Society for Computational Economics
Computing in Economics and Finance 2001
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2001
- 99 Econometric analysis of the sequential probit model with an application to innovation surveys
by Patrick Waelbroeck - 98 What Can We Learn From Simulating a Standard Agency Model?
by Michel Robe - 97 Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries
by Stephane Pallage and Michel A. Robe - 96 Unemployment Insurance and Precautionary Savings : Transitional Dynamics vs. Steady State Equilibrium
by JOSEPH Gilles and WEITZENBLUM Thomas - 94 Value-At-Risk For Long And Short Trading Positions
by Pierre Giot and S»bastien Laurent - 93 An Application of Agent-based Simulation to the New Electricity Trading Arrangements of England and Wales
by Derek W. Bunn and Fernando Oliveira - 92 Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider
by Christiane Clemens and Thomas Riechmann - 91 Evolutionary Learning in the Ultimatum Game
by Thomas Riechmann - 90 Efficiency and Equality in a Welfare State Economy
by Radim Bohacek - 9 Calculating the Long-run Incremental Cost of Interconnection Using a Network Cost Simulation Model
by D. Mark Kennet, W. W. Sharkey - 89 Dynamic Production Teams with Strategic Behavior
by Michele Breton, Pascal St-Amour and D. Vencatachellum - 88 Pareto-Improving Cheating In An Economic Policy Game
by Christophe Deissenberg and Francisco Alvarez Gonzalez - 87 The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet
by Max E. Jerrell and Wendy A. Campione - 86 Profit opportunities, crash prediction and risk minimization in artificial and real-world markets
by Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison - 85 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan - 83 Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market
by SaangJoon Baak - 82 Endogenous Growth Paths in Economies with Locally Interacting Agents
by Fagiolo, G. and Dosi, G. - 80 Social Recommendations Rather than Social Values
by Hakan Aksoy and Erdem Basci - 8 Uncertain Potential Output: Implications for Monetary Policy
by Michael Ehrmann and Frank Smets - 79 Posted Offer versus Bargaining: An Example of how Institutions can Facilitate Learning
by Koye Somefun - 76 Multimodality and the GARCH Likelihood
by Jurgen A. Doornik and Marius Ooms - 75 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
by Roel Oomen - 74 The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming
by Chia-Hsuan Yeh, Shu-Heng Chen - 72 Threshold Accepting for Index Tracking
by Manfred Gilli and Evis Kellezi - 71 Spectral Implications of Security Market Data for Models of Dynamic Economies
by Christopher Otrok, B. Ravikumar, Charles H. Whiteman - 70 Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle
by Prasad V. Bidarkota and J. Huston McCulloch - 7 Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
by Jinill Kim, Sunghyun Kim, and Andrew Levin - 69 Seeking Protection and the Origin of the State
by Allen Wilhite - 68 Hamilton-Jacobi-Bellman equation with multiple equilibria
by Malte Sieveking - 63 Interbank Lending, reserve requirements and systemic risk
by giulia iori and Saqib Jafarey - 62 The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation
by Thomas Lux - 60 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
by Frank Niehaus - 6 Fast Fourier Transform for discrete Asian Options
by E. Benhamou - 59 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
by Peter Winker and Manfred Gilli - 58 Asset Pricing in Models with incomplete markets and default
by Karl Schmedders, Felix Kubler - 56 Economic Evolution and Structural Changes: a Non-Linear Model of Responses to Changes of Demand
by London, S. - Tohme, F. - 55 The Timing of Uncertainty and The Intensity of Policy
by P. Ruben Mercado - 54 Consumer Search, Competition, and the Organizational Structure of Multi-Unit Firms
by Myong-Hun Chang and Joseph E. Harrington, Jr. - 53 New economy : new policy rules?
by Eric Schaling, James Bullard - 52 An efficient and simple simulation smoother for state space time series analysis
by J. Durbin and S.J. Koopman - 51 Digital Security Tokens and Their Derivatives
by Kanta Matsuura - 50 Risk Neutral Forecasting
by Spyros Skouras - 49 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market
by Guo Ying (Rosemary) Luo - 48 Expectations Driven Distortions in the Foreign Exchange Market
by Frank H. Westerhoff - 47 Small neighborhoods
by Brian Krauth - 46 Stability Analysis of Heterogeneous Learning in Self-Referential Linear Stochastic Models
by Chryssi Giannitsarou - 45 Reserve Price Auctions with a Strong Bidder
by M. Utku Unver and A. Alexander Elbittar - 43 An R&D Race with Learning and Forgetting
by Ulrich Doraszelski - 42 The 40% Neoclassical Aggregate Theory of Production
by Zambelli Stefano - 41 Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States
by Michael Brandt, Qi Zeng and Lu Zhang - 40 Economic Geography, Trade, and War
by David Bearce and Eric Fisher - 4 Modeling the Lucas critique as an open loop feedback process with time-varying parameters
by Hans Amman and David Kendrick - 39 A Non-Stationary Asset Pricing Model under Heterogeneous Expectations
by Carl Chiarella and Xue-Zhong He - 38 Internet Auctions with Artificial Adaptive Agents
by M. Utku Unver - 37 Cross-Sectional Aggregation of Nonlinear Dynamic Models and Aggregate Consumption Dynamics
by Michael Binder - 36 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran - 35 Measuring the Natural Rate of Interest
by Thomas Laubach and John C. Williams - 34 Gaining Credibility for Inflation Targets
by James Yetman - 33 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
by Katsuhiro Sugita - 32 Real Exchange Rates and Monetary Policymaking in the EMU
by Yunus Aksoy - 31 Learning Dynamics in an Artificial Currency Market
by Christophre Georges - 30 Solving for Optimal Simple Rules in Rational Expectations Models
by Richard Dennis - 3 Spurious Welfare Reversals in International Business Cycle Models
by Jinill Kim and Sunghyun Henry Kim - 29 Dynamic optimization and Skiba sets in economic examples
by W.-J. Beyn, T. Pampel, W.Semmler - 28 Modeling an Indexed Portfolio for the Italian Market
by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy - 279 Unemployment Insurance and the Evolution of Worker-Employer\n Cooperation: Experiments with Real and Artificial Agents
by Mark Pingle and Leigh Tesfatsion - 277 IntertemporalSubstitution, Risk Aversion, and Economic Performance in a StocashticallyGrowing Open Economy
by Stephen Turnovsky, University of Washington and Paola Giuliano, University of California-Berkeley - 276 The Coming Generational Storm
by Laurence J. Kotlikoff, Kent Smetters, and Jan Walliser - 275 Fiscal Policy and Aggregate Uncertainty
by Jagadeesh Gokhale and Laurence J. Kotlikoff - 274 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
by George Hall and John Rust, Yale University - 273 Finding a maximum skewness portfolio
by Gustavo Athayde and Renato Flores - 272 Land Rents and Competitive Equilibrium
by Martin E. Diedrich - 271 Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview
by Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha - 269 Technology Diffusion, Intertemporal Substitution, and Business Cycles
by Toshiya Ishikawa - 268 Agent-Based Simulation of C2C Internet Auctions with Online Escrow
by Zhangxi Lin, S. Ramanathan, and Balakrishna Kandula - 267 Measuring the Value of Children by Birth Order and Infant Health
by Frank Heiland - 265 The Diversity of Neighborhood Transitions
by Sharon I. O'Donnell - 264 A Stochastic Lake Game
by W. Davis Dechert - 263 Evolution of Harvesting Strategies: Replicator and Resource Dynamics
by Joelle Noailly, Jeroen van den Bergh, Cees Withagen - 262 Bootstrap LR Tests for Sign and Amplitude Asymmetries
by Jerry Coakley; Ana-Maria Fuertes - 261 Measuring Emergent Properties of Agent-Based Landcover/Landuse Models using Spatial Metrics
by Dawn C. Parker, Tom Evans, Vicky Meretsky - 26 Very High Order Lattice Methods for One Factor Models
by Jonathan Alford and Nick Webber - 259 Chaotic Interest Rate Rules
by Benhabib, Jess & Schmitt-Grohe, Stephanie & Uribe, Martin - 258 Forecasting with a Real-Time Data Set for Macroeconomists
by Tom Stark and Dean Croushore - 257 History Dependence and Global Dynamics in Models with Multiple Equilibria
by Christophe Deissenberg, Gustav Feichtinger, Willi Semmler and Franz Wirl - 256 Solving for Market Equilibrium using Random Coefficient Random Utility Models
by V. Brian Viard, Nicholas Polson, Anne Gron - 255 Estimation of Diffusions using Wavelet scaling methods
by Esben Hoeg - 254 Monetary Policy with Imperfect Knowledge
by Athanasios Orphanides amd John Williams - 253 Evolution of Risk Aversion in Adaptive Learning Agents
by J. Neil Bearden - 252 Patterns of Trade between Countries with Differing Age Compositions of Populations: An Overlapping Generations General Equilibrium Analysis
by Serdar Sayan - 251 Regulating Global Climate Change with Bayesian Learning about Damages
by Larry Karp, Jiangfeng Zhang - 248 Public Investment in Human Capital: Insurance Benefit versus Tax Distortions
by Ayla Yilmaz - 247 The Reliability of Inflation Forecasts Based on Output Gaps in Real Time
by Athanasios Orphanides and Simon van Norden - 246 Diagnosing Failure: When is an Estimation Problem Too Large for a PC?
by B. D. McCullough and H. D. Vinod - 245 Pricing Barrier Bond Options with One-factor Interest Rate Models
by Grace C.H. Kuan and Nick Webber - 244 Stable Risk Sharing
by Jayasri Dutta, Kislaya Prasad - 242 Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice
by Reuven Shnaps - 241 Refining Influence Diagram For Stock Portfolio Selection
by Chiu-Che Tseng, Piotr J. Gmytrasiewicz, Chris Ching - 240 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
by Marina Resta - 24 The Effects of Health Insurance and Self-Insurance on Retirement Behavior
by Eric French and John Jones - 239 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
by Marina Resta - 238 Managing Information Complexity in a Supply Chain Model by Agent-Based Genetic Programming
by Ken Taniguchi, Setsuya Kurahashi, Takao Terano - 237 Imitation and the diffusion of innovation in e-commerce
by Mario Eboli - 234 The Economics of Free and Open Source Software
by Richard E. Hawkins - 233 Inference on the Cointegration Rank in Fractionally Integrated Processes
by Joerg Breitung and Uwe Hassler - 232 Semi Endogenous Growth in a Computable General Equilibrium Approach
by Arnaud Fougeyrollas, Pierre Le Mou‘l and Paul Zagam» - 231 Economic Dynamics with Heterogeneous Agents
by C. R. Birchenhall - 230 Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress
by Robert Stehrer - 229 The Complexity of Production, Technological Volatility and Inter-Industry Differences in the Persistence of Profits Above the Norm
by Philip E. Auerswald - 228 Intergenerational Risk Sharing and Asset Returns
by Vassil A. Konstantinov - 227 A Comparative Evaluation of the Performances of Different Filtering Techniques in Business Cycle Identification
by Gonul Turhan-Sayan * and Serdar Sayan** - 224 Multilateral Negotiations and Formation of Coalitions
by Armando Gomes - 223 Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?
by Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower - 222 Structural Estimation of Marriage Models
by Linda Y. Wong - 221 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
by Alan P. Kirman, Gilles Teyssiere - 22 Using Unsuccessful Auction Bids to Identify Latent Demand
by Bernardo A. Huberman, Tad Hogg and Arum Swami - 219 A Partial Equilibrium Model of Option Markets
by Dietmar P.J. Leisen and Kenneth L. Judd - 217 Asset pricing with a continuum of belief types
by Cees Diks and Roy van der Weide - 215 Shocks and Institutions in a Job Market Model
by Wouter Den Haan, Christian Haefke, Garey Ramey - 214 A Statistical Equilibrium Model of Wealth Distribution
by Mishael Milakovic - 213 DYNARE: A program for the simulation of rational expectation models
by Michel Juillard - 212 Demographic Transition and International Flows of Capital: What Can an OLG Model Tell Us?
