“...Despite having had the same currency for many years, EMU countries still have quite different inflation dynamics. In this paper we explore one possible reason:...”

“...This paper presents results from an experimental computer simulated stock market. In this market artificial intelligence algorithms take on the role of...”

“...In the standard real options approach to investment under uncertainty, agents formulate optimal policies under the assumptions of risk neutrality or perfect...”

“...This paper concerns estimating parameters in a high-dimensional dynamic factor model by the method of maximum likelihood. To accommodate missing data in the...”

“...We study the problem of allocation over time of total cost incurred by countries in a cooperative game of pollution reduction. We compute the characteristic...”

“...We simulate a currency union dynamic general equilibrium model to assess the macroeconomic implications of permanently reducing the public debt-to-gross...”

“...This paper presents a general approximation method for characterizing time-varying equilibrium portfolios in a two-country dynamic general equilibrium model...”

“...To analyze the welfare gain from allowing for differentiated patent protection across sectors, this study develops a two-sector quality-ladder growth model in...”

“...This paper examines the effect of uncertainty on investment timing in a canonical real options model. We show that the critical value of a project that...”

“...We derive microscopic foundations for a well-known probabilistic herding model in the agent-based finance literature. While the model is quite robust with...”