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Content
April 2002, Volume 19, Issue 2
February 2002, Volume 19, Issue 1
- 1-4 Evolutionary Process in Economics: Introduction
by Vriend, Nicolaas J
- 5-23 Financial Markets Can Be at Sub-optimal Equilibria
by Joshi, Shareen & Parker, Jeffrey & Bedau, Mark A
- 25-49 Evolutionary Models of Bargaining: Comparing Agent-Based Computational and Analytical Approaches to Understanding Convention Evolution
by Carpenter, Jeffrey P
- 51-65 Competing R&D Strategies in an Evolutionary Industry Model
by Yildizoglu, Murat
- 67-94 A Behavioural Learning Approach to the Dynamics of Prices
by Brenner, Thomas
- 95-132 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model
by Chiarella, Carl & He, Xue-Zhong
December 2001, Volume 18, Issue 3
- 233-249 A Computational Approach to the Fundamental Theorem of Asset Pricing in a Single-Period Market
by Acedo, F & Benito, F. & Falcó, A. & Rubia, A. & Torres, J.
- 251-257 Modeling Instrumental Rationality, Land Tenure and Conflict Resolution
by Amman, Hans M & Duraiappah, Anantha Kumar
- 259-271 Two-Stage Budgeting: A Difficult Problem
by Norman, A & Chou, J. & Chowdhury, M. & Dalal, A. & Fortson, M. & Jindal, M. & Payne, K. & Rajan, M.
- 273-286 A Merit Function for Variational Inequalities Applied to Equilibrium Problems
by Corradi, Gianfranco
- 287-316 Digital Portfolio Theory
by Jones, C Kenneth
October 2001, Volume 18, Issue 2
August 2001, Volume 18, Issue 1
June 2001, Volume 17, Issue 2-3
- 125-139 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model
by Collard, Fabrice & Juillard, Michel
- 141-154 Extending the High Level Architecture Paradigm to Economic Simulation
by Calpin, James A & Salisbury, Marnie R. & Vitkevich, John A. & Woodward, David R.
- 155-178 Limited Computational Ability and Approximation of Dynamical Systems
by Colucci, Domenico
- 179-201 Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries
by Ramachandran, Rajalakshmi & Beaumont, Paul
- 203-218 Estimating Internet Users' Demand Characteristics
by Gupta, Alok & Jukic, Boris & Li, Mingzhi & Stahl, Dale O. & Whinston, Andrew B.
- 219-237 Asset Pricing Models, Specification Search, and Stability Analysis
by del Hoyo, J & Llorente, J Guillermo
- 239-252 Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events
by Castellano, Rosella & Giacometti, Rosella
- 253-263 The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma
by van Bragt, David & van Kemenade, Cees & la Poutre, Han
- 265-284 Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods
by Odejar, Maria Ana E & McNulty, Mark S
February 2001, Volume 17, Issue 1
- 5-27 Financial Networks and Optimally-Sized Portfolios
by Nagurney, Anna & Dong, June
- 29-42 Bicriteria Decision Making and Financial Equilibrium: A Variational Inequality Perspective
by Dong, June & Nagurney, Anna
- 43-80 Numerical Schemes for Variational Inequalities Arising in International Asset Pricing
by Hodder, James E & Tourin, Agnes & Zariphopoulou, Thaleia
- 81-92 Time Changes, Laplace Transforms and Path-Dependent Options
by Geman, Helyette
- 93-121 Equilibrium Values in a Competitive Power Exchange Market
by Supatgiat, Chonawee & Zhang, Rachel Q & Birge, John R
December 2000, Volume 16, Issue 3
October 2000, Volume 16, Issue 1/2
June 2000, Volume 15, Issue 3
April 2000, Volume 15, Issue 1-2
- 3-24 Empirical Game Theoretic Models: Computational Issues
by Armantier, Olivier & Richard, Jean-Francois
- 25-57 Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption
by Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein
- 59-78 A Test for Strong Hysteresis
by Piscitelli, Laura & Cross, Rod & Grinfeld, Michael & Lamba, Harbir
- 79-87 A Wavelet-Based Nonparametric Estimator of the Variance Function
by Pan, Zuohong & Wang, Xiaodi
- 89-106 Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
by Kontoghiorghes, Erricos J
- 107-143 Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications
by Galindo, J & Tamayo, P
- 145-172 Computing Equilibria in Stochastic Finance Economies
by Kubler, Felix & Schmedders, Karl
December 1999, Volume 14, Issue 3
- 183-196 Average Interest Rate Caps
by Cheuk, Terry H F & Vorst, Ton C F
- 197-218 A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress
by Zopounidis, Constantin & Doumpos, Michael
- 219-235 Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation
by Moshiri, Saeed & Cameron, Norman E & Scuse, David
- 237-253 Production Games under Uncertainty
by Sandsmark, Maria
- 255-262 Learning-by-Doing under Uncertainty
by Alvarez, Francisco & Amman, Hans
- 263-267 Should Macroeconomic Policy Makers Consider Parameter Covariances?