by Team INGENUE - 211 Optimal Capital - Labor Taxes under Uncertainty and Default Constraints of the Government
by Irina Yakadina - 210 The Inflation Premium implicit in the US Real and Nominal
by J. Huston McCulloch - 209 Can Indeterminacy Resolve the Consumption Correlation Puzzle?
by Wei Xiao - 207 Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly
by Peter Arcidiacono, Holger Sieg, Frank Sloan - 206 Numerical methods for the solution of a human capital model
by Sisira K. Sarma - 205 Information Bundling in a Dynamic Environment
by Christopher H. Brooks, Rajarshi Das, Jeffrey O. Kephart, Jeffrey K. MacKie-Mason, Robert S. Gazzale, - 204 Genetic Algorithms in Portfolio Optimization
by Chi-Cheong - 203 Estimation of Poorly-Measured Service-Industry Output
by Baoline Chen - 202 Monetary Instrument Problem Revisited: The Role of Fiscal Policy
by Soyoung Kim - 200 The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy
by Marcelo Bianconi and Stephen J. Turnovsky - 20 Adaptive Learning and Emergent Coordination in Minority Games
by Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi - 2 Testing For Unit Roots Using Economics
by Romulo Chumacero - 199 Quasi Monte Carlo methods for macroeconometric simulation
by Jenny X. Li and Peter Winker - 196 The Implications of Lower Down Payments on Consumption Volatility
by Christopher Farr and Maria J. Luengo-Prado - 195 Heterogeneous Expectations, Currency Options and the euro/dollar exchange rate
by Rzepkowski Bronka - 194 Calibration and Computation of Household Portfolio Models
by Michael Haliassos and Alexander Michaelides - 193 Revolvers for Self-Control
by Carol C. Bertaut and Michael Haliassos - 192 Incomplete unemployment insurance and aggregate fluctuations
by Francesc Obiols-Homs - 191 Small sample properties of panel time-series estimators with I(1) errors
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - 190 An Interacting-Agents Approach to International Financial Contagion
by Taisei Kaizoji - 19 Imperfect Credibility and Inflation Persistence
by Christopher J. Erceg and Andrew T. Levin - 189 General Equilibrium Tax Policy with Hyperbolic Consumers
by Toke Ward Petersen - 188 Intergenerational Risk Sharing: Myth or Possibility
by Dirk Krueger and Felix Kubler - 186 Housing Markets, Liquidity Constraints and Labor Mobility
by Markus Haavio and Heikki Kauppi - 185 Strategic Choice of Partners: Research Joint Ventures and Market Power
by Siebert, Roeller, Tombak - 184 On Inflation and the Persistence of shocks to Output
by Maral Kichian and Richard Luger, Bank of Canada - 182 Testing for Asymmetric Dynamic Oligopoly Models
by Ralph Siebert and Christine Zulehner - 181 The Compound Option Approach to American Options on Jump-Diffusions
by Chandrasekhar Reddy Gukhal - 18 Avoiding Nash Inflation: does robust policy help?
