Contact information of Society for Computational Economics
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sce:scecf1. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sceeeea.html .
Content
2001
- 36 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran
- 35 Measuring the Natural Rate of Interest
by Thomas Laubach and John C. Williams
- 34 Gaining Credibility for Inflation Targets
by James Yetman
- 33 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
by Katsuhiro Sugita
- 32 Real Exchange Rates and Monetary Policymaking in the EMU
by Yunus Aksoy
- 31 Learning Dynamics in an Artificial Currency Market
by Christophre Georges
- 30 Solving for Optimal Simple Rules in Rational Expectations Models
by Richard Dennis
- 29 Dynamic optimization and Skiba sets in economic examples
by W.-J. Beyn, T. Pampel, W.Semmler
- 28 Modeling an Indexed Portfolio for the Italian Market
by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy
- 26 Very High Order Lattice Methods for One Factor Models
by Jonathan Alford and Nick Webber
- 24 The Effects of Health Insurance and Self-Insurance on Retirement Behavior
by Eric French and John Jones
- 22 Using Unsuccessful Auction Bids to Identify Latent Demand
by Bernardo A. Huberman, Tad Hogg and Arum Swami
- 20 Adaptive Learning and Emergent Coordination in Minority Games
by Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi
- 19 Imperfect Credibility and Inflation Persistence
by Christopher J. Erceg and Andrew T. Levin
- 18 Avoiding Nash Inflation: does robust policy help?
by Robert J. Tetlow and Peter von zur Muehlen
- 17 The Effects of Dollarization on Macroeconomic Stability
by Christopher J. Erceg and Andrew T. Levin
- 16 Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model
by George J. Jiang and Pieter J. van der Sluis
- 15 A Worst--Case Approach to Inflation Zone Targeting
by B. Rustem, V. W. Wieland and S. Zakovic
- 14 Constrained Optimal Control Under Limited Knowledge
by Ric D. Herbert and Rod D. Bell
- 13 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
by Luca Colombo and Gerd Weinrich
- 12 Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
by Zhi-Feng Huang, Sorin Solomon*
- 11 Stability of Pareto-Zipf Law in Non-Stationary Economies
by Sorin Solomon and Peter Richmond
- 10 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
by Sorin Solomon and Moshe Levy
- 9 Calculating the Long-run Incremental Cost of Interconnection Using a Network Cost Simulation Model
by D. Mark Kennet, W. W. Sharkey
- 8 Uncertain Potential Output: Implications for Monetary Policy
by Michael Ehrmann and Frank Smets
- 7 Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
by Jinill Kim, Sunghyun Kim, and Andrew Levin
- 6 Fast Fourier Transform for discrete Asian Options
by E. Benhamou
- 4 Modeling the Lucas critique as an open loop feedback process with time-varying parameters
by Hans Amman and David Kendrick
- 3 Spurious Welfare Reversals in International Business Cycle Models
by Jinill Kim and Sunghyun Henry Kim
- 2 Testing For Unit Roots Using Economics
by Romulo Chumacero
- 1 Optimal Discretization of Continuous-Time Control Problems
by Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim