1.
A Jump Diffusion Model for Option Pricing
Number of pages: 36
Posted: 16 Sep 2000
Working Paper Series
Boston University
Downloads
2,978
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
2,359
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
2,054
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
1,839
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
1,485
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
1,085
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
1,080
8.
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
1,051
9.
Deep Equilibrium Nets
Number of pages: 80
Posted: 10 Jun 2019
Last Revised: 20 Jul 2021
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
1,050
10.
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
961
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
961
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
908
12.
Global DSGE Models
Number of pages: 63
Posted: 15 Apr 2020
Last Revised: 03 Jun 2021
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads
826
13.
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
801
Downloads
801
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
788
15.
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
771
16.
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
754
17.
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
730
Agency-Based Asset Pricing
NBER Working Paper No. w12084
Number of pages: 49
Posted: 11 May 2006
Last Revised: 10 Jul 2021
Downloads
47
Downloads
730
18.
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
700
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
648
20.
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
643
21.
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
612
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
612
22.
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
611
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
600
24.
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)affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
593
25.
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
576
26.
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
570
27.
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
555
28.
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
523
29.
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
514
30.
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
507
31.
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
506
32.
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
501
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
498
34.
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
497
35.
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
494
36.
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
479
37.
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
476
China, Gmos and World Trade in Agricultural and Textile Products
Number of pages: 28
Posted: 19 Feb 2002
Downloads
21
Downloads
476
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
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
474
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
15
Downloads
474
39.
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
473
40.
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
456
41.
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
450
42.
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
444
43.
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
441
44.
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
422
45.
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
416
46.
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
47.
Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
Number of pages: 45
Posted: 14 Jan 2021
Working Paper Series
Fidelity Investments, Inc.
Downloads
406
48.
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
405
49.
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
403
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
395
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