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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
Documents Indexed: 3,177 Publications (since 1983)
References Indexed: 3,113 Publications with 101,445 References.
all top 5

Authors

23 Hommes, Cars H.
22 Kort, Peter M.
14 Gallegati, Mauro
13 Feichtinger, Gustav
13 Long, Ngo Van
13 Turnovsky, Stephen J.
13 Westerhoff, Frank H.
12 Chiarella, Carl
12 Dawid, Herbert
11 Arifovic, Jasmina
11 den Haan, Wouter J.
11 Judd, Kenneth L.
10 He, Xuezhong
10 Semmler, Willi
9 Brock, William A.“Buz”
9 Dai, Min
9 Evans, George W. II
9 Hartl, Richard F.
9 Jørgensen, Steffen
9 Levine, Paul
9 Tuinstra, Jan
8 Anufriev, Mikhail
8 Boucekkine, Raouf
8 Faia, Ester
8 Honkapohja, Seppo
8 Iori, Giulia
8 Rustem, Berc
8 Sargent, Thomas John
8 Wagener, Florian
8 Wirl, Franz
8 Withagen, Cees A. A. M.
7 Benchekroun, Hassan
7 Bhattacharya, Joydeep
7 Branch, William A.
7 Branger, Nicole
7 Canova, Fabio
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 Grass, Dieter
7 Heijdra, Ben J.
7 Ireland, Peter N.
7 Juillard, Michel
7 Kim, Jinill
7 Kollmann, Robert
7 Laxton, Douglas
7 Lillo, Fabrizio
7 Lioui, Abraham
7 Maliar, Serguei
7 Roventini, Andrea
7 Wen, Yi
7 Zaccour, Georges
7 Zemel, Amos
6 Aoki, Masanao
6 Bar-Ilan, Avner
6 Caulkins, Jonathan P.
6 Chatterjee, Santanu
6 Cogley, Timothy
6 Dutta, Prajit K.
6 Farmer, James Doyne
6 Fernández-Villaverde, Jesús
6 Gilli, Manfred
6 Hanaki, Nobuyuki
6 Kraft, Holger
6 Lai, Ching-chong
6 Li, Duan
6 Lütkepohl, Helmut
6 Maliar, Lilia
6 McGough, Bruce
6 Panchenko, Valentyn
6 Pearlman, Joseph G.
6 Pesaran, M. Hashem
6 Reichlin, Pietro
6 Sorger, Gerhard
6 Taub, Bart
6 Timmermann, Allan G.
6 Tsur, Yacov
6 Wieland, Volker
6 Xepapadeas, Anastasios
6 Zhu, Songping
6 Zilcha, Itzhak
5 Amman, Hans M.
5 Assenza, Tiziana
5 Bao, Te
5 Berardi, Michele
5 Bullard, James
5 Chakravorty, Ujjayant
5 Chen, Been-Lon
5 Chow, Gregory C.
5 Chu, Angus C.
5 Das, Sanjiv Ranjan
5 de Grauwe, Paul
5 Dechert, W. Davis
5 Dennis, Richard
5 Detemple, Jerome B.
5 Dieci, Roberto
5 Dockner, Engelbert J.
...and 3,778 more Authors

Publications by Year

Citations contained in zbMATH Open

2,232 Publications have been cited 15,360 times in 9,146 Documents Cited by Year
Statistical analysis of cointegration vectors. Zbl 0647.62102
Johansen, Søren
432
1988
Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042
Brock, William A.; Hommes, Cars H.
239
1998
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
127
1997
Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132
Schmitt-Grohé, Stephanie; Uribe, Martín
101
2004
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
92
1997
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117
Hamilton, James D.
80
1988
The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018
Huggett, Mark
78
1993
Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996. Zbl 0941.00048
Judd, K. L. (ed.)
78
1998
Network models and financial stability. Zbl 1201.91245
Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo
78
2007
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
74
1997
Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018
LeBaron, B.
74
2000
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
73
2006
Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027
Klein, P.
