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Springer

Computational Economics

Contact information of Springer:
Web page: http://www.springerlink.com/link.asp?id=100248

This journal used to be published by Springer under the name Computer Science in Economics & Management.
Editor:
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:compec

More pages of listings: 0|1|2

2009, Volume 34, Issue 4

323-364 Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
by Mohamed Saidane & Christian Lavergne [Downloadable! (restricted)]
365-382 Tests of Random Walk: A Comparison of Bootstrap Approaches
by Eduardo Lima & Benjamin Tabak [Downloadable! (restricted)]
383-398 Network Formation in the Political Blogosphere: An Application of Agent Based Simulation and e-Research Tools
by Robert Ackland & Jamsheed Shorish [Downloadable! (restricted)]
399-417 Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets
by Tong Zhang & B. Brorsen [Downloadable! (restricted)]

2009, Volume 34, Issue 2

119-143 Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals
by Alan Mehlenbacher [Downloadable! (restricted)]
145-172 Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
by Mohamed Boutahar & David Gbaguidi [Downloadable! (restricted)]
173-193 Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm
by Massimiliano Kaucic [Downloadable! (restricted)]
195-216 Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
by Mustapha Belkhouja & Mohamed Boutahar [Downloadable! (restricted)]

2009, Volume 33, Issue 4

305-335 Heterogeneous Labour Markets in a Microsimulation–AGE Model: Application to Welfare Reform in Germany
by Stefan Boeters & Michael Feil [Downloadable! (restricted)]
337-360 The Neutrality of Money Revisited with a Bottom-Up Approach: Decentralisation, Limited Information and Bounded Rationality
by Gabriel Galand [Downloadable! (restricted)]
361-388 Foreign Ownership Restrictions: A Numerical Approach
by Bilgehan Karabay & Gernot Pulverer & Ewa Weinmüller [Downloadable! (restricted)]
389-401 Solving House Allocation Problems with Risk-Averse Agents
by Tommy Andersson & Christer Andersson [Downloadable! (restricted)]

2009, Volume 33, Issue 3

209-236 Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach
by Flavia Cortelezzi & Giovanni Villani [Downloadable! (restricted)]
237-262 Models and Simulations for Portfolio Rebalancing
by Gianfranco Guastaroba & Renata Mansini & M. Speranza [Downloadable! (restricted)]
263-276 Impacts of Interval Computing on Stock Market Variability Forecasting
by Ling He & Chenyi Hu [Downloadable! (restricted)]
277-304 Block Kalman Filtering for Large-Scale DSGE Models
by Ingvar Strid & Karl Walentin [Downloadable! (restricted)]

2009, Volume 33, Issue 2

107-130 A Trade Algorithm for Multi-Region Models Subject to Spillover Externalities
by Marian Leimbach & Klaus Eisenack [Downloadable! (restricted)]
131-154 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
by Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser [Downloadable! (restricted)]
155-173 Local and Global Interactions in an Evolutionary Resource Game
by Joëlle Noailly & Jeroen Bergh & Cees Withagen [Downloadable! (restricted)]
175-192 Economic Policy in a Growth Model with Human Capital, Heterogenous Agents and Unemployment
by Alfred Greiner & Peter Flaschel [Downloadable! (restricted)]
193-207 Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation
by Lorenzo Garlappi & Georgios Skoulakis [Downloadable! (restricted)]

2009, Volume 33, Issue 1

1-30 Smart Forward Shooting
by Manoj Atolia & Edward Buffie [Downloadable! (restricted)]
31-46 Shocks and Endogenous Institutions: An Agent-based Model of Labor Market Performance in Turbulent Times
by Christian Martin & Michael Neugart [Downloadable! (restricted)]
47-78 Learning to Collude Tacitly on Production Levels by Oligopolistic Agents
by Steven Kimbrough & Frederic Murphy [Downloadable! (restricted)]
79-97 The Two-Period Rational Inattention Model: Accelerations and Analyses
by Kurt Lewis [Downloadable! (restricted)]
99-101 Robust Evolutionary Algorithm Design for Socio-Economic Simulation: A Correction
by Floortje Alkemade & Han Poutré & Hans Amman [Downloadable! (restricted)]
103-105 Robust Evolutionary Algorithm Design for Socio-Economic Simulation: Some Comments
by Ludo Waltman & Nees Eck [Downloadable! (restricted)]

