Society for Computational Economics

Editor:
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:sce:scecf5

2005

• 483 The Valuation Of American Exchange Options Under
  by Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas
• 478 Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
  by Noah Williams & Andrew Levin & Alexei Onatski
• 476 Optimal Fiscal and Monetary Policy In A Medium Scale Macro Model
  by Martin Uribe & Stephanie Schmitt-Grohe
• 474 Term Structure Estimation with Survey Data on Interest Rate Forecasts
  by Athanasios Orphanides & Don H. Kim
• 472 Numerical Analysis of Asymmetric First Price Auctions
  by Wayne-Roy Gayle [Downloadable!]
• 471 Wavelet Optimized Finite-Difference Approach to Solve Jump-Diffusion type Partial Differential Equation for Option Pricing
  by Mohammad R. Rahman & Ruppa K. Thulasiram & Parimala Thulasiraman [Downloadable!]
• 469 Automated detection and explanation of exceptional values in a datamining environment
  by Hennie Daniels & Emiel Caron
• 468 Information Visualization Of An Agent-Based Financial System Model
  by Wei Jiang & Richard Webber & Ric D Herbert [Downloadable!]
• 466 Fundamental Uncertainties and Firm-level Stock Volatilities
  by Yang Yu
• 465 The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
  by Viktor Winschel
• 462 Making a match: combining theory and evidence in policy-oriented macroeconomic modelling
  by Alasdair Scott & George Kapetanios & Adrian Pagan [Downloadable!]
• 460 Dynamic Limited Dependent Variable Modeling and US Monetary Policy
  by George Monokroussos [Downloadable!]
• 459 Measuring Inflation Persistence: A Structural Time Series Approach
  by Maarten Dossche & Gerdie Everaert [Downloadable!]
• 457 Gains from International Monetary Policy Coordination: Does It Pay to Be Different?
  by Evi Pappa & Zheng Liu [Downloadable!]
• 456 Sychronization and Staggering in a Model of State-Dependent Pricing
  by Alexander L. Wolman & A. Andrew John
• 455 The Mundell-Fleming-Dornbusch Model in a New Bottle
  by Anthony Landry [Downloadable!]
• 454 Limited Participation, Income Distribution and Capital Account Liberalization
  by Eva de Francisco [Downloadable!]
• 453 Dynamic Politico-economic Equilibrium: Aggregation, First-order Conditions, and Computation
  by Per Krusell & Marina Azzimonti & Eva de Francisco
• 452 Optimal Interest Rate Rules, Asset Prices and Credit Frictions
  by Tommaso Monacelli & Ester Faia [Downloadable!]
• 451 Testing for Stationarity and Cointegration in an Unobserved Components Framework
  by James Morley & Tara M. Sinclair [Downloadable!]
• 450 The Effects of EU Shocks on the Macrovariables of the Newly Acceded Countries -A Sign Restriction Approach
  by Alina Barnett [Downloadable!]
• 449 Option pricing with sparse grids
  by Thomas Mertens
• 448 Interbank market under the currency board: Case of Lithuania
  by Marius Jurgilas [Downloadable!]
• 446 Solving RE models for dummies
  by Patrick Fève & Fabrice Collard
• 445 User-Friendly Parallel Computations with Econometric Examples
  by Michael Creel [Downloadable!]
• 438 Multi-core CPUs, Clusters and Grid Computing: a Tutorial
  by William L. Goffe & Michael Creel [Downloadable!]
• 437 Robustifying Learnability
  by Peter von zur Muehlen & Robert J. Tetlow [Downloadable!]
• 434 Margins and Transaction Taxes in an Artificial Speculative Futures Market
  by Leanne J. Ussher
• 431 DSGE Models in a Data-Rich Environment
  by Marc P. Giannoni & Jean Boivin [Downloadable!]
• 430 An Evolutionary Analysis of Investment in Electricity Markets
  by Manuel L. Costa & Fernando S. Oliveira [Downloadable!]
