Details about Manfred Gilli

Access statistics for papers by Manfred Gilli.

Last updated 2008-09-08. Update your information in the RePEc Author Service.

Short-id: pgi21

Working Papers

2001

1. Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
   Working Papers, Manitoba - Department of Economics View citations
   Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations
2. Threshold Accepting for Index Tracking
   Computing in Economics and Finance 2001, Society for Computational Economics View citations

2000

3. HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION
   Computing in Economics and Finance 2000, Society for Computational Economics

1999

4. Numerical Methods in Multivariate Option Pricing
   Computing in Economics and Finance 1999, Society for Computational Economics

1995

5. Sparse Direct Methods for Model Simulation
   Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève View citations

1994

6. High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation
   Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève View citations

1989

7. Relevant Coefficients for the Dynamic Properties of a Model a Qualitative Method
   Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève

1988

8. How To Strip A Model To Its Essential Elements
   Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève
   See also Journal Article in Computer Science in Economics & Management (1990)

Undated

9. An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations
   Computing in Economics and Finance 1996, Society for Computational Economics View citations
10. Practical Results on Parallel Methods for Solving Forward-Looking Models
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2000

1. Parallel Krylov Methods for Econometric Model Simulation
   Computational Economics, 2000, 16, (1/2), 173-186 View citations

1992

2. Causal Ordering and Beyond
   International Economic Review, 1992, 33, (4), 957-71 View citations
3. Equation Reordering for Iterative Processes--A Comment
   Computer Science in Economics & Management, 1992, 5, (2), 147-53 View citations

1990

4. How to Strip a Model to Its Essential Elements
   Computer Science in Economics & Management, 1990, 3, (2), 199-214
   See also Working Paper (1988)
5. On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment
   Empirical Economics, 1990, 15, (1), 99-104

1978

6. A Program for Causal and Qualitative Analysis of Economic
   Econometrica, 1978, 46, (2), 477-78