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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: 3,688 Publications (since 1983)
References Indexed: 3,618 Publications with 126,117 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 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 Farmer, James Doyne
9 Grass, Dieter
9 Hanaki, Nobuyuki
9 Hartl, Richard F.
9 Jørgensen, Steffen
9 Kollmann, Robert
9 Levine, Paul
9 Li, Kai
9 Lütkepohl, Helmut
9 Tuinstra, Jan
9 Withagen, Cees A. A. M.
8 Boucekkine, Raouf
8 Canova, Fabio
8 Dennis, Richard
8 Faia, Ester
8 Fernández-Villaverde, Jesús
8 Honkapohja, Seppo
8 Iori, Giulia
8 Ireland, Peter N.
8 Li, Duan
8 Lillo, Fabrizio
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 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 Nishihara, Michi
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 4,514 more Authors

Publications by Year

Citations contained in zbMATH Open

2,659 Publications have been cited 20,633 times in 12,067 Documents Cited by Year
Statistical analysis of cointegration vectors. Zbl 0647.62102
Johansen, Søren
493
1988
Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042
Brock, William A.; Hommes, Cars H.
284
1998
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
143
1997
Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132
Schmitt-Grohé, Stephanie; Uribe, Martín
133
2004
The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018
Huggett, Mark
117
1993
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
114
1997
Network models and financial stability. Zbl 1201.91245
Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo
106
2007
Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005
Petrosjan, Leon; Zaccour, Georges
102
2003
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117
Hamilton, James D.
96
1988
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
92
2006
Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027
Klein, Paul
92
2000
Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018
LeBaron, B.
89
2000
Threshold heteroskedastic models. Zbl 0875.90197
Zakoïan, Jean-Michel
86
1994
Time series properties of an artificial stock market. Zbl 0959.91017
LeBaron, Blake; Arthur, W. Brian; Palmer, Richard
85
1999
A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234
Leippold, Markus; Trojani, Fabio; Vanini, Paolo
83
2004
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
82
1997
Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089
Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E.
82
2012
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
Behavioral heterogeneity in stock prices. Zbl 1201.91223
Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano
76
2007
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
72
1992
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
72
2007
A network analysis of the Italian overnight money market. Zbl 1181.91234
Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido
69
2008
Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468
Aruoba, S. Borağan; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
68
2006
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
68
1997
Consistency and cautious fictitious play. Zbl 0900.90423
Fudenberg, Drew; Levine, David K.
65
1995
Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031
Cuoco, Domenico; Cvitanić, Jakša
61
1998
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
60
1996
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226
Jondeau, Eric; Rockinger, Michael
59
2003
PDE methods for pricing barrier options. Zbl 0967.91023
Zvan, R.; Vetzal, K. R.; Forsyth, P. A.
59
2000
Asset allocation under multivariate regime switching. Zbl 1163.91399
Guidolin, Massimo; Timmermann, Allan
56
2007
Threshold heteroskedastic models. Zbl 0806.90018
Zakoian, Jean-Michel
55
1994
Products of trees for investment analysis. Zbl 0912.90027
Luenberger, David G.
54
1998
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887
Ballestra, Luca Vincenzo; Pacelli, Graziella
54
2013
Genetic algorithm learning and the cobweb model. Zbl 0782.90017
Arifovic, Jasmina
53
1994
The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103
Hommes, Cars
52
2011
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.
52
2002
Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031
Sorger, Gerhard
52
1989
Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031
Wagener, F. O. O.
51
2003
Super contact and related optimality conditions. Zbl 0737.90007
Dumas, Bernard
50
1991
Gram-Charlier densities. Zbl 1056.91512
Jondeau, E.; Rockinger, M.
48
2001
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
47
2004
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.
47
2008
Time-to-build and cycles. Zbl 1016.91068
Asea, Patrick K.; Zak, Paul J.
