Details about Leigh Tesfatsion

E-mail:
Homepage:	http://www.econ.iastate.edu/tesfatsi/
Postal address:	Department of Economics Iowa State University Ames, Iowa 50011-1070 U.S.A.
Workplace:	Department of Economics, Iowa State University, (more information at EDIRC)

Access statistics for papers by Leigh Tesfatsion.

Last updated 2009-09-04. Update your information in the RePEc Author Service.

Short-id: pte2

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Working Papers

2009

1. Auction Basics for Wholesale Power Markets: Objectives and Pricing Rules
   Staff General Research Papers, Iowa State University, Department of Economics
2. Capacity Withholding in Restructured Wholesale Power Markets: An Agent-Based Test Bed Study
   Staff General Research Papers, Iowa State University, Department of Economics View citations
3. Derivation of Locational Marginal Prices for Restructured Wholesale Power Markets
   Staff General Research Papers, Iowa State University, Department of Economics
4. Development of Open Source Software for Power Market Research: The AMES Test Bed
   Staff General Research Papers, Iowa State University, Department of Economics
5. ISO Net Surplus Extraction in Restructured Wholesale Power Markets
   Staff General Research Papers, Iowa State University, Department of Economics
6. Locational Marginal Pricing Basics for Restructured Wholesale Power Markets
   Staff General Research Papers, Iowa State University, Department of Economics
7. Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets
   Staff General Research Papers, Iowa State University, Department of Economics
8. Separation and Volatility of Locational Marginal Prices in Restructured Wholesale Power Markets
   Staff General Research Papers, Iowa State University, Department of Economics
9. The AMES Wholesale Power Market Test Bed: A Computational Laboratory for Research, Teaching, and Training
   Staff General Research Papers, Iowa State University, Department of Economics

2008

10. Agent-Based Computational Economics: Modeling Economies as Complex Adaptive Systems
    Staff General Research Papers, Iowa State University, Department of Economics View citations
11. An Agent-Based Test Bed Study of Wholesale Power Market Performance Measures
    Staff General Research Papers, Iowa State University, Department of Economics View citations
12. Dynamic LMP Response Under Alternative Price-Cap and Price-Sensitive Demand Scenarios
    Staff General Research Papers, Iowa State University, Department of Economics
13. Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    See also Journal Article in American Economic Review (2008)
14. Modeling of Suppliers Learning Behaviors in an Electricity Market Environment
    Staff General Research Papers, Iowa State University, Department of Economics

2007

15. An Agent-Based Computational Laboratory for Wholesale Power Market Design
    Staff General Research Papers, Iowa State University, Department of Economics
16. Open-Source Software for Power Industry Research, Teaching, and Training: A DC-OPF Illustration
    Staff General Research Papers, Iowa State University, Department of Economics View citations

2006

17. A Guide for Newcomers to Agent-Based Modeling in the Social Sciences
    Staff General Research Papers, Iowa State University, Department of Economics View citations
18. Agent-Based Computational Economics: A Constructive Approach to Economic Theory
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations
    See also Chapter (2006)
19. Agents Come to Bits: Towards a Constructive Comprehensive Taxonomy of Economic Entities
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Economic Behavior & Organization (2007)
20. DC Optimal Power Flow Formulation and Solution Using QuadProgJ
    Staff General Research Papers, Iowa State University, Department of Economics View citations
21. Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    See also Journal Article in Computational Economics (2007)
22. Market Design Test Environments
    Staff General Research Papers, Iowa State University, Department of Economics View citations

2005

23. Agent-Based Computational Laboratories for the Experimental Study of Complex Economic Systems
    Computing in Economics and Finance 2005, Society for Computational Economics View citations
24. Agent-Based Computational Modeling And Macroeconomics
    Staff General Research Papers, Iowa State University, Department of Economics
25. An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations
26. Testing the Reliability of FERC's Wholesale Power Market Platform: An Agent-Based Computational Economics Approach
    Staff General Research Papers, Iowa State University, Department of Economics View citations