by Amman, Hans M & Kendrick, David A
October 1999, Volume 14, Issue 1-2
- 1-46 Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax
by Rutherford, Thomas F
- 47-68 Dense and Sparse Matrix Classes Using the C++ Standard Template Library
by Nielsen, Soren S
- 69-87 Mathematica as an Environment for Doing Economics and Econometrics
by Belsley, David A
- 89-107 Display and Interactive Languages for the Internet: HTML, PDF, and Java
by Eddelbuttel, Dirk & Goffe, William L
- 109-134 A C++ Platform for the Evolution of Trade Networks
by McFadzean, David & Tesfatsion, Leigh
- 135-149 C for Econometricians
by Cribari-Neto, Francisco
- 151-181 Programming Languages in Economics
by Kendrick, David A & Amman, Hans M
June 1999, Volume 13, Issue 3
April 1999, Volume 13, Issue 2
- 103-115 Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm
by Ostermark, Ralf
- 117-145 Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs
by Keppo, Jussi & Peura, Samu
- 147-162 The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test
by Brooks, Chris & Heravi, Saeed M
- 163-175 A New Convergence Theorem for Successive Overrelaxation Iterations
by Hughes Hallett, A J & Piscitelli, Laura
- 177-197 One Dimensional SDE Models, Low Order Numerical Methods and Simulation Based Estimation: A Comparison of Alternative Estimators
by Cleur, Eugene M & Manfredi, Piero
February 1999, Volume 13, Issue 1
December 1998, Volume 12, Issue 3
October 1998, Volume 12, Issue 2
- 97-114 Bubbles and Market Crashes
by Youssefmir, Michael & Huberman, Bernardo A & Hogg, Tad
- 115-124 Comparative Dynamics in Perfect-Foresight Models
by Meijdam, Lex & Verhoeven, Marijn
- 125-149 Teaching Macroeconomics with GAMS
by Mercado, P Ruben & Kendrick, David A & Amman, Hans
- 151-169 An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium
by Wu, Lihua & Wang, Yuyun
- 171-191 Nonlinear versus Linear Learning Devices: A Procedural Perspective
by Barucci, Emilio & Landi, Leonardo
- 193-200 Running the Economy: A Review of the Internet-Based Fairmodel
by Abbing, Mark A Roscam
August 1998, Volume 12, Issue 1
June 1998, Volume 11, Issue 3
April 1998, Volume 11, Issue 1-2
- 3-19 Numerical Analysis of Strategic Contingent Claims Models
by Anderson, Ronald W & Tu, Cheng
- 21-40 Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts
by Kozicki, Sharon & Tinsley, P A
- 41-51 Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate
by Bekdache, Basma
- 53-70 Modelling Federal Reserve Discount Policy
by Baum, Christopher F & Karasulu, Meral
- 71-87 Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model
by Miranda, Mario J
- 89-102 A Stochastic Nonlinear Regression Estimator Using Wavelets
by Pan, Zuohong & Wang, Xiaodi
- 103-128 Wavelet Analysis of Commodity Price Behavior
by Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste
- 129-163 The Path Integral Approach to Financial Modeling and Options Pricing
by Linetsky, Vadim
November 1997, Volume 10, Issue 4
August 1997, Volume 10, Issue 3
May 1997, Volume 10, Issue 2
- 103-105 What Is Computational Economics?
