# Society for Computational Economics

# Computing in Economics and Finance 2002

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### 2002

**99 Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics***by*Lars Gruene & Willi Semmler**98 Coordination, Local Interactions, and Endogenous Neighborhood Formation***by*Giorgio Fagiolo**97 Contribution Levels and Discrete Public Goods: Strategic Learning of Boundedly Rational Agents***by*Christiane Clemens & Thomas Riechmann**96 Schelling's Neighborhood Segregation Model Revisited***by*Romans Pancs & Nicolaas J. Vriend**95 Clashing Fundamentalists and the Dynamics of Price Formation***by*M. LiCalzi & P. Pellizzari**94 The Impact of Macroeconomic Uncertainty on Bank Lending Behavior***by*Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan**93 The Impact of History on the Emergence of Localised Industrial Clusters - An Simulation Approach***by*Thomas Brenner**92 An evolutionary model of substitution-diffusion processes***by*Witold Kwasnicki**90 The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions***by*Chia-Hsuan Yeh**89 Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules***by*Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler**88 Price Dynamics And Diversification Under Heterogeneous Expectations***by*Chiarella, Carl & Dieci, Roberto & Gardini, Laura**87 Time series evidence of international output convergence in Mercosur***by*Camarero, Mariam, & Flôres, R. & C. Tamarit**86 Agent Based Cournot Games***by*Thomas Riechmann**84 Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility***by*Carl Chiarella & Silvana Musti**83 On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models***by*Zacharias Psaradakis & Nicola Spagnolo**80 Evaluating the CDF for m weighted sums of n correlated lognormal random variables***by*Lars Rasmusson**8 Optimal Monetary Policy When Interest Rates are Bounded at Zero***by*R. Kato & S. Nishiyama**79 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model***by*Jean Louis Brillet**78 Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios***by*Frank Schlottmann & Detlef Seese**77 Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models***by*gary anderson**76 Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models***by*gary anderson**74 Stochastic Pollution and Environmental Care in an Endogenous Growth Model***by*Susanne Soretz**73 Pattern Matching in Multidimensional Time Series***by*Arnold Polanski**72 interpolation with a large information set***by*Angelini, Henry, Marcellino**71 Embodiment, adoption and maintenance: Lessons from one hoss shay models***by*R.Boucekkine & B. Martinez & C. Saglam**69 A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data***by*P.A.V.B. Swamy & I-Lok Chang**68 Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy?***by*G.C. Lim & P.D. McNelis**66 The losses brought out by the NATIONAL-TREATMENT COMMITMENT rule for TRIPs under the WTO***by*Rafael Morais**65 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?***by*Sebastien Page & Anne-Sophie Vanroyen**64 Optimal switching time of technologies***by*R. Boucekkine & H.C. Saglam & T. Vallee**63 Nonlinear estimation algorithms in econometric packages: a comparative analysis***by*Giuseppe Bruno**61 Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data***by*Michaela Draganska & Dipak Jain**60 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models***by*Min-Hsien Chiang & Chihwa Kao**59 Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?***by*Jinill Kim & Dale Henderson**58 Detecting shift-contagion in currency and bond markets***by*Toni Gravelle & Maral Kichian & James Morley**57 Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information***by*Maik Heinemann**54 Smooth Iterative Projection Methods for Recursive Economies***by*Olivier Morand & Kevin Reffett**53 Risk Adjusted Returns And Technical Trading Rules From Data Projection***by*Marney J.P. & Fyfe C. & Tarbert H.