Journal of Economic Dynamics and Control
May 2002, Volume 26, Issue 5
- 797-809 Solving labor demand models under asymmetric adjustment costs
by Feve, Patrick
- 811-835 Specification search in nonlinear time-series models using the genetic algorithm
by Beenstock, Michael & Szpiro, George
- 837-850 Adjustment costs in a two-capital growth model
by Duczynski, Petr
- 851-867 Tracing externalities as sources of indeterminacy
by Harrison, Sharon G. & Weder, Mark
- 869-887 Mood fluctuations, projection bias, and volatility of equity prices
by Mehra, Rajnish & Sah, Raaj
April 2002, Volume 26, Issue 4
- 517-545 Policy iteration accelerated with Krylov methods
by Mrkaic, Mico
- 547-576 Immigration, fertility, and growth
by Zak, Paul J. & Feng, Yi & Kugler, Jacek
- 577-609 Approximating infinite-horizon models in a complementarity format: A primer in dynamic general equilibrium analysis
by Lau, Morten I. & Pahlke, Andreas & Rutherford, Thomas F.
- 611-635 Dynamics in a transactions-based monetary growth model
by Jha, Sailesh K. & Wang, Ping & Yip, Chong K.
- 637-652 Contract renewal under uncertainty
by Andersen, Torben M. & Stampe Christensen, Morten
- 653-680 Staggered wages and output dynamics under disinflation
by Ascari, Guido & Rankin, Neil
- 681-706 Alternative government financing and stochastic endogenous growth
by Gokan, Yoichi
March 2002, Volume 26, Issue 3
- 347-374 Operationalizing equilibrium unemployment: A general equilibrium external economies approach
by Balistreri, Edward J.
- 375-398 Stability and limit cycles in competitive equilibria subject to adjustment costs and dynamic spillovers
by Wirl, Franz
- 399-421 Debt-contingent inflation contracts and targets
by Kutsoati, Edward
- 423-435 A note on robustness in Merton's model of intertemporal consumption and portfolio choice
by Trojani, Fabio & Vanini, Paolo
- 437-449 Hartwick's rule and economic conservation laws
by Sato, Ryuzo & Kim, Youngduk
- 451-481 Cooperative and non-cooperative fiscal stabilization policies in the EMU
by Engwerda, Jacob C. & van Aarle, Bas & Plasmans, Joseph E. J.
- 483-508 Optimal partially reversible investment
by Hartman, Richard & Hendrickson, Michael
- 509-515 The stochastic rotation problem: A comment
by Sodal, Sigbjorn
February 2002, Volume 26, Issue 2
- 171-185 Consistent expectations equilibria and learning in a stock market
by Sogner, Leopold & Mitlohner, Hans
- 187-204 A model of longevity, fertility and growth
by Blackburn, Keith & Cipriani, Giam Pietro
- 205-216 Taxation, human capital and growth
by Song, E. Young
- 217-245 When do borrowing constraints bind? Some new results on the income fluctuation problem
by Rabault, Guillaume
- 247-270 Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness
by Gong, Liutang & Zou, Heng-fu
- 271-302 Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator
by Kwark, Noh-Sun
- 303-331 The diffusion of knowledge and the productivity and appropriability of R&D investment
by Tse, Chung Yi
- 333-345 Explaining cross-country differences in participation rates and aggregate fluctuations
by Conesa, Juan Carlos & Diaz-Moreno, Carlos & Galdon-Sanchez, Jose Enrique
January 2002, Volume 26, Issue 1
- 1-10 A note on the integration of system dynamics and economic models
by Smith, Peter C. & van Ackere, Ann
- 11-32 Dynamic asset allocation with mean variance preferences and a solvency constraint
by Nguyen, Pascal & Portait, Roland
- 33-67 U.S. and Canadian industrial production indices as coupled oscillators
by Anderson, Heather M. & Ramsey, James B.
