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Content
October 1999, Volume 14, Issue 1-2
- 151-181 Programming Languages in Economics
by Kendrick, David A & Amman, Hans M
June 1999, Volume 13, Issue 3
- 201-209 Off-Line Computation of Stackelberg Solutions with the Genetic Algorithm
by Vallee, Thomas & Basar, Tamer - 211-226 Approximated Distributions of Sampling Inequality Indices
by Palmitesta, Paola & Provasi, Corrado & Spera, Cosimo - 227-247 Numerical Solution of an Endogenous Growth Model with Threshold Learning
by Chen, Baoline - 249-263 Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods
by Brooks, Chris - 265-287 A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK
by Wendner, Ronald
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
- 1-16 Optimal Nonlinear Income Taxation with a Two-Dimensional Population; A Computational Approach
by Tarkiainen, Ritva & Tuomala, Matti - 17-23 A Nonrecursive Solution Method for the Linear-Quadratic Optimal Control Problem with a Singular Transition Matrix
by Ehlgen, Jurgen - 25-39 On Optimal Design of Treasury Bonds
by Giacometti, Rosella - 41-60 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs
by Bullard, James & Duffy, John - 61-91 Symplectic Methods for the Solution to Riccati Matrix Equations Related to Macroeconomic Models
by Martin-Herran, Guiomar - 93-101 On the Tradeoff between Computational Simplicity and Asymptotic Properties in Multivariate Probit
by Kimhi, Ayal
December 1998, Volume 12, Issue 3
- 203-222 The Nonconvexities Problem in Adaptive Control Models: A Simple Computational Solution
by Tucci, Marco P - 223-241 ASPEN: A Microsimulation Model of the Economy
by Basu, N & Pryor, R & Quint, T - 243-254 Econometric Estimation of a Continuous Time Macroeconomic Model of the United Kingdom with Segmented Trends
by Nowman, K B - 255-273 Front-Tracking Finite Difference Methods for the Valuation of American Options
by Pantazopoulos, K N & Houstis, E N & Kortesis, S - 275-293 Atomic Decomposition of Financial Data
by Greenblatt, Seth A
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
- 1-24 The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes
by Cheng, John Q & Wellman, Michael P - 25-33 On the Hicksian Laws of Comparative Statics for the Hicksian Case: The Path-Following Approach Using an Alternative Homotopy
by Shiomura, Takashi - 35-59 Simulating the Madness of Crowds: Price Bubbles in an Auction-Mediated Robot Market
by Steiglitz, Ken & Shapiro, Daniel - 61-78 Computationally Convenient Distributional Assumptions for Common-Value Auctions
by Gordy, Michael B - 79-95 Implementing the Double Bootstrap
by McCullough, B D & Vinod, H D
June 1998, Volume 11, Issue 3
- 167-187 Statistical Properties of a Time-Series-Complexity Measure Applied to Stock Returns
by Kaboudan, M A - 189-204 Portfolio Selection Using the ADELAIS Multiobjective Linear Programming System
by Zopounidis, C & Despotis, D K & Kamaratou, I - 205-220 A Dynamic Model of Collective Bargaining
by Reyniers, Diane J - 221-243 A Genetic Algorithm Simulation of a Transition Economy: An Application to Insider-Privatization in Croatia
by Novkovic, Sonja - 245-263 A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling
by Perroni, Carlo & Rutherford, Thomas F - 265-281 Chaos in Foreign Exchange Markets: A Sceptical View
by Brooks, Chris
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
- 317-335 Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction
by Olmeda, Ignacio & Fernandez, Eugenio - 337-351 Finite-Sample Adjustments for Homogeneity and Symmetry Tests in Systems of Demand Equations: A Monte Carlo Evaluation
by Cribari-Neto, Francisco & Zarkos, Spyros G - 353-357 A Code Archive for Economics and Econometrics
