Society for Computational Economics
Computing in Economics and Finance 1999
Contact information of Society for Computational Economics:
Postal: CEF99, Boston College, Department of Economics, Chestnut Hill MA 02467 USA
Fax: +1-617-552-2308
Web page: http://fmwww.bc.edu/CEF99/
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registered editor(s): Christopher F Baum
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(Christopher F. Baum)
Series handle: repec:sce:scecf9
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1999
- 954 The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate
by Mark Kamstra & R. Glen Donaldson - 953 Minimum-Variance Kernels and Economic Risk Premia
by Cesare Robotti & Pierluigi Balduzzi - 952 Modeling a Time-Varying Order Statistic
by Simone Manganelli & Robert F. Engle - 951 Nonparametric Modeling of Stock Returns Constrained by a Model of the Financial-Real Interaction
by Peter Woehrmann & Willi Semmler - 944 A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum - 943 Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility
by Robert A. Connolly & Nuray G�ner - 942 Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds
by Douglas Laxton & Michael Bleany - 941 The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates
by Claudia Panseri & Giovanni Urga & Annalisa Cristini - 934 Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models
by Mark Fisher - 933 Extending the Computational Horizon: Effective Distributed Resource-Bounded Computation for Intractable Problems
by Harry J. Paarsch & Alberto M. Segre - 932 A Numerical Optimization Algorithm for Identification of Policy Options to Rehabilitate a Publicly Managed, Pay-As-You-Go Based Pension System
by Serdar Sayan & Arzdar Kiraci - 931 Computational Algorithms for Vertical Complementarity Arising in Finance
by Ber� Rustem & Tetsuya Noguchi & Michael Selby - 924 Consumers' Sunspots, Animal Spirits, and Economic Fluctuations
by Marcelle Chauvet & Jang-Ting Guo - 923 Business Cycles and Interdependent Expectations
by Burkhard Flieth & John Foster - 922 Sunspot Fluctuations: A Way Out of a Development Trap?
by Sergey Slobodyan - 921 Investment Under Uncertainty and Economic Growth: A Quantitative Investigation
by Michael Binder - 914 Numerical Methods in Multivariate Option Pricing
by Manfred Gilli & Kai Hencken & Philippe Huber and Evis Kellezi & Matthias Kroedel & Giorgio Pauletto - 913 Discrete-Time Continuous-State Interest Rate Models
by Michael Sullivan - 912 Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis
by Antonio Mele & Fabio Fornari - 911 Hedging Options under Transaction Costs and Stochastic Volatility
by Roy Kouwenberg & Jacek Gondzio & Ton Vorst - 853 Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy
by Doug Rolph - 852 Term Structure Estimation: an Implied Norm Approach Negative Option Prices -- A Puzzle or Just Noise?
by Ioulia Ioffe & Alexandra E. MacKay & Eliezer Z. Prisman - 851 Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries
by Raji Ramachandran & Paul Beaumont - 844 Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information
by Sharon Kozicki & Peter Tinsley - 843 Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules
by David Reifschneider & John C. Williams - 842 Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy
by S. G. Brian Henry & Stephen G. Hall & James Nixon - 841 Simple Monetary Policy Rules Under Model Uncertainty
by Peter Isard & Douglas Laxton & Ann-Charlotte Eliasson - 834 Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints
by Asli Ogunc & Dek Terrell & R. Carter Hill - 833 Using the BACC Software for Bayesian Inference
by William McCausland - 832 Using Simulation Methods for Bayesian Econometric Models
by John Geweke - 831 Windows Software for Bayesian MCMC Computations
by Siddhartha Chib - 824 Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
by Jean-Marie Dufour & Lynda Khalaf - 823 Parameter Sensistivity and Its Cyclical Consequences in Macroeconometric Models
by Ullrich Heilemann & Heinz Josef M�nsch & Michael B. E. Ackermann - 822 Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods
by Maria Odejar - 821 Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models
by Filippo Altissimo - 813 Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm
by Gary Anderson - 812 The El Farol Problem and the Internet: Congestion and Coordination Failure
by Ann M. Bell & William A. Sethares - 811 Dynamic Programming over a Continuous and Disjoint Multidimensional Search Space with an Infinite Time Horizon
by Richard E. Hawkins & Jack Dekkers & James B. Kleibenstein - 743 Learning and Control: Optimal Decision-Making in a Changing Economic Environment
by Volker Wieland - 742 The Dynamics of Rational Learning Processes with Asymmetric Information