- 69-98 Time-to-build and capacity choice
by Bar-Ilan, Avner & Sulem, Agnes & Zanello, Alessandro
- 99-116 Depreciation rules and value invariance with extractive firms
by Hartwick, John M. & Karp, Larry & Long, Ngo Van
- 117-139 A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
by Fanelli, Luca
- 141-169 Externalities and nonlinear discounting: Indeterminacy
by Kamihigashi, Takashi
December 2001, Volume 25, Issue 12
- 1867-1879 Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1
by Chen, Baoline & Zadrozny, Peter A.
- 1881-1897 Convergence to symmetry in dynamic strategic models of R&D: The undiscounted case
by Joshi, Sumit & Vonortas, Nicholas S.
- 1899-1910 Ruling out pareto dominated monetary equilibria
by Dupor, Bill
- 1911-1918 Sustainable growth, renewable resources and pollution
by Ayong Le Kama, Alain D.
- 1919-1934 Social norms, fertility and economic development
by Palivos, Theodore
- 1935-1950 Necessary conditions for infinite-horizon discounted two-stage optimal control problems
by Makris, Miltiadis
- 1951-1971 The optimal consumption function in a Brownian model of accumulation Part A: The consumption function as solution of a boundary value problem
by Foldes, Lucien
- 1973-1987 Time consistent side payments in a dynamic game of downstream pollution
by Jorgensen, Steffen & Zaccour, Georges
- 1989-2006 Optimal restructuring under a political constraint
by Dehejia, Vivek H.
- 2007-2042 Long-run growth and welfare effects of public policies with distortionary taxation
by Baier, Scott L. & Glomm, Gerhard
November 2001, Volume 25, Issue 11
- 1689-1718 American option pricing under GARCH by a Markov chain approximation
by Duan, Jin-Chuan & Simonato, Jean-Guy
- 1719-1749 Genetically evolved models and normality of their fitted residuals
by Kaboudan, M. A.
- 1751-1773 Equilibrium with new investment opportunities
by Wang, Tan
- 1775-1800 Translators: Market makers in merging markets
by Tamura, Robert
- 1801-1825 Stable equilibrium in beliefs in extensive games with perfect information
by Luo, Xiao & Ma, Chenghu
- 1827-1840 A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth
by Lin, Wen-Zhung & Yang, C. C.
- 1841-1865 On optimal portfolio choice under stochastic interest rates
by Lioui, Abraham & Poncet, Patrice
October 2001, Volume 25, Issue 10
- 1457-1483 Gram-Charlier densities
by Jondeau, Eric & Rockinger, Michael
- 1485-1525 Estimating and testing rational expectations models when the trend specification is uncertain
by Cogley, Timothy
- 1527-1546 A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
by Gonzalo, Jesus & Ng, Serena
- 1547-1583 Explaining international comovements of output and asset returns: The role of money and nominal rigidities
by Kollmann, Robert
- 1585-1594 Stationary multi-choice bandit problems
by Bergemann, Dirk & Valimaki, Juuso
- 1595-1627 Optimal forest rotation and land values under a borrowing constraint
by Tahvonen, Olli & Salo, Seppo & Kuuluvainen, Jari
- 1629-1645 Optimal investment with minimum performance constraints
by Tepla, Lucie
- 1647-1663 Stability of equilibria in the overlapping generations model with endogenous labor supply
by Nourry, Carine
- 1665-1687 Environmental policy instruments in an international duopoly with feedback investment strategies
by Feenstra, Talitha & Kort, Peter M. & de Zeeuw, Aart
September 2001, Volume 25, Issue 9
- 1273-1303 Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
by Duffy, John & McNelis, Paul D.
- 1305-1344 Dynamic learning in a two-person experimental game
by Mason, Charles F. & Phillips, Owen R.
- 1345-1365 Rent-seeking bureaucracies and oversight in a simple growth model
by Sarte, Pierre-Daniel G.
- 1367-1397 Heterogeneity in capital and skills in a neoclassical stochastic growth model
by Maliar, Lilia & Maliar, Serguei
- 1399-1427 Interpolating exogenous variables in continuous time dynamic models
by Roderick McCrorie, J.