**52 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models***by*Pierre Giot & Sébastien Laurent**51 Heterogeneous Traders and the Tobin Tax***by*Frank Westerhoff**50 Welfare Improving Fiscal Policies in a Two-Country Model***by*Jinill Kim & Sunghyun Kim**5 A New Class of Multivariate skew Densities, with Application to GARCH Models***by*Luc Bauwens & Sébastien Laurent**48 An agent-based model of the evolution of competition and market structure***by*paul ormerod, & bridget rosewell & laurence smith**47 Household Risk Management and Optimal Mortgage Choice***by*John Campbell & Joao F. Cocco**46 Short and Long Term Real Effects of Exchange Rates***by*Yunus Aksoy & Hanno Lustig**44 A simple microstructure model of double auction markets***by*Giulia Iori & Carl Chiarella**42 'Risky Habits' and the Marginal Propensity to Consume Out Of Permanent Income***by*Christopher Carroll**39 Asset Price Bubbles and Crashes With Zero--Intelligence Traders***by*John Duffy & M. Utku Unver**383 The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK***by*Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman**382 Endogenous Noise from Continuous Choice***by*Cees Diks & Roy van der Weid**381 Complex Adaptive Equilibria in a Standard Overlapping Generations Model with Production***by*Laurent Cellarier**380 Integrating economic knowledge in data mining algorithms***by*Hennie Daniels, & Ad Feelders & Marina Velikova**379 An algorithm for the quasivariational inequality arising in option pricing with transaction costs II***by*Tetsuya Noguchi & Berc Rustem**378 An algorithm for the quasivariational inequality arising in option pricing with transaction costs I***by*Tetsuya Noguchi & Berc Rustem**377 Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization***by*Nalan Gulpinar & Berc Rustem**376 The Role of Information in an Electronic Trade Network***by*F. Alkemade & H. M. Amman & J. A. La Poutre**375 A Supernetwork Framework for Dynamics of Financial Networks with Intermediation***by*Anna Nagurney & Ke Ke**374 Modelling Transportion as a Network Industry***by*Yuri V. Yevdokimov**373 Using Financial Options to Hedge Transportation Capacity in a Deregulated Rail Industry***by*Stephen M. Law & Alexandra E. MacKay & James F. Nolan**372 Forward Price Dynamics and Option Prices for Network Commodities***by*Chris Kenyon & Giorgos Cheliotis**371 Supply Chain Networks with Electronic Commerce***by*Anna Nagurney & June Dong & Ding Zhang**370 Networks and Farsighted Stability***by*Frank H. Page Jr. & Myrna H. Wooders & Samir Kamat**369 Switching, Adding, or Shifting: Network Effects, Network Compatibility, and Lock-In***by*J. R. Kearl & Gregory D. Adams**368 A Combined Shipper/Carrier Intermodal Network Model***by*Maria P. Boile & Lazar N. Spasovic & Ya Wang**367 Locating Service Facilities to Reduce Lost Demand***by*Oded Berman**366 New Product forms for Gelenbe Networks: Explicit Solutions, Existence and Uniqueness***by*Erol Gelenbe**365 A Heuristic Technique for Model Selection Problems***by*Manfred Gilli & Nicolas Roth**364 Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries***by*Douglas Laxton & Papa N’Diaye**362 Economic Development, Qualitative Change And Employment Creation***by*Pier Paolo Saviotti & Andreas Pyka**361 Use of Coupled Incentives to Improve Diffusion of Environment Friendly Technologies***by*Jacek B. Krawczyk & Robert Lifran & Mabel Tidball**359 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?***by*Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye**357 Corporate Walkout Decisions and the Value of Default***by*Tom Dahlstrom & Pierre Mella-Barral**356 An Unobserved Components Model for NAIRU Estimation***by*Christophe Planas & Alessandro Rossi & Werner Roeger**355 Output and interest rate gaps: Theory versus practice***by*Frank Smets & Raf Wouters**354 The Joint Dynamics of Networks and Knowledge***by*R. Cowan & N. Jonard & J.-B. Zimmermann**353 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence***by*Noriega, A., & L.M. Soria**352 Technology Diffusion and Business Cycle Asymmetry***by*Toshiya Ishikawa**351 Cultural drift induced diversity in a model for the transmission of culture***by*Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel**35 Testing abnormal performance in event studies with small samples***by*J.S. Baixauli & S. Alvarez**349 Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach***by*Alexandru Voicu**346 The Search for Criticality***by*Richard Stahnke**345 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions***by*Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran**344 Is Inflation Persistence Inherent in Industrial Economies?