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Journal of economic dynamics & control
International journal of production research
543
European journal of operational research : EJOR
302
International journal of production economics
209
EUROMOD working paper series
101
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90
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ECONIS (ZBW)
64
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1
Black-box Bayesian inference for agent-based models
Dyer, Joel
;
Cannon, Patrick
;
Farmer, J. Doyne
;
Schmon, …
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-36
Persistent link: https://www.econbiz.de/10015050047
Saved in:
2
Gamma positioning and market quality
Buis, Boyd
;
Pieterse-Bloem, Mary
;
Verschoor, Willem F. C.
; …
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051098
Saved in:
3
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
4
Stability between cryptocurrency prices and the term structure
Castle, Jennifer
;
Kurita, Takamitsu
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015051128
Saved in:
5
(A)symmetric equilibria and adaptive learning dynamics in small-committee voting
Chernomaz, Kirill
;
Goertz, Johanna
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014249724
Saved in:
6
Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri
;
Sacht, Stephen
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
Saved in:
7
Quantum monte carlo for economics : stress testing and macroeconomic deep learning
Skavysh, Vladimir
;
Priazhkina, Sofia
;
Guala, Diego
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014479201
Saved in:
8
A high-resolution, data-driven agent-based model of the housing market
Mérő, Bence
;
Borsos, András
;
Hosszú, Zsuzsanna
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-59
Persistent link: https://www.econbiz.de/10014479692
Saved in:
9
A gradient-based reinforcement learning model of market equilibration
He, Zhongzhi
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014427608
Saved in:
10
Search for profits and business fluctuations : how does banks' behaviour explain cycles?
Ciola, Emanuele
;
Gaffeo, Edoardo
;
Gallegati, Mauro
- In:
Journal of economic dynamics & control
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013387790
Saved in:
11
Smooth transition simultaneous equation models
Kadilli, Anjeza
;
Krishnakumar, Jayalakshmi
- In:
Journal of economic dynamics & control
145
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013543246
Saved in:
12
Forecasting in a complex environment : machine learning sales expectations in a stock flow consistent agent-based simulation model
Catullo, Ermanno
;
Gallegati, Mauro
;
Russo, Alberto
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013464770
Saved in:
13
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014535140
Saved in:
14
Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
Barde, Sylvain
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012501413
Saved in:
15
Do "complex" financial models really lead to complex dynamics? : agent-based models and multifractality
Kukacka, Jiri
;
Krištoufek, Ladislav
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012502448
Saved in:
16
A comparison of economic agent-based model calibration methods
Platt, Donovan
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012502501
Saved in:
17
When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning
Lepetyuk, Vadym
;
Maliar, Lilia
;
Maliar, Serguei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012503249
Saved in:
18
Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.
;
Vroegop, Joris
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
Saved in:
19
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
20
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
21
Impact of value-at-risk models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
Saved in:
22
Cournot vs. Walras : a reappraisal through simulations
Alós-Ferrer, Carlos
;
Buckenmaier, Johannes
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 257-272
Persistent link: https://www.econbiz.de/10011915570
Saved in:
23
Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri
;
Barunik, Jozef
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 21-45
Persistent link: https://www.econbiz.de/10011919154
Saved in:
24
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
25
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 178-193
Persistent link: https://www.econbiz.de/10011708681
Saved in:
26
Estimation of ergodic agent-based models by simulated minimum distance
Grazzini, Jakob
;
Richiardi, Matteo
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011474377
Saved in:
27
Animal spirits as an engine of boom-busts and throttle of productivity growth
Gunn, Christopher M.
