This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Society for Computational Economics Computing in Economics and Finance 2004 Contact information of
Society for Computational Economics: Email: Web page: http://comp-econ.org/ More information through EDIRC Editor:
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:sce:scecf4
More pages of listings: 0 |1
2004
97 Inflation targeting by Harris Dellas & Fabrice Collard
96 Durable Consumption As A Status Good: A Study Of Neoclassical Cases by Walter H. Fisher [Downloadable!]
95 Extending the OLAP framework for automated explanatory tasks by Hennie Daniels & Emiel Caron
94 Do hedging instruments stabilize markets? by Florian Wagener & William Brock & Cars Hommes
92 Distribution and Fluctuation of Firm Size in the Long-Run by W. Souma & H. Aoyama & L. Gruene [Downloadable!]
91 Market Dynamics and Stock Price Volatility by J. Barkley Rosser, Jr. & Honggang Li
90 Backward dynamics, inverse limits and global sunspots by Alfredo Medio
89 Empirical Calibration of Simulation Models by Thomas Brenner & Claudia Werker
88 Cognitive Learning and the Emergence of Cooperation - An Simulation Approach by Thomas Brenner
87 Working women and their fertility choices by Marji Lines
84 Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities by Gabriele R. & Fagiolo G. & Dosi G. [Downloadable!]
83 Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts by Luca Benati [Downloadable!]
82 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling by Michiel D. de Pooter & Rengert Segers
81 Efficiency in Public Sector: A Neural Network Approach by Francisco J. Delgado [Downloadable!]
79 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide [Downloadable!]
78 Using systems engineering software to build a model of the monetary circuit by Steve Keen
76 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates by Iryna Kaminska & Andrea Carriero & Carlo A. Favero [Downloadable!]
75 Learning-by-Doing, Hi-Tech Consumption and Productivity Resurgence by Francesco Venturini
74 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling by Lennart F. Hoogerheide & Johan F. Kaashoek [Downloadable!]
73 Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming by Carl Chiarella & Chih-ying Hsiao
71 Computational Economics: Help for the Underestimated Undergraduate by P. Ruben Mercado & David A. Kendrick [Downloadable!]
70 Monetary policy and the expectations hypothesis by D. Vestin & Hordahl & P.
69 Model Evolution of Heterogeneous Beliefs in an Network Economy by Jie-Shin Lin [Downloadable!]
68 Robust investment policies with bound forecasts by Nalan Gulpinar & Berc Rustem
67 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates by Roberto M. Billi & Klaus Adam [Downloadable!]
66 A formal model of modularity by Koen Frenken & Luigi Marengo
65 Exchange Rate Policy and the Zero Bound on Nominal Interest Rates by Volker Wieland (Goethe University Frankfurt) & Günter Coenen (European Central Bank) [Downloadable!]
64 Monetary policy with endogenous Nairu by Wenlang Zhang & Willi Semmler
62 Exchange rate overshooting and the costs of floating by Nouriel Roubini & Michele Cavallo & Kate Kisselev [Downloadable!]
61 Advertising Dynamics and Competitive Advantage by Ulrich Doraszelski & Sarit Markovich [Downloadable!]
60 Uninsurable Investment Risk by Cesaire Meh (co-author Vincenzo Quadrini)
59 Asset Pricing with Delayed Consumption Decisions by Willi Semmler & Lars Grüne [Downloadable!]
58 Which order is too much? An application to a model with staggered price and wage contratcs by Florian PELGRIN & Michel JUILLARD
56 Are New Keynesian Phillips Curves Identified ? by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf
55 Fiscal Policy in a Two-Sector Economy with Public Capital and Congestion by Mihaela Pintea [Downloadable!]
54 Uncovered interest parity tests and exchange rate expectations by Philip Marey
53 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates by PeterTillmann [Downloadable!]
52 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation by Jesus Vazquez [Downloadable!]
51 Does Employment Protection Inhibit Technical Diffusion? by Roberto M Samaniego [Downloadable!]
49 Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies by Efrem Castelnuovo [Downloadable!]
48 Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management by Dietmar Leisen [Downloadable!]
47 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices by Daniela Hristova [Downloadable!]
46 Approximate Versus Exact Equilibria by K.Schmedders & F.Kubler [Downloadable!]
45 On Asymmetric Business Cycle Effects on Convergence Rates: Some European Evidence by Ramón MarÃa-Dolores & Israel Sancho
44 How much can firms know? by Bridget Rosewell & Paul Ormerod [Downloadable!]
41 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages by Giuseppe Bruno
40 Asymmetric Jump Processes: Option Pricing Implications by Brice Dupoyet
39 Modelling the health related benefits of environmental policies and their feedback effects, a CGE analysis for the EU countries with GEM-E3 by Denise Van Regemorter & Inge Mayeres [Downloadable!]
38 Computing Center Manifolds: A Macroeconomic Example by Alex Haro & Pere Gomis-Poruqeras [Downloadable!]
36 Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders by Harry J. Paarsch & Bjarne Brentstrup [Downloadable!]
35 Strongly rational expectations equilibria with endogenous acquisition of information by Gabriel Desgranges & Maik Heinemann
32 Monetary Policy, Taxes, and the Business Cycle by Michael R. Pakko & William T. Gavin & Finn E. Kydland
31 Why are long rates sensitive to monetary policy? by Ulf Soderstrom & Tore Ellingsen
30 A Bayesian algorithm for a Markov Switching GARCH model by Dhiman Das
28 Public Opinion Formation in Policy Issues. An evolutionary approach by F. Fatas-Villafranca [Downloadable!]
27 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU [Downloadable!]
26 The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach by Jarita Duasa [Downloadable!]
25 Financing Constraints and Corporate Growth by Winston Moore & Roland Craigwell [Downloadable!]
24 Technological and Social Costs and Benefits of Patent Systems by Murat Yildizoglu & Thomas Vallée [Downloadable!]
23 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity by Aaron Smallwood [Downloadable!]
22 A Steady State Approach to Trend / Cycle Decomposition by Jeremy Piger & James Morley
20 Why Does Private Consumption Rise After a Government Spending Shock? by Nooman Rebei & Hafedh Bouakez
19 Monetary policy and the transition to rational expectations by Giuseppe Ferrero [Downloadable!]
18 Targeting Inflation by Forecast Feedback Rules in Small Open Economies by Kai Leitemo [Downloadable!]
16 Are European business cycles close enough to be just one? by Maximo Camacho & Gabriel Perez-Quiros [Downloadable!]
14 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach by Frank Westerhoff [Downloadable!]
13 The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion by J. Huston McCulloch [Downloadable!]
12 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors by Jules SADEFO KAMDEM
11 Target Zone Interventions and Coordination of Expectations by Stefan Reitz & Frank Westerhoff [Downloadable!]
10 Markovian Optimal Taxation by Salvador Ortigueira [Downloadable!]
8 Tied Versus Untied Foreign Aid: Consequences for a Growing Economy by Stephen J. Turnovsky & Santanu Chatterjee [Downloadable!]
6 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison by Mikael Petitjean & Pierre Giot
3 Can Long-Run Restrictions Identify Technology Shocks? by Christopher J. Erceg & Luca Guerrieri [Downloadable!]
More pages of listings: 0 |1 Access
and download statistics
Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.
This page was last updated on 2009-12-23.
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 .