72
2000
Time series properties of an artificial stock market. Zbl 0959.91017
LeBaron, Blake; Arthur, W. Brian; Palmer, Richard
70
1999
Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005
Petrosjan, Leon; Zaccour, Georges
68
2003
Behavioral heterogeneity in stock prices. Zbl 1201.91223
Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano
64
2007
Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089
Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E.
64
2012
A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234
Leippold, Markus; Trojani, Fabio; Vanini, Paolo
61
2004
Threshold heteroskedastic models. Zbl 0875.90197
Zakoïan, Jean-Michel
61
1994
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
61
1997
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
60
2007
Products of trees for investment analysis. Zbl 0912.90027
Luenberger, David G.
55
1998
Consistency and cautious fictitious play. Zbl 0900.90423
Fudenberg, Drew; Levine, David K.
54
1995
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
53
1992
Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031
Cuoco, Domenico; Cvitanić, Jakša
52
1998
A network analysis of the Italian overnight money market. Zbl 1181.91234
Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido
52
2008
PDE methods for pricing barrier options. Zbl 0967.91023
Zvan, R.; Vetzal, K. R.; Forsyth, P. A.
48
2000
Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468
Aruoba, S. Borağan; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
47
2006
Genetic algorithm learning and the cobweb model. Zbl 0782.90017
Arifovic, Jasmina
47
1994
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
47
1996
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226
Jondeau, Eric; Rockinger, Michael
44
2003
The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103
Hommes, Cars
44
2011
Super contact and related optimality conditions. Zbl 0737.90007
Dumas, Bernard
43
1991
Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031
Sorger, Gerhard
43
1989
Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031
Wagener, F. O. O.
42
2003
Asset allocation under multivariate regime switching. Zbl 1163.91399
Guidolin, Massimo; Timmermann, Allan
41
2007
Real options and preemption under incomplete information. Zbl 1029.91031
Lambrecht, Bart; Perraudin, William
40
2003
Money as a medium of exchange in an economy with artificially intelligent agents. Zbl 0698.90014
Marimon, Ramon; McGrattan, Ellen; Sargent, Thomas J.
40
1990
Trends and random walks in macroeconomic time series. Zbl 0659.62128
Perron, Pierre
40
1988
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
39
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.
39
2008
Optimal portfolio management with American capital guarantee. Zbl 1202.91295
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent
37
2005
Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233
Honda, Toshiki
36
2003
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.
36
2002
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
36
2009
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
35
2002
Gram-Charlier densities. Zbl 1056.91512
Jondeau, E.; Rockinger, M.
35
2001
Time-to-build and cycles. Zbl 1016.91068
Asea, Patrick K.; Zak, Paul J.
35
1999
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.
34
1997
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887
Ballestra, Luca Vincenzo; Pacelli, Graziella
34
2013
Credit contagion and aggregate losses. Zbl 1200.91299
Giesecke, Kay; Weber, Stefan
33
2006
Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
33
2011
Testing for cointegration using principal components methods. Zbl 0647.62103
Phillips, P. C. B.; Ouliaris, S.
33
1988
Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048
Christiano, L. J.; Fisher, J. D. M.
33
2000
Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228
Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H.
33
2012
A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110
Hommes, Cars; Huang, Hai; Wang, Duo
32
2005
Low frequency filtering and real business cycles. Zbl 0775.90068
King, Robert G.; Rebelo, Sergio T.
32
1993
Productive government expenditures and long-run growth. Zbl 0875.90155
Glomm, Gerhard; Ravikumar, B.
32
1997
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
32
1988
Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070
Ferris, Michael C.; Munson, Todd S.
31
2000
On the investment-uncertainty relationship in a real options model. Zbl 1036.91510
Sarkar, Sudipto
31
2000
The valuation of American barrier options using the decomposition technique. Zbl 1032.91064
Gao, B.; Huang, J.-Z.; Subrahmanyam, M.
31
2000
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
30
2003
Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben
30
2004
Threshold heteroskedastic models. Zbl 0806.90018
Zakoian, Jean-Michel
30
1994
Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035
Jørgensen, Steffen; Zaccour, Georges
30
2003
Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011
Gaunersdorfer, A.
