
35 Scandinavian Actuarial Journal
34 Computers & Operations Research
34 Complexity
34 Journal of Applied Statistics
33 Operations Research
32 International Economic Review
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25 ASTIN Bulletin
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20 Statistical Papers
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19 Mathematics of Operations Research
19 Journal of Global Optimization
19 The B. E. Journal of Theoretical Economics
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17 International Journal of Control
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17 OR Spectrum
17 Optimization Letters
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16 Advances in Applied Probability
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16 Nonlinear Dynamics
16 Abstract and Applied Analysis
16 Probability in the Engineering and Informational Sciences
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Cited in 50 Fields

9,077 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,989 Statistics (62-XX)
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