Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 178 Procyclical Labor Productivity: Sources and Implications
by Burkhard Heer & Ludger Linnemann - 177 A Real Business Cycle Model for Panel Data: An Application for the Central European Transition Economies
by Libor Krkoska - 176 Forecasting Fundamental Asset Return Distributions
by R. Glen Donaldson & Mark Kamstra - 175 Cyclical Variation in the Risk and Return Relation
by Paul Harrison & Harold H. Zhang - 174 Tax Policy and the Dynamic Demand for Domestic and Foreign Capital by Multinational Corporations
by Rosanne Altshuler & Jason G. Cummins - 173 A Steady State Evaluation of the measures of the Welfare Cost of Inflation
by Robert Hooper - 172 Flat Tax Reform: A Quantitative Exploration
by Gustavo Ventura - 171 Why Equal Weights in the Three Factor Formula Apportionment Method? A Game-theoretic Model of Competition between States
by April Franco - 170 Using Neural Nets as a Tool to Gain Insight into Differential Stochastic Equations
by Duc Pham-Hi - 169 Toward a Generic Macroeconomic Modeling Environment
by Stephen Wright - 168 Controlling the Flexibility of Neural Networks: An Empirical Study in Financial Modelling
by Hennie Daniels & Bart Kamp & William Verkooijen - 167 Forecasting UK Output: a Neural Network Approach
by E. L. Salazar & Social Research (NIESR) - 166 The Emergence of a Firm as a Complex-Problem Solver
by Francesco Luna - 165 Stochastic Demand, Monopoly, and Information Aquisition when Demand Comes from Multiple Sources
by Jacek Cukrowski & Kresimir Zigic - 164 Problem-solving in the SIGMA Computational Economy Through Learning and Adaptation
by Grigoris Karakoulas - 163 Information Processing and Organizational Structure
by Stephen J. DeCanio & William E. Watkins - 162 Endogenous Cycles in Linear and Nonlinear Trade Cycle Models
by Steve Keen - 161 Public Deficits, Debt and Financial Markets: A Stochastic General Equilibrium
by Roland Demmel - 160 Linear Contemporaneous Control Models
by Ric Herbert, Rod Bell & Graham Madden - 159 Relaxation Algorithms in Finding Nash Equilibrium
by Steffan Berridge & Jacek Krawczyk - 158 A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model
by Lung-fei Lee - 157 Random Number Generators
by Gerald P. Dwyer, Jr. & K. B. Williams - 156 Kernel Estimation of the Density of a Change-Point in the Mean
by Marine Carrasco - 155 A Fast Maximum Simulated Likelihood Estimation Technique for NMP Models
by Denis Bolduc - 154 Learning With a Known Average: a Simulation Study of Alternative Learning Rules
by Huw D. Dixon & Paolo Lupi - 153 Choice Under Uncertainty with Costly Computations
by Kislaya Prasad - 152 Learning by Imitation in the Kiyotaki-Wright Model of Money
by Erdem Basci - 151 Learning About the Learning Curve: A Computational Model
by V. Bala & R. Radner - 150 The Dynamics of Regional Interaction, Growth and Agglomeration - a simulation approach based on cellular automata
by Max Keilbach - 149 Profile Learning by Strategic Workers in Wage-Setting Duopsony
by Aurora García, Nikolaos Georgantzís, Vicente Orts Ríos, & José C. Pernías - 148 A Genetic Game of Trade, Growth, and Externalities
by Nedim M. Alemdar & Süheyla Özyildirim - 147 Genetic Learning in Double Auctions
by Herbert Dawid - 146 Putting Rationality in Chains
by Jan W. Portengen - 145 A Computer Simulation of Replenishable Resource Traps: An Evolutionary Game Perspective
by Robbie T. Nakatsu - 144 Investment Behaviour Under Knightian Uncertainty - an Evolutionary Approach
by Terje Lensberg & Business Administration - 143 Distribution-free Confidence Intervals for Sampling Inequality Indices