2008, Volume 32, Issue 4

343-352 Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm
by Michael Creel [Downloadable! (restricted)]
353-382 Multi-core CPUs, Clusters, and Grid Computing: A Tutorial
by Michael Creel & William Goffe [Downloadable! (restricted)]
383-406 Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures
by Khurshid Kiani & Terry Kastens [Downloadable! (restricted)]
407-413 Network Formation Under Cumulative Advantage: Evidence from The Cambridge High-Tech Cluster
by Hinnerk Gnutzmann [Downloadable! (restricted)]

2008, Volume 32, Issue 3

245-278 Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions
by Wayne-Roy Gayle & Jean Richard [Downloadable! (restricted)]
279-293 Optimal Exchange Rate Policy Under Unknown Pass-through and Learning With Applications to Korea
by David Hudgins & C. Chan [Downloadable! (restricted)]
295-315 The Strategic Exploitation of Limited Information and Opportunity in Networked Markets
by Dan Ladley & Seth Bullock [Downloadable! (restricted)]
317-339 The Effects of Customer Value on Loyalty and Profits in a Dynamic Competitive Market
by Ting-Hua Chang & Jun-Yen Lee & Ru-Hwa Chen [Downloadable! (restricted)]
341-342 A Correction of Misstated Equations in Hespeler (2008)
by Frank Hespeler [Downloadable! (restricted)]

2008, Volume 32, Issue 1

1-2 New Advances in Financial Economics: Heterogeneity and Simulation
by Silvano Cincotti & Laura Gardini & Thomas Lux [Downloadable! (restricted)]
3-20 Asset Price Dynamics When Behavioural Heterogeneity Varies
by Domenico Colucci & Vincenzo Valori [Downloadable! (restricted)]
21-36 Complex Price Dynamics in a Financial Market with Imitation
by Ilaria Foroni & Anna Agliari [Downloadable! (restricted)]
37-53 Modeling and Simulation of an Artificial Stock Option Market
by Sabrina Ecca & Michele Marchesi & Alessio Setzu [Downloadable! (restricted)]
55-72 A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
by Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia [Downloadable! (restricted)]
73-98 Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms
by Eric Guerci & Stefano Ivaldi & Silvano Cincotti [Downloadable! (restricted)]
99-119 The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach
by Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu [Downloadable! (restricted)]
121-146 A Statistical Mechanic View of Macro-dynamics in Economics
by Simone Landini & Mariacristina Uberti [Downloadable! (restricted)]
147-162 Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
by Marco Raberto & Andrea Teglio & Silvano Cincotti [Downloadable! (restricted)]
163-181 Asset Pricing and Productivity Growth: The Role of Consumption Scenarios
by Volker Böhm & Tomoo Kikuchi & George Vachadze [Downloadable! (restricted)]
183-198 Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions
by Simone Casellina & Mariacristina Uberti [Downloadable! (restricted)]
199-219 An R&D Investment Game under Uncertainty in Real Option Analysis
by Giovanni Villani [Downloadable! (restricted)]
221-244 E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
by Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide [Downloadable! (restricted)]

2008, Volume 31, Issue 4

307-339 Economics of Reciprocal Networks: Collaboration in Knowledge and Emergence of Industrial Clusters
by Haruo Horaguchi [Downloadable! (restricted)]
341-362 Matching Heterogeneous Traders in Quantity-Regulated Markets
by Yuya Sasaki & Arthur Caplan [Downloadable! (restricted)]
363-380 Can Consumer Software Selection Code for Digital Cameras Improve Consumer Performance?
by A. Norman & M. Aberty & K. Brehm & M. Drake & S. Gour & C. Govil & B. Gu & J. Hart & G. Kadiri & J. Ke & S. Keyburn & M. Kulkarni & N. Mehta & A. Robertson & J. Sanghai & V. Shah & J. Schieck & Y. Sivakumaran & J. Sussman & C. Tillmanns & K. Yan & F. Zahradnic [Downloadable! (restricted)]
381-395 A Pricing Mechanism for Resource Management in Grid Computing
by Panos Parpas & Berç Rustem [Downloadable! (restricted)]
397-408 Two Dimensional Aggregation Procedure: An Alternative to the Matrix Algebraic Algorithm
by Rodolphe Buda [Downloadable! (restricted)]

2008, Volume 31, Issue 3

207-223 Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design
by Frank Hespeler [Downloadable! (restricted)]
225-241 A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
by Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle [Downloadable! (restricted)]
243-254 Seasonal Nonlinear Long Memory Model for the US Inflation Rates
by Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar [Downloadable! (restricted)]
255-288 Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
by John Lau & Tak Siu [Downloadable! (restricted)]
289-306 The Impact of Interaction and Social Learning on Aggregate Expectations
by Mark Bowden & Stuart McDonald [Downloadable! (restricted)]

2008, Volume 31, Issue 2

95-113 Solving Linear Rational Expectations Models: A Horse Race
by Gary Anderson [Downloadable! (restricted)]
115-139 Analysing DSGE Models with Global Sensitivity Analysis
by Marco Ratto [Downloadable! (restricted)]
141-160 Continuous State Dynamic Programming via Nonexpansive Approximation
by John Stachurski [Downloadable! (restricted)]
161-180 A New Approach for Firm Value and Default Probability Estimation beyond Merton Models
by Maria Giuli & Dean Fantazzini & Mario Maggi [Downloadable! (restricted)]
181-206 Numerical Solution of Optimal Control Problems with Constant Control Delays
by Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes Schlöder [Downloadable! (restricted)]

2008, Volume 31, Issue 1

1-20 Optimal Policy Response with Control Parameter and Intercept Covariance
by Fidel Gonzalez [Downloadable! (restricted)]
21-43 Stochastic Ceteris Paribus Simulations
by Dag Kolsrud [Downloadable! (restricted)]
45-75 Decentralized Allocation of Human Capital and Nonlinear Growth
by Orlando Gomes [Downloadable! (restricted)]
77-94 The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications
by Daiki Maki [Downloadable! (restricted)]

2007, Volume 30, Issue 4

329-347 Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
by Stan Žaković & Volker Wieland & Berc Rustem [Downloadable! (restricted)]
349-370 Grid Enabling Empirical Economics: A Microdata Application
by Simon Peters & Ken Clark & Pascal Ekin & Anja Le Blanc & Stephen Pickles [Downloadable! (restricted)]
371-380 Higher-Order Properties of the ‘Exchange Rate Dynamics Redux’ Model
by Jinill Kim & Yun-kwong Kwok [Downloadable! (restricted)]
381-391 Teaching Computational Economics to Graduate Students
by David Kendrick [Downloadable! (restricted)]
393-408 The Robustness of the RESET Test to Non-Normal Error Terms
by Panagiotis Mantalos & Ghazi Shukur [Downloadable! (restricted)]

2007, Volume 30, Issue 3

189-194 Empirical Validation in Agent-based Models: Introduction to the Special Issue
by G. Fagiolo & C. Birchenhall & P. Windrum [Downloadable! (restricted)]
195-226 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems
by Giorgio Fagiolo & Alessio Moneta & Paul Windrum [Downloadable! (restricted)]
227-244 A Taxonomy of Inference in Simulation Models
by Thomas Brenner & Claudia Werker [Downloadable! (restricted)]
245-264 Validating and Calibrating Agent-Based Models: A Case Study
by Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi [Downloadable! (restricted)]
265-290 Validating Simulation Models: A General Framework and Four Applied Examples
by Robert Marks [Downloadable! (restricted)]
291-327 Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework
by Junjie Sun & Leigh Tesfatsion [Downloadable! (restricted)]