47
1999
Trends and random walks in macroeconomic time series. Zbl 0659.62128
Perron, Pierre
46
1988
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
45
2002
Real options and preemption under incomplete information. Zbl 1029.91031
Lambrecht, Bart; Perraudin, William
45
2003
Low frequency filtering and real business cycles. Zbl 0775.90068
King, Robert G.; Rebelo, Sergio T.
45
1993
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.
45
1997
Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228
Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H.
45
2012
Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233
Honda, Toshiki
44
2003
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
43
2018
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.
42
1990
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. Zbl 1401.91533
Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu
42
2017
Network structure and the diffusion of knowledge. Zbl 1200.91173
Cowan, Robin; Jonard, Nicolas
41
2004
Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
41
2011
A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110
Hommes, Cars; Huang, Hai; Wang, Duo
40
2005
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
Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048
Christiano, L. J.; Fisher, J. D. M.
40
2000
Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070
Ferris, Michael C.; Munson, Todd S.
40
2000
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
39
2003
Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009
Franke, Reiner; Westerhoff, Frank
39
2012
Credit contagion and aggregate losses. Zbl 1200.91299
Giesecke, Kay; Weber, Stefan
38
2006
Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230
Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan
38
2004
Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216
Cogley, Timothy; Nason, James M.
38
1995
Dynamic R&D with spillovers: competition vs cooperation. Zbl 1170.91322
Cellini, Roberto; Lambertini, Luca
38
2009
On the investment-uncertainty relationship in a real options model. Zbl 1036.91510
Sarkar, Sudipto
38
2000
Short rate nonlinearities and regime switches. Zbl 1131.91326
Ang, Andrew; Bekaert, Geert
38
2002
Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135
Lubik, Thomas A.; Schorfheide, Frank
37
2003
A method for taking models to the data. Zbl 1179.91134
Ireland, Peter N.
37
2004
Testing for cointegration using principal components methods. Zbl 0647.62103
Phillips, P. C. B.; Ouliaris, S.
37
1988
Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles. Zbl 1231.91324
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
36
2010
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.
36
2009
Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain. Zbl 1402.91368
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; Valero, Rafael
36
2014
Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035
Jørgensen, Steffen; Zaccour, Georges
35
2003
Productive government expenditures and long-run growth. Zbl 0875.90155
Glomm, Gerhard; Ravikumar, B.
35
1997
Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067
Blake, David; Wright, Douglas; Zhang, Yumeng
35
2013
Dynamic pairs trading using the stochastic control approach. Zbl 1402.91737
Tourin, Agnès; Yan, Raphael
35
2013
Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286
Yiu, K. F. C.
34
2004
Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben
34
2004
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach. Zbl 1181.91220
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
34
2008
Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011
Gaunersdorfer, A.
34
2000
The valuation of American barrier options using the decomposition technique. Zbl 1032.91064
Gao, B.; Huang, J.-Z.; Subrahmanyam, M.
34
2000
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
33
1988
Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control. Zbl 1181.49025
Brock, William; Xepapadeas, Anastasios
33
2008
A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041
Ehtamo, Harri; Hämäläinen, Raimo P.
33
1993
The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065
Willassen, Yngve
33
1998
Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124
Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François
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 financial accelerator in an evolving credit network. Zbl 1231.91463
Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Russo, Alberto; Stiglitz, Joseph E.
32
2010
A dynamic analysis of moving average rules. Zbl 1162.91474
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars
32
2006
Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473
Chiarella, Carl; Dieci, Roberto; Gardini, Laura
32
2006
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
32
2005
The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371
Chiarella, Carl; Iori, Giulia; Perelló, Josep
32
2009
Asymptotic methods for aggregate growth models. Zbl 0901.90039
Judd, Kenneth L.; Guu, Sy-Ming
32
1997
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
32
2014
Finding a maximum skewness portfolio – a general solution to three-moments portfolio choice. Zbl 1200.91278
De Athayde, Gustavo M.; Flôres, Renato G. jun.
31
2004
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.
31
2008
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation. Zbl 1182.91161
Wang, J.; Forsyth, P. A.
31
2010
Investment under alternative return assumptions. Zbl 0900.90090
Metcalf, Gilbert E.; Hassett, Kevin A.