30
2000
A method for taking models to the data. Zbl 1179.91134
Ireland, Peter N.
29
2004
Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286
Yiu, K. F. C.
29
2004
Short rate nonlinearities and regime switches. Zbl 1131.91326
Ang, Andrew; Bekaert, Geert
29
2002
Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216
Cogley, Timothy; Nason, James M.
29
1995
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.
29
2009
Robust parameter estimation for asset price models with Markov modulated volatilities. Zbl 1178.91222
Elliott, R. J.; Malcolm, W. P.; Tsoi, Allanus H.
28
2003
Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473
Chiarella, Carl; Dieci, Roberto; Gardini, Laura
28
2006
The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065
Willassen, Yngve
28
1998
Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009
Franke, Reiner; Westerhoff, Frank
28
2012
A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041
Ehtamo, Harri; Hämäläinen, Raimo P.
27
1993
Optimal delta-hedging under transactions costs. Zbl 0901.90010
Clewlow, Les; Hodges, Stewart
27
1997
Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067
Blake, David; Wright, Douglas; Zhang, Yumeng
27
2013
Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles. Zbl 1231.91324
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
27
2010
Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230
Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan
26
2004
Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124
Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François
26
2004
Monetary policy, indeterminacy and learning. Zbl 1198.91145
Evans, George W.; McGough, Bruce
26
2005
Computer automation of general-to-specific model selection procedures. Zbl 0978.91073
Krolzig, H. M.; Hendry, D. F.
26
2001
Public investment in infrastructure in a simple growth model. Zbl 0814.90008
Glomm, Gerhard; Ravikumar, B.
26
1994
Transactions costs and portfolio choice in a discrete-continuous-time setting. Zbl 0715.90017
Duffie, Darrell; Sun, Tong-Sheng
26
1990
A New Keynesian model with heterogeneous expectations. Zbl 1170.91464
Branch, William A.; McGough, Bruce
26
2009
More hedging instruments may destabilize markets. Zbl 1178.91062
Brock, W. A.; Hommes, C. H.; Wagener, F. O. O.
26
2009
Transfers to sustain dynamic core-theoretic cooperation in international stock pollutant control. Zbl 1179.91203
Germain, Marc; Toint, Philippe; Tulkens, Henry; De Zeeuw, Aart
25
2003
Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135
Lubik, Thomas A.; Schorfheide, Frank
25
2003
Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026
Grüne, Lars; Semmler, Willi
25
2004
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
25
2006
A simplified treatment of the theory of optimal regulation of Brownian motion. Zbl 0755.90009
Dixit, Avinash
25
1991
Investment under alternative return assumptions. Zbl 0900.90090
Metcalf, Gilbert E.; Hassett, Kevin A.
25
1995
Analysis of global bifurcations in a market share attraction model. Zbl 0948.91033
Bischi, G. I.; Gardini, L.; Kopel, M.
25
2000
The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371
Chiarella, Carl; Iori, Giulia; Perelló, Josep
25
2009
Commodity markets, price limiters and speculative price dynamics. Zbl 1198.91161
He, Xue-Zhong; Westerhoff, Frank H.
24
2005
A dynamic analysis of moving average rules. Zbl 1162.91474
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars
24
2006
An illustration of the essential difference between individual and social learning, and its consequences for computational analyses. Zbl 1033.91039
Vriend, Nicolaas J.