2007, Volume 30, Issue 2

95-123 The role of intelligence in time series properties
by Chia-Hsuan Yeh [Downloadable! (restricted)]
125-142 A computational approach to modeling commodity markets
by Karla Atkins & Achla Marathe & Chris Barrett [Downloadable! (restricted)]
143-151 Fast and accurate pricing of discretely monitored barrier options by numerical path integration
by Christian Skaug & Arvid Naess [Downloadable! (restricted)]
153-169 Multidimensional Spline Interpolation: Theory and Applications
by Christian Habermann & Fabian Kindermann [Downloadable! (restricted)]
171-187 A Parallel Implementation of the Simplex Function Minimization Routine
by Donghoon Lee & Matthew Wiswall [Downloadable! (restricted)]

2007, Volume 30, Issue 1

1-18 Information technology and the welfare cost of anticipated inflation
by Thomas Cone [Downloadable! (restricted)]
19-40 Reproducible research in computational economics: guidelines, integrated approaches, and open source software
by Giovanni Baiocchi [Downloadable! (restricted)]
41-56 Computational modeling of city formation
by Kurt DeMaagd & Scott Moore [Downloadable! (restricted)]
57-63 Proving Arrow’s theorem by PROLOG
by Kenryo Indo [Downloadable! (restricted)]
65-91 Comparing accuracy of second-order approximation and dynamic programming
by Stephanie Becker & Lars Grüne & Willi Semmler [Downloadable! (restricted)]
93-93 Business cycle and corporate failure in France: Is there a link?
by Eric Bataille & Catherine Bruneau & Frédéric Michaud [Downloadable! (restricted)]

2007, Volume 29, Issue 3

229-232 Introduction
by Willi Semmler [Downloadable! (restricted)]
233-265 Asset pricing with dynamic programming
by Lars Grüne & Willi Semmler [Downloadable! (restricted)]
267-281 Computational aspects of prospect theory with asset pricing applications
by Enrico Giorgi & Thorsten Hens & János Mayer [Downloadable! (restricted)]
283-312 Approximation of jump diffusions in finance and economics
by Nicola Bruti-Liberati & Eckhard Platen [Downloadable! (restricted)]
313-331 Prices are macro-observables! Stylized facts from evolutionary finance
by S. Reimann & A. Tupak [Downloadable! (restricted)]
333-354 Portfolio optimization when risk factors are conditionally varying and heavy tailed
by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable! (restricted)]
355-367 Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
by Jules Binsbergen & Michael Brandt [Downloadable! (restricted)]
369-381 Strategic asset allocation and market timing: a reinforcement learning approach
by Thorsten Hens & Peter Wöhrmann [Downloadable! (restricted)]
383-418 Intertemporal asset allocation when the underlying factors are unobservable
by Carl Chiarella & Chih-Ying Hsiao & Willi Semmler [Downloadable! (restricted)]
419-419 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
by Luke Olson & Max Jerrell & Ryder Deloloye [Downloadable! (restricted)]
421-421 Individual and Social Learning
by Nobuyuki Hanaki [Downloadable! (restricted)]
423-423 The KPSS Test with Outliers
by Jesús Otero & Jeremy Smith [Downloadable! (restricted)]
425-425 Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
by Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng [Downloadable! (restricted)]
427-427 Discrete Working Time Choice in an Applied General Equilibrium Model
by Stefan Boeters & Michael Feil & Nicole Gürtzgen [Downloadable! (restricted)]
429-429 Numerical Inversion Methods for Computing Approximate p-Values
by Hiroyuki Kawakatsu [Downloadable! (restricted)]

2007, Volume 29, Issue 2

97-106 A new modeling approach investigating the diffusion speed of mobile telecommunication services in EU-15
by Apostolos Giovanis & Christos Skiadas [Downloadable! (restricted)]
107-117 Solving parametric fuzzy systems of linear equations by a nonlinear programming method
by S. Muzzioli & H. Reynaerts [Downloadable! (restricted)]
119-138 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca [Downloadable! (restricted)]
139-149 Managing value-at-risk for a bond using bond put options
by Griselda Deelstra & Ahmed Ezzine & Dries Heyman & Michèle Vanmaele [Downloadable! (restricted)]
151-158 Cutting the hedge
by Giovanni Barone-Adesi & Robert Elliott [Downloadable! (restricted)]
159-172 What is at stake in the construction and use of credit scores?
by Mireille Bardos [Downloadable! (restricted)]
173-197 Business cycle and corporate failure in France: Is there a link?
by Eric Bataille & Catherine Bruneau & Frederic Michaud [Downloadable! (restricted)]
199-212 Clustering by kernel density
by Christian Mauceri & Diem Ho [Downloadable! (restricted)]
213-227 Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions
by Jean Kamdjoug & Philippe Lenca & Jean-Pierre Barthélemy [Downloadable! (restricted)]