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 24-53
Persistent link: https://www.econbiz.de/10011574572
Saved in:
28
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
Saved in:
29
No-Arbitrage ROM simulation
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 66-79
Persistent link: https://www.econbiz.de/10010474462
Saved in:
30
Equilibrium Heterogeneous-Agent models as measurement tools : some Monte Carlo evidence
Cozzi, Marco
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 208-226
Persistent link: https://www.econbiz.de/10010388749
Saved in:
31
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
32
Estimating nonlinear DSGE models by the simulated method of moments : with an application to business cycles
Ruge-Murcia, Francisco
- In:
Journal of economic dynamics & control
36
(
2012
)
6
,
pp. 914-938
Persistent link: https://www.econbiz.de/10009573436
Saved in:
33
Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
Saved in:
34
Learning about learning in games through experimental control of strategic interdependence
Shachat, Jason M.
;
Swarthout, J. Todd
- In:
Journal of economic dynamics & control
36
(
2012
)
3
,
pp. 383-402
Persistent link: https://www.econbiz.de/10009515965
Saved in:
35
Simulating and calibrating diversification against black swans
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1162-1175
Persistent link: https://www.econbiz.de/10009634272
Saved in:
36
Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1193-1211
Persistent link: https://www.econbiz.de/10009655726
Saved in:
37
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca
- In:
Journal of economic dynamics & control
35
(
2011
)
7
,
pp. 1106-1125
Persistent link: https://www.econbiz.de/10009241494
Saved in:
38
Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
Young, Eric R.
- In:
Journal of economic dynamics & control
34
(
2010
)
1
,
pp. 36-41
Persistent link: https://www.econbiz.de/10003922087
Saved in:
39
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
Algan, Yann
;
Allais, Olivier
;
Den Haan, Wouter J.
- In:
Journal of economic dynamics & control
34
(
2010
)
1
,
pp. 59-68
Persistent link: https://www.econbiz.de/10003922106
Saved in:
40
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
Den Haan, Wouter J.
- In:
Journal of economic dynamics & control
34
(
2010
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10003922111
Saved in:
41
Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
Saved in:
42
Learning games
Hanaki, Nobuyuki
;
Ishikawa, Ryuichiro
;
Akiyama, Eizo
- In:
Journal of economic dynamics & control
33
(
2009
)
10
,
pp. 1739-1756
Persistent link: https://www.econbiz.de/10003882545
Saved in:
43
Solving heterogeneous-agent models with parameterized cross-sectional distributions
Algan, Yann
;
Allais, Olivier
;
Den Haan, Wouter J.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 875-908
Persistent link: https://www.econbiz.de/10003687458
Saved in:
44
Trade adjustment and the composition of trade
Erceg, Christopher J.
;
Guerrieri, Luca
;
Gust, Christopher J.
- In:
Journal of economic dynamics & control
32
(
2008
)
8
,
pp. 2622-2650
Persistent link: https://www.econbiz.de/10003746475
Saved in:
45
How does learning affect market liquidity? : a simulation analysis of a double-auction financial market with portfolio traders
Consiglio, Andrea
;
Russino, Annalisa
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1910-1937
Persistent link: https://www.econbiz.de/10003487858
Saved in:
46
Markups in double auction markets
Zhan, Wenjie
;
Friedman, Daniel
- In:
Journal of economic dynamics & control
31
(
2007
)
9
,
pp. 2984-3005
Persistent link: https://www.econbiz.de/10003516365
Saved in:
47
Hedging using simulation : a least squares approach
Tebaldi, Claudio
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
Saved in:
48
A multi-agent model for describing transhumance in North Cameroon : comparison of different rationality to develop a routine
Rouchier, Juliette
(
contributor
)
- In:
Journal of economic dynamics & control
25
(
2001
)
3/4
,
pp. 527-559
Persistent link: https://www.econbiz.de/10001533624
Saved in:
49
Agent-based computational finance : suggested readings and early research
LeBaron, Blake Dean
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10001465665
Saved in:
50
Efficient representation of state spaces for some dynamic models
Gowrisankaran, Gautam
- In:
Journal of economic dynamics & control
23
(
1999
)
8
,
pp. 1077-1098
Persistent link: https://www.econbiz.de/10001411171
Saved in:
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