by Maik Heinemann - 741 Learning and the Law of Iterated Projections
by Bartholomew Moore & Huntley Schaller - 734 Asymmetric Shocks and Long-Run Economic Performances across Italian Regions
by Rosella Giacometti & Dino Pinelli - 733 Inequality and the Growth Process: An Essay on Development Dynamics
by Aminur Rahman - 732 Economic Repercussions of Environmental Regulations in Poland: the Case of the Second Sulfur Protocol
by Olga Kiuila - 731 A Dynamic Structural Analysis of Consumer Demand for Automobiles in Sydney, Australia, 1981-1985
by Michael Sandfort - 723 Hysteresis in Economic Systems
by Rod Cross & Michael Grinfeld & Laura Piscitelli - 722 Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty
by Matthias G�cke & Ansgar Belke - 721 Hysteresis and Unemployment: a Preliminary Investigation
by Rod Cross & Julia Darby & Jonathan Ireland & Laura Piscitelli - 714 Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation
by Carl Chiarella & Peter Flaschel - 713 Population Dynamics and Labour Force Participation within Goodwin Type Growth-Cycle Models
by Piero Manfredi & Luciano Fanti - 712 The Evolution of Trading Rules in an Artificial Stock Market
by Mark Howard - 711 Network Externalities and the Path Dependence of Markets: Will Bill Gates Make It?
by Max Keilbach - 653 Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders
by Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio - 652 Just Another Day in the Inter-bank Foreign Exchange Market
by Rajesh Chakrabarti - 651 Market Force, Ecology, and Evolution
by J. Doyne Farmer - 643 On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
by Stephen G. Hall & Jennifer V. Greenslade & S. G. Brian Henry - 642 Specification Search and Stability Analysis
by J. Guillermo Llorente & J. del Hoyo - 641 Regional Variations in Median Household Income: a Neural Network Approach
by J. H. Chesnut - 633 Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters
by Hans Amman & David Kendrick - 632 Could the Fed Have Improved Price Stability?
by Walter K. Waymeyer & Donald S. Allen - 631 Why is the Fed So Reluctant to React?
by Robert Tetlow & Peter von zur Muehlen - 623 Linear Feedback Rules in Non-Linear Models with Rational Expectations
by Sean Holly & Paul Turner & Luisa Corrado - 622 An Examination of How Monetary Policy Influences Fiscal Policy in the Presence of Uncertainty
by Doug Hostland & Chris Matier - 621 Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis
by Jeff Fuhrer & Arturo Estrella - 613 Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market
by Shu-Heng Chen & Chia-Hsuan Yeh - 612 Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market
by Jing Yang - 611 Evolutionary Model of the Exchange Rate Behavior
by Jasmina Arifovic - 553 Would Evolutionary Computation Help for Designs of Artificial Neural Nets in Financial Applications?
by Chun-Feng Lu - 552 Genetic Algorithms and Trading Strategies: New Evidences from Financially Interesting Time Series
by Chueh-Inong Taso - 551 The Role of Automated Semiotic Classifications in Economic Domains
by Ana Marostica & Fernando Tohme - 543 Market Power Effects on Worker-Employer Network Formation in Evolutionary Labor Markets with Adaptive Search
by Leigh Tesfatsion - 542 Backwash and Spread: Effects of Trade Networks in a Space of Agents who Learn by Doing
by Roger A. McCain - 541 Sector-Driven Co-Evolution of Regional Networks and Agent Locations
by Catherine Dibble - 533 Median Unbiased Forecasts for Highly Persistent Autoregressive Processes
by Nikolay Gospodinov - 532 Calculating the Density and Distribution Function of a Singly and Doubly Noncentral F Random Variable
by Marc Paolella & Ronald W. Butler - 531 Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units
by Jean-Fran�ois Richard - 523 Estimating Internet Users' Demand Characteristics
by Mingzhi Li & Alok Gupta & Boris Jukic & Dale O. Stahl & Andrew B. Whinston - 522 Restart Strategies and Internet Congestion
by Bernardo A. Huberman & Sebastian M. Maurer - 521 The Nature of Markets in the World Wide Web
by Bernardo A. Huberman & Lada A. Adamic - 513 Asymptotic Inference for Nonstationary Fractionally Integrated Processes
by Francesc Marmol & Juan J. Dolado - 512 S-Estimation in the Linear Regression Model with Long-Memory Error Terms
by Philipp Sibbertsen - 511 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work
by Mehmet Caner & Lutz Kilian - 402 Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
by Andrew Lo & Harry Mamaysky & Jiang Wang - 401 Computational Experiments and Reality
by John Geweke - 354 Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case
by Marcelo Bianconi - 353 Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?
