1.
A Jump Diffusion Model for Option Pricing
Number of pages: 36
Posted: 16 Sep 2000
Working Paper Series
Boston University
Downloads
2,915
2.
Mathematical Recommendations to Fight Against COVID-19
Number of pages: 13
Posted: 09 Mar 2020
Working Paper Series
École Normale Supérieure (ENS), University of Paris-Saclay - Ecole Polytechnique, University of Paris-Saclay - Ecole Polytechnique and Ecole Polytechnique
Downloads
2,278
3.
Gmos, Trade Policy, and Welfare in Rich and Poor Countries
CIES Working Paper No. 21
Number of pages: 43
Posted: 14 Jul 2000
Working Paper Series
Danish Research Institute of Food Economics (FOI) - Agricultural Policy Division and University of Adelaide - Centre for International Economic Studies (CIES)
Downloads
2,013
4.
Functional Forms for Tractable Economic Models and the Cost Structure of International Trade
Number of pages: 61
Posted: 26 Sep 2018
Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft
Downloads
1,804
5.
Option Pricing Under a Double Exponential Jump Diffusion Model
Number of pages: 21
Posted: 24 Sep 2001
Working Paper Series
Boston University and Brown University
Downloads
1,456
6.
Unilateral Carbon Taxes, Border Tax Adjustments, and Carbon Leakage
University of Chicago Institute for Law & Economics Olin Research Paper No. 600
Number of pages: 43
Posted: 02 Jun 2012
Working Paper Series
University of Chicago, University of Chicago, University of Chicago - Department of Economics, University of Chicago, Argonne National Laboratory and University of Chicago - Law School
Downloads
1,053
7.
The Impact of Ageing on Demand, Factor Markets and Growth
Number of pages: 100
Posted: 06 Apr 2005
Working Paper Series
CEPII, Paris, Organization for Economic Co-Operation and Development (OECD), Organisation for Economic Cooperation and Development, OECD, Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Republic of Korea - Ministry of Finance and Economy
Downloads
1,040
8.
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester
There are 2 versions of this paper
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Downloads
943
An Equilibrium Model of Investment under Uncertainty
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1461-1502, 2007
Posted: 25 Jun 2008
Downloads
943
9.
Assessing Climate Change Impacts: Agriculture
FEEM Working Paper No. 94.05, CMCC Research Paper No. 2
Number of pages: 39
Posted: 09 Aug 2005
Last Revised: 20 May 2014
Working Paper Series
University of Milan - Department of Economics, Business and Statistics and UNESCO/ IAEA , The Abdus Salam International Center of Theoretical Physics
Downloads
941
10.
Term Structure and Roll Yield: Not Your Father’s Backwardation
Number of pages: 39
Posted: 17 May 2010
Last Revised: 15 Jun 2010
Working Paper Series
IQ3 Solutions Group and Pepperdine University - Graziadio School of Business
Downloads
854
11.
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Working Paper Series
Development Bank of Latin America - CAF and The World Bank
There are 2 versions of this paper
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Downloads
798
Downloads
798
12.
Climate Change and Economic Growth: Impacts and Interactions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07_10
Number of pages: 18
Posted: 26 Apr 2010
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and World Bank
Downloads
740
13.
Machine Learning for High-Dimensional Dynamic Stochastic Economies
Number of pages: 38
Posted: 06 Mar 2017
Last Revised: 10 Aug 2017
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads
735
14.
Agency-Based Asset Pricing
Number of pages: 49
Posted: 21 Feb 2006
Last Revised: 07 Nov 2011
Working Paper Series
Yale School of Management, Tsinghua University, SEM and Georgia State University
There are 2 versions of this paper
Agency-Based Asset Pricing
Number of pages: 49
Posted: 21 Feb 2006
Last Revised: 07 Nov 2011
Downloads
727
Agency-Based Asset Pricing
NBER Working Paper No. w12084
Number of pages: 49
Posted: 11 May 2006
Last Revised: 10 Jul 2010
Downloads
45
Downloads
727
15.
Carbon Tax and Revenue Recycling: Impacts on Households in British Columbia
Resource and Energy Economics, Vol. 41, 2015
Number of pages: 49
Posted: 08 Sep 2014
Last Revised: 07 Aug 2015
Working Paper Series
University of Waterloo, University of Ottawa - Graduate School of Public and International Affairs, Wilfrid Laurier University - School of Business & Economics and Statistics Norway
Downloads
708
16.
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Number of pages: 117
Posted: 13 Jun 2012
Last Revised: 16 Jun 2012
Working Paper Series
Ecole Nationale des Ponts et Chaussées (ENPC)
Downloads
679
17.
Deep Equilibrium Nets
Number of pages: 65
Posted: 10 Jun 2019
Last Revised: 11 Nov 2020
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
618
18.