by Robert J. Tetlow and Peter von zur Muehlen - 179 Complex dynamics and adaptive fuzzy rule-based expectations - economic simulations with GENEFER
by Stefan Kooths, Eric Ringhut - 177 Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules
by Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero - 176 Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate
by Graham Kendall, Jane Binner and Alicia Gazely - 175 Heterogeneous Interacting Agent Models and the Stylized Facts
by Taisei Kaizoji - 174 Empirical analysis of the emerging Brazilian stock market: scaling and volatility
by A. A. Perez Jr. and J. M. P. Moser - 172 Bounded Rationality and Social Cognition: A Computational Study
by Robert Hoffmann - 171 Evolution of Cooperative Networks and the Emergence of Leadership
by M.G. Zimmermann, V. M. Eguiluz - 17 The Effects of Dollarization on Macroeconomic Stability
by Christopher J. Erceg and Andrew T. Levin - 168 Robustness against priors and mixing distributions
by Tiemen Woutersen - 167 Recursive Solution Of Heterogeneous Agent Models
by Michael Reiter - 166 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health
by Ahmed W. Khwaja - 165 Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets
by Shu-Heng Chen and Chung-Chih Liao - 164 General--to--Specific Reductions of Vector Autoregressive Processes
by Hans-Martin Krolzig - 163 Estimation of a dynamic structural model of irreversible investment
by Rocio Sanchez - 162 Learning, Stabilization and Credibility: Optimal Monetary Policy in a Changing Economy
by Guenter W. Beck and Volker Wieland - 161 Stabilization versus Insurance
by James Costain and Michael Reiter - 160 The efficiency of the Taylor rule : A stochastic analysis using the Macsim model
by Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies - 16 Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model
by George J. Jiang and Pieter J. van der Sluis - 159 Growth versus Equality in Agent-Based Macro Models
by Charlotte Bruun - 158 John Holland's Legacy in Economics: Artificial Adaptive Economic Agents --From 1986 to the Present in Retrospect
by Shu-Heng Chen - 157 Extortion as an obstacle to economic growth: A dynamic game analysis
by H. Dawid, G. Feichtinger, A. Novak - 156 Variety Of Behavior Of Equity Returns In Financial Markets
by Fabrizio Lillo and Rosario N. Mantegna - 154 Emergent Cities: A Microeconomic Explanation for Zipf's Law
by Robert Axtell and Richard Florida - 152 On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms
by Christian Keber, Dietmar G. Maringer - 151 Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach
by John Duffy and Jim Engle-Warnick - 150 Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments
by Nikolay Gospodinov - 15 A Worst--Case Approach to Inflation Zone Targeting
by B. Rustem, V. W. Wieland and S. Zakovic - 149 Studying Real Options with Genetic Algorithms
by Alfons Balmann, Oliver Musshoff - 148 Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach
by Alfons Balmann, Kathrin Happe, Konrad Kellermann, Anne Kleingarn - 147 Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach
by JP Marney, Colin Fyfe, Heather Tarbert, David Miller - 146 An Adaptive Electronic Market-Maker
by Nicholas T. Chan and Christian Shelton - 145 The Real Interest Rate Gap as an Inflation Indicator
by Katharine S. Neiss and Edward Nelson - 144 Cost of Business Cycles under Incomplete Markets
by Yann Algan and Olivier Allais - 143 A recursive algorithm for solving SUR models
by Erricos J. Kontoghiorghes and Paolo Foschi - 140 Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - 14 Constrained Optimal Control Under Limited Knowledge
by Ric D. Herbert and Rod D. Bell - 139 Social Security evaluation: A critique
by Jorge Soares - 138 Practical
by Gary Anderson - 137 Solving and Estimating Finite Mixture Models in Parallel
by Christopher Ferrall - 136 Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity
by Nikolay Gospodinov - 135 Can Trade Theory Help Us Understand the Linkages Between International Trade and Business Cycles?
by M. Ayhan Kose and Kei-Mu Yi - 134 Evaluating Business Cycle Models with Labor Market Search
by Robert M. Hussey - 133 Government Expenditure and Long-Run Stochastic Growth
by Christiane Clemens - 132 Bifurcation Routes and Economic Stability
by Miloslav S. Vosvrda - 131 Evaluating Information Variables for Monetary Policy in a Noisy Economic Environment
by Gunter Coenen, Volker Wieland, Andrew Levin - 130 Micro Heterogeneity and Macro Dynamics: an Empirical Analysis
by Filippo Altissimo, Paolo Zaffaroni - 13 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
by Luca Colombo and Gerd Weinrich - 128 Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models
by gary anderson and raymond board - 127 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure
by Andrew Hughes Hallett, Christian R Richter