***by*Andrew T. Levin & Jeremy M. Piger**343 Optimal Monetary Policy with Durable and Non-Durable Goods***by*Christopher J. Erceg & Andrew T. Levin**342 Daily Behavior Of Futures Returns: Evidence Form A New Computational Method***by*Roger Koppl & Sorin Tuluca**341 Self-Enforcing Wage Contract and the Dynamics Puzzle***by*Calmes**340 Particle Economics***by*Sawhill B. & Brown M. & Herriot J. & Palmrose Z.V.**339 Empirical investigation and modeling of a financial market after a crash***by*Fabrizio Lillo & Rosario N. Mantegna**338 The Brazilian Depression in the 1980s and 1990s***by*Mirta N.S. Bugarin & Roberto Ellery Jr & Victor Gomes & Arilton Teixeira**337 APT At Work: Finding The Relevant Risk Factors For Asset Pricing***by*Dietmar Maringer**336 Contagion in a heterogeneous inter bank market model***by*Francisco G. Padilla & Giulia Iori.**335 Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty***by*Robert J. Tetlow & Peter von zur Muehlen**334 unilateral and bilateral bootstrap tests for long memory***by*Christian de Peretti**333 Strategies for Optimal Decision Guidance through Information Services***by*Dirk Helbing & Martin Sch**332 Inflation Dynamics and Robust Monetary Policy Design:In Search of a Robust Benchmark Rule for the Euro Area***by*Günter Coenen**331 R&D and Training Investments, Firm Dynamics and Productivity: a Computational Model***by*Carlos Carreira & Paulino Teixeira**329 Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt***by*Irina Yakadina**327 Likelihood function optimization of elliptical copula models with financial applications***by*P. Palmitesta & C. Provasi**326 Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model***by*Carlos Carreira & Paulino Teixeira**324 A Simulation Framework for Heterogeneous Agents***by*David Meyer & Alexandros Karatzoglou & Christian Buchta & Friedrich Leisch & Kurt Hornik**323 Employment at risk of employment protection : assessing the cost of policy uncertainty***by*HENIN Pierre-Yves & ALLAIS Olivier & WEITZENBLUM Thomas**322 Nonlinear models for financial time series with multiple attraction regions***by*Svetlana Borovkova**321 Exact Testing of the Stability of the Phillips Curve***by*Lynda Khalaf & Maral Kichian**320 fiscal policy and endogenous fluctuations***by*pietro senesi**32 Minority Games of Heterogeneous Agents***by*Saori Iwanaga Author-Name; Akira Namatame**319 Existence and Uniqueness of Price Equilibrium in Discrete Choice Models***by*Zsolt Sandor**318 Programming***by*Charlotte Bruun**317 A minimal noise trader model with realistic time series***by*Simone Alfarano & Thomas Lux**316 The Hunt Hypothesis and the Dividend policy of the firm. The Chaotic Motion of the Profits***by*Safieddine Bouali**315 The Analysis of Economic Non linear Systems: Using the Tool of “Floquet Theory”***by*Marisa Faggini**314 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets***by*Peter Winker & Manfred Gilli**313 The Analysis of Economic Non linear Systems: Methods for the case of Changing Parameters - “Floquet Theory” and Landscape Fitness***by*Massimo Salzano**311 Are There Multiple Regimes in Financial Volatility?***by*Marcelo C. Medeiros & Alvaro Veiga**310 Foreign Exchange Risk Premia***by*Lynne Evans & Nathan Joseph & Turalay Kenc**31 Sensitivity Analysis of GARCH Models***by*Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato**309 A constraint programming agent for automated trading***by*E. Aurell & M. Boman & M. Carlsson & J. Eriksson & N. Finne & S. Janson & P. Kreuger & L. Rasmusson**308 Evolutionary Bargaining with Cooperative Investments***by*Herbert Dawid & W.Bentley MacLeod**307 Adaptive Polar Sampling***by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest**306 Innovation and Diversification in Short-lived Markets***by*Herbert Dawid & Marc Reimann**304 Merton-style option pricing under regime switching***by*John Driffill & Turalay Kenc & Martin Sola**303 The simulation methodology of the macroeconometric model MARMOTTE***by*A. Kadareja & F. Karamé & B. Rzepkowski**302 Persistency and Money Demand Distortions in a Stochastic DGE Model with Sticky Prices and Capital***by*Michael Gail**301 Traders’ long-run wealth in an artificial financial market***by*Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi**300 Are real-time estimates of the output gap reliable?