31
1995
Quantitative easing in the US and financial cycles in emerging markets. Zbl 1518.91299
Kolasa, Marcin; Wesołowski, Grzegorz
2
2023
A general method for analysis and valuation of drawdown risk. Zbl 1518.91268
Zhang, Gongqiu; Li, Lingfei
2
2023
Spatial growth theory: optimality and spatial heterogeneity. Zbl 1518.91152
Xepapadeas, Anastasios; Yannacopoulos, Athanasios N.
2
2023
The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. Zbl 1518.91193
Hagenhoff, Tim; Lustenhouwer, Joep
1
2023
Pollution and labor market search externalities over the business cycle. Zbl 1518.91187
Gibson, John; Heutel, Garth
1
2023
Unstable diffusion in social networks. Zbl 1518.91206
Kobayashi, Teruyoshi; Ogisu, Yoshitaka; Onaga, Tomokatsu
1
2023
Vector autoregression models with skewness and heavy tails. Zbl 1521.62214
Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang
1
2023
Reconstructing production networks using machine learning. Zbl 1514.91075
Mungo, Luca; Lafond, François; Astudillo-Estévez, Pablo; Farmer, J. Doyne
1
2023
Misinformation due to asymmetric information sharing. Zbl 1518.91202
Buechel, Berno; Klößner, Stefan; Meng, Fanyuan; Nassar, Anis
1
2023
The Phillips curve at 65: time for time and frequency. Zbl 1518.91107
Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana
1
2023
Long-term bank lending and the transfer of aggregate risk. Zbl 1518.91302
Reiter, Michael; Zessner-Spitzenberg, Leopold
1
2023
The macroeconomics of testing and quarantining. Zbl 1489.91148
Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias
12
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.
11
2022
The macroeconomics of central bank digital currencies. Zbl 1517.91107
Barrdear, John; Kumhof, Michael
4
2022
Optimal management of an epidemic: lockdown, vaccine and value of life. Zbl 1492.91197
Garriga, Carlos; Manuelli, Rody; Sanghi, Siddhartha
4
2022
Deep learning classification: modeling discrete labor choice. Zbl 1517.91055
Maliar, Lilia; Maliar, Serguei
4
2022
New insights in capacity investment under uncertainty. Zbl 1517.91267
Balter, Anne G.; Huisman, Kuno J. M.; Kort, Peter M.
3
2022
Central bank digital currency and flight to safety. Zbl 1517.91144
Williamson, Stephen D.
3
2022
Applications of Markov chain approximation methods to optimal control problems in economics. Zbl 1517.91281
Phelan, Thomas; Eslami, Keyvan
3
2022
Epidemics in the New Keynesian model. Zbl 1492.91213
Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias
3
2022
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics. Zbl 1517.91106
Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; Mattana, Paolo; Venturi, Beatrice
3
2022
Payment schemes for sustaining cooperation in dynamic games. Zbl 1492.91232
Parilina, Elena M.; Zaccour, Georges
3
2022
Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions. Zbl 1518.91161
Gardini, Laura; Radi, Davide; Schmitt, Noemi; Sushko, Iryna; Westerhoff, Frank
2
2022
Money mining and price dynamics: the case of divisible currencies. Zbl 1517.91285
Choi, Michael; Rocheteau, Guillaume
2
2022
Central bank digital currency: stability and information. Zbl 1517.91123
Keister, Todd; Monnet, Cyril
2
2022
Optimal age-based vaccination and economic mitigation policies for the second phase of the Covid-19 pandemic. Zbl 1492.91198
Glover, Andrew; Heathcote, Jonathan; Krueger, Dirk
2
2022
The political economy of early COVID-19 interventions in US states. Zbl 1492.91260
Gonzalez-Eiras, Martín; Niepelt, Dirk
2
2022
Inflation anchoring and growth: the role of credit constraints. Zbl 1517.91092
Choi, Sangyup; Furceri, Davide; Loungani, Prakash; Shim, Myungkyu
