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Computing in Economics and Finance

Source type: journal
Fully OA: No
DOAJ: No
OpenAlex ID: S2765009126
Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area ∗, †
2004 · Günter Coenen, Roland Straub · Computing in Economics and Finance · 47
A Search for a Structural Phillips Curve
2004 · Argia M. Sbordone, Timothy Cogley · Computing in Economics and Finance · 46
A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
2003 · Nick Webber, Claúdia Ribeiro · Computing in Economics and Finance · 34
Parameter Uncertainty and the Central Bank's Objective Function
2003 · John C. Williams, Andrew T. Levin · Computing in Economics and Finance · 24
Pricing American Options under Stochastic Volatility
2005 · Andrew Ziogas, Carl Chiarella · Computing in Economics and Finance · 22
'Risky Habits' and the Marginal Propensity to Consume Out Of Permanent Income
2002 · Christopher D. Carroll · Computing in Economics and Finance · 18
G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models
2001 · S bastien Laurent and Jean-Philippe Peters · Computing in Economics and Finance · 17
Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions
2005 · Andrew Cohen, Ron Borzekowski · Computing in Economics and Finance · 14
Calibration and Computation of Household Portfolio Models
2001 · Michael Michaelides · Computing in Economics and Finance · 14
Commercial Mortgage Backed Securities: How Much Subordination is Enough?
2005 · Nancy Wallace, Chris Downing · Computing in Economics and Finance · 12
Structural Time-Series Models with Common Trends and Common Cycles
2003 · Christoph Schleicher · Computing in Economics and Finance · 12
Why Does Private Consumption Rise After a Government Spending Shock
2004 · Nooman Rebei, Hafedh Bouakez · Computing in Economics and Finance · 10
Toward an Integration of Social Learning and Individual Learning in Agent-Based Computational Stock Markets: The Approach Based on Population Genetic Programming
2001 · Shu‐Heng Chen, Chia-Hsuan Yeh · Computing in Economics and Finance · 10
A Quantitive Assessment of the Qualitative Aspects of Chairman Greenspan's Communications
2006 · Michelle Bligh, Gregory D. Hess · Computing in Economics and Finance · 9
Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market
2003 · Ya-Chi Huang, Shu‐Heng Chen · Computing in Economics and Finance · 9
Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
2005 · Christoph Schleicher, Matthew Hurd, et al. · Computing in Economics and Finance · 8
Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization
2002 · Nalân Gülpınar, Berç Rüstem · Computing in Economics and Finance · 8
Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
2004 · Jules Sadefo Kamdem · Computing in Economics and Finance · 7
Habit Formation and Interest Rate Smoothing
2004 · Sean Holly, Luisa Corrado · Computing in Economics and Finance · 7
A Multistart Scatter Search Heuristic for Smooth NLP and MINLP Problems
2002 · Leon S. Lasdon, Zsolt Ugray, et al. · Computing in Economics and Finance · 7
Robust Control: A Note on the Response of the Control to Changes in the
2004 · Arnulfo Rodríguez, Fidel González · Computing in Economics and Finance · 6
Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle
2003 · Mario Forno, Marco Lippi, et al. · Computing in Economics and Finance · 6
The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming
2001 · Chia-Hsuan Yeh, Shu‐Heng Chen · Computing in Economics and Finance · 6
Common Trends and Common Cycles in Canadian Sectoral Output
2021 · Barillas, Francisco, Schleicher, Christoph · Computing in Economics and Finance · 5
On the stability of the wealth effect
2006 · Pedro Bação, Fernando Alexandre, et al. · Computing in Economics and Finance · 5
Works count: 195
Citation count: 463
H-index: 11
I10-index: 13
2yr mean citedness:
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