***by*Gerhard Rünstler**30 On the accuracy of the estimated policy function using the Bellman contraction method***by*Wilfredo L. Maldonado & Benar F. Svaiter**3 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe***by*Andrew Hughes Hallett & Christian R Richter**299 Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle***by*Lise Patureau**298 An MTAR Test for Stock Market Bubbles***by*Jerry Coakley & Ana-Maria Fuertes**296 Bridging GARCH Model and Prospect Theory in Financial Market Behaviors via Agent-Based Simulation***by*Hiroshi TAKAHASHI & Takao TERANO**295 Computation of the value function indiscrete stochastic optimal growth models***by*Thorsten Pampel**294 A branch and bound algorithm for computing the best subset regression models***by*Cristian Gatu & Erricos Kontoghiorghes**293 Path-Following Algorithm for Parametric Analysis of a Pension Reform***by*Sabit T. Khakimzhanov**292 The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions***by*Carl Chiarella & Nadima El-Hassan & Adam Kucera**290 A Non-Causal Identification Scheme for Vector Autoregressions***by*massimo franchi**29 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange***by*NUÑEZ, Laura**289 Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets***by*Kenneth L. Judd**288 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling***by*Ivana Komunjer**287 Simulation of Dynamic Trade Equilibrium with a 2x2x2x2 Overlapping Generations General Equilibrium Model when Savings and Population Growth Rates Differ across Countries***by*Serdar Sayan**285 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models***by*Aaron D. Smallwood & Paul M. Beaumont**284 On International Consequences of Population Ageing (an applied multi-country multi-sector OLG GE approach)***by*J.Mercenier & M. Merette**282 Sigma-Convergence in Clubs of European Regions***by*Helene Chevrou-Severac**281 An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models***by*Elena Casquel & Ezequiel Uriel**280 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data***by*Alvaro Veiga & Leonardo Souza**28 Evaluation of American Strangles***by*Carl Chiarella & Andrew Ziogas**279 Hedging using simulation: a least squares approach***by*Claudio Tebaldi**276 Spanish diffusion indexes***by*Israel Sancho & maximo Camacho**274 Nonlinear stochastic trends and economic fluctuations***by*Maximo Camacho**272 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis***by*Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser**271 Conjugate Gradient methods for solving sparse Simultaneous Equations Models***by*P. Foschi & E.J. Kontoghiorghes**27 On Market Games with Misspecified Demand Functions : Long Run Outcomes and Global Dynamics***by*G.I. Bischi, & C. Chiarella & M. Kopel**266 Dynamical Modeling of the Demographic Prisoner’s Dilemma***by*Victor Dorofeenko & Jamsheed SHORISH**264 Statistical analysis of the implied volatility derivative***by*Paul Lynch & Nigel Allinson**263 Relationships between market sentiment and price dynamics in an artificial stock market***by*Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu**262 Computer Testbeds and Mechanism Design***by*Jasmina Arifovic & John Ledyard**261 A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models***by*Carl Chiarella & Mark Craddock & Nadima El-Hassan**260 Metadata Standards for Economics Web Sites***by*William L. Goffe**26 Risk and Multi-resolution Regimes in Volatility Processes***by*Enrico Capobianco**259 Valuing Semi-American Putable Bonds under CIR***by*Roland Mallier**257 Perturbation method at order k: A recursive algorithm***by*Michel Juillard**256 Modeling Agents Who Learn Conditional Beliefs***by*Dale O. Stahl**255 Indeterminacy, Sunspots, and Development Traps***by*Sergey Slobodyan**254 