2
2022
Synergizing ventures. Zbl 1517.91265
Akcigit, Ufuk; Dinlersoz, Emin; Greenwood, Jeremy; Penciakova, Veronika
2
2022
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility. Zbl 1514.62203
Chan, Joshua C. C.; Yu, Xuewen
2
2022
Contagion accounting in stress-testing. Zbl 1489.91296
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok, Christoffer
2
2022
Sparse restricted perceptions equilibrium. Zbl 1492.91209
Audzei, Volha; Slobodyan, Sergey
2
2022
Robust investment strategies with two risky assets. Zbl 1517.91203
Lin, Qian; Luo, Yulei; Sun, Xianming
2
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
Corporate debt choice and bank capital regulation. Zbl 1517.91278
Xiang, Haotian
1
2022
The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis. Zbl 1517.91253
Tarne, Ruben; Bezemer, Dirk; Theobald, Thomas
1
2022
Identification of structural VAR models via independent component analysis: a performance evaluation study. Zbl 1514.62327
Moneta, Alessio; Pallante, Gianluca
1
2022
Emigration and fiscal austerity in a depression. Zbl 1517.91105
Bandeira, Guilherme; Caballé, Jordi; Vella, Eugenia
1
2022
Consumption and hours in the United States and Europe. Zbl 1517.91059
Fang, Lei; Yang, Fang
1
2022
Editorial: Markets and economies with information frictions. Zbl 1514.00026
1
2022
Central bank digital currency and monetary policy. Zbl 1517.91115
Davoodalhosseini, Seyed Mohammadreza
1
2022
Currency stability using blockchain technology. Zbl 1517.91288
Routledge, Bryan; Zetlin-Jones, Ariel
1
2022
Discussion of: “Currency stability using blockchain technology”. Zbl 1517.91289
Sultanum, Bruno
1
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
The RPEs of RBCs and other DSGEs. Zbl 1517.91071
Evans, David; Evans, George W.; McGough, Bruce
1
2022
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy. Zbl 1492.91228
Agliardi, Elettra; Xepapadeas, Anastasios
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
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
Covid-19 in unequal societies. Zbl 1492.91181
Hevia, Constantino; Macera, Manuel; Neumeyer, Pablo Andrés
1
2022
Smart products: liability, investments in product safety, and the timing of market introduction. Zbl 1517.91041
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Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution. Zbl 1517.91190
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Working, consuming, and dying: quantifying the diversity in the American experience. Zbl 1489.91102
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Out-of-equilibrium dynamics and excess volatility in firm networks. Zbl 1489.91147
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Optimal energy transition with variable and intermittent renewable electricity generation. Zbl 1517.91160
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A reconsideration of money growth rules. Zbl 1517.91108
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A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. Zbl 1517.91089
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Investment timing and capacity decisions with time-to-build in a duopoly market. Zbl 1475.91186
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Optimal stock-enhancement of a spatially distributed renewable resource. Zbl 1475.91243
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CTMC integral equation method for American options under stochastic local volatility models. Zbl 1475.91401
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Cited by 14,155 Authors

