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Citations of
David Andrew Kendrick

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
    Published as:

    Cited by:

    1. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]

  2. P. Ruben Mercado & David Kendrick, 1999. "Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy," Computing in Economics and Finance 1999 1343, Society for Computational Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Ric D. Herbert and Rod D. Bell, 2001. "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001 14, Society for Computational Economics. [Downloadable!]
    2. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    3. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]

  3. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Economics, University of Texas at Austin 9701, Center for Applied Research in Economics. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Pedro Francisco Páez, 2005. "Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador," Working Paper Series, Department of Economics, University of Utah 2005_07, University of Utah, Department of Economics. [Downloadable!]
    2. P. Ruben Mercado & David Kendrick, 1999. "Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy," Computing in Economics and Finance 1999 1343, Society for Computational Economics. [Downloadable!]
      Other versions:
    3. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.

  4. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
    Other versions:

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    2. Pedro Francisco Páez, 2005. "Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador," Working Paper Series, Department of Economics, University of Utah 2005_07, University of Utah, Department of Economics. [Downloadable!]

  5. P. Ruben Mercado & David A. Kendrick, 1997. "HTGAMS: Hall and Taylor's Model in GAMS," Economics, University of Texas at Austin 9704, Center for Applied Research in Economics. [Downloadable!]

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," Economics, University of Texas at Austin 9702, Center for Applied Research in Economics. [Downloadable!]
      Other versions:

  6. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," Economics, University of Texas at Austin 9702, Center for Applied Research in Economics. [Downloadable!]
    Published as:

    Cited by:

    1. P. Ruben Mercado, 2001. "Macroeconomic Volatility during Argentina’s Import Substitution Stage," International Review of Applied Economics, Taylor and Francis Journals, vol. 15(2), pages 151-161, April. [Downloadable!] (restricted)

  7. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
      Other versions:

  8. Hans M. Amman & David A. Kendrick, 1996. "The DUALI/DUALPC Software for Optimal Control Models: Introduction," Economics, University of Texas at Austin 9602, Center for Applied Research in Economics. [Downloadable!]

    Cited by:

    1. P. Ruben Mercado & David Kendrick, 1999. "Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy," Computing in Economics and Finance 1999 1343, Society for Computational Economics. [Downloadable!]
      Other versions:
    2. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Economics, University of Texas at Austin 9708, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    3. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    4. Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," Economics, University of Texas at Austin 9702, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    6. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]

  9. Hans M. Amman & David A. Kendrick, 1995. "Programming Languages in Economics," Economics, University of Texas at Austin 9504, Center for Applied Research in Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Buda, Rodolphe, 2001. "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper 3926, University Library of Munich, Germany, revised Jul 2004. [Downloadable!]
    2. Buda, Rodolphe, 2005. "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper 9145, University Library of Munich, Germany, revised 2007. [Downloadable!]

  10. Hans M. Amman & David A. Kendrick & Heinz Neudecker, . "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," Computing in Economics and Finance 1996 _003, Society for Computational Economics. [Downloadable!]
    Other versions:

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    2. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]

Articles

  1. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer, vol. 27(4), pages 453-481, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January. [Downloadable!] (restricted)

    Cited by:

    1. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  3. Mercado, P. Ruben & Kendrick, David A., 2000. "Caution in macroeconomic policy: uncertainty and the relative intensity of policy," Economics Letters, Elsevier, vol. 68(1), pages 37-41, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer, vol. 14(3), pages 263-67, December. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  5. Kendrick, David A & Amman, Hans M, 1999. "Programming Languages in Economics," Computational Economics, Springer, vol. 14(1-2), pages 151-81, October. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  6. Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998. "Teaching Macroeconomics with GAMS," Computational Economics, Springer, vol. 12(2), pages 125-49, October. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  7. Amman, Hans M. & Kendrick, David A., 1998. "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, vol. 58(2), pages 185-191, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Amman, Hans M & Kendrick, David A, 1995. "Nonconvexities in Stochastic Control Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(2), pages 455-75, May. [Downloadable!] (restricted)

    Cited by:

    1. Volker Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    2. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers 3811, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Volker Wieland, 2006. "Monetary Policy and Uncertainty about the Natural Unemployment Rate: Brainard-Style Conservatism versus Experimental Activism," Advances in Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1288-1288. [Downloadable!] (restricted)
    4. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Economics, University of Texas at Austin 9701, Center for Applied Research in Economics. [Downloadable!]
      Other versions:

  9. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, vol. 48(1), pages 9-13, April. [Downloadable!] (restricted)

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    2. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
      Other versions:

  10. Amman, Hans M. & Kendrick, David A., 1994. "Active learning Monte Carlo results," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 119-124, January. [Downloadable!] (restricted)