24
2000
Asymptotic methods for aggregate growth models. Zbl 0901.90039
Judd, Kenneth L.; Guu, Sy-Ming
24
1997
Horizon-unbiased investment with ambiguity. Zbl 07214743
Lin, Qian; Sun, Xianming; Zhou, Chao
2
2020
Okun’s law across time and frequencies. Zbl 07214764
Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana
2
2020
Perturbation solution and welfare costs of business cycles in DSGE models. Zbl 07202045
Heiberger, Christopher; Maußner, Alfred
1
2020
Coordination on bubbles in large-group asset pricing experiments. Zbl 1461.91324
Bao, Te; Hennequin, Myrna; Hommes, Cars; Massaro, Domenico
1
2020
On the external validity of experimental inflation forecasts: a comparison with five categories of field expectations. Zbl 07160855
Cornand, Camille; Hubert, Paul
1
2020
Benchmarking machine-learning software and hardware for quantitative economics. Zbl 07161299
Duarte, Victor; Duarte, Diogo; Fonseca, Julia; Montecinos, Alexis
1
2020
Choosing a good toolkit. I: Prior-free heuristics. Zbl 07161302
Francetich, Alejandro; Kreps, David
1
2020
Choosing a good toolkit. II: Bayes-rule based heuristics. Zbl 07161303
Francetich, Alejandro; Kreps, David
1
2020
Policy effectiveness in spatial resource wars: a two-region model. Zbl 07161307
Fabbri, Giorgio; Faggian, Silvia; Freni, Giuseppe
1
2020
Investor overconfidence and the security market line: new evidence from China. Zbl 07331289
Han, Xing; Li, Kai; Li, Youwei
1
2020
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR. Zbl 1425.91395
Strub, Moris S.; Li, Duan; Cui, Xiangyu; Gao, Jianjun
4
2019
A model of anonymous influence with anti-conformist agents. Zbl 1425.91372
Grabisch, Michel; Poindron, Alexis; Rusinowska, Agnieszka
4
2019
When speculators meet suppliers: positive versus negative feedback in experimental housing markets. Zbl 1425.91292
Bao, Te; Hommes, Cars
2
2019
Optimal scientific production over the life cycle. Zbl 1425.91252
Feichtinger, G.; Grass, D.; Kort, P. M.
2
2019
A unified model for regularized and robust portfolio optimization. Zbl 1425.91391
Plachel, Lukas
2
2019
Investment decisions with finite-lived collars. Zbl 1418.91496
Adkins, Roger; Paxson, Dean; Pereira, Paulo J.; Rodrigues, Artur
2
2019
Identifying booms and busts in house prices under heterogeneous expectations. Zbl 1418.91320
Bolt, Wilko; Demertzis, Maria; Diks, Cees; Hommes, Cars; van der Leij, Marco
2
2019
Money-financed fiscal stimulus: the effects of implementation lag. Zbl 1418.91378
Tsuruga, Takayuki; Wake, Shota
2
2019
Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach. Zbl 1411.91525
Paulin, James; Calinescu, Anisoara; Wooldridge, Michael
2
2019
Opaque bank assets and optimal equity capital. Zbl 1411.91640
Dai, Min; Huang, Shan; Keppo, Jussi
2
2019
Stackelberg versus Cournot: a differential game approach. Zbl 1411.91379
Colombo, Luca; Labrecciosa, Paola
2
2019
Consumption-portfolio choice with preferences for cash. Zbl 1411.91367
Kraft, Holger; Weiss, Farina
2
2019
Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model. Zbl 1425.91315
Eggertsson, Gauti B.; Singh, Sanjay R.
