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Information about:
Thomas F. Cosimano

Personal Details | Affiliation | Works
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Personal Details

First Name: Thomas
Middle Name: F.
Last Name: Cosimano
Suffix:

RePEc Short-ID: pco247

Email:
Homepage: http://www.nd.edu/~tcosiman/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michael Gapen & Thomas Cosimano & Ralph Chami, 2006. "Optimal Fiscal and Monetary Policy in the Presence of Remittances," Computing in Economics and Finance 2006 34, Society for Computational Economics.

  2. Thomas Cosimano & Michael Gapen & David Kendrick & Volker Wieland, 2006. "Robustness of computer algorithms to simulate optimal experimentation problems," Computing in Economics and Finance 2006 32, Society for Computational Economics. [Downloadable!]

  3. Michael T. Gapen & Ralph Chami & Thomas F. Cosimano, 2006. "Beware of Emigrants Bearing Gifts: Optimal Fiscal and Monetary Policy in the Presence of Remittances," IMF Working Papers 06/61, International Monetary Fund. [Downloadable!]

  4. Michael T. Gapen & Thomas F. Cosimano, 2005. "Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms," Computing in Economics and Finance 2005 92, Society for Computational Economics.

  5. Adolfo Barajas & Ralph Chami & Thomas F. Cosimano, 2005. "Did the Basel Accord cause a Credit Slowdown in Latin America?," IMF Working Papers 05/38, International Monetary Fund. [Downloadable!]

  6. Scott L. Baier & Charles T. Carlstrom & Ralph Chami & Thomas F. Cosimano & Timothy S. Fuerst & Collen Fullenkamp, 2003. "Capital trading, stock trading, and the inflation tax on equity: a note," Working Paper 0321, Federal Reserve Bank of Cleveland. [Downloadable!]
    Published as:

  7. Thomas F. Cosimano, 2003. "Optimal Experimentation and the Perturbation Method," Computing in Economics and Finance 2003 71, Society for Computational Economics.

  8. Michael T. Gapen & Thomas F. Cosimano, 2003. "Optimal Fiscal and Monetary Policy with Nominal and Indexed Debt," IMF Working Papers 03/225, International Monetary Fund. [Downloadable!]

  9. Ralph Chami & Thomas F. Cosimano, 2001. "Monetary Policy with a Touch of Basel," IMF Working Papers 01/151, International Monetary Fund. [Downloadable!]

  10. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 1999. "The Stock Market Channel of Monetary Policy," IMF Working Papers 99/22, International Monetary Fund.

  11. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 1999. "Ownership of Capital in Monetary Economics and the Inflation Tax on Equity," IMF Working Papers 99/167, International Monetary Fund.

  12. Karp, Larry S. & Cosimano, Thomas F., 1986. "A comment on market structure and the durability of goods," CUDARE Working Paper Series 378, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised 1986.

Articles

  1. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3631-3660, November. [Downloadable!] (restricted)

  2. Yu Chen & Thomas Cosimano & Alex Himonas, 2008. "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, vol. 4(3), pages 305-344, July. [Downloadable!] (restricted)

  3. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June. [Downloadable!] (restricted)

  4. Ovidiu L. Calin & Yu Chen & Thomas F. Cosimano & Alex A. Himonas, 2005. "Solving Asset Pricing Models when the Price-Dividend Function Is Analytic," Econometrica, Econometric Society, vol. 73(3), pages 961-982, 05. [Downloadable!] (restricted)

  5. Michael Gapen & Thomas Cosimano, 2005. "Solving Ramsey Problems with Nonlinear Projection Methods," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(2), pages 1263-1263. [Downloadable!] (restricted)

  6. Scott Baier & Charles T. Carlstrom & Ralph Chami & Thomas Cosimano & Timothy Fuerst & Connel Fullenkamp, 2003. "Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 987-990, October. [Downloadable!] (restricted)
    Other versions:

  7. Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel, 2002. "Managing ethical risk: How investing in ethics adds value," Journal of Banking & Finance, Elsevier, vol. 26(9), pages 1697-1718, September. [Downloadable!] (restricted)

  8. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July. [Downloadable!] (restricted)

  9. Cosimano, Thomas F. & McDonald, Bill, 1998. "What's different among banks?," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 57-70, February. [Downloadable!] (restricted)