2007, Volume 29, Issue 1

1-12 Rate of Return Parity with Robot Asset Traders
by Jason Childs [Downloadable! (restricted)]
13-31 Approximate CAPM When Preferences are CRRA
by P. Herings & Felix Kubler [Downloadable! (restricted)]
33-68 A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
by Charles Romeo [Downloadable! (restricted)]
69-96 Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium
by James Sprigg & Mark Ehlen [Downloadable! (restricted)]

2006, Volume 28, Issue 4

311-312 Fundamental Results on Evolutionary Simulations of Socio-economic Systems: Introduction to the Special Issue
by Floortje Alkemade & Han Poutré [Downloadable! (restricted)]
313-331 Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
by Shu-Heng Chen & Chung-Ching Tai [Downloadable! (restricted)]
333-354 Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect
by Jasmina Arifovic & Michael Maschek [Downloadable! (restricted)]
355-370 Robust Evolutionary Algorithm Design for Socio-economic Simulation
by Floortje Alkemade & Han Poutré & Hans Amman [Downloadable! (restricted)]
371-397 How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters
by Herbert Dawid & Joern Dermietzel [Downloadable! (restricted)]
399-420 Evolutionary Dynamics in Public Good Games
by Christiane Clemens & Thomas Riechmann [Downloadable! (restricted)]
421-446 Toward a Non-Equilibrium Unemployment Theory
by Matteo Richiardi [Downloadable! (restricted)]

2006, Volume 28, Issue 3

233-249 The Cognitive Origins of Social Stratification
by Robert Hoffmann [Downloadable! (restricted)]
251-275 On the Computation of Stability in Multiple Coalition Formation Games
by M Sáiz & Eligius Hendrix & Niels Olieman [Downloadable! (restricted)]
277-290 Optimizing the Garch Model–An Application of Two Global and Two Local Search Methods
by Kwami Adanu [Downloadable! (restricted)]
291-309 Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments
by Ronald Hochreiter & Georg Pflug [Downloadable! (restricted)]

2006, Volume 28, Issue 2

89-89 Guest Editorial: Introduction
by Peter Stemp [Downloadable! (restricted)]
91-112 Controllability in Policy Games: Policy Neutrality and the Theory of Economic Policy Revisited
by N. Acocella & G. Bartolomeo & Andrew Hallett [Downloadable! (restricted)]
113-137 The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
by Carl Chiarella & Chih-Ying Hsiao [Downloadable! (restricted)]
139-153 The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation
by Luisa Corrado & Sean Holly [Downloadable! (restricted)]
155-175 Central Bank Learning and Taylor Rules with Sticky Import Prices
by G. Lim & Paul Mcnelis [Downloadable! (restricted)]
177-209 Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment
by Mihaela Pintea & Stephen Turnovsky [Downloadable! (restricted)]
211-231 Solving Non-Linear Models with Saddle-Path Instabilities
by Peter Stemp & Ric Herbert [Downloadable! (restricted)]

2006, Volume 28, Issue 1

1-14 Improving Portfolio Efficiency: A Genetic Algorithm Approach
by Xiaolou Yang [Downloadable! (restricted)]
15-27 Incentives to Cooperate in Network Formation
by Haydée Lugo & Raúl Jiménez [Downloadable! (restricted)]
29-49 Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications
by Roberto Roson [Downloadable! (restricted)]
51-69 On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
by Shu-Heng Chen & Chung-Ching Tai [Downloadable! (restricted)]
71-88 Forecasting Economic Data with Neural Networks
by Farzan Aminian & E. Suarez & Mehran Aminian & Daniel Walz [Downloadable! (restricted)]