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Economics, University of Texas at Austin 9701, Center for Applied Research in Economics. [Downloadable!]
      Other versions:

  11. Kendrick, David, 1982. "Caution and probing in a macroeconomic model," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 149-170, November. [Downloadable!] (restricted)

    Cited by:

    1. Volker Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    2. Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty," CFS Working Paper Series 2003/06, Center for Financial Studies. [Downloadable!]
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    3. Volker Wieland, 2006. "Monetary Policy and Uncertainty about the Natural Unemployment Rate: Brainard-Style Conservatism versus Experimental Activism," Advances in Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1288-1288. [Downloadable!] (restricted)
    4. Andrew Levin & Volker Wieland & John C. Williams, 1998. "Robustness of simple monetary policy rules under model uncertainty," Finance and Economics Discussion Series 1998-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    5. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Economics, University of Texas at Austin 9701, Center for Applied Research in Economics. [Downloadable!]
      Other versions:

  12. Kendrick, David A, 1972. "On the Leontief Dynamic Inverse," The Quarterly Journal of Economics, MIT Press, vol. 86(4), pages 693-96, November. [Downloadable!] (restricted)

    Cited by:

    1. Roman Kiedrowski, 2001. "A Turnpike Theorem in the Closed Dynamic Leontief Model with a Singular Matrix of Capital Coefficients," Economic Systems Research, Taylor and Francis Journals, vol. 13(2), pages 209-222, June. [Downloadable!] (restricted)

Chapters

  1. Kendrick, David, 2000. "Control theory with applications to economics," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 1, chapter 4, pages 111-158 Elsevier. [Downloadable!] (restricted)

    Cited by:

    1. van der Ploeg, Frederick, 2004. "Prudent Monetary Policy: Applications of Cautious LQG Control and Prediction," CEPR Discussion Papers 4222, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Books

  1. Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, December. [Downloadable!]

    Cited by:

    1. Daniel J. Phaneuf & Catherine L. Kling & Joseph A. Herriges, 1998. "Estimation and Welfare Calculations in a Generalized Corner Solution Model with an Application to Recreation Demand," Center for Agricultural and Rural Development (CARD) Publications 99-wp207, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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    2. R. Kato & S. Nishiyama, 2002. "Optimal Monetary Policy When Interest Rates are Bounded at Zero," Computing in Economics and Finance 2002 8, Society for Computational Economics. [Downloadable!]
      Other versions:
    3. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    4. Linnea Polgreen & Pedro Silos, 2005. "Capital-skill complementarity and inequality: a sensitivity analysis," Working Paper 2005-20, Federal Reserve Bank of Atlanta. [Downloadable!]
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    5. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Working Papers 1063, Queen's University, Department of Economics. [Downloadable!]
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    6. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," Working Papers 618, Kyoto University, Institute of Economic Research. [Downloadable!]
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    7. Sharon Kozicki & P.A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City. [Downloadable!]
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    8. Gregory C. Chow, 2003. "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics 0306003, EconWPA. [Downloadable!]
    9. McCAUSLAND, William, 2004. "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche 2004-05, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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    10. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001. "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers 8510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Hisashi Tanizaki, 2001. "Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 63-81, March. [Downloadable!] (restricted)
    12. Levent Akdeniz & W. Davis Dechert, . "Risk and Return in a Dynamic Asset Pricing Model," Computing in Economics and Finance 1996 _064, Society for Computational Economics. [Downloadable!]
    13. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics. [Downloadable!]
    14. Lawrence J. Christiano & Jonas D.M. Fisher, 1997. "Algorithms for solving dynamic models with occasionally binding constraints," Working Paper 9711, Federal Reserve Bank of Cleveland. [Downloadable!]
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    15. Mercedes Esteban-Bravo & Jose M. Vidal-Sanz, 2004. "Computing Continuous-Time Growth Models With Boundary Conditions Via Wavelets," Business Economics Working Papers wb045619, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
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    16. Pierpaolo Benigno & Michael Woodford, 2005. "Optimal Taxation in an RBC Model: A Linear-Quadratic Approach," NBER Working Papers 11029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Working Paper 2004-3, Federal Reserve Bank of Atlanta. [Downloadable!]
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    18. Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper 98-22, Federal Reserve Bank of Atlanta. [Downloadable!]
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    19. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
    20. Patrick Bajari & C. Lanier Benkard, 2001. "Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," NBER Technical Working Papers 0272, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
      Other versions:
    22. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis. [Downloadable!]
    23. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, EconWPA, revised 21 Oct 1997. [Downloadable!]
    24. Eugenio J. Miravete, . "Quantity Discounts for Taste-Varying Consumers," CARESS Working Papres 99-11, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
    25. Andreas Beyer & Roger E.A. Farmer, 2005. "Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model," Computing in Economics and Finance 2005 172, Society for Computational Economics. [Downloadable!]
    26. Ronald J. Balvers & Douglas W. Mitchell, 2005. "Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems," Working Papers 05-10, Department of Economics, West Virginia University. [Downloadable!]
    27. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Peter Hammond & Yeneng Sun, 2001. "Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case," Working Papers 01015, Stanford University, Department of Economics. [Downloadable!]
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    29. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics. [Downloadable!]
    30. Bruce McGough, 2003. "Shocking Escapes," Computing in Economics and Finance 2003 294, Society for Computational Economics. [Downloadable!]
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    31. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr. [Downloadable!]
    32. Anna Nagurney & Ding Zhang, . "Massively Parallel Computation of Dynamic Traffic Problems Modeled as Projected Dynamical Systems," Computing in Economics and Finance 1996 _039, Society for Computational Economics. [Downloadable!]
    33. Ronald J. Balvers & Douglas W. Mitchell, 2001. "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers 01-043/2, Tinbergen Institute. [Downloadable!]
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    34. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    35. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2005. "A critique of structural VARs using real business cycle theory," Working Papers 631, Federal Reserve Bank of Minneapolis.
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    36. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007. "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report 364, Federal Reserve Bank of Minneapolis. [Downloadable!]
    37. Sanghamitra Das & Mark J. Roberts & James R. Tybout, 2001. "Market entry costs, producer heterogeneity and export dynamics," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 03-10, Indian Statistical Institute, New Delhi, India. [Downloadable!]
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    38. Tim Kochanski, 2007. "Moving Economic Models from the Chalk Board to the Computer: A Computer-Based Assignment Based on a Dynamic Cournot Model," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 19(1), pages 24-32. [Downloadable!]
    39. Jesus Fernández-Villaverde & Juan F. Rubio-Ramírez, 2001. "Comparing dynamic equilibrium economies to data," Working Paper 2001-23, Federal Reserve Bank of Atlanta. [Downloadable!]
    40. Ulrich Doraszelski & Mark Satterthwaite, 2007. "Computable Markov-Perfect Industry Dynamics: Existence, Purification, and Multiplicity," Levine's Bibliography 321307000000000912, UCLA Department of Economics. [Downloadable!]
    41. Alexandre Porsse & Eduardo Haddad & Eduardo Ribeiro, 2005. "Economic Effects Of Regional Tax Incentives: A General Equilibrium Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    42. Monika Piazzesi, 2001. "An Econometric Model of the Yield Curve with Macroeconomic Jump Effects," NBER Working Papers 8246, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    43. Ulrich Doraszelski & Mark Satterthwaite, 2003. "Foundations of Markov-Perfect Industry Dynamics. Existence, Purification, and Multiplicity," Discussion Papers 1383, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    44. Byeong Park & Robin C. Sickles & Leopold Simar, 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1510, Econometric Society. [Downloadable!]
