Details about Thomas F. Cosimano
Access statistics for papers by Thomas F. Cosimano.
Last updated 2015-02-26. Update your information in the RePEc Author Service.
Short-id: pco247
Jump to Journal Articles
Working Papers
2006
- Optimal Fiscal and Monetary Policy in the Presence of Remittances
Computing in Economics and Finance 2006, Society for Computational Economics View citations (71)
- Robustness of computer algorithms to simulate optimal experimentation problems
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms
Computing in Economics and Finance 2005, Society for Computational Economics
2003
- Capital trading, stock trading, and the inflation tax on equity: a note
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (2)
See also Journal Article Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003) View citations (1) (2003)
- Optimal Experimentation and the Perturbation Method
Computing in Economics and Finance 2003, Society for Computational Economics View citations (5)
1986
- A Comment on Market Structure and the Durability of Goods
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley
Journal Articles
2014
- An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies
Computational Economics, 2014, 44, (4), 397-443
2010
- Continuous time one-dimensional asset-pricing models with analytic price–dividend functions
Economic Theory, 2010, 42, (3), 461-503 View citations (1)
- Monetary policy with a touch of Basel
Journal of Economics and Business, 2010, 62, (3), 161-175 View citations (33)
- Sumru Altug and Pamela Labadie, Asset pricing for dynamic economies, Cambridge University Press (2008)
International Review of Economics & Finance, 2010, 19, (3), 525-526
2008
- Analytic solving of asset pricing models: The by force of habit case
Journal of Economic Dynamics and Control, 2008, 32, (11), 3631-3660 View citations (5)
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
Journal of Economic Dynamics and Control, 2008, 32, (6), 1857-1894 View citations (14)
- Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Annals of Finance, 2008, 4, (3), 305-344 View citations (5)
2005
- Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
Econometrica, 2005, 73, (3), 961-982 View citations (16)
- Solving Ramsey Problems with Nonlinear Projection Methods
Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 38 View citations (6)
2004
- Did the Basel Accord Cause a Credit Slowdown in Latin America?
Economía Journal, 2004, Volume 5 Number 1, (Fall 2004), 135-182 View citations (12)
2003
- Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note
Review of Economic Dynamics, 2003, 6, (4), 987-990 View citations (1)
See also Working Paper Capital trading, stock trading, and the inflation tax on equity: a note, Working Papers (Old Series) (2003) View citations (2) (2003)
2002
- Managing ethical risk: How investing in ethics adds value
Journal of Banking & Finance, 2002, 26, (9), 1697-1718 View citations (30)
2001
- Capital Trading, Stock Trading, and the Inflation Tax on Equity
Review of Economic Dynamics, 2001, 4, (3), 575-606 View citations (5)
1998
- What's different among banks?
Journal of Monetary Economics, 1998, 41, (1), 57-70 View citations (22)
1994
- Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?
The Review of Economics and Statistics, 1994, 76, (4), 761-70 View citations (9)
1993
- Central Bank Secrecy, Interest Rates, and Monetary Control
Economic Inquiry, 1993, 31, (3), 370-82 View citations (10)
- Periodic learning about a hidden state variable
Journal of Economic Dynamics and Control, 1993, 17, (5-6), 805-827 View citations (12)
1992
- DIDMCA and bank market risk: Theory and evidence
Journal of Banking & Finance, 1992, 16, (6), 1179-1193 View citations (16)
1990
- Actively Learning about Demand and the Dynamics of Price Adjustment
Economic Journal, 1990, 100, (402), 882-98 View citations (43)
- Predicting Stock Returns in an Efficient Market
Journal of Finance, 1990, 45, (4), 1109-28 View citations (154)
1989
- Dynamic monetary control and interest rate stabilization
Journal of Monetary Economics, 1989, 23, (1), 53-63 View citations (13)
- Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation
Journal of Urban Economics, 1989, 26, (1), 84-89
1988
- Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment
Journal of Money, Credit and Banking, 1988, 20, (3), 409-21 View citations (54)
- Federal Reserve Policy, 1975-1985: An empirical analysis
Journal of Macroeconomics, 1988, 10, (1), 27-47 View citations (1)
- The banking industry under uncertain monetary policy
Journal of Banking & Finance, 1988, 12, (1), 117-139 View citations (27)
1987
- Reserve Accounting and Variability in the Federal Funds Market
Journal of Money, Credit and Banking, 1987, 19, (2), 198-209
- The Federal Funds Market under Bank Deregulation
Journal of Money, Credit and Banking, 1987, 19, (3), 326-39 View citations (18)
- The relation between money growth variability and the variability of money about target
Economics Letters, 1987, 25, (4), 355-358 View citations (1)
1986
- Erratic monetary policy and the dispersion of commodity prices
Journal of Macroeconomics, 1986, 8, (2), 201-212
1985
- Erratic monetary policy and price variability
Journal of Macroeconomics, 1985, 7, (3), 313-331
1979
- Money and biased technical progress
Journal of Monetary Economics, 1979, 5, (4), 497-504 View citations (1)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|