Search Results
JEL Code: C68

114,823 Total downloads

Viewing: 1 - 50 of 941 papers

1.

A Jump Diffusion Model for Option Pricing

Number of pages: 36 Posted: 16 Sep 2000
Working Paper Series
Boston University
Downloads 3,087
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 2,414
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 2,075
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 Research
Downloads 1,874
5.

Deep Equilibrium Nets

Number of pages: 81 Posted: 10 Jun 2019 Last Revised: 22 Jan 2022
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,534
6.

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 1,529
7.

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 1,212
8.

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 1,116
9.

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 1,108
10.

Global DSGE Models

Number of pages: 69 Posted: 15 Apr 2020 Last Revised: 01 Jun 2022
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads 1,051
11.

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 969
12.

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 961
13.

Global Macroeconomic Scenarios of the COVID-19 Pandemic

CAMA Working Paper No. 62/2020
Number of pages: 60 Posted: 30 Jun 2020 Last Revised: 29 Oct 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 869
14.

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 866
15.

Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Number of pages: 39 Posted: 14 Jan 2021 Last Revised: 27 Dec 2021
Working Paper Series
Fidelity Investments, Inc.
Downloads 818
16.

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 805
17.

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

Multiple version iconThere are 2 versions of this paper

Downloads 802
18.

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 & EconomicsBalsillie School of International Affairs and Statistics Norway
Downloads 793
19.

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 789
20.

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 730
21.

Assessing the Economic Impacts of Climate Change

FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), February 2012
Number of pages: 11 Posted: 28 Mar 2012
Working Paper Series
University of Milan - Department of Economics, Business and Statistics, Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM), CMCC - Euro Mediterranean Centre for Climate Change
Downloads 722
22.

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 720
23.

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 687
24.

'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 648
25.

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 637
26.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 623
27.

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 614
28.

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 583
29.

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 577
30.

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 577
31.

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 574
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 526
33.

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 522
34.

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 520
35.

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 514
36.

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 510
37.

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 499
38.

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 493
39.

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 484
40.

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 478
41.

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 470
42.

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 464
43.

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 460
44.

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 453
45.

Education and Poverty in Vietnam: A Computable General Equilibrium Analysis

CIRPEE Working Paper No. 08-04
Number of pages: 56 Posted: 18 Apr 2008
Working Paper Series
University of Montreal - Department of Economics, Partnership for Economic Policy (PEP) and Université Laval - Département d'Économique
Downloads 432
46.

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 426
47.

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 425
48.

What is the Best Environmental Policy? Taxes, Permits and Rules under Economic and Environmental Uncertainty

CESifo Working Paper Series No. 2980
Number of pages: 37 Posted: 01 Apr 2010
Working Paper Series
Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business - Department of Economics
Downloads 423
50.

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 414