by Theodore Palivos - 352 Divorce and Savings
by Carol Scotese Lehr - 351 On Government Credit Programs
by Marco Espinosa-Vega & Bruce D. Smith & Chong K. Yip - 344 The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma
by David van Bragt & Cees van Kemenade & Han La Poutre - 343 Competing R&D Strategies in an Evolutionary Industry Model
by Murat Yildizoglu - 342 A Prisoner's Dilemma Game Causes Technical Trading
by Shareen Joshi & Jeffrey Parker & Mark Bedau - 341 Governance and Matching
by Tomas Klos - 334 Perturbation Solution of Nonlinear Rational Expectations Models
by Peter A. Zadrozny & Baoline Chen - 333 A Technique for Solving Rational-Expectations Models
by Jean-Louis Brillet - 332 Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models
by Victor Aguirregabiria & Pedro Mira - 331 Extending the High-Level Architecture Paradigm to Economic Simulation
by James A. Calpin & Marnie R. Salisbury & John A. Vitkevich, Jr. & David Woodward - 323 The Influence of Clean Up Capital Subsidies in Environmental Optimal Control Models with Complex Dynamics
by Christophe Deissenberg & Laurent Cellarier - 322 Knowledge Spillover, Transboundary Pollution, and Growth
by S�heyla �zyildirim & Nedim M. Alemdar - 321 Achieving Desired Performance through Constraint: Application to Pollution-Production Cycles
by Christopher Pawlowski - 314 Computer Automation of General-to-Specific Model Selection Procedures
by Hans-Martin Krolzig & David Hendry - 313 Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection
by Pieter J. van der Sluis & George J. Jiang - 312 Time-Series Modelling of Daily Tax Revenues
by Marius Ooms & Bj�rn de Groot & Siem Jan Koopman - 311 Fast Estimation of Parameters in State Space Models
by Siem Jan Koopman - 254 Implicit Programming and the Stable Manifold for Optimal Growth Problems
by Baoline Chen & Robert A. Becker - 253 Determining Short-Run Adjustments: Sensitivity to Non-Linearities in a Representative Agent Framework
by Peter J. Stemp & Ric D. Herbert - 252 Inaccuracy of Loglinearization in Welfare Calculations: Complete vs. Incomplete Market Economies
by Jinill Kim & Sunghyun Henry Kim & Andrew Levin - 251 Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing
by Jinill Kim & Sunghyun Henry Kim - 244 Evolution of Networks and the Diffusion of New Technology
by Glenn T. Mitchell - 243 Institutions and Innovation Diffusion
by Francesco Luna & Andrea Zanatta - 242 Organizational Structure and Perpetual Innovation: A Computational Model of a Retail Chain
by Myong-Hun Chang & Joseph Harrington, Jr. - 241 The Need for a New Microeconomic Paradigm
by Alfred Norman & Mridul Chowdhury & Khurram Mahmood - 233 Beyond Serrano vs. Priest: National Funding of Education
by Jorge Soares - 232 Treasury Bill Auctions in Spain: an Optimal-Control Approach
by Francisco Alvarez & Emilio Cerda & Cristina Mazon - 231 Asymmetric Observation Errors in Optimal Control of Stochastic Quadratic Linear Systems and Application to Modelling Volatility
by Rosario Romera & Esther Ruiz - 224 Learning and Excess Volatility
by James Bullard & John Duffy - 223 Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model
by Xue-Zhong He & Carl Chiarella - 222 Heterogeneous Expectations, Market Dynamics, and Social Welfare
by SaangJoon Baak - 221 Learning with Bounded Memory in Stochastic Models
by Kaushik Mitra & Seppo Honkapohja - 213 Towards an Automata Approach of (Institutional) Economics
by Koye Somefun & Philip Mirowski - 212 Markets as Complex Distributed Networks: Implications for Efficiency and Inequality
by Nienke Oomes - 211 The Complexity of Exchange
by Rob Axtell - 154 Solving Large and Small Models on Microcomputers
by Jean-Louis Brillet - 153 Government-Private Ownership Equilibrium with Incomplete Markets
by Sunanda Roy - 152 Modeling the Economics of Internet Companies
by Deniz Yuret & Ayla Ogus & Michael de la Maza - 151 A Primal-Dual Decomposition-Based Interior-Point Approach to Two-Stage Stochastic Programming
by Arjan B. Berkelaar & K. P. Bart Oldenkamp & Cees L. Dert - 144 Stochastic Simulations of a Non-Linear Phillips Curve Model
by Michel Juillard & Fabrice Collard - 143 Mathematical and Numerical Analysis of a Type of Monetary Model
by Jenny Li - 142 Is It Worth Reducing Exclusion?