2006, Volume 27, Issue 4

431-432 Guest Editorial: Special Issue on Stochastic Optimization
by Marco Tucci [Downloadable! (restricted)]
433-452 Approximate Policy Optimization and Adaptive Control in Regression Models
by Jiarui Han & Tze Lai & Viktor Spivakovsky [Downloadable! (restricted)]
453-481 A Classification System for Economic Stochastic Control Models
by David Kendrick & Hans Amman [Downloadable! (restricted)]
483-496 Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work
by P. Mercado & David Kendrick [Downloadable! (restricted)]
497-531 Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
by Moez Mrad & Nizar Touzi & Amina Zeghal [Downloadable! (restricted)]
533-558 Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters
by Marco Tucci [Downloadable! (restricted)]

2006, Volume 27, Issue 2

163-183 The Multifactor Nature of the Volatility of Futures Markets
by Carl Chiarella & Thuy-Duong Tô [Downloadable! (restricted)]
185-206 Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks
by S. Sirakaya & Stephen Turnovsky & M. Alemdar [Downloadable! (restricted)]
207-228 An Application of Extreme Value Theory for Measuring Financial Risk
by Manfred Gilli & Evis këllezi [Downloadable! (restricted)]
229-259 Measuring the Degree of Convergence among European Business Cycles
by Andrew Hallett & Christian Richter [Downloadable! (restricted)]
261-271 Computational Economics: Help for the Underestimated Undergraduate
by David Kendrick & P. Mercado & Hans Amman [Downloadable! (restricted)]
273-293 An Enhanced Dynamic Slope Scaling Procedure with Tabu Scheme for Fixed Charge Network Flow Problems
by Dukwon Kim & Xinyan Pan & Panos Pardalos [Downloadable! (restricted)]
295-327 Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
by Sharon Kozicki & P. Tinsley [Downloadable! (restricted)]
329-351 Robust Artificial Neural Networks for Pricing of European Options
by Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos [Downloadable! (restricted)]
353-393 The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Dynamic Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels
by Anna Nagurney & Tina Wakolbinger & Li Zhao [Downloadable! (restricted)]
395-430 Auctioning Bulk Mobile Messages
by S. Meij & L.-F. Pau [Downloadable! (restricted)]

2006, Volume 27, Issue 1

1-1 Introduction
by Roberto Leombruni & Matteo Richiardi [Downloadable! (restricted)]
3-34 An Evolutionary Model of Endogenous Business Cycles
by Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini [Downloadable! (restricted)]
35-62 Knowledge-Based Jobs and the Boundaries of Firms Agent-based Simulation of Firms Learning and Workforce Skill Set Dynamics
by Edoardo Mollona & David Hales [Downloadable! (restricted)]
63-88 LABORsim: An Agent-Based Microsimulation of Labour Supply – An Application to Italy
by Roberto Leombruni & Matteo Richiardi [Downloadable! (restricted)]
89-113 Job Search Mechanism and Individual Behaviour
by Massimo Giannini [Downloadable! (restricted)]
115-134 Herding and Clustering in Economics: The Yule-Zipf-Simon Model
by U. Garibaldi & D. Costantini & S. Donadio & P. Viarengo [Downloadable! (restricted)]
135-160 Toward a Non-Equilibrium Unemployment Theory
by Matteo Richiardi [Downloadable! (restricted)]

2005, Volume 26, Issue 3

1-29 Discrete Working Time Choice in an Applied General Equilibrium Model
by Stefan Boeters & Michael Feil & Nicole Gürtzgen [Downloadable! (restricted)]
31-50 Individual and Social Learning
by Nobuyuki Hanaki [Downloadable! (restricted)]
51-58 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
by Luke Olson & Max Jerrell & Ryder Delaloye [Downloadable! (restricted)]
59-67 The KPSS Test with Outliers
by Jesús Otero & Jeremy Smith [Downloadable! (restricted)]
69-102 Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
by Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng [Downloadable! (restricted)]
103-116 Numerical Inversion Methods for Computing Approximate p-Values
by Hiroyuki Kawakatsu [Downloadable! (restricted)]

2005, Volume 26, Issue 2

107-128 User-Friendly Parallel Computations with Econometric Examples
by Michael Creel [Downloadable! (restricted)]
129-140 A Possible Conflict between Economic Efficiency and Political Pressure
by Phil Simmons & Oscar Cacho [Downloadable! (restricted)]
141-161 Computational Issues in the Sequential Probit Model: A Monte Carlo Study
by Patrick Waelbroeck [Downloadable! (restricted)]
163-172 Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
by Lilia Maliar & Serguei Maliar [Downloadable! (restricted)]
173-181 A MATLAB Solver for Nonlinear Rational Expectations Models
by Paul Fackler [Downloadable! (restricted)]

2005, Volume 26, Issue 1

1-17 Quadrature-Based Methods for Solving Heterogeneous Agent Models with Discontinuous Distributions
by Robert Hussey [Downloadable! (restricted)]
19-49 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
by Simone Alfarano & Thomas Lux & Friedrich Wagner [Downloadable! (restricted)]
51-63 Precautionary Money Demand in a Cash-in-Advance Economy with Capital
by Jana Hromcová [Downloadable! (restricted)]
65-89 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models
by Khurshid Kiani [Downloadable! (restricted)]
91-106 Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation
by Paolo Zagaglia [Downloadable! (restricted)]

2005, Volume 25, Issue 4

303-326 Dantzig—Wolfe Decomposition of Variational Inequalities
by J. Fuller & William Chung [Downloadable! (restricted)]
327-341 Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach
by Michael Doumpos & Fotios Pasiouras [Downloadable! (restricted)]
343-379 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution
by Christopher Ferrall [Downloadable! (restricted)]
381-405 Opinion Dynamics Driven by Various Ways of Averaging
by Rainer Hegselmann & Ulrich Krause [Downloadable! (restricted)]

2005, Volume 25, Issue 3

207-228 Model Selection Using Information Criteria and Genetic Algorithms
by Kelvin Balcombe [Downloadable! (restricted)]
229-254 Teaching Computational Economics in an Applied Economics Program
by Mario Miranda [Downloadable! (restricted)]
255-267 The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors
by Jae Kim & Mahbuba Yeasmin [Downloadable! (restricted)]
269-274 Parameterized Expectations Algorithm: How to Solve for Labor Easily
by Lilia Maliar & Serguei Maliar [Downloadable! (restricted)]
275-279 Parsing Economic Technology Matrices by Triangular Decomposition
by Reiner Wolff [Downloadable! (restricted)]
281-301 Comparison of MCMC Methods for Estimating Stochastic Volatility Models
by Manabu Asai [Downloadable! (restricted)]

2005, Volume 25, Issue 1

1-2 Editor’s Preface: Computational Economics and Finance, Amsterdam
by David Belsley [Downloadable! (restricted)]
3-23 Strategies for the Diffusion of Innovations on Social Networks
by Floortje Alkemade & Carolina Castaldi [Downloadable! (restricted)]
25-40 The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models
by Serge Hayward [Downloadable! (restricted)]
41-57 Minority Games, Local Interactions, and Endogenous Networks
by Giorgio Fagiolo & Marco Valente [Downloadable! (restricted)]
59-74 Learning in a Network Economy
by Jie-Shin Lin [Downloadable! (restricted)]
75-102 A Frequency Selective Filter for Short-Length Time Series
by Alessandra Iacobucci & Alain Noullez [Downloadable! (restricted)]
103-113 Tests of Long Memory: A Bootstrap Approach
by Pilar Grau-Carles [Downloadable! (restricted)]
115-142 Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities
by Pu Chen & Peter Flaschel [Downloadable! (restricted)]
143-165 Valuation of American Continuous-Installment Options
by Pierangelo Ciurlia & Ilir Roko [Downloadable! (restricted)]
167-187 Solving SDGE Models: A New Algorithm for the Sylvester Equation
by OndŘej KamenÍk [Downloadable! (restricted)]

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This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.