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Society for Computational Economics Computing in Economics and Finance 2005 Contact information of
Society for Computational Economics: http://comp-econ.org/ More information through EDIRC Editor:
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:sce:scecf5
More pages of listings: 0 |1
2005
191 Vacancy Persistence by Shigeru Fujita
190 Stochastic and deterministic unit root models: problem of dominance by Svetlana Makarova & Wojciech Charemza
189 Payday Loans, Consumption Shocks, and Discounting by Jeremy Tobacman & Paige Skiba
188 A Continuous-Time Version of the Principal-Agent by Yuliy Sannikov [Downloadable!]
187 Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme by Oleksandr Zhylyevskyy [Downloadable!]
186 Spurious regression under broken trend stationarity by Daniel Ventosa-Santaularia & Antonio E. Noriega [Downloadable!]
185 Technological Complexity, R&D and Education: Some Pleasant Arithmetic by Peter Thompson & Mihaela Pintea [Downloadable!]
184 Income Inequality, Monetary Policy, and the Business Cycle by Stuart J. Fowler [Downloadable!]
183 A Quantitative Comparison Of Sticky-Price And Sticky-Information Models Of Price Setting by Michael Kiley
182 Corporate Leverage and Financial Fragility in General Equilibrium by Andrew T. Levin & Fabio M. Natalucci
181 Incentives to Cooperate in Network Formation by Haydée Lugo
178 Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model by Chao Wei
177 Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy by Daniel Leigh [Downloadable!]
176 Learning about which measure of inflation to target by Luis-Felipe Zanna & Marco Airaudo [Downloadable!]
175 Evaluating Models of Sticky Prices by Jonas Fisher & Martin Eichenbaum
172 Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model by Andreas Beyer & Roger E.A. Farmer [Downloadable!]
171 Wealth-Robust Intertemporal Incentive Contracts by Mark Loewenstein & Jerome Detemple & Suresh Govindaraj
169 Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation by Sunghyun Henry Kim & Jinill Kim [Downloadable!]
168 Intertemporal Asset Allocation with Inflation-Indexed Bonds by C. Chiarella & C. Hsiao
166 Time Consistency and Targeting Rules in Singular Rational Expectations Models by Richard G. Pierse & Andrew P. Blake
165 Price expectations in the laboratory in positive and negative feedback systems by Joep Sonnemans & Peter Heemeijer & Cars Hommes [Downloadable!]
163 Multi-period CAPM with Heterogeneous Agents by Hendri Adriaens & Bertrand Melenberg [Downloadable!]
162 Escape Dynamics : A Continuous Time Approximation by Dmitri Kolyuzhnov & Anna Bogomolova [Downloadable!]
161 Limited Dependet Panel Data: a Bayesian Approach by Giuseppe Bruno
158 The internal efficiency of Index Option Markets by Brunetti M. & Torricelli C. [Downloadable!]
157 An Agent-Based Keynesian Laboratory by Charlotte Bruun
156 Money, Inventories and Underemployment in Deflationary Recessions by Gerd Weinrich & Luca Colombo [Downloadable!]
154 Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models by Hiroyuki Kawakatsu
150 A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints by Che-Lin Su [Downloadable!]
149 An Overview of Automatic Differentiation by Jean Utke & Paul D Hovland
148 Conditional Welfare Comparisons of Monetary Policy Rules by Andrew Levin & Jinill Kim
147 Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior by Eric Swanson [Downloadable!]
146 Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy by Eric Swanson & Gary Anderson & Andrew Levin
145 Monetary Concequences of Alternative Fiscal Policy Rules by Jukka Railavo [Downloadable!]
144 Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR by Christian Melzer & Thorsten Neumann [Downloadable!]
143 Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis by Luca Guerrieri & Dale Henderson [Downloadable!]
142 The Aggregate Of Elasticities Or The Elasticity Of The Aggregates: U.S. Trade In Services by Jaime Marquez [Downloadable!]
141 Approximate Aggregation by Eric R Young [Downloadable!]
140 Extreme Value Theory and Fat Tails in Equity Markets by Ritirupa Samanta & Blake LeBaron [Downloadable!]
139 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course—A Student/Teacher Collaboration by Ryder Delaloye & Luke Olson & Max Jerrell
138 Central Bank Estimates of the Unemployment Natural Rate by Peter Tinsley & Sharon Kozicki
135 Capital Mobility and spillovers within a modular approach to multiregion modeling by Marian Leimbach & Ottmar Edenhofer
134 Time Consistent Policy in Markov Switching Models by Fabrizio Zampolli & Andrew P. Blake [Downloadable!]
133 Capital Injection to Save Bank Crisis by Isamu OKADA & Ichiro TAKAHASHI
132 Inequality and Growth: A Semiparametric Investigation by Dustin Chambers [Downloadable!]
130 Stochastic Volatility with ARMA Extension Applied to Portfolio Choice by Arnisa Abazi
128 Expansionary Fiscal Shocks and the Trade Deficit by Christopher Erceg & Luca Guerrieri [Downloadable!]
127 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? by Carlos Capistrán-Carmona [Downloadable!]
126 Learning-by-doing or Habit Formation? by Takashi Kano & Hafedh Bouakez
124 Two-class structure of the personal income distribution in the USA in 1983-2001 by A. C. Silva & V. M. Yakovenko [Downloadable!]
123 Aging, pension reform, and capital flows: A multi-country simulation model by Axel Boersch-Supan & Alexander Ludwig [Downloadable!]
121 Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework by Yamin Ahmad
120 Credit Market Development, Asset Prices and Business Cycle by Caterina Mendicino
119 Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC by Sean Holly & Arnab Bhattacharjee
117 Long Swings in the US-Dollar: a Stochastic Control Approach by Rita L. D’Ecclesia & Rosella Castellano
116 Estimating default probabilities using a non parametric approach by Rita L. D'Ecclesia & Robert G. Tompkins
114 Constrained Pricing of Monopolies with Endogenous Participation by Eugenio Miravete & Gabriel Basaluzzo [Downloadable!]
113 Long Memory, Heterogeneity, and Trend Chasing by Youwei Li & Xue-Zhong He
112 Adaptive Agent Modeling as a Tool for Trade and Development Theory by Timothy R. Gulden [Downloadable!]
110 A welfare analysis of bargaining frictions by Samuel Danthine & Stéphane Auray
108 Monetary Policy with Model Uncertainty: Distribution Forecast Targeting by Noah Williams & Lars E.O. Svensson
107 U.K. Monetary Regimes and Macroeconomic Stylised Facts by Luca Benati
106 Solving SDGE Models: Approximation About The Stochastic Steady State by Michel Juillard & Ondra Kamenik
103 Term structure estimation without using latent factors by Greg Duffee [Downloadable!]
102 Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area by Roland Straub & Günter Coenen [Downloadable!]
101 Effects of Demand Share Patterns on GDP, Okun's Law, Beveridge Curves, and Sector Sizes by Hiroshi Yoshikawa & Masanao Aoki
100 Insurance Policies for Monetary Policy in the Euro Area by Volker Wieland & Keith Kuester [Downloadable!]
99 A Welfare Analysis of Progressive Tax and Transfer Policies: Is the Present System Better than the Flat Tax System? by Shailesh Bhandari & Ph. D.
98 Measuring the Effects of Employment Protection on Job Flows: Evidence from Seasonal Cycles by Justin Wolfers [Downloadable!]
96 Segregation in Social Networks by Vriend N.J. & Fagiolo G. & Valente M.
95 Unit Root Tests With Markov-Switching by Xiao Qin & Gee Kwang Randolph Tan [Downloadable!]
92 Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms by Michael T. Gapen & Thomas F. Cosimano
91 An Agent-Based Model of Mortality Shocks, Intergenerational Effects, and Urban Crime by Michael D. Makowsky [Downloadable!]
87 Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts by Engin Kara & Huw Dixon [Downloadable!]
84 An estimated open-economy model for the EURO area by Marco Ratto & Werner Roeger [Downloadable!]
83 The Valuation of Multiple Asset American Options under Jump Diffusion Processes by A. Ziogas & G. Cheang & C. Chiarella
81 Innovation and Idiosyncratic Risk by Mariana Mazzucato & Massimiliano Tancioni [Downloadable!]
80 Monetary Policy under Adaptive Learning by Vitor Gaspar & Frank Smets [Downloadable!]
79 The Effectiveness of Margin Requirements: Agent-Based Modeling Approach by Yi-Feng Tzeng & Chung-Yi Yang & Chia-Hsuan Yeh
78 Time Series Properties Under Price Limits by Chia-Hsuan Yeh
77 Pricing American Options under Stochastic Volatility by Andrew Ziogas & Carl Chiarella
75 Housing Wealth and Mortgage Contracts by Joseph B. Nichols [Downloadable!]
73 Valuing Pilot Project Investments in Incomplete Markets : A Compound Option Approach by Eymen Errais & Jeffrey Sadowsky [Downloadable!]
72 Agent-Based Computational Laboratories for the Experimental Study of Complex Economic Systems by Leigh Tesfatsion [Downloadable!]
71 An Integrated Treatment of Monte Carlo Numerical Integration Techniques by J.F. Richard & R. Liesenfeld
70 Quantifying the Inefficiency of the US Social Security System by J. C. Parra & M. Huggett [Downloadable!]
68 The Phillips Curve Under State-Dependent Pricing by Rudolf, B. & Bakhshi, H. [Downloadable!]
66 Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior by Andrew Levin & Günter Coenen
65 Complexity Measures and Macroeconomic Stability of Centralized and Decentralized Exchange: Evidence from Cross-Cultural Anthropological Data by James Stodder
64 Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data by James Stodder [Downloadable!]