• 429 A Rational Expectations Model of Optimal Inflation Inertia
  by Michael Kumhof & Douglas Laxton [Downloadable!]
• 427 Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence
  by Richard Mash [Downloadable!]
• 423 Education and Self-Employment: Relationships between Earnings and Wealth Inequality
  by Yaz Terajima
• 422 Optimal cheating in monetary policy with individual evolutionary learning
  by Jasmina Arifovic & Olena Kostyshyna [Downloadable!]
• 421 Predatory Governance
  by Dalida Kadyrzhanova [Downloadable!]
• 419 International Capital Flows in a World of Greater Financial Integration
  by Viktoria Hnatkovska & Martin Evans [Downloadable!]
• 416 Information Flows and Aggregate Persistence
  by Oleksiy Kryvtsov
• 415 Housing, Personal Bankruptcy, Entrepreneurship
  by Yaz Terajima & Cesaire Meh
• 414 A Fully-Rational Liquidity-Based Theory of IPO Underpricing and Underperformance
  by Matt Pritsker [Downloadable!]
• 412 A Computational Approach to Proving Uniqueness in Dynamic Games
  by Karl Schmedders & Ken Judd
• 411 Computation of Moral-Hazard Problems
  by Kenneth L. Judd & Che-Lin Su
• 410 Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions
  by Andrew Cohen & Ron Borzekowski
• 409 High Frequency Multiplicative Component Garch
  by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle [Downloadable!]
• 408 Portfolio Choice and Permanent Income
  by Stanley Zin & Thomas Tallarini
• 407 The Behavior of Banks under the Deposit Insurance and Capital Requirements
  by Xiaozhong Liang [Downloadable!]
• 405 On the Benefits of Exchange Rate Flexibility under Endogenous Tradedness of Goods
  by Kanda Naknoi & Michael Kumhof & Douglas Laxton [Downloadable!]
• 404 Estimating the Deep Parameters of RBC Model with Learning
  by Stefano Eusepi & Stefania D'Amico
• 402 Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority
  by Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R. [Downloadable!]
• 401 Tax Policies, Vintage Capital, and Entry and Exit of Plants
  by Dennis W. Jansen & Shao-Jung Chang [Downloadable!]
• 400 Robust Monetary Policy with Imperfect Knowledge
  by John C Williams & Athanasios Orphanides
• 397 Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
  by Sheri Markose & Amadeo Alentorn [Downloadable!]
• 396 Designing large value payment systems: an agent based approach
  by Jing Yang & Sheri Markose & Amadeo Alentorn
• 394 Numerical investigation on bottom-up fluctuation of investment
  by Yuya Sasaki & Makoto Nirei
• 393 On-the-Job Search and Wage Rigidity in a General Equilibrium Model
  by Robert M. Hussey
• 391 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem
  by Simon Lysbjerg Hansen [Downloadable!]
• 390 Bond Yield Predictability and Estimation of Affine Term Structure Models
  by Bovorn Vichiansin
• 389 Noisy Earnings Reports and the Equity Premium
  by Gorkem Ozer & Paul Beaumont
• 388 The Design of Monetary and Fiscal Policy: A Global Perspective
  by Stefano Eusepi & Jess Benhabib
• 387 Shifting Expectations about Technology Growth as a Propagation Mechanism
  by Masashi Saito [Downloadable!]
• 385 Worst-case estimation and asymptotic theory for models with unobservables
  by Jose M. Vidal-Sanz & Mercedes Esteban-Bravo [Downloadable!]
• 384 The Long and the Short of It: Long Memory Regressors and Predictive Regressions
  by Aaron Smallwood; Alex Maynard; Mark Wohar [Downloadable!]
• 382 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment
  by Peter Zadrozny & Ellis Tallman
• 381 A decomposition method to deflate the curse of dimensionality for dynamic stochastic models
  by Mercedes Esteban-Bravo & F. Javier Nogales
• 380 A Threshold Model of Monetary Policy
  by Michael D. Bradley & Dennis W. Jansen
• 379 The Determinants of Market Frictions in the Corporate Market
  by Egon Zakrajsek & Andrew Levin & Roberto Perli
• 378 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions
  by Peter A. Zadrozny & Baoline Chen [Downloadable!]
