The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- The interplay between two stock markets and a related foreign exchange market: A simulation approach (Q943965) (← links)
- Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions (Q943966) (← links)
- Asset pricing and productivity growth: The role of consumption scenarios (Q943967) (← links)
- Integrating real and financial markets in an agent-based economic model: An application to monetary policy design (Q943968) (← links)
- Special issue: Selected papers based on the presentations at the 4th international workshop on dynamic modeling in economics and finance (`Modelli dinamici per l'economica e la finanza'), Urbino, Italy, September 21--23, 2006. (Q946904) (← links)
- Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm (Q954779) (← links)
- Multi-core CPUs, clusters, and grid computing: A tutorial (Q954781) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Network formation under cumulative advantage: Evidence from the Cambridge high-tech cluster (Q954786) (← links)
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy (Q967222) (← links)
- A ``nearly ideal'' solution to linear time-varying rational expectations models (Q967223) (← links)
- Finite elements in the presence of occasionally binding constraints (Q967225) (← links)
- International environmental agreements with asymmetric countries (Q976996) (← links)
- Causal inference for structural equations: with an application to wage-price spiral (Q976997) (← links)
- A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism (Q976998) (← links)
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters (Q977000) (← links)
- Dantzig-Wolfe decomposition of variational inequalities (Q1020503) (← links)
- Opinion dynamics driven by various ways of averaging (Q1020504) (← links)
- Developing and testing models for replicating credit ratings: A multicriteria approach (Q1020505) (← links)
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution (Q1020507) (← links)
- Quadrature-based methods for solving heterogeneous agent models with discontinuous distributions (Q1020509) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Precautionary money demand in a cash-in-advance economy with capital (Q1020511) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation (Q1020514) (← links)
- Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) (← links)
- Solving the neoclassical growth model with quasi-geometric discounting: a grid-based Euler-equation method (Q1020517) (← links)
- A MATLAB solver for nonlinear rational expectations models (Q1020519) (← links)
- User-friendly parallel computations with econometric examples (Q1020520) (← links)
- A possible conflict between economic efficiency and political pressure (Q1020523) (← links)
- A correction of misstated equations in Hespeler (2008) (Q1020524) (← links)
- Numerical solutions of asymmetric, first-price, independent private values auctions (Q1020527) (← links)
- Optimal exchange rate policy under unknown pass-through and learning with applications to Korea (Q1020528) (← links)
- The strategic exploitation of limited information and opportunity in networked markets (Q1020531) (← links)
- The effects of customer value on loyalty and profits in a dynamic competitive market (Q1020535) (← links)
- A trade algorithm for multi-region models subject to spillover externalities (Q1020538) (← links)
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm (Q1020542) (← links)
- Local and global interactions in an evolutionary resource game (Q1020544) (← links)
- Economic policy in a growth model with human capital, heterogeneous agents and unemployment (Q1020545) (← links)
- Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548) (← links)
- Auctions and differential pricing: Optimal seller and bidder strategies in second-chance offers (Q1037430) (← links)
- Reverse shooting made easy: Automating the search for the global nonlinear saddle path (Q1037431) (← links)
- On deregulating food prices (Q1037434) (← links)
- Particle swarm optimization algorithm for agent-based artificial markets (Q1037435) (← links)
- Network formation in the political blogosphere: An application of agent based simulation and e-research tools (Q1037437) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
- Valuation of R\&D sequential exchange options using Monte Carlo approach (Q1038763) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Block Kalman filtering for large-scale DSGE models (Q1038766) (← links)