by Fabrice Collard & Patrick F�ve & Fran�ois Langot - 141 An Analysis of the Robustness of Simple Monetary Policy Rules in Simple Models of the Output-Inflation Process
by Douglas Laxton - 1354 Endogenous Growth in a Swarm Economy: Fighting Time, Space, and Complexity
by Charlotte Bruun & Francesco Luna - 1353 Seller Automata in a Model of Exchange
by Richard Stahnke - 1352 Agent Based Customer Modelling
by David Collings & A. A. Reeder & Iqbal Adjali & P. Crocker & M. H. Lyons - 1351 Beyond Experimental Economics: Trading Institutions and Multiagent Systems
by Adolfo Lopez Paredes & Ces�reo Hern�ndez Iglesias - 1344 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira - 1343 Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy
by P. Ruben Mercado & David Kendrick - 1342 Evolution and Time Horizons in an Agent-Based Stock Market
by Blake LeBaron - 1341 Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications
by Michael Haliassos & Christis Hassapis - 1334 Visualizing Multi-Dimensional Functions in Economics
by Bill Goffe - 1333 Estimating Stationary ARMA Models Efficiently
by Romulo A. Chumacero - 1332 Hybrid Methods for Continuous Space Dynamic Programming
by Mario J. Miranda & Paul L. Fackler - 1331 A Formalism for the Dimensional Analysis of Time Series
by Jose-Manuel Rey & Manuel Mor�n - 133 Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk
by Dietmar P. J. Leisen - 1324 Updating SURE Models
by Erricos Kontoghiorghes - 1323 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
by Denis Bolduc & Dimitri Sanga - 1322 Estimation of Spatial Panel-Data Models Using a Minimum-Distance Estimator
by Theophile Azomahou - 1321 Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation
by Max E. Jerrell - 132 Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events
by Rosella Giacometti & Rosella Castellano - 1313 The Evaluation of Econometric Modeling Languages: Syntax and Content
by Charles G. Renfro - 1312 Wilkinson's Tests and Econometric Software
by B. D. McCullough - 1311 Modelling Programming Languages -- Appropriate Tools?
by Ric D. Herbert - 131 Finite Element Methods in Bond and Option Pricing
by Juergen Topper - 1243 An Approximate Wavelet MLE of Short- and Long-Memory Parameters
by Mark J. Jensen - 1242 Estimation and Computation of Long-Memory Continuous-Time Models
by Esben P. Hoeg - 1241 Tests of Equal Forecast Accuracy and Encompassing for Nested Models
by Todd E. Clark & Michael McCracken - 124 The Use of Qualitative Research to Develop a Computational Model for Dynamic Entry Deterrence in an Emerging Market
by Jane M. Binner & C. B. Lee & W. D. Murphy & L. R. Fletcher - 1233 A Method for Taking Models to the Data
by Peter Ireland - 1232 World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach
by M. Ayhan Kose & Bill Blankenau & Kei-Mu Yi - 1231 Dynamics of Open Economy Models: What Is the Role of the Discount Factor?