2004

27. A Dual Approach to Bayesian Inference and Adaptive Control
    Staff General Research Papers, Iowa State University, Department of Economics
28. A Finite Algorithm for the Exact Evaluation of Higher-Order Partial Derivatives of Functions of Many Variables
    Staff General Research Papers, Iowa State University, Department of Economics View citations
29. A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Working Papers, Southern California - Department of Economics (1988) View citations
    See also Journal Article in Computational Statistics & Data Analysis (1989)
30. A Further Note on Flexible Least Squares and Kalman Filtering
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1990)
31. A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters
    Staff General Research Papers, Iowa State University, Department of Economics
32. A Multicriteria Approach to Dynamic Estimation
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Working Papers, Southern California - Department of Economics (1989) View citations
33. A New Differential Equation Method for Finding the Perron Root of a Positive Matrix
    Staff General Research Papers, Iowa State University, Department of Economics
34. A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons
    Staff General Research Papers, Iowa State University, Department of Economics
35. A Stability Theorem for Symmetrically Rational Counterplanning
    Staff General Research Papers, Iowa State University, Department of Economics
36. A Unified Approach to Dynamic Estimation
    Staff General Research Papers, Iowa State University, Department of Economics
37. A conditional Expected Utility Model for Myopic Decision Makers
    Staff General Research Papers, Iowa State University, Department of Economics
38. An Invariant Imbedding Solution for General Linear Two-Point Boundary Value Problems
    Staff General Research Papers, Iowa State University, Department of Economics
39. An Organizing Principle for Dynamic Estimation
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Working Papers, Southern California - Department of Economics (1988)
40. Automatic Differentiation of Functions of Derivatives
    Staff General Research Papers, Iowa State University, Department of Economics
41. Automatic Evaluation of Higher-Order Partial Derivatives for Nonlocal Sensitivity Analysis
    Staff General Research Papers, Iowa State University, Department of Economics View citations
42. Automation of Nested Matrix and Derivative Operations
    Staff General Research Papers, Iowa State University, Department of Economics View citations
43. C^3 Modelling With Symmetrical Rationality
    Staff General Research Papers, Iowa State University, Department of Economics
44. Complete Comparative Static Differential Equations
    Staff General Research Papers, Iowa State University, Department of Economics View citations
45. Criterion Decomposition for the Myopic Sequential Control of Uncertain Systems
    Staff General Research Papers, Iowa State University, Department of Economics
46. Dynamic Investment, Risk Aversion, and Foresight Sensitivity
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Economic Dynamics and Control (1981)
47. Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems
    Staff General Research Papers, Iowa State University, Department of Economics
48. Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems
    Staff General Research Papers, Iowa State University, Department of Economics
49. Fair Division With Uncertain Needs and Tastes
    Staff General Research Papers, Iowa State University, Department of Economics
50. Flexible Least Squares for Approximately Linear Systems
    Staff General Research Papers, Iowa State University, Department of Economics View citations
51. Games, Goals, and Bounded Rationality
    Staff General Research Papers, Iowa State University, Department of Economics View citations
52. Global and Approximate Global Optimality of Myopic Economic Decisions
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Economic Dynamics and Control (1980)
53. Individual Tracking of an Eigenvalue and Eigenvector of a Parameterized Matrix
    Staff General Research Papers, Iowa State University, Department of Economics View citations
54. Iterated Prisoner's Dilemma with Choice and Refusal of Partners
    Staff General Research Papers, Iowa State University, Department of Economics View citations
55. Linear and Nonlinear Associative Memories for Parameter Estimation
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Working Papers, Southern California - Department of Economics (1989)
56. Local and Nonlocal Comparative Static Analysis of Economic Systems
    Staff General Research Papers, Iowa State University, Department of Economics View citations
57. Macro Implications of Government Redistributive Tax-Transfer Policies
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Public Economics (1982)
58. Nonlocal Automated Comparative Static Analysis
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Computer Science in Economics & Management (1992)
59. Nonlocal Automated Sensitivity Analysis
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Working Papers, Southern California - Department of Economics (1989) View citations
60. Nonlocal Sensitivity Analysis, Automatic Derivative Evaluation and Sequential Nonlinear Estimation
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Computational Statistics & Data Analysis (1986)
61. Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories
    Staff General Research Papers, Iowa State University, Department of Economics
62. Overlapping Generations, Intermediation, and the First Welfare Theorem
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    See also Journal Article in Journal of Economic Behavior & Organization (1991)
63. Pure Strategy Nash Equilibrium Points and the Lefschetz Fixed Point Theorem
    Staff General Research Papers, Iowa State University, Department of Economics
64. Sequential Nonlinear Estimation With Nonaugmented Priors
    Staff General Research Papers, Iowa State University, Department of Economics View citations
65. Solving Nonlinear Equations By Adaptive Homotopy Continuation
    Staff General Research Papers, Iowa State University, Department of Economics View citations
66. The Flexible Least Squares Approach to Time-Varying Linear Regression
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Economic Dynamics and Control (1988)
67. Time Inconsistency of Benevolent Government Economies
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Public Economics (1986)
68. Time-Varying Linear Regression Via Flexible Least Squares
    Staff General Research Papers, Iowa State University, Department of Economics View citations
69. U.S. Money Demand Instability: A Flexible Least Squares Approach
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Working Papers, Southern California - Department of Economics (1988)
    See also Journal Article in Journal of Economic Dynamics and Control (1990)
70. Variational Equations for the Eigenvalues and Eigenvectors of Nonsymmetric Matrices
    Staff General Research Papers, Iowa State University, Department of Economics View citations
71. Welfare Implications of Net Social Security Wealth
    Staff General Research Papers, Iowa State University, Department of Economics
    See also Journal Article in Journal of Public Economics (1984)
72. Work by Robert Kalaba on Automated Sensitivity Analysis
    Staff General Research Papers, Iowa State University, Department of Economics
73. Work by Robert Kalaba on Multicriteria Estimation
    Staff General Research Papers, Iowa State University, Department of Economics