by Paola Palmitesta & Cosimo Spera - 142 Monte Carlo Comparison of Several High Breakdown, Efficient Estimators
by Jiazhong You - 141 Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models
by Jean-Marie Dufour & Linda Khalaf - 140 Stability Properties of Fiscal/Monetary Policy Interactions Under Alternative Discounting Assumptions
by Peter Stemp - 139 Visual Simulation of Econometric Models
by Ric Herbert - 138 A Model of Monetary Growth for a Small Open Economy
by Carl Chiarella & Peter Flaschel - 137 The Impact of Exchange Rate Variability on Domestic Investment
by A. J. Hughes-Hallett & Laura Piscitelli - 136 An Efficient Approximate Algorithm for Robust Optimal Decisions under Uncertainty
by J. Darlington, C. Pantelides, B. Tanyi, & Berc Rustem - 135 Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Interpolation
by Michael Reiter - 134 Optimal Consumption/Investment Choice with Undiversifiable Income Risk: Numerical Solution
by Claus Munk - 133 Reverse Shooting
by Sy-Ming Guu - 132 Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions
by Carl Chiarella, Nadima El-Hassan, & Adam Kucera - 131 American GARCH Option Pricing by a Markov Chain Approximation
by Jin-Chuan Duan & Technology & Jean-Guy Simonato - 130 Pricing Double Barrier Options: An Analytical Approach
by Antoon Pelsser - 129 Interest Rate Dynamics and Derivatives Pricing
by Lin Chen - 128 A Microeconomic Theory of Learning-by-Doing: An Application of Nascent Technology Approach
by Phil Auerswald & Jose Lobo & Karl Shell - 127 Computing Post Merger Nash Equilibria: Local vs. Global Demand Properties
by Philip Crooke, Luke Froeb, & Steven Tschantz & Gregory J. Werden - 126 Mergers and Dynamic Oligopoly
by Kwang-Soo Cheong - 125 Optimal Open Loop Cheating in Dynamic Reversed LQG Stackelberg Games
by Thomas Vallee & Christophe Deissenberg & Tamer Basar - 124 GAUSS Programming for Econometricians: A Distance Learning Approach
by Kuan-Pin Lin & Lani Pennington - 123 Visual Simulation with a Large Macroeconomic Model
by Ric Herbert - 122 Normative Considerations in the Development of a Software Package for Econometric Estimation
by Charles G. Renfro - 121 Chaotic Learning Equilibria
by Martin Schonhofer - 120 An Evolutionary Macro-Economic Model of Innovation and Imitation
by I. Adjali, D. Collings, A. A. Reeder, & M. H. Lyons - 119 Least Squares and Nonlinear Dynamics: Implications for Prediction
by Kaushik Mitra - 118 Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model
by Taisei Kaizoji - 117 EmmPack 1.0: C Code for use with Ox for the Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
by Pieter J. van der Sluis - 116 Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks
by Prasad V. Bidarkota & J. Huston McCulloch - 115 Tests for Bounded Rationality: An Application to the U.S. Cattle Market
by SaangJoon Baak - 114 Reproducing Partial Observed Systems with Application to Interest Rate Diffusions
by A. Ronald Gallant & George Tauchen - 113 Estimation and Stochastic Simulation of Large-Scale Econometric Models with Rational Expectations
by Giuseppe Bruno, Giancarlo Marra, & Andrea Cividini & Carlo Bianchi - 112 On the Long-Run Stability of Term Premia
by Basma Bekdache & Byeongseon Seo - 111 Estimation of Game Theoretic Models: Computational Issues
by Jean-Pierre Florens & Jean-François Richard - 110 An Agent-Based Computational Model for the Evolution of Trade Networks
by David McFadzean & Leigh Tesfatsion - 109 Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems
by Carl Chiarella & Alexander Khomin - 108 Enjoying a Free Lunch: Computational Economics with Linux
by Dirk Eddelbittel - 107 Growth and Migration
by Jess Gaspar - 106 An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models
by Gary S. Anderson - 105 Transitional Dynamics in Non-Scale Growth Models
by Theo Eicher & Stephen J. Turnovsky - 104 Echoes Dynamics in Vintage Models: Basic Theoretical and Computational Results
by Raouf Boucekkine & Omar Licandro - 103 Occupation Time Derivatives
by Vadim Linetsky - 102 The Self-Evolving Logic of Financial Claim Prices
by Thomas A. Noe - 101 A Technique for Calibrating Derivative Security Pricing Models: Numerical Solution of an Inverse Problem
by Ronald Lagnado & Stanley Osher - 100 Markovian Term Structure Models
by Patrick Hagan & Diana E. Woodward - 99 The Use of Extremal Vector Field Analysis to Study Debt Dynamics
by Willi Semmler & Malte Sieveking - 98 A Discrete Differential Equation Model of the US: 1972-84
by Walter Waymeyer - 97 Adaptive Rational Expectations in Models of Monetary Dynamics
by Carl Chiarella & Alexander Khomin - 96 Optimal Forward-Looking Monetary Policy under Rational Expectations
by Peter Zadrozny - 95 Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data
by Robert B. Avery & Michael Gordy - 94 Volume and Return Relationships in the Stock Market
by J. Guillermo Llorente-Alvarez & J. del Hoyo - 93 Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models
by Ming Liu & Harold H. Zhang - 92 Asset Prices Under Asymmetric Information
by Christian Haefke & Leopold Soegner & Business Administration - 91 Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models
by Max E. Jerrell - 90 Computing Implied Volatilities Using Automatic Differentiation
by Lucas Roh - 89 A Genetic Algorithm Approach to Repeated Bargaining Under Symmetric and Asymmetric Information
by Christoph Zott - 88 Decentralized Interaction and Co-adaptation in the Repeated Prisoner's Dilemma
by Tomas Klos - 87 Does Evolution Make Reasoning Improve Learning?
by Bernard Borges & Peter M. Todd - 86 Medicare, Medicaid, Medigap, and the Life Expectancy of the Elderly
by Morris A. Davis - 85 Optimal Indirect Taxes for Brazil: Combining Equity and Efficiency
by Rozane Bezerra de Siqueira - 84 A Quantitative Analysis of Employment Guarantee Programs with an Application to Rural India
by Pushkar Maitra - 83 Option Valuation Using Quadrature
by Michael A. Sullivan - 82 The Random-Time Binomial Model
by Dietmar P. J. Leisen - 81 Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach
by Emilio Barucci & F. Gozzi - 80 Financial Fragility, Bounded Rationality and Agents Heterogeneity
by Domenico Delli Gatti & Mauro Gallegati & Antonio Palestrini - 79 Innovation and Firm's International Expansion: A Dynamic Approach
by Maria Luisa Petit & Francesca Sanna Randaccio & Boleslaw Tolwinski - 78 Automated Theorem Proving
by Seth Greenblat - 77 In Defense of Computing in Economics
by Billette de Villemeur - 76 Preface to a Computational Economic Theory of Democracy
by Andres Rius - 75 Auctions and Optimization: Methods for Closing the Gap Caused by Non-Convexities in Preferences
by Rinaldo A. Jose, Patrick Harker & Lyle H. Ungar - 74 Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance
by Christopher F. Baum & Meral Karasulu - 73 Time-Varying Risk of Realignment in the European Rate Mechanism: A Comparison of Linear and Nonlinear Estimation Techniques
by Liga E. Bauer - 72 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
by Basma Bekdache & Christopher F. Baum - 71 The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility
by Mark E. Fisher & Christian Gilles - 70 Computational General Equilibrium with Incomplete Assets
by Karl Schmedders - 69 PATH, NLP2MCP and Economic Applications of Complementarity
by Michael C. Ferris - 68 Numerical Tracking of the Tracing Procedure for Non-cooperative N-person games
by P. J. J. Herings & Antoon van den Eizen - 67 Testing for a Unique Equilibrium in Computable General Equilibrium Models
by Sami Dakhlia - 66 Practical Results on Parallel Methods for Solving Forward-Looking Models
by Manfred Gilli & Giorgio Pauletto - 65 A Toolkit for Optimizing Functions in Economics
by William L. Goffe - 64 A Simple Approach to the Assortment Problem
by Götz Uebe - 63 Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms
by John Duffy & Paul D. McNelis - 62 Power Markets for Controlling Smart Matter
by Oliver Guenther, Tad Hogg & Bernardo Huberman - 61 The Emergence of Economic Classes in an Agent-based Bargaining Model
by Robert Axtell, Joshua M. Epstein, & H. Peyton Young - 60 Market Organizations for Perishable Goods
by Gerard Weisbuch & Alain Kirman & EHESS - 59 Microsimulation of Markets and Endogenous Price Bubbles
by Ken Steiglitz & Liadan I. O'Callaghan - 58 A Theory of Technical Analysis
by Spyros Skouras - 57 Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
by W. Brian Arthur & Paul Tayler - 56 A Dynamic Model of Information Selection in Asset Markets
by David Goldbaum - 55 Optimization of Trading Systems and Portfolios
by John Moody & Lizhong Wu - 54 Coexistence of Perfect and Non-Perfect Foresight Cycles in a Bounded Rationality Economy
by Gian-Italo Bischi & Laura Gardini & University of Urbino - 53 Win-Stay, Lose-Shift. A General Learning Rule for Repeated Normal Form Games
by Martin Posch & Werner Brannath - 52 How Small Shocks and Heterogeneous Expectations Can Create Large Swings in the Exchange Rates
by Torsten Sloek & Jens Peter Sorenson - 51 Economic Dynamics with Learning: New Stability Results
by George W. Evans & Seppo Honkapohja - 50 Structural Breaks and VAR Modeling with Marginal Likelihoods
by Wolfgang Polasek - 49 Non-Linear Structures and Exchange Rate Dynamics Identification
by Federico Ravenna - 48 Predictive Residual Sum of Squares: A Comparision of Criteria for Estimating Lag Order of an Autoregressive Process
by Sidika Basci & Asad Zaman - 47 Rapid Prototyping of Quantitative Displays
by R. W. Oldford - 46 Global Optimization Methods for Estimating GARCH Models
by Max E. Jerrell - 45 Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
by Erricos Kontoghiorghes & Elias Dinenis & Dennis Parkinson - 44 Computing Hessians with the Help of Automatically Detected Partially Separable Structure
by David M. Gay - 43 When Less is not too Little: On the Adaptation to Adverse Endowment Conditions in Artificial Economies
by Bernard Borges & Gregory M. Werner - 42 Refining the Breeding of Hybrid Strategies
by Albert E. Marks & David F. Midgley & Lee G. Cooper - 41 Cellular Genetic Automata in Computer Simulation of Economic Growth and Development with Romer Externalities
by Roger A. McCain - 40 Dynamic Agency with Feedback
by B. Taub - 39 Dynamic Principal - Multiple Agent Problems
by Sevin Yeltekin - 38 Contracting and Income Smoothing in an Infinite Agency Model
by Richard T. Boylan & Bente Villadsen - 37 Precautionary Saving Credit Constraints and Investment: Theory and Evidence from Semi-Arid India
by Marcel Fafchamps & John Pender - 36 Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market
by Martin Lettau & Willi Semmler & University of Bielefeld - 35 Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models