  10. Cosimano, Thomas F, 1996. "Intermediation," Economica, London School of Economics and Political Science, vol. 63(249), pages 131-43, February. [Downloadable!] (restricted)

  11. Balvers, Ronald J & Cosimano, Thomas F, 1994. "Inflation Variability and Gradualist Monetary Policy," Review of Economic Studies, Blackwell Publishing, vol. 61(4), pages 721-38, October. [Downloadable!] (restricted)

  12. Cosimano, Thomas F & Sheehan, Richard G, 1994. "Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 761-70, November. [Downloadable!] (restricted)

  13. Cosimano, Thomas F & Van Huyck, John B, 1993. "Central Bank Secrecy, Interest Rates, and Monetary Control," Economic Inquiry, Oxford University Press, vol. 31(3), pages 370-82, July.

  14. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827. [Downloadable!] (restricted)

  15. Bundt, Thomas P. & Cosimano, Thomas F. & Halloran, John A., 1992. "DIDMCA and bank market risk: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 16(6), pages 1179-1193, December. [Downloadable!] (restricted)

  16. Baye, Michael R & Cosimano, Thomas F, 1990. "Choosing Sides in Matching Games: Nash Equilibria and Comparative Statics," Economica, London School of Economics and Political Science, vol. 57(227), pages 283-93, August. [Downloadable!] (restricted)

  17. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-98, September. [Downloadable!] (restricted)

  18. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. " Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-28, September. [Downloadable!] (restricted)

  19. Benson, Bruce L. & Cosimano, Thomas F., 1989. "Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation," Journal of Urban Economics, Elsevier, vol. 26(1), pages 84-89, July. [Downloadable!] (restricted)

  20. Cosimano, Thomas F. & Van Huyck, John B., 1989. "Dynamic monetary control and interest rate stabilization," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 53-63, January. [Downloadable!] (restricted)

  21. Cosimano, Thomas F., 1988. "The banking industry under uncertain monetary policy," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 117-139, March. [Downloadable!] (restricted)

  22. Cosimano, Thomas F & Jansen, Dennis W, 1988. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 409-21, August. [Downloadable!] (restricted)

  23. Cosimano, Thomas F. & Jansen, Dennis W., 1988. "Federal Reserve Policy, 1975-1985: An empirical analysis," Journal of Macroeconomics, Elsevier, vol. 10(1), pages 27-47. [Downloadable!] (restricted)

  24. Cosimano, Thomas F, 1987. "Reserve Accounting and Variability in the Federal Funds Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(2), pages 198-209, May. [Downloadable!] (restricted)

  25. Cosimano, Thomas F, 1987. "The Federal Funds Market under Bank Deregulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 326-39, August. [Downloadable!] (restricted)

  26. Cosimano, Thomas F. & Jansen, Dennis W., 1987. "The relation between money growth variability and the variability of money about target," Economics Letters, Elsevier, vol. 25(4), pages 355-358. [Downloadable!] (restricted)

  27. Bays, Michael R. & Cosimano, Thomas F., 1986. "Erratic monetary policy and the dispersion of commodity prices," Journal of Macroeconomics, Elsevier, vol. 8(2), pages 201-212. [Downloadable!] (restricted)

  28. Cosimano, Thomas F., 1985. "Erratic monetary policy and price variability," Journal of Macroeconomics, Elsevier, vol. 7(3), pages 313-331. [Downloadable!] (restricted)

  29. Subrahmanyam, Ganti & Cosimano, Thomas F., 1979. "Money and biased technical progress," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 497-504, October. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-08-05 Author is listed
  2. NEP-CMP: Computational Economics (1) 2006-07-15 Author is listed
  3. NEP-FIN: Finance (1) 2004-02-29 Author is listed
  4. NEP-FMK: Financial Markets (1) 2005-10-22 Author is listed
  5. NEP-HIS: Business, Economic & Financial History (1) 2005-10-22 Author is listed
  6. NEP-MAC: Macroeconomics (2) 2004-02-29 2006-08-05 Author is listed
  7. NEP-MON: Monetary Economics (1) 2006-08-05 Author is listed
  8. NEP-PBE: Public Economics (1) 2006-08-05 Author is listed
  9. NEP-REG: Regulation (1) 2005-10-22 Author is listed
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This page was last updated on 2009-10-26.

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