Details about Thomas F. Cosimano

Access statistics for papers by Thomas F. Cosimano.

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Short-id: pco247

Working Papers

2006

1. Optimal Fiscal and Monetary Policy in the Presence of Remittances
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (73)
2. Robustness of computer algorithms to simulate optimal experimentation problems
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

3. Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms
   Computing in Economics and Finance 2005, Society for Computational Economics

2003

4. 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)
5. Optimal Experimentation and the Perturbation Method
   Computing in Economics and Finance 2003, Society for Computational Economics View citations (5)

Journal Articles

2014

1. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies
   Computational Economics, 2014, 44, (4), 397-443

2010

2. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions
   Economic Theory, 2010, 42, (3), 461-503 View citations (1)
3. Monetary policy with a touch of Basel
   Journal of Economics and Business, 2010, 62, (3), 161-175 View citations (33)
4. 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

5. 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)
6. 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)
7. 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

8. Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
   Econometrica, 2005, 73, (3), 961-982 View citations (16)
9. Solving Ramsey Problems with Nonlinear Projection Methods
   Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 38 View citations (6)

2004

10. 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

11. 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

12. Managing ethical risk: How investing in ethics adds value
    Journal of Banking & Finance, 2002, 26, (9), 1697-1718 View citations (33)

2001

13. Capital Trading, Stock Trading, and the Inflation Tax on Equity
    Review of Economic Dynamics, 2001, 4, (3), 575-606 View citations (5)

1998

14. What's different among banks?
    Journal of Monetary Economics, 1998, 41, (1), 57-70 View citations (22)

1994

15. 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

16. Central Bank Secrecy, Interest Rates, and Monetary Control
    Economic Inquiry, 1993, 31, (3), 370-82 View citations (10)
17. Periodic learning about a hidden state variable
    Journal of Economic Dynamics and Control, 1993, 17, (5-6), 805-827 View citations (12)

1992

18. DIDMCA and bank market risk: Theory and evidence
    Journal of Banking & Finance, 1992, 16, (6), 1179-1193 View citations (16)

1990

19. Actively Learning about Demand and the Dynamics of Price Adjustment
    Economic Journal, 1990, 100, (402), 882-98 View citations (43)
20. Predicting Stock Returns in an Efficient Market
    Journal of Finance, 1990, 45, (4), 1109-28 View citations (154)

1989

21. Dynamic monetary control and interest rate stabilization
    Journal of Monetary Economics, 1989, 23, (1), 53-63 View citations (13)
22. Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation
    Journal of Urban Economics, 1989, 26, (1), 84-89

1988

23. 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)
24. Federal Reserve Policy, 1975-1985: An empirical analysis
    Journal of Macroeconomics, 1988, 10, (1), 27-47 View citations (1)
25. The banking industry under uncertain monetary policy
    Journal of Banking & Finance, 1988, 12, (1), 117-139 View citations (27)

1987

26. Reserve Accounting and Variability in the Federal Funds Market
    Journal of Money, Credit and Banking, 1987, 19, (2), 198-209
27. The Federal Funds Market under Bank Deregulation
    Journal of Money, Credit and Banking, 1987, 19, (3), 326-39 View citations (18)
28. The relation between money growth variability and the variability of money about target
    Economics Letters, 1987, 25, (4), 355-358 View citations (1)

1986

29. Erratic monetary policy and the dispersion of commodity prices
    Journal of Macroeconomics, 1986, 8, (2), 201-212

1985

30. Erratic monetary policy and price variability
    Journal of Macroeconomics, 1985, 7, (3), 313-331

1979

31. Money and biased technical progress
    Journal of Monetary Economics, 1979, 5, (4), 497-504 View citations (1)