1
2019
Adaptive learning in weighted network games. Zbl 1425.91072
Bayer, Péter; Herings, P. Jean-Jacques; Peeters, Ronald; Thuijsman, Frank
1
2019
Hedging recessions. Zbl 1425.91250
Branger, Nicole; Sandris Larsen, Linda; Munk, Claus
1
2019
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models. Zbl 1425.91319
Guidolin, Massimo; Pedio, Manuela
1
2019
Pricing and exercising American options: an asymptotic expansion approach. Zbl 1425.91405
Li, Chenxu; Ye, Yongxin
1
2019
Time-varying rational expectations models. Zbl 1425.91330
Neusser, Klaus
1
2019
Functional Ross recovery: theoretical results and empirical tests. Zbl 1425.91398
Dillschneider, Yannick; Maurer, Raimond
1
2019
Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons. Zbl 1425.91431
Bu, Di; Liao, Yin; Shi, Jing; Peng, Hongfeng
1
2019
Forward-looking solvency contagion. Zbl 1425.91439
Bardoscia, Marco; Barucca, Paolo; Codd, Adam Brinley; Hill, John
1
2019
The macroeconomic effects of quantitative easing in the euro area: evidence from an estimated DSGE model. Zbl 1425.91322
Hohberger, Stefan; Priftis, Romanos; Vogel, Lukas
1
2019
Liquidation, fire sales, and acquirers’ private information. Zbl 1425.91426
Nishihara, Michi; Shibata, Takashi
1
2019
Firm growth and Laplace distribution: the importance of large jumps. Zbl 1418.91318
Arata, Yoshiyuki
1
2019
A flow network analysis of direct balance-sheet contagion in financial networks. Zbl 1418.91628
Eboli, Mario
1
2019
Designing optimal M&A strategies under uncertainty. Zbl 1418.91588
Lukas, Elmar; Pereira, Paulo J.; Rodrigues, Artur
1
2019
Lifecycle consumption under different income profiles: evidence and theory. Zbl 1418.91282
Duffy, John; Li, Yue
1
2019
Frictional asset reallocation under adverse selection. Zbl 1411.91646
Madison, Florian
1
2019
It only takes a few moments to hedge options. Zbl 1411.91539
Barletta, Andrea; Santucci de Magistris, Paolo; Sloth, David
1
2019
Dynamic competition and intellectual property rights in a model of product development. Zbl 1411.91339
Billette de Villemeur, Etienne; Ruble, Richard; Versaevel, Bruno
1
2019
Zeno points in optimal control models with endogenous regime switching. Zbl 1411.91200
Seidl, Andrea
1
2019
Managing unanchored, heterogeneous expectations and liquidity traps. Zbl 1411.91408
Hommes, Cars; Lustenhouwer, Joep
1
2019
Optimal execution with regime-switching market resilience. Zbl 1411.91648
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, Robert J.
1
2019
Endogenous growth and global divergence in a multi-country agent-based model. Zbl 1411.91394
Dosi, Giovanni; Roventini, Andrea; Russo, Emanuele
1
2019
Cojumps and asset allocation in international equity markets. Zbl 1411.91475
Arouri, Mohamed; M’saddek, Oussama; Nguyen, Duc Khuong; Pukthuanthong, Kuntara
1
2019
The role of trading frictions in financial markets. Zbl 1411.91641
Huber, Samuel; Kim, Jaehong
1
2019
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
18
2018
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. Zbl 1402.91842
Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide
7
2018
Evolutionary dynamics in club goods binary games. Zbl 1401.91270
Bischi, Gian Italo; Merlone, Ugo; Pruscini, Eros
7
2018
Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments. Zbl 1401.91058
Hanaki, Nobuyuki; Akiyama, Eizo; Ishikawa, Ryuichiro
6
2018
Interactions between stock, bond and housing markets. Zbl 1401.91576
Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank
5
2018
Portfolio selection with consumption ratcheting. Zbl 1401.91520
Jeon, Junkee; Koo, Hyeng Keun; Shin, Yong Hyun
5
2018
The effect of interest rates on consumption in an income fluctuation problem. Zbl 1402.91265
Lehrer, Ehud; Light, Bar
4
2018
Dynamic derivative strategies with stochastic interest rates and model uncertainty. Zbl 1401.91516
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey
4
2018
Moment matching machine learning methods for risk management of large variable annuity portfolios. Zbl 1401.91525
Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F.
