Computational Economics

Solving Linear Rational Expectations Models

Christopher A. Sims · 2002 · 1.1K citations

Social Sciences, Economics, Mathematics +13

Computing solutions for large general equilibrium models using GEMPACK

W. Jill Harrison, Ken Pearson · 1996 · 642 citations

Social Sciences, Mathematics, Optimization +8

Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax

Thomas F. Rutherford · 1999 · 581 citations

Social Sciences, Economics, Microeconomics +4

An Application of Extreme Value Theory for Measuring Financial Risk

Manfred Gilli, Evis Këllezi · 2006 · 425 citations

Business, Finance, Risk Management +14

Explainable Machine Learning in Credit Risk Management

Niklas Bussmann, Paolo Giudici, Dimitri Marinelli et al. · 2020 · 419 citations · Full text

Business, Finance, Risk Management +17