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JEL Code: C68

91,977 Total downloads

Viewing: 1 - 50 of 844 papers

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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)

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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