by Amman, Hans M
- 107-118 Visualisation in the Simulation and Control of Economic Models
by Herbert, R D & Bell, R D
- 119-138 No Arbitrage between Economies and Correlation Risk Management
by Geman, Helyette & Souveton, Remi
- 139-168 Algorithms for Finding Repeated Game Equilibria
by Cronshaw, Mark B
- 169-186 Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems
by Boucekkine, Raouf & Juillard, Michel & Malgrange, Pierre
- 187-194 Analytical Derivatives for Markov Switching Models
by Gable, Jeff & van Norden, Simon & Vigfusson, Robert
February 1997, Volume 10, Issue 1
November 1996, Volume 9, Issue 4
- 275-298 Functional Search in Economics Using Genetic Programming
by Schmertmann, Carl P
- 299-315 SD-Solver: Towards a "Multidirectional" CLP-Based Simulation Tool: Framework and Short Financial Examples
by Bisiere, Christophe
- 317-330 Checking for Saddlepoint Stability: An Easy Test
by Boucekkine, Raouf & Le Van, Cuong
- 331-353 Features of Multiregional and Intertemporal AGE Modelling with GEMPACK
by Harrison, W Jill & Pearson, K R & Powell, Alan A
- 355-361 The Loss in Efficiency from Using Grouped Data to Estimate Coefficients of Group Level Variables
by Lang, Kathleen M & Gottschalk, Peter
- 363-384 A Variational Inequality Approach for Marketable Pollution Permits
by Nagurney, Anna & Dhanda, Kathy
August 1996, Volume 9, Issue 3
- 181-198 The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions
by Belsley, David A
- 199-213 Using Algebraic Software to Compute the Moments of Order Statistics
by Provasi, Corrado
- 215-227 Collinearity Detection in Linear Regression Models
by Galmacci, Gianfranco
- 229-239 Clustering Problems in Optimization Models
by Kabadi, Santosh & Murty, Katta G & Spera, Cosimo
- 241-255 Optimal Experimental Design for Combinatorial Problems
by Crary, Selden B & Spera, Cosimo
- 257-274 Indirect Estimation of Stochastic Differential Equation Models: Some Computational Experiments
by Bianchi, Carlo & Cleur, Eugene M
May 1996, Volume 9, Issue 2
February 1996, Volume 9, Issue 1
November 1995, Volume 8, Issue 4
August 1995, Volume 8, Issue 3
May 1995, Volume 8, Issue 2
1995, Volume 8, Issue 1
1994, Volume 7, Issue 4
- 227-244 On the Use of Optimization Models for Portfolio Selection: A Review and Some Computational Results
by Pardalos, Panos M & Sandstrom, Mattias & Zopounidis, Costas
- 245-275 Minimax Hedging Strategy
by Howe, M A & Rustem, B & Selby, M J P
- 277-285 A Fast Algorithm for Computing Integrals in Function Spaces: Financial Applications
by Eydeland, A
- 287-307 Numerical Schemes for Investment Models with Singular Transactions
by Tourin, Agnes & Zariphopoulou, Thaleia
- 309-329 Jump-Diffusion Processes in the Foreign Exchange Markets and the Release of Macroeconomic News
by Johnson, Gordon & Schneeweis, Thomas
1994, Volume 7, Issue 3
- 155-161 Connectionist Projection Pursuit Regression
by Verkooijen, William & Daniels, Hennie
- 163-173 Using a Genetic Algorithm to Determine an Index of Leading Economic Indicators
by Farley, Arthur M & Jones, Samuel
- 175-185 Recognizing Business Cycle Turning Points by Means of a Neural Network
by Vishwakarma, Keshav P
- 187-202 Genetic Algorithms, Teleological Conservatism, and the Emergence of Optimal Demand Relations: The Case of Stable Preferences
by McCain, Roger A
- 203-223 Solving Applied General Equilibrium Models Represented as a Mixture of Linearized and Levels Equations
by Harrison, W Jill & Pearson, K. R. & Powell, Alan A. & Small, John E.
1994, Volume 7, Issue 2
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