- 1429-1449 Temporary stabilization: A stochastic analysis
by Venegas-Martinez, Francisco
- 1451-1456 Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60
by Den Haan, Wouter J.
August 2001, Volume 25, Issue 8
- 1081-1101 The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters
by Pedersen, Torben Mark
- 1103-1107 Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson
by Cogley, Timothy
- 1109-1115 The net present value method versus the option value of waiting: A note on Farzin, Huisman and Kort (1998)
by Doraszelski, Ulrich
- 1117-1137 Competitive versus efficient extraction of a common property resource: The groundwater case
by Rubio, Santiago J. & Casino, Begona
- 1139-1156 On learning to forecast in an endogenous growth model with externalities
by Alonso-Carrera, Jaime
- 1157-1177 Exchange rate based stabilizations under real frictions: The role of endogenous labor supply
by Lahiri, Amartya
- 1179-1191 Temporal aggregation in a multi-sector economy with endogenous growth
by Mercenier, Jean & Michel, Philippe
- 1193-1219 Trigger-target rules and the dynamics of aggregate money holdings
by Greene, Clinton A.
- 1221-1240 Understanding self-fulfilling rational expectations equilibria in real business cycle models
by Wen, Yi
- 1241-1261 Time to enter and business cycles
by Cook, David
- 1263-1271 Numerical Methods in Economics, K.L. Judd; MIT, Press, Cambridge, MA, 1998: ISBN: 0262100711. US $59.95
by A. Satterthwaite, Mark
June 2001, Volume 25, Issue 6-7
- 829-830 Computing, economic dynamics, and finance
by Ireland, Peter N.
- 831-866 Computer automation of general-to-specific model selection procedures
by Krolzig, Hans-Martin & Hendry, David F.
- 867-889 Can world real interest rates explain business cycles in a small open economy?
by Blankenau, William & Ayhan Kose, M. & Yi, Kei-Mu
- 891-910 Optimal horizons for inflation targeting
by Batini, Nicoletta & Nelson, Edward
- 911-949 Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
by J. Tetlow, Robert & von zur Muehlen, Peter
- 951-966 Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system
by Sayan, Serdar & Kiraci, Arzdar
- 967-978 Non-steady-state equilibrium solution of a class of dynamic models
by X. Li, Jenny
- 979-999 Accuracy of stochastic perturbation methods: The case of asset pricing models
by Collard, Fabrice & Juillard, Michel
- 1001-1017 Discrete-time continuous-state interest rate models
by A. Sullivan, Michael
- 1019-1037 Genetic algorithm learning and evolutionary games
by Riechmann, Thomas
- 1039-1080 Backward unraveling over time: The evolution of strategic behavior in the entry level British medical labor markets
by Unver, M. Utku
May 2001, Volume 25, Issue 5
- 655-669 Numerical solution by iterative methods of a class of vintage capital models
by Boucekkine, Raouf & Germain, Marc & Licandro, Omar & Magnus, Alphonse
- 671-702 Oligopoly equilibria in nonrenewable resource markets
by Salo, Seppo & Tahvonen, Olli
- 703-719 Technology shocks and the business cycle: On empirical investigation
by Ireland, Peter N.
- 721-746 The importance of the number of different agents in a heterogeneous asset-pricing model
by Den Haan, Wouter J.
- 747-764 Indeterminacy in a model with sector-specific externalities
by Harrison, Sharon G.
- 765-787 Intersectoral external effects, multiplicities & indeterminacies
by Drugeon, Jean-Pierre & Venditti, Alain
- 789-804 Optimal pricing strategy for durable-goods monopoly
by Wang, Ruqu
- 805-824 Futures market equilibrium with heterogeneity and a spot market at harvest
by Fouda, Henri & Kryzanowski, Lawrence & Chau To, Minh
- 825-827 Computable Economics, the Arne Ryde Memorial Lectures,: Kumaraswamy Velupillai, Oxford University Press, Oxford, 2000, pp 222. Price $45.00, ISBN 0-19-829527-8
by Luna, F
March 2001, Volume 25, Issue 3-4
- 281-293 Introduction to the special issue on agent-based computational economics
by Tesfatsion, Leigh
- 295-319 Learning to speculate: Experiments with artificial and real agents
by Duffy, John
- 321-361 Fuzzy inductive reasoning, expectation formation and the behavior of security prices
by Tay, Nicholas S. P. & Linn, Scott C.