by Eddelbuttel, Dirk - 359-376 Derivative Asset Pricing with Transaction Costs: An Extension
by Perrakis, Stylianos & Lefoll, Jean - 377-386 Solving Dynamic Economic Models with Nonconvexities Due to Fixed Costs
by Hussey, Robert M
August 1997, Volume 10, Issue 3
- 197-229 A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
by Belsley, David A - 231-250 Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
by Kontoghiorghes, Erricos J & Dinenis, Elias - 251-266 Constrained Maximum Likelihood
by Schoenberg, Ronald - 267-277 A Search for Hidden Relationships: Data Mining with Genetic Algorithms
by Szpiro, George G - 279-294 Non-linear Optimization on a Parallel Intel i860 RISC Based Architecture
by Ball, J F & Dorsey, R E & Johnson, J D - 295-316 Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models
by Jerrell, Max E
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
- 1-14 Predicting Index Returns with Morphological Filters
by Kanto, Antti J & Kasanen, Eero & Puttonen, Vesa - 15-45 A Dynamic Spatial Cournot-Nash Equilibrium Model and an Algorithm
by Wie, Byung-Wook & Tobin, Roger L - 47-65 A Homotopy Approach to Solving Nonlinear Rational Expectation Problems
by Jensen, Mark J - 67-87 On Incentives and Updating in Agent Based Models
by Page, Scott E - 89-100 Interval Arithmetic for Input-Output Models with Inexact Data
by Jerrell, Max E
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
- 83-127 Computing Solutions for Large General Equilibrium Models Using GEMPACK
by Harrison, W Jill & Pearson, K R - 129-147 Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal
by D'Esposito, Maria Rosaria & Furno, Marilena - 149-178 Predicting Economic Time Series Using a Nonlinear Deterministic Technique
by Cao, Liangyue & Hong, Yiguang & Zhao, Hanzhang & Deng, Shuhui
February 1996, Volume 9, Issue 1
- 3-17 General Financial Equilibrium Modeling with Policy Interventions and Transaction Costs
by Nagurney, Anna & Dong, June - 19-36 A Spectral Algorithm for Pricing Interest Rate Options
by Eydeland, Alexander - 37-50 Neural Networks in the Capital Markets: An Application to Index Forecasting
by Haefke, Christian & Helmenstein, Christian - 51-65 A Neural Network Approach to Long-Run Exchange Rate Prediction
by Verkooijen, William - 67-76 Linear Regression versus Backpropagation Networks to Predict Quarterly Stock Market Excess Returns
by Hiemstra, Ypke - 77-82 Neural Network for Predicting the Performance of Credit Card Accounts
by Jagielska, Ilona & Jaworski, Janusz
November 1995, Volume 8, Issue 4
- 255-265 Estimating Simultaneous Equations Models by a Simulation Technique
by Kang, Heejoon - 267-281 Tensor Methods of Full-Information Maximum Likelihood Estimation: Estimation with Parameter Constraints
by Greenblatt, Seth A - 283-301 Control Metaphors in the Modelling of Economic Learning and Decision-Making Behaviour
by Moss, Scott - 303-316 A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model
by Faust, Jon & Tryon, Ralph
August 1995, Volume 8, Issue 3
- 159-179 A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models
by Beaumont, Paul M & Bradshaw, Patrick T - 181-203 Coordination via Genetic Learning
by Arifovic, Jasmina & Eaton, Curtis - 205-231 Self-Organization of Markets: An Example of a Computational Approach
by Vriend, Nicolaas J - 233-253 Modular Technical Change and Genetic Algorithms
by Birchenhall, Chris
May 1995, Volume 8, Issue 2
- 81-93 Modeling the Transportation Domain
by Fischer, K & Kuhn, N. & Müller, H. J. & Müller, J. P. - 95-105 On Comparative-Static Analysis in Numerical Nonlinear Economic Models