by Sunghyun Henry Kim & M. Ayhan Kose - 123 Learning Schemes in Evolutionary Game Theory: Application to a Model of Entry in a Regulated Market
by Iqbal Adjali & A. A. Reeder & David Collings & M. H. Lyons & A. Varley - 1222 Numerical Analysis of Some Innovation-Adoption Models with State-Dependent Lags
by E. Bengoechea & R. Boucekkine - 1221 Evidence and Theory on Asymmetries in US Aggregate Job Flows
by Fabrice Collard & Patrick F�ve & Fran�ois Langot & Corrine Perraudin - 122 Moving-Horizon Control in Dynamic Games
by W. A. van den Broek - 1212 Co-Evolution in a Competitive Market
by Masayuki Ishinishi & Akira Namatame - 1211 Evolving Strategic Behaviors through Competitive Interaction in the Large
by Kimitaka Uno & Akira Namatame - 121 Learning to Trust: Uncovering Unobserved Multi-Period Behavioral Strategies from Observed Stage Game Actions Using Finite Automata
by Jim Warnick & Robert L. Slonim - 1153 The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty
by Volker Wieland & Andrew Levin & John C. Williams - 1152 Real Implications of the Zero Bound on Nominal Interest Rates
by Alexander L. Wolman - 1151 Optimal Monetary Policy with Staggered Wage and Price Contracts
by Andrew Levin & Christopher J. Erceg & Dale W. Henderson - 1143 Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity
by Ching-Wei Tan - 1142 Limited Computational Ability and Approximation of Dynamical Systems
by Domenico Colucci - 1141 Economic Evolutionary Self-Organizing Systems: an Effective Characterization of Economic Evolution
by Fernando Tohme & Silvia London - 1132 Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets
by M. Utku �nver - 1131 Designing a Decision Making System for a Market-Selection Game
by Hisao Ishibuchi & Chi-Hyon Oh & Tomoharu Nakashima - 113 ARCH Models and Option Pricing: the Continuous-Time Connection
by Antonio Mele & Fabio Fornari - 1123 Production Functions with Engineering Constraints
by Francesco Luna - 1122 Computability and Robustness of Equilibrium in Finite Games
by Kislaya Prasad - 1121 What Can Economists Compute?
by Marcel K. Richter & Kam-Chau Wong - 112 Stochastic Volatility: Univariate and Multivariate Extensions
by Eric Jacquier & Nicholas G. Polson & Peter Rossi - 1113 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
by Hans-Martin Krolzig - 1112 Cointegration Modeling of Expected Exchange Rates
by Robert A. Connolly & Paisan Limratanamongkol - 1111 The Effect of Linear Time Trends on Single Equation Cointegration Testing
by Uwe Hassler - 111 Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models
by Christopher T. Downing - 1053 Evaluating Real Business Cycle Models: the Data Transformation Problem
by John Landon-Lane - 1052 Optimal Horizons for Inflation Targeting
by Nicoletta Batini & Edward Nelson - 1051 Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm
by Gary Anderson - 1043 Neural-Network Modeling for Labor-Force Migration: a Competitive-Learning Approach
by Thomas G. Wier & Vir V. Phoha - 1042 The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models
by Tung Liu & Chung-Ming Kuan - 1041 Alpha-Stable Consistent Model Specification Tests for Heavy-Tailed Neural Networks Environments
by Jonathan Hill - 1033 Using Symbolic Regression to Infer Strategies from Experimental Data
by John Duffy & Jim Warnick - 1032 Modelling Rule- and Experience-Based Expectations Using Neuro-Fuzzy-Systems
by Stefan Kooths - 1031 Statistical Evaluation of Genetic Programming
by M. A. Kaboudan - 1022 Frictionless Commerce? A Comparison of Internet and Conventional Retailers
by Michael Smith & Erik Brynjolfsson - 1021 Bidding Strategies in Internet Yankee Auctions: Theory and Evidence
by Rafael Tenorio & Robert F. Easley - 1013 A Comparison of an Oligopoly Game and the N-Person Iterated Prisoner's Dilemma
by Tzai-Der Wang & Colin Fyfe & John Paul Marney - 1012 Simulating the Ecology of Oligopoly Games with Genetic Algorithms
by Chih-Chi Ni & Shu-Heng Chen - 1011 Genetic Algorithms and Economic Evolution
by Thomas Riechmann