Agricultural Trade Reform and the Doha Development Agenda
Number of pages: 40
Posted: 08 Jul 2005
Working Paper Series
University of Adelaide - Centre for International Economic Studies (CIES) and International Food Policy Research Institute (IFPRI)
There are 2 versions of this paper
Agricultural Trade Reform and the Doha Development Agenda
Number of pages: 40
Posted: 08 Jul 2005
Downloads
602
Agricultural Trade Reform and the Doha Development Agenda
The World Economy, Vol. 28, No. 9, pp. 1301-1327, September 2005
Number of pages: 27
Posted: 31 Oct 2005
Downloads
13
Downloads
602
19.
Recursive Equilibrium in Krusell and Smith (1998)
Journal of Economic Theory, Forthcoming
Number of pages: 106
Posted: 03 Nov 2016
Last Revised: 11 Dec 2019
Accepted Paper Series
Georgetown University - Department of Economics
Downloads
596
20.
Fifth-Order Perturbation Solution to DSGE Models
Number of pages: 31
Posted: 09 Dec 2013
Last Revised: 02 Mar 2017
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah
Downloads
578
21.
Long-Term Portfolio Management with a Structural Macroeconomic Model
Swiss Finance Institute Research Paper No. 13-45
Number of pages: 54
Posted: 15 Sep 2013
Working Paper Series
Joint Research Center of the European Commission, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
572
22.
Marginal Abatement Cost Curves in General Equilibrium: The Influence of World Energy Prices
Number of pages: 42
Posted: 13 Nov 2004
Working Paper Series
Kiel Institute of World Economics and Kiel Institute for the World Economy
Downloads
567
23.
'Quantum Equilibrium-Disequilibrium': Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons
Number of pages: 51
Posted: 15 Aug 2018
Last Revised: 29 May 2019
Working Paper Series
Fidelity Investments, Inc. and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads
557
24.
Bank Capital Channels in the Monetary Transmission Mechanism
Bank of England Working Paper No. 313
Number of pages: 52
Posted: 27 Feb 2007
Working Paper Series
EBRD - Economics, Policy and Governance
Downloads
527
25.
Global DSGE Models
Number of pages: 55
Posted: 15 Apr 2020
Last Revised: 11 May 2020
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads
521
26.
Labor Market Distortions, Rural-Urban Inequality, and the Opening of China's Economy
Number of pages: 41
Posted: 20 Apr 2016
Working Paper Series
Purdue University - Center for Global Trade Analysis and China Investment Corporation
Downloads
505
27.
The Opportunity Cost of the U.S. Withdrawal from the TPP: A CGE Approach
Journal of International Trade & Commerce, Vol. 14, No. 1, pp. 23-43, February 2018
Number of pages: 21
Posted: 24 May 2018
Accepted Paper Series
Pukyong National University
Downloads
499
28.
Equilibrium Value and Size Premia
AFA 2006 Boston Meetings Paper
Number of pages: 85
Posted: 24 Mar 2005
Last Revised: 27 Feb 2020
Working Paper Series
Pacific Investment Management Company - PIMCO
Downloads
496
29.
Technological Change in Economic Models of Environmental Policy: A Survey
Number of pages: 48
Posted: 09 Feb 2004
Working Paper Series
University of Muenster - Chair of Microeconomics, esp. Energy and Resource Economics
Downloads
496
30.
Impact of Organic Food Agritourism on a Small Rural Economy: A Social Accounting Matrix Approach
Number of pages: 23
Posted: 02 Jan 2007
Working Paper Series
KDI School of Public Policy and Management and University of Central Florida - Rosen College
Downloads
492
31.
Information and Inventories in High-Frequency Trading
Swiss Finance Institute Research Paper No. 15-35
Number of pages: 15
Posted: 02 Sep 2015
Last Revised: 04 Sep 2017
Working Paper Series
Imperial College London - Department of Mathematics and Princeton University
Downloads
492
32.
Measuring the Impact of Tourism Upon Urban Economies: A Review of Literature
FEEM Working Paper No. 52.2008
Number of pages: 34
Posted: 29 Sep 2008
Working Paper Series
Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM)
Downloads
478
33.
China, Gmos, and World Trade in Agricultural and Textile Products
CIES Discussion Paper No. 0126
Number of pages: 24
Posted: 26 Oct 2001
Working Paper Series
University of Adelaide - Centre for International Economic Studies (CIES) and University of International Business and Economics
There are 2 versions of this paper
China, Gmos, and World Trade in Agricultural and Textile Products
CIES Discussion Paper No. 0126
Number of pages: 24
Posted: 26 Oct 2001
Downloads
474
China, Gmos and World Trade in Agricultural and Textile Products
Number of pages: 28
Posted: 19 Feb 2002
Downloads
21
Downloads
474
34.
Trade Liberalization and Endogenous Growth in a Small Open Economy: A Quantitative Assessment
Number of pages: 57
Posted: 10 Feb 1999
Working Paper Series
Centre for Energy Policy and Economics and International Trade Analysis
Downloads
473
35.
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis
MPIA Working Paper No. 2007-28
Number of pages: 29
Posted: 25 Jan 2008
Working Paper Series
Bogor Agricultural University - Department of Economics, affiliation not provided to SSRN, Bogor Agricultural University - Department of Economics and Bogor Agricultural University - Department of Economics
There are 2 versions of this paper
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis
MPIA Working Paper No. 2007-28
Number of pages: 29
Posted: 25 Jan 2008
Downloads
469
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences (A Recursive Dynamic Computable General Equilibrium Analysis)
PEP working paper serie 2007-28
Number of pages: 36
Posted: 15 May 2018
Last Revised: 12 Jul 2018
Downloads
7
Downloads
469
36.
Bank Finance Versus Bond Finance: What Explains the Differences between Us and Europe?
ECB Working Paper No. 547
Number of pages: 54
Posted: 11 Nov 2005
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads
439
37.
Foreign Direct Investment in a Computable General Equilibrium Framework
Number of pages: 43
Posted: 09 Feb 2010
Working Paper Series
Brandeis University - Brandeis International Business School
Downloads
432
38.
Impacts on the U.S. Macroeconomy of Mandatory Business Closures in Response to the COVID-19 Pandemic
Number of pages: 10
Posted: 07 Apr 2020
Last Revised: 27 Apr 2020
Working Paper Series
ImpactECON, LLC, University of Southern California - Sol Price School of Public Policy and University of Southern California - Sol Price School of Public Policy
Downloads
429
39.
Tax Britannica: Nineteenth Century Tariffs and British National Income
Number of pages: 23
Posted: 05 Sep 2001
Working Paper Series
University of Tennessee, Chattanooga - Department of Finance and George Mason University - Department of Economics
Downloads
426
40.
How U.S. Agriculture Will Fare Under the USMCA and Retaliatory Tariffs
GTAP Working Paper No. 84
Number of pages: 22
Posted: 28 Jan 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads
424
41.
A Financial Social Accounting Matrix for the Integrated Macroeconomic Model for Poverty Analysis: Application to Cameroon with a Fixed-Price Multiplier Analysis
World Bank Policy Research Working Paper No. 3219
Number of pages: 51
Posted: 25 Apr 2009
Working Paper Series
University of Yaounde II and World Bank
Downloads
417
42.
An Equity Market Model and its Implications
Number of pages: 34
Posted: 13 May 2006
Working Paper Series
New York University (NYU) - Berkley Center for Entrepreneurial Studies
Downloads
413
43.
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments
Quantitative Economics, July 2017, Volume 8, Issue 2, pp. 651-683
Number of pages: 50
Posted: 28 Mar 2015
Last Revised: 31 Aug 2017
Accepted Paper Series
University of Virginia and University of California, San Diego (UCSD) - Department of Economics
Downloads
409
44.
The Economic Effects of Employment-Conditional Income Support Schemes for the Low-Paid: An Illustration from a CGE Model Applied to Four OECD Countries
OECD Economics Department Working Paper No. 224
Number of pages: 42
Posted: 12 Jan 2000
Working Paper Series
Organization for Economic Co-Operation and Development (OECD), Confederation of Danish Industries and OECD, Directorate for Employment, Labour and Social Affairs
Downloads
397
45.
Balancing a Social Accounting Matrix: Theory and Application (Revised Edition)
Number of pages: 26
Posted: 23 May 2014
Working Paper Series
INRS-UCS Université du Québec, International Food Policy Research Institute (IFPRI) and Partnership for Economic Policy (PEP)
Downloads
392
46.
Economy-Energy-Climate Interaction: The Model Wiagem
Number of pages: 32
Posted: 14 Oct 2001
Working Paper Series
DIW Deutsches Institut für Wirtschaftsforschung
Downloads
384
47.
Economy-Wide Estimates of the Implications of Climate Change: A Joint Analysis for Sea Level Rise and Tourism
FEEM Working Paper No. 135.2006, CMCC Research Paper No. 5
Number of pages: 32
Posted: 14 Nov 2006
Last Revised: 23 Mar 2014
Working Paper Series
RFF-CMCC European Institute on Economics and the Environment, University of Milan - Department of Economics, Business and Statistics, Ca Foscari University of Venice - Dipartimento di Economia and VU University Amsterdam - Institute for Environmental Studies (IVM)
Downloads
384
48.
Geometric Arbitrage Theory and Market Dynamics
Number of pages: 72
Posted: 27 Mar 2008
Last Revised: 19 Jul 2015
Working Paper Series
Core Dynamics GmbH
Downloads
382
49.
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Number of pages: 45
Posted: 15 Dec 2010
Last Revised: 10 May 2017
Working Paper Series
University of California, Santa Cruz and London Business School
There are 2 versions of this paper
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Number of pages: 45
Posted: 15 Dec 2010
Last Revised: 10 May 2017
Downloads
377
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Number of pages: 45
Posted: 26 Sep 2009
Last Revised: 10 May 2017
Downloads
59
Downloads
377
50.
Public Spending, Pro-Poor Growth and Poverty Reduction in Tunisia: A Multilevel Analysis
Number of pages: 47
Posted: 22 Nov 2005
Working Paper Series
University of Tunis - Faculty of Economic Sciences and Management (ESSEC) and ESSEC Business School - Economics Department
Downloads
376
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