4
2018
Endogenous labor share cycles: theory and evidence. Zbl 1401.91373
Growiec, Jakub; McAdam, Peter; Mućk, Jakub
4
2018
Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders. Zbl 1401.91592
Nishihara, Michi; Shibata, Takashi
4
2018
Agent-based model calibration using machine learning surrogates. Zbl 1401.91461
Lamperti, Francesco; Roventini, Andrea; Sani, Amir
4
2018
Estimation of agent-based models using sequential Monte Carlo methods. Zbl 1401.91462
Lux, Thomas
4
2018
A model of entry, exit, and plant-level dynamics over the business cycle. Zbl 1402.91469
Lee, Yoonsoo; Mukoyama, Toshihiko
3
2018
Capital-labor substitution, structural change and the labor income share. Zbl 1401.91297
Alvarez-Cuadrado, Francisco; Long, Ngo Van; Poschke, Markus
3
2018
Evaluation of counterparty risk for derivatives with early-exercise features. Zbl 1401.91544
Breton, Michèle; Marzouk, Oussama
3
2018
Frictional capital reallocation. I: Ex ante heterogeneity. Zbl 1401.91448
Wright, Randall; Xiao, Sylvia Xiaolin; Zhu, Yu
3
2018
Liquidity premiums on government debt and the fiscal theory of the price level. Zbl 1401.91317
Berentsen, Aleksander; Waller, Christopher
3
2018
Boom-bust dynamics in a stock market participation model with heterogeneous traders. Zbl 1401.91569
Agliari, Anna; Naimzada, Ahmad; Pecora, Nicolò
3
2018
Hysteresis due to irreversible exit: addressing the option to mothball. Zbl 1401.91579
Guerra, Manuel; Kort, Peter; Nunes, Cláudia; Oliveira, Carlos
3
2018
Spatial period doubling, invariant pattern, and break point in economic agglomeration in two dimensions. Zbl 1401.91471
Ikeda, Kiyohiro; Onda, Mikihisa; Takayama, Yuki
3
2018
Perils of unconventional monetary policy. Zbl 1401.91414
McMahon, Michael; Peiris, M. Udara; Polemarchakis, Herakles
3
2018
Household borrowing constraints and residential investment dynamics. Zbl 1402.91464
Khan, Hashmat; Rouillard, Jean-François
2
2018
A theory of disasters and long-run growth. Zbl 1402.91335
Akao, Ken-Ichi; Sakamoto, Hiroaki
2
2018
Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing. Zbl 1402.91157
Gollier, Christian
2
2018
A dynamic model of quality competition with endogenous prices. Zbl 1402.91316
Cellini, Roberto; Siciliani, Luigi; Straume, Odd Rune
2
2018
The use of equity financing in debt renegotiation. Zbl 1401.91596
Silaghi, Florina
2
2018
Aspirations, health and the cost of inequality. Zbl 1401.91051
Allen, Jeffrey; Chakraborty, Shankha
2
2018
The fiscal theory of the price level in a world of low interest rates. Zbl 1401.91310
Bassetto, Marco; Cui, Wei
2
2018
The forward fiscal guidance puzzle and a resolution. Zbl 1401.91334
Canzoneri, Matthew; Cao, Dan; Cumby, Robert; Diba, Behzad; Luo, Wenlan
2
2018
Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative. Zbl 1401.91457
Boppart, Timo; Krusell, Per; Mitman, Kurt
2
2018