by Arnott, Richard & Rowse, John - 107-125 Optimal Sampling-Rates and Tracking Properties of Digital LQ and LQG Tracking Controllers for Systems with an Exogenous Component and Costs Associated to Sampling
by Engwerda, Jacob & Van Willigenburg, Gerard - 127-154 Solving Nonlinear Dynamic Models by Iterative Dynamic Programming
by Semmler, Willi
1995, Volume 8, Issue 1
- 1-26 Computational Systems for Qualitative Economics
by Lang, Karl R & Moore, James C & Whinston, Andrew B - 27-46 The Dynamics of Collective Action
by Huberman, Bernardo A & Glance, Natalie S - 47-64 Computing Economic Equilibria Using Benefit and Surplus Functions
by Luenberger, David G & Maxfield, Robert R - 65-80 Ten Wishes
by Kendrick, David A
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
- 63-72 Experiences in the Pricing of Trivariate Contingent Claims with Finite Difference Methods on a Massively Parallel Computer
by Ekvall, Niklas - 73-87 Global Estimation of Feedforward Networks with a Priori Constraints
by Joerding, Wayne H & Li, Ying - 89-108 Tensor Methods for Full-Information Maximum Likelihood Estimation: Unconstrained Estimation
by Greenblatt, Seth A - 109-146 Computational Aspects in Applied Stochastic Control
by Tapiero, Charles S & Sulem, Agnes - 147-154 Decision Modelling with HIPRE 3 Plus: The Amsterdam Airport Case
by Wesseling, J A M & Gabor, A
February 1994, Volume 7, Issue 1
- 1-21 Computability, Complexity and Economics
by Norman, Alfred Lorn - 23-35 Cointegration Tests on MARS
by Sephton, Peter S - 37-53 Identification Environment and Robust Forecasting for Nonlinear Time Series
by Wu, Berlin - 55-62 Global Optimization Using Interval Arithmetic
by Jerrell, Max E
November 1993, Volume 6, Issue 3-4
- 151-161 Massively Parallel Implementation of the Splitting Equilibration Algorithm
by Kim, Dae-Shik & Nagurney, Anna - 163-175 User Modeling for Flexible Inference Control and Its Relevance to Decision-Making in Economics and Management
by Chen, Zhengxin - 177-200 A Synopsis of the Smoothing Formulae Associated with the Kalman Filter
by Merkus, H R & Pollock, D S G & de Vos, A F - 201-217 Economic Incentives in Software Design
by Varian, Hal R - 219-240 The Design of Economic Policy under Model Uncertainty
by Christodoulakis, Nicos & Kemball-Cook, David & Levine, Paul - 241-247 A Constrained Optimal Control Program in APL
by Han, Kang Hong - 249-255 A User's Guide to the Numerical Solution of Two-Point Boundary Value Problems Arising in Continuous Time Dynamic Economic Models
by Goffe, William L - 257-314 Research Opportunities in Computational Economics
by Kendrick, David
May 1993, Volume 6, Issue 2
- 77-94 A Dynamic Software Release Model
by Ozekici, Suleyman & Catkan, Nese A - 95-106 The Measurement of Gender Earnings Differentials for Foreign-Trained and Local-Trained IT Professionals: The Case of Singapore
by Chew, Rosalind - 107-114 Information Technology in a Global Economy
by Glenn, Patricia A - 115-129 Development of a Decision Support System for Service Delivery
by Chen, An-Pin & Hwang, Chien-Hua & Tan, Gary L. H. & Lin, Chien-Yuan - 131-137 Construction and Modification of Judgement Matrices in Analytic Hierarchy Process
by Naidong, Chen & Minxue, Guo - 139-150 Work Centre Management: The Manufacturing Philosophy
by Paynter, John
February 1993, Volume 6, Issue 1
- 1-15 Implementing the Single Bootstrap: Some Computational Considerations
by McCullough, B D & Vinod, H - 17-50 User Interface Aspects of an MRP II Planning Module
by Nussbaum, M & Garretón, G & Lepe, A. & Parra, E. - 51-73 Optimal Growth and Planning in a Multi-regional Economy: A Computer Program and Application to the Italian Case
by Campisi, Domenico & Gastaldi, Massimo & La Bella, Agostino