- 363-393 Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
by Chen, Shu-Heng & Yeh, Chia-Hsuan
- 395-417 Evolutionary dynamics of currency substitution
by Arifovic, Jasmina
- 419-457 Structure, behavior, and market power in an evolutionary labor market with adaptive search
by Tesfatsion, Leigh
- 459-502 Evolving market structure: An ACE model of price dispersion and loyalty
by Kirman, Alan P. & Vriend, Nicolaas J.
- 503-526 Agent-based computational transaction cost economics
by Klos, Tomas B. & Nooteboom, Bart
- 527-559 A multi-agent model for describing transhumance in North Cameroon: Comparison of different rationality to develop a routine
by Rouchier, Juliette & Bousquet, Francois & Requier-Desjardins, Melanie & Antona, Martine
- 561-592 Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market
by Bower, John & Bunn, Derek
- 593-614 Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues
by De Vany, Arthur & Lee, Cassey
- 615-640 Leveled commitment contracts with myopic and strategic agents
by Andersson, Martin R. & Sandholm, Tuomas W.
- 641-654 Restart strategies and Internet congestion
by Maurer, Sebastian M. & Huberman, Bernardo A.
January 2001, Volume 25, Issue 1-2
- 1-34 The CO2 abatement game: Costs, incentives, and the enforceability of a sub-global coalition
by Babiker, Mustafa H.
- 35-83 Life-cycle consumption under social interactions
by Binder, Michael & Pesaran, M. Hashem
- 85-113 Transitional dynamics in a two-sector non-scale growth model
by Eicher, Theo S. & Turnovsky, Stephen J.
- 115-148 Inflation targeting with NAIRU uncertainty and endogenous policy credibility
by Isard, Peter & Laxton, Douglas & Eliasson, Ann-Charlotte
- 149-184 Term structure views of monetary policy under alternative models of agent expectations
by Kozicki, Sharon & Tinsley, P. A.
- 185-212 The effects of uncertainty on optimal consumption
by Mason, Robin & Wright, Stephen
- 213-244 Financial returns and efficiency as seen by an artificial technical analyst
by Skouras, Spyros
- 245-279 Simplicity versus optimality: The choice of monetary policy rules when agents must learn
by Tetlow, Robert J. & von zur Muehlen, Peter
October 2000, Volume 24, Issue 11-12
- 1491-1497 Computational Aspects of Complex Securities
by Selby, Michael J. P.
- 1499-1525 Binomial valuation of lookback options
by Babbs, Simon
- 1527-1561 Option pricing and replication with transaction costs and dividends
by Perrakis, Stylianos & Lefoll, Jean
- 1563-1590 PDE methods for pricing barrier options
by Zvan, R. & Vetzal, K. R. & Forsyth, P. A.
- 1591-1621 Robust min-max portfolio strategies for rival forecast and risk scenarios
by Rustem, Berc & Becker, Robin G. & Marty, Wolfgang
- 1623-1639 Optimal portfolio policies with borrowing and shortsale constraints
by Tepla, Lucie
- 1641-1701 Valuation and martingale properties of shadow prices: An exposition
by Foldes, Lucien
- 1703-1719 Minimum-cost portfolio insurance
by Aliprantis, C. D. & Brown, D. J. & Werner, J.
- 1721-1746 Approximating payoffs and pricing formulas
by Darolles, Serge & Laurent, Jean-Paul
- 1747-1782 Applications of randomized low discrepancy sequences to the valuation of complex securities
by Tan, Ken Seng & Boyle, Phelim P.