Continuous-time smooth ambiguity preferences. Zbl 1401.91048
Suzuki, Masataka
2
2018
A dynamic network model of the unsecured interbank lending market. Zbl 1401.91542
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van
2
2018
The persistence of social strategies under increasing competitive pressure. Zbl 1401.91263
Kopel, Michael; Lamantia, Fabio
2
2018
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. Zbl 1401.91375
Gurgone, Andrea; Iori, Giulia; Jafarey, Saqib
2
2018
Stabilizing an unstable complex economy on the limitations of simple rules. Zbl 1401.91431
Salle, Isabelle; Seppecher, Pascal
2
2018
Asset allocation with time series momentum and reversal. Zbl 1401.91518
He, Xue-Zhong; Li, Kai; Li, Youwei
2
2018
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. Zbl 1401.91585
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied
2
2018
Interest rate rules under financial dominance. Zbl 1402.91832
Lewis, Vivien; Roth, Markus
1
2018
Home production and small open economy business cycles. Zbl 1402.91424
Chen, Kuan-Jen; Chu, Angus C.; Lai, Ching-Chong
1
2018
Climate engineering under deep uncertainty. Zbl 1402.91550
Manoussi, Vassiliki; Xepapadeas, Anastasios; Emmerling, Johannes
1
2018
Monetary policy and the relative price of durable goods. Zbl 1401.91332
Cantelmo, Alessandro; Melina, Giovanni
1
2018
A hybrid spline-based parametric model for the yield curve. Zbl 1401.62207
Faria, Adriano; Almeida, Caio
1
2018
Monetary policy and long-run systemic risk-taking. Zbl 1401.91343
Colletaz, Gilbert; Levieuge, Grégory; Popescu, Alexandra
1
2018
Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. Zbl 1401.91489
Debarsy, Nicolas; Dossougoin, Cyrille; Ertur, Cem; Gnabo, Jean-Yves
1
2018
Inflation as a global phenomenon – some implications for inflation modeling and forecasting. Zbl 1401.91392
Kabukçuoğlu, Ayşe; Martínez-García, Enrique
1
2018
The housing cost disease. Zbl 1401.91451
Borri, Nicola; Reichlin, Pietro
1
2018
Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts. Zbl 1401.91059
Hanaki, Nobuyuki; Akiyama, Eizo; Ishikawa, Ryuichiro
1
2018
Pricing and hedging GDP-linked bonds in incomplete markets. Zbl 1401.91529
Consiglio, Andrea; Zenios, Stavros A.
1
2018
Can the fiscal authority constrain the central bank? Zbl 1401.91446
Williamson, Stephen D.
1
2018
Monetary policy and liquid government debt. Zbl 1401.91301
Andolfatto, David; Martin, Fernando M.
1
2018
The age-specific burdens of short-run fluctuations in government spending. Zbl 1401.91378
Heer, Burkhard; Scharrer, Christian
1
2018
Perpetual learning and apparent long memory. Zbl 1401.91341
Chevillon, Guillaume; Mavroeidis, Sophocles
1
2018
Growth volatility and size: a firm-level study. Zbl 1401.91273
Calvino, Flavio; Criscuolo, Chiara; Menon, Carlo; Secchi, Angelo
1
2018
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Cited by 10,672 Authors

