Browse by JEL codes

Article

Achdou, Yves, Han, Jiequn, Lasry, Jean Michel, Lions, Pierre Louis and Moll, Ben ORCID: 0009-0003-6067-359X (2022) Income and wealth distribution in macroeconomics: a continuous-time approach. Review of Economic Studies, 89 (1). 45 - 86. ISSN 0034-6527

Anderlini, Luca and Felli, Leonardo (1998) Describability and agency problems. European Economic Review, 42 (1). pp. 35-59. ISSN 0014-2921

Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2013) Second-order approximation of dynamic models with time-varying risk. Journal of Economic Dynamics and Control, 37 (7). pp. 1231-1247. ISSN 0165-1889

Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2024) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. Journal of Economic Dynamics and Control, 165. ISSN 0165-1889

Cetin, Umut ORCID: 0000-0001-8905-853X and Hok, Julien (2024) Speeding up the Euler scheme for killed diffusions. Finance and Stochastics, 28 (3). 663 - 707. ISSN 0949-2984

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao (2017) Efficient simulation of clustering jumps with CIR intensity. Operations Research, 65 (6). pp. 1494-1515. ISSN 0030-364X

Den Haan, Wouter J. ORCID: 0000-0001-6214-8156 and De Wind, Joris (2012) Nonlinear and stable perturbation-based approximations. Journal of Economic Dynamics and Control, 36 (10). pp. 1477-1497. ISSN 0165-1889

Duan, Hongbo, Mo, Jianlei, Fan, Ying and Wang, Shouyang (2018) Achieving China's energy and climate policy targets in 2030 under multiple uncertainties. Energy Economics, 70. pp. 45-60. ISSN 0140-9883

Ferreira, Francisco H. G. ORCID: 0000-0001-8926-0500 and Leite, Phillippe George (2003) Meeting the millennium development goals in Brazil: can microeconomic simulations help? Economía, 3 (2). 235 - 271. ISSN 1529-7470

Freije, Samuel, Bando, Rosangela and Arce, Fernanda (2006) Conditional transfers, labor supply, and poverty: microsimulating oportunidades. Economía, 7 (1). 73 - 108. ISSN 1529-7470

Morton, Alec, Thomas, Ranjeeta ORCID: 0000-0002-0947-4574 and Smith, Peter C. (2016) Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49. 97 - 108. ISSN 0167-6296

Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9 (4). pp. 519-537. ISSN 0949-2984

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

Qu, Yan, Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao (2023) Shot-noise cojumps: exact simulation and option pricing. Journal of the Operational Research Society, 74 (3). 647 - 665. ISSN 1476-9360

de Grauwe, Paul and Gerba, Eddie (2018) The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. Journal of Economic Dynamics and Control, 91. pp. 206-236. ISSN 0165-1889

van Basshuysen, Philippe, White, Lucie, Khosrowi, Donal and Frisch, Mathias (2021) Three ways in which pandemic models may perform a pandemic. Erasmus Journal for Philosophy and Economics, 14 (1). 110 - 127. ISSN 1876-9098

Book Section

Algan, Yann, Allais, Olivier, Den Haan, Wouter J. ORCID: 0000-0001-6214-8156 and Rendahl, Pontus (2013) Solving and simulating models with heterogeneous agents and aggregate uncertainty. In: Schmedders, Karl and Judd, Kenneth L., (eds.) Handbook of Computational Economics Vol. 3. Elsevier (Firm), Oxford, UK, pp. 277-324. ISBN 9780444529800

Monograph

Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2011) Second-order approximation of dynamic models with time-varying risk. Financial Markets Group Discussion Papers (677). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2010) Second-order approximation of dynamic models with time-varying risk. CEP Discussion Papers (CEPDP1033). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos and Valenzuela, Marcela (2021) Dark trading and alternative execution priority rules. Systemic Risk Centre Discussion Papers (111). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2023) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. Grantham Research Institute on Climate Change and the Environment Working Papers (395). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2023) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. CCCEP Working Paper (419). Centre for Climate Change Economics and Policy, London, UK.

Castillo, Paul, Montoro, Carlos and Tuesta, Vicente (2007) Inflation premium and oil price volatility. CEPDP (782). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 075301999X

Clark, Andrew E., D'Ambrosio, Conchita, Gentile, Niccoló and Tkatchenko, Alexandre (2022) What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. CEP Discussion Papers (1853). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Den Haan, Wouter J. ORCID: 0000-0001-6214-8156, Kobielarz, Michal L. and Rendahl, Pontus (2015) Exact present solution with consistent future approximation: a gridless algorithm to solve stochastic dynamic models. CFM discussion paper series (CFM-DP2015-36). Centre For Macroeconomics, London, UK.

Grüll, Georg and Taschini, Luca ORCID: 0000-0001-5355-1736 (2010) A comparison of reduced-form permit price models and their empirical performances. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (33). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Oparina, Ekaterina ORCID: 0000-0002-1544-8751, Kaiser, Caspar, Gentile, Niccoló, Tkatchenko, Alexandre, Clark, Andrew E., De Neve, Jan-Emmanuel and D'Ambrosio, Conchita (2022) Human wellbeing and machine learning. CEP Discussion Papers (1863). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2012) Price discovery. .

Sullivan, Ryan, Timmermann, Allan and White, Halbert (1998) Data snooping, technical trading, rule performance, and the bootstrap. Financial Markets Group Discussion Papers (303). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Sullivan, Ryan, Timmermann, Allan and White, Halbert (1998) The dangers of data-driven inference: the case of calender effects in stock returns. Financial Markets Group Discussion Papers (304). Financial Markets Group, The London School of Economics and Political Science, London, UK.

de Grauwe, Paul and Gerba, Eddie (2015) Stock market cycles and supply side dynamics. FinMaP working paper (45). FinMaP, Kiel, Germany.

Conference or Workshop Item

Nulty, Paul and Costello, Fintan J. (2010) UCD-PN: selecting general paraphrases using conditional probability. In: Proceeding SemEval '10 Proceedings of the 5th International Workshop on Semantic Evaluation, 2010-07-15 - 2010-07-16, Uppsala, Sweden, SWE.

Nulty, Paul and Costello, Fintan J. (2009) Using lexical patterns in the Google Web 1T corpus to deduce semantic relations between nouns. In: DEW '09 Proceedings of the Workshop on Semantic Evaluations: Recent Achievements and Future Directions, 2009-06-01, Boulder CO, United States, USA.