• 377 Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation
  by Thomas Lubik & Wing Leong Teo [Downloadable!]
• 376 Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
  by Maral Kichian & Lynda Khalaf
• 375 Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies
  by Giulio Bottazzi & Mikhail Anufriev [Downloadable!]
• 374 The Value of Knowledge Flows: Evidence from Patent Citations Data
  by Yi Deng [Downloadable!]
• 373 The Temptation of Emergence or: Don't Rush into Economic(al) Explanations
  by Norman Ehrentreich
• 372 The Impact of Housing Decisons on Business Cycles
  by Steve Ambler & Emanuela Cardia & Christian Zimmermann
• 371 Testing Near-Rationality Using Detail Survey Data
  by Stefan Palmqvist & Michael F. Bryan [Downloadable!]
• 370 Price setting in General Equilibrium: Alternative Specifications
  by de Walque, G. & Smets, F. & Wouters, R.
• 369 Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits
  by Sanjay K. Chugh [Downloadable!]
• 367 Stochastic Volatility in DSGE models
  by Giorgio Primiceri & Alejandro Justiniano
• 366 Capital Accumulation in the Presence of Informal Credit Contract: Does Incentive Mechanism Work Better than Credit Rationing Under Asymmetric Information?
  by basab dasgupta [Downloadable!]
• 364 Taxes and quotas for a Stock Pollutant with Multiplicative Uncertainty: A Comment
  by Fidel Gonzalez
• 363 TIPS: Taking Inflation Premium Seriously
  by Min Wei & Stefania D'Amico & Don H. Kim [Downloadable!]
• 362 Monetary Policy, Determinacy, and Learnability in the Open Economy
  by Eric Schaling & James Bullard
• 360 Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control
  by Sel Dibooglu & Turalay Kenc
• 359 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models
  by Kai Christoffel
• 358 On the Distributional Effects of Trade Policy: A Macroeconomic Perspective
  by Luis San Vicente Portes [Downloadable!]
• 357 Structural Breaks in Estimated DSGE Models with Indeterminacy
  by Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod
• 356 Financial Frictions, Distribution Costs, and Current Account Crises
  by Sylvain Leduc & Diego Valderrama
• 355 Operational risk management and new computational needs in banks
  by Duc PHAM-HI [Downloadable!]
• 354 Co-evolution of bounded rational agents in adaptive social networks
  by Lugo, H. & Dalmagro & F. Jiménez J.
• 351 Agency Conflicts, Investment, and Asset Pricing
  by Neng Wang & Rui Albuquerque [Downloadable!]
• 349 Debt stabilizing fiscal rules
  by Philippe Michel & Leopold von Thadden & Jean-Piere Vidal [Downloadable!]
• 348 Paper or Plastic? The Effect of Time on Check and Debit Card Use at Grocery Stores
  by Elizabeth Klee
• 347 An Integrated Approach For Stock Price Forecasting
  by Alvaro Veiga & Gustavo Santos Raposo
• 346 Exponential Multivariate Autoregressive Conditional High Frequency Data Model
  by Alvaro Veiga & Gustavo Santos Raposo
• 345 Persistence, Propagation and On-the-Job Search
  by Michael Krause & Thomas A. Lubik
• 344 Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter
  by Matthieu LEMOINE & Odile CHAGNY [Downloadable!]
• 343 A Re-Examination of the Determinants of Economic Growth Using Simultaneous Equation Dynamic Panel Data Models
  by Susanne Broeck & Michael Binder
• 341 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations
  by Wolfgang Lemke
• 340 Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
  by Massimiliano Marzo & Thomas A. Lubik
• 339 Black-White Labour Market Conditions and Property Crime in the US: A Quantitative Analysis
  by Marco Cozzi [Downloadable!]