    45. Doraszelski, Ulrich & Satterthwaite, Mark, 2007. "Computable Markov-Perfect Industry Dynamics: Existence, Purification, and Multiplicity," CEPR Discussion Papers 6212, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    46. George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Working Papers 57, Bank of Greece. [Downloadable!]
    47. Buda, Rodolphe, 2001. "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper 3926, University Library of Munich, Germany, revised Jul 2004. [Downloadable!]
    48. Edson Domingues & Eduardo Haddad & Fernando Perobelli, 2001. "Short-run Regional Effects of Alternative Strategies for Economic Integration: The Case of Brazil," ERSA conference papers ersa01p210, European Regional Science Association. [Downloadable!]
    49. Favero, Carlo A & Milani, Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers 4909, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    50. Philip D. Adams & Peter B.Dixon, 1996. "Reaching the planners: Generating detailed commodity Forecasts from a computable general equilibrium model," Centre of Policy Studies/IMPACT Centre Working Papers op-83, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
    51. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," Working Paper 2003-27, Federal Reserve Bank of Atlanta. [Downloadable!]
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    52. Orlando Gomes, . "Volatility, Heterogeneous Agents and Chaos," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]
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    53. Erasmus Kristoffer Kersting, 2008. "The 1980s Recession in the UK: A Business Cycle Accounting Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 179-191, January. [Downloadable!] (restricted)
    54. Hugo Benitez-Silva, 2002. "Job Search Behavior At The End Of The Life Cycle," Working Papers, Center for Retirement Research at Boston College 2002-10, Center for Retirement Research. [Downloadable!]
    55. Andreas Beyer & Roger E. A. Farmer, 2006. "A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models," Working Paper Series 586, European Central Bank. [Downloadable!]
    56. C. Lanier Benkard & Patrick Bajari, 2004. "Demand Estimation with Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," NBER Working Papers 10278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    57. Kolen Antoon, 2006. "A genetic algorithm for the partial binary constraint satisfaction problem: an application to a frequency assignment problem," Research Memoranda 045, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    58. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    59. Jesús Fernández-Villaverde & Juan F. Rubio, 2003. "Comparing Dynamic Equilibrium Economies to Data," Levine's Bibliography 506439000000000309, UCLA Department of Economics. [Downloadable!]
    60. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    61. Graciela Sanromán, 2002. "A Discrete Choice Analysis of the Household Shares of Risky Assets," Documentos de Trabajo (working papers) 0702, Department of Economics - dECON. [Downloadable!]
    62. John Rust, 1997. "A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations," Computational Economics 9704001, EconWPA. [Downloadable!]
    63. Eduardo Haddad & Fernando Perobelli, 2005. "Trade Liberalization and Regional Inequality - Do Transportation Costs Impose a Spatial Poverty Trap?," ERSA conference papers ersa05p700, European Regional Science Association. [Downloadable!]
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    64. Adda, Jérôme & Eaton, Jonathan, 1998. "Borrowing with unobserved liquidity constraints structural estimation with an application to sovereign debt," CEPREMAP Working Papers (Couverture Orange) 9806, CEPREMAP. [Downloadable!]
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    65. Andreas Pyka & Giorgio Fagiolo, 2005. "Agent-Based Modelling: A Methodology for Neo-Schumpeterian Economics," Discussion Paper Series 272, Universitaet Augsburg, Institute for Economics. [Downloadable!]
    66. Christopher A. Swann, 2001. "Software for parallel computing: the LAM implementation of MPI," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 185-194. [Downloadable!]
    67. Alexandre Porsse & Eduardo Haddad, 2005. "Tax incentives and economic effects - a general equilibrium approach," ERSA conference papers ersa05p733, European Regional Science Association. [Downloadable!]
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    76. Peter B. Dixon & Maureen T. Rimmer, 2002. "Explaining a dynamic CGE simulation with a trade-focused back-of-the-envelope analysis: the effects of eCommerce on Australia," Centre of Policy Studies/IMPACT Centre Working Papers g-136, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
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    80. Peter Hördahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank. [Downloadable!]
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    81. Francesca V. Monti, 2003. "Implementing optimal control cointegrated I(1) structural VAR models," Working Paper Series 288, European Central Bank. [Downloadable!]
    82. Evan W. Anderson & Lars Peter Hansen, . "Perturbation Methods for Risk-Sensitive Economies," Computing in Economics and Finance 1996 _062, Society for Computational Economics. [Downloadable!]
    83. Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP. [Downloadable!]
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    84. Herings,P. Jean-Jacques & Peeters,Ronald J.A.P, 2000. "Stationary Equilibria in Stochastic Games: Structure, Selection, and Computation," Research Memoranda 004, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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    85. John Rust & Department of Economics & University of Wisconsin, 1994. "Using Randomization to Break the Curse of Dimensionality," Computational Economics 9403001, EconWPA, revised 04 Jul 1994. [Downloadable!]
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    86. Hugo Benítez-Silva & Debra Sabatini Dwyer & Warren Sanderson, 2006. "A Dynamic Model of Retirement and Social Security Reform Expectations: A Solution to the New Early Retirement Puzzle," Working Papers wp134, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    87. Peter B. Dixon, 2006. "Evidence-based Trade Policy Decision Making in Australia and the Development of Computable General Equilibrium Modelling," Centre of Policy Studies/IMPACT Centre Working Papers g-163, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
    88. Rodolphe Buda, 2007. "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," EconomiX Working Papers 2007-9, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    89. Sophie Bade & Guillaume Haeringer & Ludovic Renou, 2005. "More strategies, more Nash equilibria," Game Theory and Information 0502001, EconWPA. [Downloadable!]
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    90. Carlo A. Favero, . "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers 196, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    91. Willi Semmler & Stephanie Becker & Lars Gruene, 2006. "Comparing Accuracy of Second Order Approximation and Dynamic Programming," Computing in Economics and Finance 2006 469, Society for Computational Economics. [Downloadable!]
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    92. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics. [Downloadable!]
    93. Lutz Kilian & Tao Zha, 2002. "Quantifying the uncertainty about the half-life of deviations from PPP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 107-125. [Downloadable!]
    94. Alexandre A. Porsse & Eduardo A. Haddad & Eduardo P. Ribeiro, 2006. "Modeling Interjurisdictional Tax Competition In A Federal System," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 54, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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