2003

74. Evolution of Worker-Employer Networks and Behaviors Under Alternative Non-Employment Benefits: An Agent-Based Computational Approach
    Staff General Research Papers, Iowa State University, Department of Economics
75. Evolution of Worker-Employer Networks and Behaviors Under Alternative Non-Employment Benefits: An Agent-Based Computational Study
    Computing in Economics and Finance 2003, Society for Computational Economics View citations
76. Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics
    Staff General Research Papers, Iowa State University, Department of Economics View citations
77. How to Get Alife
    Staff General Research Papers, Iowa State University, Department of Economics View citations

2002

78. A Computational Laboratory for Evolutionary Trade Networks
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2000)
    Computational Economics, EconWPA (2000) View citations
79. Agent-Based Computational Economics
    Computational Economics, EconWPA View citations
80. Agent-Based Computational Economics: Growing Economies from the Bottom Up
    Staff General Research Papers, Iowa State University, Department of Economics View citations
81. An Evolutionary Trade Network Game with Preferential Partner Selection
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Computing in Economics and Finance 1996, Society for Computational Economics
    Economic Report, Iowa State University Department of Economics (1996)
82. Economic Agents and Markets as Emergent Phenomena
    Staff General Research Papers, Iowa State University, Department of Economics View citations
83. Guest Editorial: Agent-Based Modeling of Evolutionary Economic Systems
    Staff General Research Papers, Iowa State University, Department of Economics
84. Hysteresis in an Evolutionary Labor Market with Adaptive Search
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Computational Economics, EconWPA (2000) View citations
85. Introduction to the Special Issue on Agent-Based Computational Economics
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2000) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2001)
86. Market Power and Efficiency in a Computational Electricity Market with Discriminatory Double-Auction Pricing
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2001) View citations
    Computational Economics, EconWPA (2000) View citations
87. Preferential Partner Selection in Evolutionary Labor Markets: A Study in Agent-Based Computational Economics
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2002)