• 338 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
  by M. Gilli & I. Roko
• 337 Are We There Yet? Looking for the New Economy
  by Simon van Norden
• 336 Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods
  by Manoj Atolia & Edward F. Buffie [Downloadable!]
• 334 Agent-based simulation of power exchange with heterogeneous production companies
  by Silvano Cincotti & Eric Guerci [Downloadable!]
• 333 Volatility and realized quadratic variation of differenced returns
  by Esben Hoeg
• 329 Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence
  by Mark E. Wohar & David E. Rapach [Downloadable!]
• 328 Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies
  by Rangan Gupta [Downloadable!]
• 324 Optimal Unemployment Insurance in a Search Model with Variable Human Capital
  by Andreas Pollak [Downloadable!]
• 323 Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements
  by Refet Gürkaynak & Brian Sack
• 322 Firms’ Network Formation Through The Transmission Of Heterogeneous Knowledge
  by Rainer Andergassen & Franco Nardini [Downloadable!]
• 321 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
  by Argia M. Sbordone
• 320 A dynamic model of a monetary production economy under the disequilibrium economics approach
  by Marco Raberto & Andrea Teglio [Downloadable!]
• 319 Bootstrap inference on a nonlinear time series model of advertising effects
  by Miguel A. Arranz
• 318 An Estimated DSGE Model for The German Economy
  by Ernest Pytlarczyk [Downloadable!]
• 317 Estimating an Open Economy SDGE Model for the Euro Area
  by Andreas Beyer & Ricardo Mestre
• 314 Monetary Policy in an Estimated DSGE Model with a Financial Accelerator
  by Ali Dib & Ian Christensen [Downloadable!]
• 313 Monetary Policy Shifts, Indeterminacy and Inflation Dynamics
  by Paolo Surico [Downloadable!]
• 309 Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
  by Thomas A. Lubik
• 307 Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market
  by Paul E. Carrillo [Downloadable!]
• 306 Bayesian Estimation of a DSGE Model with Financial Frictions for the U.S. and the Euro Area
  by Virginia Queijo [Downloadable!]
• 304 Accounting for Changes in the Homeownership Rate
  by Matthew Chambers & Carlos Garriga [Downloadable!]
• 299 The Emergence of Local Norms in Networks
  by Mary Burke & Gary Fournier [Downloadable!]
• 298 A Two Sector Small Open Economy Model. Which Inflation to Target?
  by Nooman Rebei & Eva Ortega
• 296 Investigating the effect of changes in Signals, Noise and Agent Types in Cascade Models
  by Debra Smarkusky & Margo Bergman
• 295 Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision
  by David Goldbaum & Bruce Mizrach [Downloadable!]
• 293 The Fed and the Stock Market
  by Paolo Surico & Antonello D'Agostino & Luca Sala [Downloadable!]
• 291 Investment-Specific Technical Change and the Production of Ideas
  by Roberto M Samaniego [Downloadable!]
• 290 Financial markets with heterogeneous agents as nonlinear news filters
  by Cees Diks
• 289 Specification and the Technology-Hours Debate: What Can We learn from Bayesian VARSs?
  by Florian Pelgrin & Paul Corrigan
• 287 Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy
  by Kodera J. & Vosvrda M. [Downloadable!]
• 286 LESSONS ABOUT GROWTH, CONVERGENCE AND TRADE FROM ANALYTICAL AND NUMERICAL SOLUTIONS OF A 2x2 OVERLAPPING GENERATIONS MODEL FOR A GROWING-POPULATION ECONOMY
  by Serdar Sayan & Mehdi Jelassi
• 285 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition
  by Serge Hayward
• 284 An Analysis on Simulation Models of Competing Parties
  by Jie-Shin Lin [Downloadable!]
• 283 SOCIODYNAMICA: An agent based computer simulation studying the interacting web of biological, social and economic behaviors
  by Klaus Jaffe [Downloadable!]
• 282 Time Consistent Control in Non-Linear Models
  by Steven Ambler & Florian Pelgrin [Downloadable!]