by Jeffrey C. Fuhrer & C. Hoyt Bleakley - 34 Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models
by Michael Binder, M. Hashem Pesaran & S. Hossein Samiei - 33 Network Modeling of International Financial Equilibria with Hedging: Statics and Dynamics
by Anna Nagurney & Stavros Siokos - 32 A Computational Model of Economies of Scale and Market Share Instability: A Replicator Dynamics Framework
by Mariana Mazzucato - 31 Credit Risk Assessment using Statistical and Machine Learning Methods as an Ingredient for Risk Modeling of Financial Intermediaries
by Jorge Galindo & Pablo Tamayo - 30 The Evolution of Portfolio Rules in Financial Markets
by Emanuela Sciubba - 29 Generalized Adjustment Costs and Macro Dynamics: Specification and System Estimation of a Small-Scale Model of the US Economy
by Antulio Bomfim & John Williams - 28 Pricing and Hedging Contingent Claims via Malliavin Calculus
by Emilio Barucci & Maria Elvira Mancino - 27 Numerical Solution of an Endogenous Growth Model with Threshold Learning
by Baoline Chen - 26 Bayesian Learning and Investment Dynamics
by Bartholomew Moore & Huntley Schaller - 25 A Methodology for Managing Risk in Electronic Transactions over the Internet
by Rajan M. Lukose & Bernardo A. Huberman - 24 Mathematica and Economic Research: A Student Tutorial
by David A. Belsley - 23 Introductory Honors Economics on the WEB
by Alfred L. Norman & Vinit Jagdish - 22 Wide-Area Distributed Database System in Electronic Commerce
by Zhangxi Lin, Prabhudev Konana, & Andrew B. Whinston - 21 Economic Theory with 'Bottom Up' Models: Comparative Dynamics, Testing and Verification
by Benedikt Stefansson - 20 Agent-Based Keynesian Economics; Methodological Issues and a Model
by Charlotte Bruun - 19 Production Functions as Turing Machines
by Kumaraswamy Velupillai & Stefano Zambelli - 18 Simulating and Analyzing Coevolutionary Instability of Multi-Agent Games with Genetic Algorithms
by Shu-Heng Chen & Chih-Chi Ni - 17 Learning and Contagion Effects in Trasitions Between Regimes: A Schematic Model of Bank Runs
by D. Heymann, R. P. J. Perazzo, & Andres Schuschny - 16 Optimal Trading Strategy When Return Process is AR(1)
by Kin Lam & Li Wei - 15 Consumption, Saving, and Local Interaction
by Dorothea K. Herreiner - 14 Organizational Adaptation on Rugged Fitness Landscapes
by Luigi Marengo - 13 Technological Diversity in an Evolutionary Industry Model with Localized Learning and Network Externalities
by Nicolas Jonard & Murat Yildizoglu - 12 A Cellular Automata Model of Schumpeterian Growth
by Pari Kasliwal - 11 Monetary Policy and Uncertainty about the Natural Unemployment Rate
by Volker Wieland - 10 Should the Fed Base Policy Decisions on a Linear Phillips Curve?
by Doug Laxton, Dave Rose & Demos Tambakis - 9 Expectations, Learning and the Design of Monetary Policy Rules
by Robert Tetlow & Peter von zur Muehlen - 8 Should Macroeconomic Policy Makers Consider Parameter Covariances?
by Hans M. Amman & David Kendrick - 7 Testing Change in Time Series
by Atsushi Inoue - 6 EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
by Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen - 5 Finite Sample Properties of the Efficient Method of Moments
by Romulo Chumacero - 4 Multivariate Analysis of Business Cycles
by Ulrich Heilemann & Heinz Müench & Universität Duisburg - 3 A Wavelet-Based Nonparametric Estimator of the Variance Function
by Zuohong Pan & Xiaodi Wang - 2 A Test for Strong Hysteresis
by Laura Piscitelli - 1 Rational Vector Error Correction Models
by Sharon Kozicki & Peter A. Tinsley