Excessive Variation in Risk Factor Correlation and Volatilities***by*Salih Neftci**253 Optimal Policies for Patent Races***by*Ken Judd & Karl Schmedders & Sevin Yeltekin**252 Real effects of money in an economy with heterogeneous agents***by*Petia Manolova & Charles Laitong**251 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results***by*Charemza W.W. & M. Lifshits & S. Makarova**250 Monetary Policy Transmission through Term Premiums***by*Sharon Kozicki & P.A. Tinsley**25 Unified Game Theory***by*JIMENEZ Edward**249 Numerically maximizing the likelihood function***by*Marco P. Tucci**248 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations***by*Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk**245 Real business cycle models, endogenous growth models and cyclical growth: A critical survey***by*Davide Fiaschi & Serena Sordi**244 Intertemporal valuation and decissionin stochastic optimal growth models***by*Thorsten Pampel**240 Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan***by*Günter Coenen & Volker Wieland**24 A Percolation Model of Innovation in Complex Technology Spaces***by*Gerald Silverberg & Bart Verspagen**239 Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies***by*Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo**238 Speculative Inventories, Contracts, and Product Differentiation:Explaining the Decreasing Variability in World Peanut Prices***by*Cesar L. Revoredo & Stanley M. Fletcher**237 Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s***by*Gabriele Tondl**236 Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method***by*Olivier Epelly & Jacek Gondzio**235 The Dynamics of Dealer Quoting Behavior***by*B. Frijns & P. Schotman**234 Co-Evolution of Firms and Consumers and the Implications for Market Dominance***by*Joseph E. Harrington, Jr. & Myong-Hun Chang**233 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach***by*Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth**232 Controlling Chaos in Higher Dimensional Maps***by*Cristian Wieland**231 Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth***by*K.Y.Szeto & Chiwah Kong**230 Competitive market dynamics with credit rationing and financial crises***by*Pasquale Commendatore & Martin Currie**228 Innovation Patterns and the Demography of Firms: From Microturbulence to Macro Regularities***by*Emmanuelle Fauchart & Max Keilbach**227 Innovations and Emissions***by*Lutz C. & Meyer B. & Nathani C. & Schleich J.**226 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices***by*Denis Bolduc & Dimitri Sanga**223 Comparing the Accuracy of Density Forecasts from Competing Models***by*Sarno, Lucio & Valente, Giorgio**222 Asset Price Dynamics among Heterogeneous Interacting Agents***by*Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini**221 Numerical solution of some optimal control problems arising from innovation diffusion***by*Luigi De Cesare & Andrea Di Liddo & Stefania Ragni**220 Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection***by*Stuart McDonald**22 Genetic Learning and the Stylized Facts of Foreign Exchange Markets***by*Thomas Lux & Sascha Schornstein**219 Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype***by*Riccardo Boero & Marco Castellani & Flaminio Squazzoni**218 Absolute Convergence, Period***by*Romulo A. Chumacero**217 A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees***by*A. Consiglio & A. Pecorella & S.A. Zenios**216 Macroeconomic consequences of pension reforms in Europe:***by*M. Aglietta & J. Chateau & J. Fayolle & M. Juillard & J. Le Cacheux & G. Legarrec & V. Touzé**215 Quasi-Perfect Rationality, Playing Automata Dynamic Games***by*Fernando S. Oliveira**214 Testing for Indeterminacy in Linear Rational Expectations Models***by*Thomas Lubik & Frank Schorfheide**213 A Dynamic Market Oriented Model for Network Resource Allocation***by*Masayuki ISHINISHI & Hajime Kita**211 Global dynamics in a class of heterogeneous cobweb models***by*Ilaria Foroni & Laura Gardini**210 Risky Money and Fast Fourier Transforms: A New Leading Indicator of Inflation for the UK?***by*Jane M. Binner & Stuart I. Wattam

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