2001

88. Active Intermediation in Overlapping Generations Economies with Production and Unsecured Debt
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Staff General Research Papers, Iowa State University, Department of Economics (1998) View citations
    See also Journal Article in Macroeconomic Dynamics (1998)
89. Active Intermediation in a Monetary Overlapping Generations Economy
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Macroeconomics, EconWPA (1993)
    Staff General Research Papers, Iowa State University, Department of Economics (1998) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1998)
90. Nonlocal Sensitivity Analysis with Automatic Differentiation
    Staff General Research Papers, Iowa State University, Department of Economics View citations
91. Unemployment Insurance and the Evolution of Worker-Employer\n Cooperation: Experiments with Real and Artificial Agents
    Computing in Economics and Finance 2001, Society for Computational Economics

2000

92. A Multicriteria Approach to Model Specification and Estimation
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Econometrics, EconWPA (1995)
    See also Journal Article in Computational Statistics & Data Analysis (1996)
93. A Trade Network Game with Endogenous Partner Selection
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Economic Report, Iowa State University Department of Economics (1995) View citations
94. Agent-Based Computational Economics: A Brief Guide to the Literature
    Computational Economics, EconWPA View citations
95. Macrodynamic Implications of Income Transfer Policies for Human Capital Investment and School Effort
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    See also Journal Article in Journal of Economic Growth (1997)
96. Preferential Partner Selection in an Evolutionary Study of Prisoner's Dilemma
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Game Theory and Information, EconWPA (1995) View citations
97. Structure, Behavior, and Market Power in an Evolutionary Labor Market with Adaptive Search
    Staff General Research Papers, Iowa State University, Department of Economics View citations
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2000) View citations
    Computational Economics, EconWPA (2000) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2001)

1999

98. A C++ Platform for the Evolution of Trade Networks
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Economic Report, Iowa State University Department of Economics (1996) View citations
    See also Journal Article in Computational Economics (1999)
99. Market Power Effects on Worker-Employer Network Formation in Evolutionary Labor Markets with Adaptive Search
    Computing in Economics and Finance 1999, Society for Computational Economics
100. Web Site for Agent-Based Computational Economics (ACE)
     Staff General Research Papers, Iowa State University, Department of Economics View citations

1998

101. Ex Ante Capacity Effects in Evolutionary Labor Markets with Adaptive Search
     Labor and Demography, EconWPA View citations
102. Gale-Shapley Matching in an Evolutionary Trade Network Game
     Game Theory and Information, EconWPA View citations
     Also in Staff General Research Papers, Iowa State University, Department of Economics (1998) View citations
103. How Economists Can Get Alife: Abbreviated Version
     Computational Economics, EconWPA
104. Teaching Agent-Based Computational Economics to Graduate Students
     Computational Economics, EconWPA
     Also in Staff General Research Papers, Iowa State University, Department of Economics (1998)

1995

105. HOW ECONOMISTS CAN GET ALIFE
     Economic Report, Iowa State University Department of Economics View citations

1993

106. ``Further Remarks on Walras' Law and Nonoptimal Equilibria''
     GE, Growth, Math methods, EconWPA

1988

107. RESTORING THE FIRST WELFARE THEOREM FOR OVERLAPPING GENERATIONS ECONOMIES
     Working Papers, Southern California - Department of Economics

Undated

108. An Agent-Based Computational Model for the Evolution of Trade Networks
     Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2008

1. Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents
   American Economic Review, 2008, 98, (2), 246-50 View citations
   See also Working Paper (2008)

2007

2. Agents come to bits: Towards a constructive comprehensive taxonomy of economic entities
   Journal of Economic Behavior & Organization, 2007, 63, (2), 333-346
   See also Working Paper (2006)
3. Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework
   Computational Economics, 2007, 30, (3), 291-327 View citations
   See also Working Paper (2006)

2001

4. Introduction to the special issue on agent-based computational economics
   Journal of Economic Dynamics and Control, 2001, 25, (3-4), 281-293 View citations
   See also Working Paper (2002)
5. Structure, behavior, and market power in an evolutionary labor market with adaptive search
   Journal of Economic Dynamics and Control, 2001, 25, (3-4), 419-457 View citations
   See also Working Paper (2000)

1999

6. A C++ Platform for the Evolution of Trade Networks
   Computational Economics, 1999, 14, (1-2), 109-34 View citations
   See also Working Paper (1999)

