1.
A Jump Diffusion Model for Option Pricing
AFA 2001 New Orleans Meetings
Number of pages: 36
Posted: 16 Sep 2000
Working Paper Series
Boston University
Downloads
2,872
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
2,045
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
1,972
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
1,772
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
1,427
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
1,029
7.
The Impact of Ageing on Demand, Factor Markets and Growth
OECD Economics Department Working Paper No. 420
Number of pages: 100
Posted: 06 Apr 2005
Working Paper Series
OECD, 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
1,010
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
935
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
935
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
875
10.
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Working Paper Series
University of Brasilia - Department of Economics 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
797
Assessing the Impacts of Trade on Poverty and Inequality
Applied Economics Letters, Forthcoming
Posted: 16 Nov 2003
Downloads
797
11.
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
797
12.
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
44
Downloads
727
13.
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
702
14.
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
695
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
678
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
657
17.
Agricultural Trade Reform and the Doha Development Agenda
World Bank Policy Research Working Paper No. 3607
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
World Bank Policy Research Working Paper No. 3607
Number of pages: 40
Posted: 08 Jul 2005
Downloads
596
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
596
18.
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
565
19.
Marginal Abatement Cost Curves in General Equilibrium: The Influence of World Energy Prices
FEEM Working Paper No.136.04
Number of pages: 42
Posted: 13 Nov 2004
Working Paper Series
Kiel Institute of World Economics and Kiel Institute for the World Economy
Downloads
562
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
541
21.
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
536
22.
'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
New York University (NYU) - NYU Tandon School of Engineering and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads
509
23.
Labor Market Distortions, Rural-Urban Inequality, and the Opening of China's Economy
World Bank Policy Research Working Paper No. 3455
Number of pages: 41
Posted: 20 Apr 2016
Working Paper Series
Purdue University - Center for Global Trade Analysis and China Investment Corporation
Downloads
502
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
496
25.
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
494
26.
Technological Change in Economic Models of Environmental Policy: A Survey
FEEM Working Paper No. 4.2002; ZEW Discussion Paper No. 01-62
Number of pages: 48
Posted: 09 Feb 2004
Working Paper Series
University of Muenster - Chair of Microeconomics, esp. Energy and Resource Economics
Downloads
494
27.
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
481
28.
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
476
29.
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
471
China, Gmos and World Trade in Agricultural and Textile Products
CEPR Discussion Paper No. 3171
Number of pages: 28
Posted: 19 Feb 2002
Downloads
21
Downloads
471
30.
Trade Liberalization and Endogenous Growth in a Small Open Economy: A Quantitative Assessment
World Bank Policy Research Working Paper No. 1970
Number of pages: 57
Posted: 10 Feb 1999
Working Paper Series
Centre for Energy Policy and Economics and International Trade Analysis
Downloads
470
31.
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
453
32.
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
452
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
6
Downloads
452
33.
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
430
34.
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
418
35.
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
415
36.
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
412
37.
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
411
38.
Deep Equilibrium Nets
Number of pages: 51
Posted: 10 Jun 2019
Last Revised: 12 Feb 2020
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
397
39.
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
396
40.
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
391
41.
Economy-Energy-Climate Interaction: The Model Wiagem
FEEM Working Paper No. 71.2001
Number of pages: 32
Posted: 14 Oct 2001
Working Paper Series
DIW Deutsches Institut für Wirtschaftsforschung
Downloads
381
42.
Ambiguity Aversion and the Term Structure of Interest Rates
University of St. Gallen, Department of Economics, Discussion Paper No. 2007-29, Swiss Finance Institute Research Paper No. 08-19
Number of pages: 48
Posted: 09 Aug 2007
Last Revised: 05 Aug 2008
Working Paper Series
University of Lugano, IE Business School and Swiss Finance Institute
There are 2 versions of this paper
Ambiguity Aversion and the Term Structure of Interest Rates
University of St. Gallen, Department of Economics, Discussion Paper No. 2007-29, Swiss Finance Institute Research Paper No. 08-19
Number of pages: 48
Posted: 09 Aug 2007
Last Revised: 05 Aug 2008
Downloads
371
Ambiguity Aversion and the Term Structure of Interest Rates
The Review of Financial Studies, Vol. 22, Issue 10, pp. 4157-4188, 2009
Posted: 28 Sep 2009
Downloads
371
43.
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
371
44.
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
368
45.
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
365
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
365
46.
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
365
47.
Tax Reform and Public-Sector Expenditures
FRB of San Francisco, Working Paper No. 98-09
Number of pages: 44
Posted: 23 Jun 2002
Working Paper Series
Kansas State University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads
365
48.
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
354
49.
GPU Computing in Economics
Number of pages: 54
Posted: 28 Oct 2014
Working Paper Series
University of California, Santa Cruz
Downloads
352
50.
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
350
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