Society for Computational Economics
Computing in Economics and Finance 2004
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2004
- 178 Modelling the effect of learning and evolving rules on the use of common-pool resources
by Alexander Smajgl - 177 Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions
by Andrew Ziogas & Carl Chiarella - 176 Does Central Bank Transparency Matter for Economic Stability
by Stefano Eusepi - 175 Business Cycle Implications of Habit Formation
by James M. Nason & Takashi Kano - 173 Understanding the Variations in Gibrat's Law with a Markov-Perfect Dynamic Industry Model
by Ana Sofia Domingues Rodrigues & Christopher A. Laincz - 172 The second moments matter: The response of bank lending behavior to macroeconomic uncertainty
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan - 171 A behavioral cobweb model with heterogeneous speculators
by Cristian Wieland & Frank Westerhoff - 170 Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
by Massimiliano Marzo & Thomas A. Lubik - 169 The Great Depression and the Friedman-Schwartz Hypothesis
by Lawrence J. Christiano & Roberto Motto - 166 Optimal monetary policy in a regime-switching economy
by Fabrizio Zampolli - 165 Sectoral Specialisation and Growth Rate DIfferences Among Integrated Economies
by André Lorentz - 164 Job Contact Networks, Inequality and Aggregate Economic Performance
by Nicola Meccheri & Andrea Mario Lavezzi - 163 Can Social Security be welfare improving when there is demographic uncertainty?
by Virginia Sanchez-Marcos & Alfonso Sanchez Martin - 162 Nonlinear Growth and the Productivity Slowdown
by Andrea Mario Lavezzi & Davide Fiaschi - 161 Pollution abatement in the Netherlands: a dynamic applied general equilibrium assessment
by Ekko van Ierland & Rob Dellink - 160 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
by D. Widijanto & S. Nagornii - 16 Are European business cycles close enough to be just one?
by Maximo Camacho & Gabriel Perez-Quiros - 159 Option Pricing under different uncertainty regimes
by Haven Emmanuel - 158 Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models
by Taisei Kaizoji & Thomas Lux - 157 Equilibrium Properties of Finite Binary Choice Games
by Adriaan R. Soetevent - 156 Statistical Evidences for the Influence of GP's Representation on Forecasting
by Chia-Hsuan Yeh - 155 Optimal Lag Structure Selection in VEC-Models
by Dietmar Maringer & Peter Winker - 154 An Adverse Selection Model of Optimal Unemployment Insurance
by Marcus Hagedorn & Ashok Kaul - 153 Intertemporal and Spatial Location of Disposal Facilities
by F. Velasco & F.J. André - 152 On the Indeterminacy of New-Keynesian Economics
by Andreas Beyer & Roger E. A. Farmer - 151 Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE
by Marco Ratto & Riccardo Girardi - 149 Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach
by C. Chiarella & P. Chen - 148 Forecasting inflation: An art as well as a science!
by Peter Vlaar & Ard den Reijer - 147 Robust Control: A Note on the Timing of Model Uncertainty
by Arnulfo Rodriguez - 146 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
by P.A. Tinsley & Sharon Kozicki - 145 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective
by William A. Barnett & Yijun He - 144 The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations
by John C. Williams & Athanasios Orphanides - 140 Optimal Technological Portfolios for Climate-Change Policy under Uncertainty: A Computable General Equilibrium Approach
by David F. Bradford & Seung-Rae Kim & Klaus Keller - 14 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
by Frank Westerhoff - 139 On the Possibility of Informationally Efficient Markets
by David Goldbaum - 137 Practical guide to real options in discrete time
by Sergey Levendorskiy & Svetlana Boyarchenko - 136 Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff
by Bruce McGough & William A. Branch & John Carlson - 135 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Eiji Fuji & Jeannine Bailliu - 134 Optimal Constrained Interest Rate Rules
by Bruce McGough & George Evans - 133 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
by Guillaume Guerrero & Nicolas Million - 132 Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy
by Raf Wouters & Frank Smets - 131 Data Uncertainty in General Equilibrium
by S. Boragan Aruoba - 130 Performance of Inflation Targeting Based on constant Interest Rate Projections
by Kaushik Mitra & Seppo Honkapohja - 13 The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion
by J. Huston McCulloch - 129 Cournot Competition and Endogenous Firm Size
by Francesco Saraceno & Jason Barr - 128 A Frequency-selective Filter for Short-Length Time Series
by Alain Noullez & Alessandra Iacobucci - 127 Comparing robust control with optimal control with time-varying parameters
by Marco P. Tucci - 126 Search in Financial Markets, and Monetary Policy
by Scott Hendry & Kevin Moran - 125 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steve Ambler & Ali Dib - 124 Financial Liberalization and Emerging Stock Market Volatility
by F. Pérez de Gracia & J. Cuñado; J. Gómez - 123 Learning and Shifts in Long-Run Growth
by Rochelle Edge & Thomas Laubach - 121 The Inflation Aversion of the Bundesbank: A State Space Approach
by Vladimir Kuzin - 120 Turnover Activity in Wealth Portfolios
by Mishael Milakovic & Carolina Castaldi - 12 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
by Jules SADEFO KAMDEM - 119 On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures
by Chiang & Min-Hsien;Fan - 118 Stepwise calibration of a higher-order Keynes-Metzler-Goodwin model
by Reiner Franke - 117 The short-run dynamics of optimal growth models with delays
by Luis A. Puch & Fabrice Collard & Omar Licandro - 116 Inflation Dynamics in Seven Industrialised Open Economies
by Nicoletta Batini & Ryan Banerjee - 115 Performing an Environmental Tax Reform in a Regional Economy: A Computable General Equilibrium Approach
by Francisco J. André & M. Alejandro Cardenete - 114 Robust Control: A Note on the Response of the Control to Changes in the
by Arnulfo Rodriguez & Fidel Gonzalez - 113 Price Reaction to Momentum Trading and Market Equilibrium
by Katsumasa NISHIDE - 112 Forecasting Chilean Industrial Production and Sales with Automated Procedures
by Romulo A. Chumacero - 111 Test for long memory processes. A bootstrap approach
by Pilar Grau-Carles - 110 Minority Games, Local Interactions, and Endogenous Networks
by Valente M. & Fagiolo G. - 11 Target Zone Interventions and Coordination of Expectations
by Stefan Reitz & Frank Westerhoff - 109 Animal Spirits, Lumpy Investment, and the Business Cycle
by Fagiolo G. & Roventini A. - 108 Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences
by Paolo Surico - 106 Can Intelligence Help Improve Market Performance?
by Chia-Hsuan Yeh - 104 A Stochastic Lake Game
by Sharon I. O'Donnell & W. Davis Dechert - 103 I'll buy that: The Schelling Model of Segregation in an Owner Occupied Housing Market
by Margo Bergman & Sharon I. O'Donnell - 102 Welfare Maximizing Monetary and Fiscal Policy Rules
by Robert Kollmann - 100 Optimal marketing decisions in a micro-level framework
by Luigi De Cesare & Andrea Di Liddo - 10 Markovian Optimal Taxation
by Salvador Ortigueira