1998

7. ACTIVE INTERMEDIATION IN OVERLAPPING GENERATIONS ECONOMIES WITH PRODUCTION AND UNSECURED DEBT
   Macroeconomic Dynamics, 1998, 2, (02), 183-212 View citations
   See also Working Paper (2001)
8. Active intermediation in a monetary overlapping generations economy1
   Journal of Economic Dynamics and Control, 1998, 22, (10), 1543-1574 View citations
   See also Working Paper (2001)

1997

9. Macrodynamic Implications of Income-Transfer Policies for Human Capital Investment and School Effort
   Journal of Economic Growth, 1997, 2, (3), 305-29 View citations
   See also Working Paper (2000)

1996

10. A multicriteria approach to model specification and estimation
    Computational Statistics & Data Analysis, 1996, 21, (2), 193-214 View citations
    See also Working Paper (2000)

1992

11. Nonlocal Automated Comparative Static Analysis
    Computer Science in Economics & Management, 1992, 5, (4), 313-31 View citations
    See also Working Paper (2004)

1991

12. Overlapping generations, intermediation, and the First Welfare Theorem
    Journal of Economic Behavior & Organization, 1991, 15, (3), 325-345 View citations
    See also Working Paper (2004)

1990

13. A further note on flexible least squares and Kalman filtering
    Journal of Economic Dynamics and Control, 1990, 14, (1), 183-185 View citations
    See also Working Paper (2004)
14. U.S. money demand instability A flexible least squares approach
    Journal of Economic Dynamics and Control, 1990, 14, (1), 151-173 View citations
    See also Working Paper (2004)

1989

15. A FORTRAN program for time-varying linear regression via flexible least squares
    Computational Statistics & Data Analysis, 1989, 7, (3), 291-309
    See also Working Paper (2004)

1988

16. The flexible least squares approach to time-varying linear regression
    Journal of Economic Dynamics and Control, 1988, 12, (1), 43-48 View citations
    See also Working Paper (2004)

1986

17. Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation
    Computational Statistics & Data Analysis, 1986, 4, (2), 79-91
    See also Working Paper (2004)
18. Time inconsistency of benevolent government economies
    Journal of Public Economics, 1986, 31, (1), 25-52 View citations
    See also Working Paper (2004)

1985

19. Utilitarianism and beyond: Amartya Sen and Bernard Williams, eds., (Cambridge University Press, Cambridge, 1982) pp. vii + 290, $39.50 (hard-cover), $13.95 (paperback)
    Journal of Economic Behavior & Organization, 1985, 6, (2), 210-212

1984

20. Welfare implications of net social security wealth
    Journal of Public Economics, 1984, 24, (1), 1-27
    See also Working Paper (2004)

1982

21. Macro implications of government redistributive tax-transfer policies
    Journal of Public Economics, 1982, 19, (2), 139-169 View citations
    See also Working Paper (2004)

1981

22. Dynamic investment, risk aversion, and foresight sensitivity
    Journal of Economic Dynamics and Control, 1981, 3, (1), 65-96 View citations
    See also Working Paper (2004)

1980

23. Global and approximate global optimality of myopic economic decisions
    Journal of Economic Dynamics and Control, 1980, 2, (1), 135-160
    See also Working Paper (2004)

1977

24. A note on dependence between a venture and a current prospect
    Journal of Economic Theory, 1977, 15, (2), 381-391 View citations

1976

25. Stochastic Dominance and the Maximization of Expected Utility
    Review of Economic Studies, 1976, 43, (2), 301-15 View citations

Edited books

2006

1. Handbook of Computational Economics, vol 2
   Handbook of Computational Economics, Elsevier

Chapters

2006

1. Agent-Based Computational Economics: A Constructive Approach to Economic Theory
   Chapter 16 in Handbook of Computational Economics, 2006, vol. 2, pp 831-880 View citations
   See also Working Paper (2006)

Software Items

Undated

1. Programme for "Flexible Least Squares for Approximately Linear Systems"
   Fortran codes
2. Programme to "Nonlocal Automated Comparative Static Analysis"
   Fortran codes