64 Kort, Peter M.
57 Feichtinger, Gustav
53 Zaccour, Georges
49 Siu, Tak Kuen
45 Forsyth, Peter A.
42 Naimzada, Ahmad K.
39 Westerhoff, Frank H.
34 Hartl, Richard F.
34 Hommes, Cars H.
33 Gardini, Laura
33 Li, Zhongfei
32 Grass, Dieter
29 Elliott, Robert James
29 Semmler, Willi
29 Zhu, Songping
28 Tramontana, Fabio
28 Venditti, Alain
28 Young, Virginia R.
26 Phillips, Peter Charles Bonest
26 Yeung, David Wing-Kay
25 Sodini, Mauro
25 Wirl, Franz
24 Chiarella, Carl
24 Nagurney, Anna
23 Boucekkine, Raouf
23 Dawid, Herbert
23 Kapetanios, George
23 Martín-Herrán, Guiomar
22 Gori, Luca
22 Wong, Hoi Ying
21 Evans, George W. II
21 Gozzi, Fausto
21 Li, Lingfei
21 Petrosyan, Leon Aganesovich
21 Rustem, Berc
21 Seidl, Andrea
21 Yao, Haixiang
21 Zeng, Yan
20 Cui, Zhenyu
20 Engwerda, Jacob Christiaan
20 Jeon, Junkee
20 Li, Duan
20 Lütkepohl, Helmut
20 Lux, Thomas C. H.
20 Michetti, Elisabetta
20 Parilina, Elena M.
19 Caulkins, Jonathan P.
19 Lillo, Fabrizio
19 Nishimura, Kazuo
18 Bischi, Gian-Italo
18 Chen, Zhiping
18 Fabozzi, Frank J.
18 Liang, Zongxia
18 Shen, Yang
18 Turnovsky, Stephen J.
18 Yang, Jinqiang
17 Caputo, Michael R.
17 Chiu, Mei Choi
17 Fabbri, Giorgio
17 Guerrini, Luca
17 He, Xinjiang
17 Jørgensen, Steffen
17 Lamantia, Fabio
17 Maliar, Serguei
17 Rettieva, Anna N.
17 Wrzaczek, Stefan
16 Augeraud-Véron, Emmanuelle
16 Benchekroun, Hassan
16 Chen, An
16 Dieci, Roberto
16 Ewald, Christian-Oliver
16 Gallegati, Mauro
16 Kwok, Yue-Kuen
16 Lambertini, Luca
16 Maliar, Lilia
16 McGough, Bruce
16 Pesaran, M. Hashem
16 Stachurski, John
15 Arifovic, Jasmina
15 Bayraktar, Erhan
15 Boyle, Phelim P.
15 Dai, Min
15 Ghiglino, Christian
15 Henderson, Vicky
15 Judd, Kenneth L.
15 Kraft, Holger
15 Ma, Jingtang
15 Mammana, Cristiana
15 Merlone, Ugo
15 Mitra, Tapan
15 Nishihara, Michi
15 Pireddu, Marina
15 Seegmuller, Thomas
15 Shibata, Takashi
15 Vetzal, Kenneth R.
15 Yang, Hailiang
14 Ballestra, Luca Vincenzo
14 Bosi, Stefano
14 Bouchaud, Jean-Philippe
14 Branch, William A.
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Cited in 555 Journals

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433 European Journal of Operational Research
419 Journal of Econometrics
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179 International Journal of Theoretical and Applied Finance
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132 Journal of Optimization Theory and Applications
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124 Chaos, Solitons and Fractals
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80 Games and Economic Behavior
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75 Discrete Dynamics in Nature and Society
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69 Mathematics and Computers in Simulation
69 Journal of Industrial and Management Optimization
68 SIAM Journal on Financial Mathematics
67 Communications in Nonlinear Science and Numerical Simulation
65 Econometrica
64 Econometric Theory
64 Computational Management Science
63 Annals of Finance
62 International Game Theory Review
62 Bulletin of Economic Research
61 Journal of Time Series Analysis
61 Applied Mathematical Finance
59 Operations Research Letters
54 Computers & Mathematics with Applications
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47 Mathematical Problems in Engineering
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43 Journal of Mathematical Analysis and Applications
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40 SIAM Journal on Control and Optimization
40 Communications in Statistics. Theory and Methods
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40 CEJOR. Central European Journal of Operations Research
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22 International Journal of Computer Mathematics
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22 Games
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21 Stochastics
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20 Statistical Papers
20 Applied Stochastic Models in Business and Industry
19 International Journal of Control
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19 Journal of Dynamics and Games
18 Mathematical and Computer Modelling
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Cited in 50 Fields

10,035 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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23 Measure and integration (28-XX)
23 Information and communication theory, circuits (94-XX)
21 History and biography (01-XX)
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