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:scecf4. 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
2004
- 347 Computational Economics: Help for the Underestimated Undergraduate
by Hans Amman & David Kendrick & Ruben Mercado
- 346 Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany
by Rana Chatterjee
- 345 Valuation of American Continuous-Installment Options
by Pierangelo Ciurlia & Ilir Roko
- 344 Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting
by Stefan Fink & Janette F. Walde
- 343 Bounded Rationality, Learning, and Business Cycles in a Standard Neoclassical Growth Model
by Laurent Cellarier
- 342 Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements
by Eugenie Hol & Siem Jan Koopman & Borus Jungbacker
- 341 A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection
by Renato G. Flores Jr & Gustavo M. de Athayde
- 339 Robust Control Rules to Shield Against Indeterminacy
by Nicoletta Batini & Paul Levine
- 338 Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory
by Klaus Adam
- 336 Games and Queues
by Bernardo A. Huberman & Li Zhang & Fang Wu
- 335 Robust control, Regime Switching Risk and Asset Prices
by Turalay Kenc
- 334 Teaching Numerical Methods in an Applied Economics Department
by Mario J. Miranda
- 333 Can New Open Economy Macroeconomic Models Explain Business Cycle Facts?
by Jagjit Chadha & Charles Nolan
- 332 The Dynamics of Plant-level Productivity in U.S. Manufacturing
by Kirk White & Arpad Abraham
- 331 Changes in the Environment and Individual Learning
by John Ledyard & Jasmina Arifovic
- 330 Lumpy Investment, Sectoral Propagation, and Business Cycles
by Makoto Nirei
- 329 Human Capital Accumulation, Time to Build, and Business Cycles
by Toshiya Ishikawa
- 328 Network properties of trading
by Ilija I. Zovko
- 326 Experiments in a Software Aided Multiagent System
by Chung-Ching Tai & Shu-Heng Chen
- 325 Monetary and Fiscal Policy Switching
by Hess Chung & Troy Davig & Eric Leeper
- 324 On the real impact of money in an economy with spatially differentiated agents
by Petia Manolova
- 323 Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
by Andrew J Scott & Arpad Abraham & Albert Marcet
- 321 A Specification Search Algorithm for Cointegrated Systems
by Jerzy Mycielski & Michal Kurcewicz
- 320 The Use of a Simple Decision Rule in Repeated Oligopoly Games
by Jan Edman
- 319 Domestic and International Determinants of the Sustainability of Public Debt
by Michael Binder
- 318 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments
by Sergey Slobodyan & Andreas Ortmann
- 316 Wake me up before you GO-GARCH
by Roy van der Weide
- 315 Critical behaviour and system size in agent-based models: an explanation
by Simone Alfarano & Friedrich Wagner
- 314 One Sector Models, Indeterminacy, and Productive Public Spending
by Sergey Slobodyan
- 313 Volatility and the Term Structure: Evidence from Interest Rate Derivatives
by Alessandro Beber; Fabio Fornari.
- 312 An algorithmic solution to the interval Kyoto game
by Christophe Deissenberg & George Leitmann
- 310 From Heterogeneous expectations to exchange rate dynamic:
by Philippe Protin & Luc Neuberg & Christine Louargant
- 308 The U.S. Phillips-curve by time scale using waveletsMarco
by Marco Gallegati Mauro Gallegati James Ramsey Willi Semmler
- 307 On-the-job Search and Business Cycle Dynamics
by Thomas A. Lubik & Michael U. Krause
- 306 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions
by Paola Palmitesta & Corrado Provasi
- 305 Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation
by Taisei KAIZOJI
- 303 Bureaucratic corruption and macroeconomic performance
by Ingrid Ott
- 302 Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters
by Giuliano De Rossi
- 301 A multiple matching model with endogenous participation : what's new about the supply-side policies?
by Etienne Campens
- 300 Discussing the Survivability Issue in Agent-Based Artificial Stock Market
by Ya-Chi Huang & Shu-Heng Chen
- 299 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
by Simon van Norden
- 298 On the Dynamics of Finite Memory Distributed Systems
by Jamsheed Shorish & Victor Dorofeenko
- 297 Distributed Technology Techniques for Solving Dynamic Models
by Paul Turton & Jan Herbert
- 296 An agent based approach to analysis of Capital structure and industry dynamics: The role of policy
by Roberto GABRIELE & Enrico ZANINOTTO
- 295 Review of Pension Schemes Under Segmented and Asymmetric Labor Market
by Renginar Dayangac & Bilge Ozturk
- 294 Credit and Cash-in-Advance in Disequilibrium Models
by Sander van der Hoog
- 293 Pricing a Path-dependent American Option by Monte Carlo Simulation
by Masaaki Kijima & Hajime Fujiwara
- 292 The Manufacturing Flexibility to Switch Products: Valuation and Optimal Strategy
by Sorin Tuluca & Piotr Stalinski
- 291 A Search for a Structural Phillips Curve
by Argia M. Sbordone & Timothy Cogley
- 289 A rational expectatons critque of the Hahn-Solow critique of rational expectations
by Richard E. Hawkins
- 288 Weird Ties? : Growth, Cycles and Firms Dynamics in an Agent Based-Model with Financial Market Imperfections
by Domenico Delli Gatti & Mauro Gallegati
- 287 Time Series Filtering through Chebyshev Polynomials
by Gonul Turhan-Sayan & Serdar Sayan
- 286 Codependence in Cointegrated Autoregressive Models
by Christoph Schleicher
- 285 The overvaluation of PPP in Europe?
by Stuart Snaith & Jerry Coakley
- 284 Some Practical Considerations for Applying Perturbation Methods to
by gary anderson & jinill kim
- 282 International evidence on monetary neutrality under broken trend stationary models
by R. Velazquez & Noriega & A.
- 281 Dynamics of an Extended Kaldor Model with Rational Expectation of Capital Efficiency and Adaptive Expectation of Inflation
by Kodera & J.
- 280 How Large Are Returns to Scale in the U.S.? A View Across the Boundary
by Thomas A. Lubik
- 279 Complex dynamics in a Pasinetti-Solow model of Growth and distribution
by Pasquale Commendatore
- 277 State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?
by Oleksiy Kryvtsov & Peter J. Klenow
- 276 An endogenous growth model with concave consumption functions
by Kirill Borissov & Vera Kipiatkova
- 273 Density Estimation and Combination under Model Ambiguity
by Stefania D'Amico
- 272 Generalised Fading Memory Learning in a Cobweb Model: some evidence
by Domenico Colucci & Vincenzo Valori
- 271 Adaptive Learning in Practice
by Chryssi Giannitsarou & Eva Carceles-Poveda
- 269 Speculative option valuation: A supercomputing approach
by Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano
- 268 Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity
by Baoline Chen & Peter A. Zadrozny
- 267 Coordination Dynamics under Collective and Random Fining Systems for Controlling Non-Point Source Pollution: A Simulation Approach with Genetic Algorithms
by Eleni Samanidou
- 266 The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics
by Oleg Korenok & Bruce Mizrach
- 265 Endogenous Redistributive Cycles
by Maik Heinemann & Christiane Clemens
- 264 Nonlinear Mean Reversion in Stock Prices
by S. Manzan
- 263 Big fortunes, aggregate saving and growth
by Michael Reiter
- 262 Keynesian Dynamics and the wage price spiral. A baseline disequilibrium approach
by T. Asada & P. Chen
- 261 Asset price and wealth dynamics in a financial market with heterogeneous agents
by Carl Chiarella & Roberto Dieci
- 260 Multi-agent modeling and simulation of a sequential monetary production economy
by Marco Raberto & Silvano Cincotti
- 259 The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices
by Marten Hillebrand
- 258 Co-evolution vs. Neural Networks; An Evaluation of UK Risky Money
by Alicia Gazely & Jane Binner & Graham Kendall
- 256 Dividend and Stock Repurchase Policy with Transaction Costs
by Motoh Tsujimura
- 255 The Impacts of Fragmented Volatilities by Learning about Predictability in the Real Options Approach
by Kijima, Masaaki & Shibata & Takashi
- 254 Inflation Targeting and Q Volatility in Small Open Economies
by Paul McNelis & Guay Lim
- 252 Conditional Welfare Comparisons of Monetary Policy Rules
by Andy Levin & Jinill Kim
- 251 Estimation of the fractionally integrated process with Missing Values: Simulation and Application
by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.
- 250 Semi-parametric procedures for Unit root and fractional cointegration tests
by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF
- 246 Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation
by Daniel Ramirez A. & Juan M. Gómez G.
- 241 Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model
by Serge Hayward
- 240 Inflation in the 1970s in the U.S.: Misspecification, Learning and Sunspots
by Peter von zur Muehlen & Robert J. Tetlow
- 239 Community structure and labour market segmentation in a stochastic model of
by Davide Fiaschi - Matteo Marsili
- 238 A Dynamical Analysis of Moving Average Rules
by Cars Hommes & Carl Chiarella & Xue-Zhong He
- 237 A Dynamic Programming Approach for Pricing Options Embedded in Bonds
by Hatem Ben-Ameur & Michèle Breton
- 235 Optimal Monetary Policy in an Imperfect World
by Andrew Levin & Eric Swanson
- 234 Should East Asia's Currencies Be Pegged to the Yen? The Role of Pricing Behavior and Currency Invoicing
by Wing-Leong Teo
- 231 Elements in the Design of an Early Warning System for Sovereign Default
by Ana-Maria Fuertes & Elena Kalotychou
- 230 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
by Kirstin Hubrich
- 228 Forecasting sovereign default using panel models: A comparative analysis
by Ana-Maria Fuertes & Elena Kalotychou
- 227 Price and Wealth Dynamics in an Agent-Based Model with Heterogeneous Evolving Strategies
by Giulio Bottazzi & Mikhail Anoufriev
- 225 A double-auction artificial market with time-irregularly spaced orders
by Enrico Scalas & Silvano Cincotti
- 224 The magnitude and Cyclical Behavior of Financial Market Frictions
by (Kim | Lopez-Salido | Swanson) & Andrew Levin
- 223 Portfolio choice, life-cycle and idiosyncratic income risk : the semi-external habit formation approach
by Thomas Weitzenblum & Philippe Bernard
- 222 Solving SDGE Models: A New Algorithm for Sylvester Equation
by Ondrej Kamenik
- 221 An agent-based model of directed advertising on a social network
by C. Castaldi & F. Alkemade
- 220 The Optimality of the US and Euro Area Taylor Rule
by Ferhat MIHOUBI & Pascal JACQUINOT
- 219 Fitting and comparing stochastic volatility models through Monte Carlo simulations
by Silvano Bordignon & Davide Raggi
- 218 Negotiating over Bundles and Prices Using Aggregate Knowledge
by Koye Somefun & Tomas Klos
- 217 On Learning Equilibria
by Florian Wagener & Jan Tuinstra
- 216 Demand Side Shocks and Macroeconomic Policy
by Maciej K. Dudek
- 215 Habit formation and Interest-Rate Smoothing
by Sean Holly & Luisa Corrado
- 213 Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design
by S. Zakovic & V. Wieland & B. Rustem
- 212 The New Keynesian Phillips Curve: An Empirical Assessment
by Florian PELGRIN & GUAY Alain & LUGER Richard
- 211 An evolutionary approach to the El Farol game
by J. Tuinstra & P. Dindo & C.H. Hommes
- 209 Heterogeneous Investment Horizons in a Simple Asset Pricing Model
by Giulio Bottazzi & Mikhail Anoufriev
- 207 Exchange Rate Pass-Through in a Structural Small Open Economy Model: How Important is the Conduct of Monetary Policy
by Stephen Murchison
- 206 Neighborhood models of minority opinion spreading
by C. J. Tessone & R. Toral
- 205 Heterogeneity and feedback in an agent based market model
by Ghoulmié & F.
- 204 Extending the CAPM model
by Hendri Adriaens & Bas Donkers
- 203 Discovering Financial Patterns in the Foreign Exchange Markets
by Chueh-Yung Tsao & Shu-Heng Chen
- 202 Product Preannouncement in New Markets: A Strategic Analysis
by Herbert Dawid & Yongchuan Bao
- 201 Testing multivariate hypotheses with positive definite bilinear forms
by Valentyn Panchenko & Cees Diks
- 200 Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
by Tina Yu & Shu-Heng Chen
- 198 Price Formation and Asset Allocations of the Electronic Trading System Xetra
by Jan Wenzelburger & Xihao Li
- 197 On the performance of efficient portfolios
by Jan Wenzelburger & Volker Boehm
- 196 Competition as a Coordination Device
by Joachim Weimann & Thomas Riechmann
- 195 The Econometric Analysis of Microscopic Simulation Models
by Youwei Li & Bas Donkers
- 194 Occasionally Binding Collateral Constraints in RBC Models
by Emilio Espino & Thomas Hintermaier
- 193 International Capital Mobility and Aggregate Volatility: the Case of Credit-Rationed Open Economies
by Patrick Pintus
- 192 Modified Hiemstra-Jones Test for Granger Non-causality
by Cees Diks & Valentyn Panchenko
- 191 Strucural change and DSGE models
by Michel Juillard
- 190 Escape Dynamics: A Continuous Time Approximation
by Dmitri Kolyuzhnov & Anna Bogomolova
- 189 Habit Persistence in Consumption in a Sticky Price Model of the Business Cycle
by Michael Gail
- 188 Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve
by Marco Lyrio & Hans Dewachter
- 187 Structural analysis of optimal investment for firms with non-concave revenues
by Florian Wagener
- 181 Solving Continuous-Time Markov-Perfect Nash Equilibria
by Uli Doraszelski & Kenneth L. Judd
- 180 Teaching Numerical Methods to Economics Students
by Kenneth L. Judd
- 178 Modelling the effect of learning and evolving rules on the use of common-pool resources
by Alexander Smajgl
- 177 Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions
by Andrew Ziogas & Carl Chiarella
- 176 Does Central Bank Transparency Matter for Economic Stability
by Stefano Eusepi
- 175 Business Cycle Implications of Habit Formation
by James M. Nason & Takashi Kano
- 173 Understanding the Variations in Gibrat's Law with a Markov-Perfect Dynamic Industry Model
by Ana Sofia Domingues Rodrigues & Christopher A. Laincz
- 172 The second moments matter: The response of bank lending behavior to macroeconomic uncertainty
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan
- 171 A behavioral cobweb model with heterogeneous speculators
by Cristian Wieland & Frank Westerhoff
- 170 Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
by Massimiliano Marzo & Thomas A. Lubik
- 169 The Great Depression and the Friedman-Schwartz Hypothesis
by Lawrence J. Christiano & Roberto Motto
- 166 Optimal monetary policy in a regime-switching economy
by Fabrizio Zampolli
- 165 Sectoral Specialisation and Growth Rate DIfferences Among Integrated Economies
by André Lorentz
- 164 Job Contact Networks, Inequality and Aggregate Economic Performance
by Nicola Meccheri & Andrea Mario Lavezzi
- 163 Can Social Security be welfare improving when there is demographic uncertainty?
by Virginia Sanchez-Marcos & Alfonso Sanchez Martin
- 162 Nonlinear Growth and the Productivity Slowdown
by Andrea Mario Lavezzi & Davide Fiaschi
- 161 Pollution abatement in the Netherlands: a dynamic applied general equilibrium assessment
by Ekko van Ierland & Rob Dellink
- 160 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
by D. Widijanto & S. Nagornii
- 159 Option Pricing under different uncertainty regimes
by Haven Emmanuel
- 158 Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models
by Taisei Kaizoji & Thomas Lux
- 157 Equilibrium Properties of Finite Binary Choice Games
by Adriaan R. Soetevent
- 156 Statistical Evidences for the Influence of GP's Representation on Forecasting
by Chia-Hsuan Yeh
- 155 Optimal Lag Structure Selection in VEC-Models
by Dietmar Maringer & Peter Winker
- 154 An Adverse Selection Model of Optimal Unemployment Insurance
by Marcus Hagedorn & Ashok Kaul
- 153 Intertemporal and Spatial Location of Disposal Facilities
by F. Velasco & F.J. André
- 152 On the Indeterminacy of New-Keynesian Economics
by Andreas Beyer & Roger E. A. Farmer
- 151 Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE
by Marco Ratto & Riccardo Girardi
- 149 Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach
by C. Chiarella & P. Chen
- 148 Forecasting inflation: An art as well as a science!
by Peter Vlaar & Ard den Reijer
- 147 Robust Control: A Note on the Timing of Model Uncertainty
by Arnulfo Rodriguez
- 146 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
by P.A. Tinsley & Sharon Kozicki
- 145 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective
by William A. Barnett & Yijun He
- 144 The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations
by John C. Williams & Athanasios Orphanides
- 140 Optimal Technological Portfolios for Climate-Change Policy under Uncertainty: A Computable General Equilibrium Approach
by David F. Bradford & Seung-Rae Kim & Klaus Keller
- 139 On the Possibility of Informationally Efficient Markets
by David Goldbaum
- 137 Practical guide to real options in discrete time
by Sergey Levendorskiy & Svetlana Boyarchenko
- 136 Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff
by Bruce McGough & William A. Branch & John Carlson
- 135 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Eiji Fuji & Jeannine Bailliu
- 134 Optimal Constrained Interest Rate Rules
by Bruce McGough & George Evans
- 133 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
by Guillaume Guerrero & Nicolas Million
- 132 Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy
by Raf Wouters & Frank Smets
- 131 Data Uncertainty in General Equilibrium
by S. Boragan Aruoba
- 130 Performance of Inflation Targeting Based on constant Interest Rate Projections
by Kaushik Mitra & Seppo Honkapohja
- 129 Cournot Competition and Endogenous Firm Size
by Francesco Saraceno & Jason Barr
- 128 A Frequency-selective Filter for Short-Length Time Series
by Alain Noullez & Alessandra Iacobucci
- 127 Comparing robust control with optimal control with time-varying parameters
by Marco P. Tucci
- 126 Search in Financial Markets, and Monetary Policy
by Scott Hendry & Kevin Moran
- 125 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steve Ambler & Ali Dib
- 124 Financial Liberalization and Emerging Stock Market Volatility
by F. Pérez de Gracia & J. Cuñado; J. Gómez
- 123 Learning and Shifts in Long-Run Growth
by Rochelle Edge & Thomas Laubach
- 121 The Inflation Aversion of the Bundesbank: A State Space Approach
by Vladimir Kuzin
- 120 Turnover Activity in Wealth Portfolios
by Mishael Milakovic & Carolina Castaldi
- 119 On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures
by Chiang & Min-Hsien;Fan
- 118 Stepwise calibration of a higher-order Keynes-Metzler-Goodwin model
by Reiner Franke
- 117 The short-run dynamics of optimal growth models with delays
by Luis A. Puch & Fabrice Collard & Omar Licandro
- 116 Inflation Dynamics in Seven Industrialised Open Economies
by Nicoletta Batini & Ryan Banerjee
- 115 Performing an Environmental Tax Reform in a Regional Economy: A Computable General Equilibrium Approach
by Francisco J. André & M. Alejandro Cardenete
- 114 Robust Control: A Note on the Response of the Control to Changes in the
by Arnulfo Rodriguez & Fidel Gonzalez
- 113 Price Reaction to Momentum Trading and Market Equilibrium
by Katsumasa NISHIDE
- 112 Forecasting Chilean Industrial Production and Sales with Automated Procedures
by Romulo A. Chumacero
- 111 Test for long memory processes. A bootstrap approach
by Pilar Grau-Carles
- 110 Minority Games, Local Interactions, and Endogenous Networks
by Valente M. & Fagiolo G.
- 109 Animal Spirits, Lumpy Investment, and the Business Cycle
by Fagiolo G. & Roventini A.
- 108 Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences
by Paolo Surico
- 106 Can Intelligence Help Improve Market Performance?
by Chia-Hsuan Yeh
- 104 A Stochastic Lake Game
by Sharon I. O'Donnell & W. Davis Dechert
- 103 I'll buy that: The Schelling Model of Segregation in an Owner Occupied Housing Market
by Margo Bergman & Sharon I. O'Donnell
- 102 Welfare Maximizing Monetary and Fiscal Policy Rules
by Robert Kollmann
- 100 Optimal marketing decisions in a micro-level framework
by Luigi De Cesare & Andrea Di Liddo
- 99 Learning with Heterogeneous Expectations in an Evolutionary World
by Eran Guse
Printed from https://ideas.repec.org/s/sce/scecf4.html