- 1783-1827 The valuation of American barrier options using the decomposition technique
by Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti
- 1829-1857 Nonparametric estimation of American options' exercise boundaries and call prices
by Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier
- 1859-1880 On dynamic investment strategies
by Cox, John C. & Leland, Hayne E.
September 2000, Volume 24, Issue 10
- 1381-1404 Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
by Zhang, Harold H.
- 1405-1423 Using the generalized Schur form to solve a multivariate linear rational expectations model
by Klein, Paul
- 1425-1446 Nonlinear impulse response functions
by Potter, Simon M.
- 1447-1479 Seigniorage and conventional taxation with multiple exogenous shocks
by Click, Reid W.
- 1481-1489 Some results for the comparative statics of steady states of higher-order discrete dynamic systems
by Sah, Raaj
August 2000, Volume 24, Issue 9
- 1285-1313 Learning from the experience of others: Parameter uncertainty and economic growth in a model of creative destruction
by Thompson, Peter
- 1315-1343 Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
by Munk, Claus
- 1345-1379 Multinationals' response to repatriation restrictions
by Ihrig, Jane
July 2000, Volume 24, Issue 8
- 1145-1177 Risk sensitive asset allocation
by Bielecki, Tomasz R. & Pliska, Stanley R. & Sherris, Michael
- 1179-1232 Algorithms for solving dynamic models with occasionally binding constraints
by Christiano, Lawrence J. & Fisher, Jonas D. M.
- 1233-1263 Dynamic employment and hours effects of government spending shocks
by Yuan, Mingwei & Li, Wenli
- 1265-1280 Can negotiations prevent fish wars?
by Houba, Harold & Sneek, Koos & Vardy, Felix
June 2000, Volume 24, Issue 5-7
- 663-678 Whither nonlinear?
by Brock, William A.
- 679-702 Agent-based computational finance: Suggested readings and early research
by LeBaron, Blake
- 703-724 Martingales, nonlinearity, and chaos
by Barnett, William A. & Serletis, Apostolos
- 725-759 Expectational diversity in monetary economies
by Brock, William A. & de Fontnouvelle, Patrick
- 761-798 Heterogeneous beliefs and the non-linear cobweb model
by Goeree, Jacob K. & Hommes, Cars H.
- 799-831 Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
by Gaunersdorfer, Andrea
- 833-853 On information and market dynamics: The case of the U.S. beef market
by Chavas, Jean-Paul
- 855-879 Analysis of global bifurcations in a market share attraction model
by Bischi, Gian Italo & Gardini, Laura & Kopel, Michael
- 881-907 A discrete and symmetric price adjustment process on the simplex
by Tuinstra, Jan
- 909-934 Chaotic dynamics in a two-dimensional overlapping generations model
by Yokoo, Masanori
- 935-963 High order disequilibrium growth dynamics: Theoretical aspects and numerical features
by Chiarella, Carl & Flaschel, Peter
- 965-980 Differential savings, factor shares, and endogenous growth cycles
by Bohm, Volker & Kaas, Leo
- 981-1005 Statistical properties of genetic learning in a model of exchange rate
by Arifovic, Jasmina & Gencay, Ramazan
- 1007-1026 Adaptive learning of rational expectations using neural networks
by Heinemann, Maik
- 1027-1046 Exponentially fading memory learning in forward-looking economic models
by Barucci, Emilio
- 1047-1078 Computing equilibria in infinite-horizon finance economies: The case of one asset
by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl
- 1079-1096 Risk and return in a dynamic general equilibrium model
by Akdeniz, Levent
- 1097-1119 A solution method for consumption decisions in a dynamic stochastic general equilibrium model
by Sefton, J. A.
- 1121-1144 Critical debt and debt dynamics
by Semmler, Willi & Sieveking, Malte
April 2000, Volume 24, Issue 4
- 483-499 Learning the optimum as a Nash equilibrium
by Ozyildirim, Suheyla & Alemdar, Nedim M.
- 501-534 Learning by doing and the value of optimal experimentation
by Wieland, Volker
- 535-559 On the solution of the linear rational expectations model with multiple lags
by Kruiniger, Hugo
- 561-613 Optimal consumption of a divisible durable good
by Cuoco, Domenico & Liu, Hong
- 615-622 An analytic Riccati solution for two-target discrete-time control
by Mitchell, Douglas W.
- 623-650 Surplus analysis for overlapping generations
by Silvestre, Joaquim
March 2000, Volume 24, Issue 3
- 325-346 Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
by Binder, Michael & Pesaran, Hashem
- 347-360 Are German money market rates well behaved?
by Cuthbertson, Keith & Hayes, Simon & Nitzsche, Dirk
- 361-387 An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
by Jensen, Mark J.
- 389-450 The production recipes approach to modeling technological innovation: An application to learning by doing
by Auerswald, Philip & Kauffman, Stuart & Lobo, Jose & Shell, Karl
- 451-482 Uncertainty aversion and rationality in games of perfect information
by Ma, Chenghu
February 2000, Volume 24, Issue 2
- 165-188 Complementarity problems in GAMS and the PATH solver
by Ferris, Michael C. & Munson, Todd S.
- 189-217 Learning dynamics, genetic algorithms, and corporate takeovers
by Noe, Thomas H. & Pi, Lynn
- 219-225 On the investment-uncertainty relationship in a real options model
by Sarkar, Sudipto
- 227-246 Public services, increasing returns, and equilibrium dynamics
by Zhang, Junxi
- 247-272 On the transition from local regular to global irregular fluctuations
by Pintus, Patrick & Sands, Duncan & de Vilder, Robin
- 273-295 Animal spirits, technology shocks and the business cycle
by Weder, Mark
- 297-306 Optimal accumulation of pollution: Existence of limit cycles for the social optimum and the competitive equilibrium
by Wirl, Franz
- 307-323 The dynamics of migration in the presence of chains
by Helmenstein, Christian & Yegorov, Yury
January 2000, Volume 24, Issue 1
- 1-19 An illustration of the essential difference between individual and social learning, and its consequences for computational analyses
by Vriend, Nicolaas J.
- 21-38 Efficient gradualism in intertemporal portfolios
by Balvers, Ronald J. & Mitchell, Douglas W.
- 39-62 Indeterminate growth paths and stability
by Russell, Thomas & Zecevic, Aleksandar
- 63-95 A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
by Basak, Suleyman
- 97-125 Endogenous fluctuations in an open economy with increasing returns to scale
by Aloi, Marta & Dixon, Huw D. & Lloyd-Braga, Teresa
- 127-142 Empire building by corporate managers:: the corporation as a savings instrument
by Kanniainen, Vesa
- 143-163 The dynamics of spatial pollution: The case of phosphorus runoff from agricultural land
by Goetz, Renan U. & Zilberman, David
September 1999, Volume 23, Issue 9-10
- 1249-1279 General equilibrium models and homotopy methods
by Eaves, B. Curtis & Schmedders, Karl
- 1281-1297 Testing for a unique equilibrium in applied general equilibrium models
by Dakhlia, Sami
- 1299-1327 Vector rational error correction
by Kozicki, Sharon & Tinsley, P. A.
- 1329-1353 Solving higher-dimensional continuous-time stochastic control problems by value function regression
by Reiter, Michael
- 1355-1386 The random-time binomial model
by Leisen, Dietmar P. J.
- 1387-1424 Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
by Chiarella, Carl & El-Hassan, Nadima & Kucera, Adam
- 1425-1458 Flat tax reform: A quantitative exploration
by Ventura, Gustavo
- 1459-1485 The U.S. Phillips curve: The case for asymmetry
by Laxton, Douglas & Rose, David & Tambakis, Demosthenes
- 1487-1516 Time series properties of an artificial stock market
by LeBaron, Blake & Arthur, W. Brian & Palmer, Richard
- 1517-1543 Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
by Baak, Saang Joon