• 279 Test for serial independence based on quadratic forms
  by Cees Diks & Valentyn Panchenko
• 277 Social Networks in Labor Markets: The Effects of Symmetry, Randomness and Exclusion on Output and Inequality
  by Andrea Mario Lavezzi & Nicola Meccheri
• 275 On the Effects of Redistribution on Growth and Entrepreneurial Risk-Taking
  by Maik Heinemann & Christiane Clemens
• 274 Real-time data for Norway: Output gap revisions and challenges for monetary policy
  by Tom Bernhardsen & ØYvind Eitrheim [Downloadable!]
• 273 Stock returns and economic activity; evidence from wavelet analysis
  by Marco Gallegati
• 272 The accuracy of welfare computations
  by Michel Juillard
• 271 Computing optimal policy functions in a timeless perspective: An application
  by Florian Pelgrin & Michel Juillard
• 270 Forecasting Aggregates by Disaggregates
  by Kirstin Hubrich & David F. Hendry [Downloadable!]
• 268 The Role of Group Size and Competition in Minimum Effort Coordination Games. An Agent Based Approach
  by Thomas Riechmann
• 267 Mean Variance Optimization of Forward Looking Systems and Worst-case Analysis
  by Volker Wieland & Berc Rustem & Stanislav Zakovic
• 266 Employment, New Equipment, Skill, and Growth
  by BOUZAHZAH Mohammed & ESMAEILI Hamid
• 264 HRM and Value Creation
  by Michel PHILIP & Patrick Micheletti [Downloadable!]
• 263 Expectation Formation and Endogenous Fluctuations in Aggregate Demand
  by Maciej K. Dudek [Downloadable!]
• 262 Learning in a Misspecified VAR Model
  by Eran A. Guse
• 260 Estimating Sticky Information Phillips Curve: International Evidence from the Consensus Survey of Forecasters
  by Jiri Slacalek & Jörg Döpke & Ulrich Fritsche
• 259 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
  by Kevin Lee & Anthony Garratt
• 258 Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach
  by Alain W. HECQ [Downloadable!]
• 257 Emergence in multi-agent systems:Cognitive hierarchy, detection, and complexity reduction
  by Jean Louis Dessalles & Denis Phan [Downloadable!]
• 254 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
  by Baoline Chen & Peter A. Zadrozny [Downloadable!]
• 253 UK Real-time Macro Data Characteristics
  by Shaun Vahey & Tony Garratt
• 252 Trend and Cycles: A New Approach and Explanations of Some Old Puzzles
  by Tatsuma Wada & Pierre Perron [Downloadable!]
• 251 Demand Uncertainty and employment : A cross-country empirical examination
  by J-F Piferini
• 250 Do so-called multivariate filters have better revision properties? An empirical analysis
  by L Christopher Plantier & Ozer Karagedikli [Downloadable!]
• 249 An Interpretation of Fluctuating Macro Policies
  by Eric Leeper & Troy Davig [Downloadable!]
• 247 When do open economy rules perform badly? Identifying fault tolerant monetary policy
  by Kirdan Lees
• 246 What do robust policies look like for open economy inflation targeters?
  by Kirdan Lees [Downloadable!]
• 245 Value versus price of an asset: is an expected utility representation possible?
  by Haven E
• 244 Heterogeneity, Profitability and Autocorrelations
  by Youwei Li & Xue-Zhong (Tony) He
• 243 Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE
  by Haven & Emmanuel
• 241 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
  by Martijn van Hasselt [Downloadable!]
• 240 Learning and Endogenous Business Cycles in a Standard Growth Model
  by Laurent Cellarier [Downloadable!]
• 239 The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation
  by J. Huston McCulloch [Downloadable!]
• 238 General Equilibrium Implications of the Capital Adequacy Regulation for Banks
  by Roger Aliaga-Diaz
• 236 Learning-by-Doing, Organizational Forgetting, and Industry Dynanmics
  by David Besanko & Ulrich Doraszelski
• 235 Forecasting with the New-Keynesian Model: An Experiment with Canadian Data
  by Ali Dib & Kevin Moran [Downloadable!]