54 Kort, Peter M.
48 Feichtinger, Gustav
42 Zaccour, Georges
40 Siu, Tak Kuen
36 Forsyth, Peter A.
35 Naimzada, Ahmad K.
32 Hommes, Cars H.
32 Westerhoff, Frank H.
31 Hartl, Richard F.
27 Elliott, Robert James
26 Grass, Dieter
26 Li, Zhongfei
25 Gardini, Laura
23 Nagurney, Anna
23 Wirl, Franz
23 Zhu, Songping
22 Chiarella, Carl
21 Phillips, Peter Charles Bonest
21 Rustem, Berc
21 Semmler, Willi
21 Venditti, Alain
21 Yeung, David Wing-Kay
21 Young, Virginia R.
20 Dawid, Herbert
20 Kapetanios, George
20 Martín-Herrán, Guiomar
20 Tramontana, Fabio
19 Evans, George W. II
18 Gori, Luca
18 Lütkepohl, Helmut
18 Zeng, Yan
17 Bischi, Gian-Italo
17 Caulkins, Jonathan P.
17 Engwerda, Jacob Christiaan
17 Jørgensen, Steffen
17 Sodini, Mauro
16 Boucekkine, Raouf
16 Caputo, Michael R.
16 He, Xuezhong
16 Li, Duan
16 Shen, Yang
16 Turnovsky, Stephen J.
15 Benchekroun, Hassan
15 Chiu, Mei Choi
15 Cui, Zhenyu
15 Ghiglino, Christian
15 Henderson, Vicky
15 Lambertini, Luca
15 Michetti, Elisabetta
15 Pesaran, M. Hashem
15 Wong, Hoi Ying
14 Augeraud-Véron, Emmanuelle
14 Brock, William A.“Buz”
14 Chen, Zhiping
14 Dieci, Roberto
14 Fabozzi, Frank J.
14 Guerrini, Luca
14 Kwok, Yue-Kuen
14 McGough, Bruce
14 Nishimura, Kazuo
14 Seidl, Andrea
14 Tuinstra, Jan
14 Wagener, Florian
14 Yao, Haixiang
13 Arifovic, Jasmina
13 Boyle, Phelim P.
13 Branch, William A.
13 Breton, Michèle
13 Dai, Min
13 Fabbri, Giorgio
13 Gallegati, Mauro
13 Gozzi, Fausto
13 Kraft, Holger
13 Petrosyan, Leon Aganesovich
13 Pireddu, Marina
13 Shibata, Takashi
13 Vetzal, Kenneth R.
13 Yang, Hailiang
12 Chen, An
12 Chu, Angus C.
12 Heijdra, Ben J.
12 Jouini, Elyès
12 Kendrick, David A.
12 Leung, Tim
12 Liang, Zongxia
12 Long, Ngo Van
12 Maliar, Serguei
12 Mammana, Cristiana
12 Nishihara, Michi
12 Sethi, Suresh P.
12 Wang, Shouyang
12 Yang, Jinqiang
11 Ballestra, Luca Vincenzo
11 Cerqueti, Roy
11 Chambers, Marcus J.
11 Cvitanić, Jakša
11 Farmer, James Doyne
11 Gómez, Manuel A.
11 He, Xinjiang
11 Hens, Thorsten
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1,962 Journal of Economic Dynamics & Control
376 Journal of Econometrics
361 European Journal of Operational Research
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158 International Journal of Theoretical and Applied Finance
147 Economic Theory
130 Annals of Operations Research
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126 Journal of Economics
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116 Journal of Optimization Theory and Applications
112 Computational Economics
93 Mathematical Finance
87 Journal of Computational and Applied Mathematics
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79 Computational Statistics and Data Analysis
77 Open Economies Review
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68 Games and Economic Behavior
65 Automatica
64 Dynamic Games and Applications
60 Finance and Stochastics
60 Mathematics and Financial Economics
59 Econometric Theory
58 Physica A
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54 Applied Mathematical Finance
54 Decisions in Economics and Finance
52 Computational Management Science
47 Computers & Mathematics with Applications
46 Operations Research Letters
46 International Game Theory Review
45 Mathematics and Computers in Simulation
45 Econometric Reviews
45 SIAM Journal on Financial Mathematics
44 Journal of Time Series Analysis
44 Mathematical Problems in Engineering
39 The Annals of Applied Probability
39 Mathematical Methods of Operations Research
39 Asia-Pacific Financial Markets
33 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
33 Complexity
33 Journal of Industrial and Management Optimization
32 International Economic Review
32 Stochastic Processes and their Applications
32 CEJOR. Central European Journal of Operations Research
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29 Computers & Operations Research
28 Chaos
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25 SIAM Journal on Control and Optimization
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21 ASTIN Bulletin
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17 Statistical Papers
17 Abstract and Applied Analysis
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16 Computational Optimization and Applications
15 Automation and Remote Control
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14 Journal of Applied Probability
14 Mathematics of Operations Research
14 International Journal of Computer Mathematics
14 Methodology and Computing in Applied Probability
14 Nonlinear Analysis. Real World Applications
14 OR Spectrum
14 Networks and Spatial Economics
14 Stochastics
14 Journal of Forecasting
14 Optimization Letters
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13 Communications in Statistics. Simulation and Computation
13 Mathematical Programming. Series A. Series B
13 Journal of Theoretical Biology
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Cited in 50 Fields

7,651 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,610 Statistics (62-XX)
1,039 Operations research, mathematical programming (90-XX)
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748 Systems theory; control (93-XX)
586 Numerical analysis (65-XX)
489 Calculus of variations and optimal control; optimization (49-XX)
275 Dynamical systems and ergodic theory (37-XX)
168 Partial differential equations (35-XX)
154 Biology and other natural sciences (92-XX)
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