63 Teaching to do economics with the computer by Kurt Schmidheiny & Harris Dellas [Downloadable!]
62 Monetary and Fiscal Interactions without Commitment and the Value of Monetary Conservatism by Roberto Billi & Klaus Adam [Downloadable!]
61 Efficient Allocations in a Dynamic Moral Hazard Economy by Noah Williams
60 How the Bundesbank really conducted monetary policy by Christina Gerberding & Franz Seitz & Andreas Worms
59 Curve Forecasting by Functional Autoregression by A. Onatski & V. Karguine [Downloadable!]
57 Adaptive Control for Economic Models Revisited by David A. Kendrick
56 Estimating Single Factor Jump Diffusion Interest Rate Models by Ghulam Sorwar [Downloadable!]
54 Uncertainty, Learning, and Optimal Technological Portfolios: A Dynamic General Equilibrium Approach to Climate Change by Seung-Rae Kim [Downloadable!]
53 Identification and Estimation of Discrete Games of Complete Information by Stephen Ryan & Patrick Bajari & Han Hong [Downloadable!]
52 Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area by James Mitchell [Downloadable!]
50 An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs by Deddy Koesrindartoto & Junjie Sun [Downloadable!]
49 Climate Change and Extreme Events: an Assessment of Economic Implications by Roberto Roson & Calzadilla Alvaro & Pauli Francesco
48 Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time by Denis Bolduc & Lynda Khalaf & Clément Yélou [Downloadable!]
47 Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data by Kris Jacobs & Stephane Pallage & Michel A. Robe [Downloadable!]
46 Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach by Arabinda Basistha & Richard Startz [Downloadable!]
45 A Time-Frequency Analysis of the Coherences of the US Business by Christian Richter & Andrew Hughes Hallett [Downloadable!]
44 The Microstructure of the Italian Overnight Money Market by G. Iori & O. Precup
43 Swing Options: A Mechanism for Pricing Peak IT Demand by Bernardo A. Huberman & Scott H. Clearwater
42 Financial Computational Intelligence by Chiu-Che Tseng & Yu-Chieh Lin [Downloadable!]
41 Offer Games and Non-Market-Clearing Nash Equilibria: a Biform Game Analysis and Agent-Based Simulation Study by Roger A. McCain
40 Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models by Marno Verbeek & Jeroen VK Rombouts [Downloadable!]
39 Elasticity of Substitution and the Persistence of the Deviation of the Real Exchange Rates by Stephen J. Turnovsky & A.K.M. Mahbub Morshed
38 Optimal Capital Structure and the Term Structure of Interest Rates by Xin Wang & Chris Downing [Downloadable!]
37 Commercial Mortgage Backed Securities: How Much Subordination is Enough? by Nancy Wallace & Chris Downing
35 The Futures Pricing Puzzle by Shafiqur Rahman & M. Shahid Ebrahim [Downloadable!]
33 Model Uncertainty and Endogenous Volatility by George W. Evans & William A. Branch
31 The long-run output-inflation trade-off in the presence of menu costs by James Yetman & Wai Yip Alex Ho [Downloadable!]
30 Strong contagion with weak spillovers by Martin Ellison & Liam Graham & Jouko Vilmunen [Downloadable!]
29 Dynamic Portfolio Optimization and Economics Uncertainties by Xiaolou Yang
28 An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle by Riccardo Corradini
26 Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand by I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam
25 The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates by Roberto M. Billi [Downloadable!]
24 Financial Development and Property Valuation by Sikandar Hussain & M. Shahid Ebrahim [Downloadable!]
22 Over the Top: U.K. World War I Finance and Its Aftermath by Shaun P. Vahey & James M. Nason
21 The Synthesis of Bottom-Up and Top-Down Approaches to Climate Policy Modeling: Electric Power Technologies and the Cost of Limiting U.S. CO2 Emissions by Ian Sue Wing [Downloadable!]
20 PD Games on Networks by Allen wilhite [Downloadable!]
15 Evolutionary Portfolio Selection with Liquidity Shocks by Enrico De Giorgi
14 Accurate Yield Curve Scenarios Generation using Functional Gradient Descent by Fabio Trojani & Francesco Audrino [Downloadable!]
13 An Economics-based Energy Account for Classical Mechanics by Professor John M. Hartwick [Downloadable!]
12 Distributional Effects of Monetary Policies in a New Neoclassical Model with Progressive Income Taxation by Burkhard Heer; Alfred Maussner [Downloadable!]
6 Tycoon: an Implementation of a Distributed, Market-based Resource Allocation System by Kevin Lai & Lars Rasmusson
5 The Use of Downside Risk Measures in Portfolio Construction and Evaluation by Dr. Brian J. Jacobsen [Downloadable!]
4 Finding an Example of an Optimising Agent with Cyclical Behaviour by Peter J. Stemp [Downloadable!]
3 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective by Tao Wu & Glenn Rudebusch [Downloadable!]
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This page was last updated on 2008-8-5.
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 .