• 234 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?
  by Vitaliy Vandrovych [Downloadable!]
• 233 Dynamic analysis of an institutional conflict within the music industry
  by Oleg V. Pavlov [Downloadable!]
• 231 Mitigating the Tragedy of the Digital Commons: the Case of Unsolicited Commercial Email
  by Oleg V. Pavlov & Nigel Melville [Downloadable!]
• 229 Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns
  by Mathias Hoffmann [Downloadable!]
• 228 Evolution with Individual and Social Learning in an Agent-Based Stock Market
  by Ryuichi YAMAMOTO [Downloadable!]
• 227 Pricing bonds in an incomplete market: Linear and Dynamic Programming approach
  by Arnab Sarkar & N. Hemachandra
• 226 Extracting expectations from currency option prices: a comparison of methods
  by Marian Micu [Downloadable!]
• 224 Portfolio Flows, Foreign Direct Investment, Crises
  by Merih Uctum & Remzi Uctum [Downloadable!]
• 223 Neural Networks for Extracting the Asset Price Dynamics Implicit in Market Prices of Stock Index Options
  by Ing-Chyuan Wu
• 222 Firm Structure, Search and Environmental Complexity
  by Nobuyuki Hanaki & Jason Barr [Downloadable!]
• 221 Alternative Characterizations of the European Continuous-Installment Option Valuation Problem
  by Ilir Roko & Pierangelo Ciurlia
• 220 Optimal Timing of Mark-to-Market for Contingent Credit Risk Control
  by Jiali Liao & Theodore V. Theodosopoulos [Downloadable!]
• 219 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
  by Filippo Ochinno & John Landon-Lane
• 217 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions
  by Marcos Alvarez-Diaz And Alberto Ãlvarez
• 216 Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach
  by Alfredo Ibáñez [Downloadable!]
• 215 Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
  by Christoph Schleicher & Matthew Hurd & Mark Salmon
• 214 Common Trends and Common Cycles in Canadian Sectoral Output
  by Christoph Schleicher & Francisco Barillas [Downloadable!]
• 213 Environmental Taxation in Energy Sector - A Theoretical and Applied Analysis
  by Jian Zhang [Downloadable!]
• 212 Effects of oil price shocks on German business cycles
  by Tobias Zimmermann & Torsten Schmidt
• 211 Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach
  by W. Semmler & P. Chen & C. Chiarella [Downloadable!]
• 210 The Transition Process in China: a Theoretical and Empirical Study
  by C. Hsiao & P. Chen [Downloadable!]
• 207 Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model?
  by Ke-Hung Lai & Shu-Heng Chen & Ya-Chi Huang
• 206 Bubbles, Can We Spot Them? Crashes, Can We Predict Them?
  by Gee Kwang Randolph Tan & Xiao Qin [Downloadable!]
• 205 The Scarring Effect of Recessions
  by Min Ouyang [Downloadable!]
• 203 Forecasting Practice: Decision Support System to Assist Judgmental Forecasting
  by Gauresh Rajadhyaksha & Abhijeet Dwivedi
• 202 Estimating the Stochastic Discount Factor without a Utility Function
  by Fabio Araujo & Joao Victor Issler [Downloadable!]
• 199 Asset Pricing and Loss Aversion
  by Willi Semmler & Lars Grüne [Downloadable!]
• 198 Uninsured Idiosyncratic Production Risk With Borrowing Constraints
  by Francisco Covas
• 196 The role of contracting schemes for the welfare costs of nominal rigidities
  by Matthias Paustian [Downloadable!]
• 194 Dominant Firms, Barriers to Entry Capital and Entry Dynamics
  by Willi Semmler & Mika Kato [Downloadable!]
• 193 A Numerical Dynamic Programming Algorithm for Optimal Learning Problems
  by Volker Wieland
• 192 Yes, Libor Models can capture Interest Rate Derivatives Skew : A Simple Modelling Approach
  by Eymen Errais & Fabio Mercurio [Downloadable!]

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This page was last updated on 2009-10-31.