Computing in Economics and Finance 2001

from Society for Computational Economics
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215: Shocks and Institutions in a Job Market Model

Wouter Den Haan, Christian Haefke, Garey Ramey (Wouter Denhaan, Garey Ramey and Christian Haefke)

214: A Statistical Equilibrium Model of Wealth Distribution

Mishael Milaković

213: DYNARE: A program for the simulation of rational expectation models

Michel Juillard

212: Demographic Transition and International Flows of Capital: What Can an OLG Model Tell Us?

Team INGENUE

211: Optimal Capital - Labor Taxes under Uncertainty and Default Constraints of the Government

Irina Yakadina

210: The Inflation Premium implicit in the US Real and Nominal

J. Huston McCulloch

209: Can Indeterminacy Resolve the Consumption Correlation Puzzle?

Wei Xiao

207: Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly

Peter Arcidiacono

206: Numerical methods for the solution of a human capital model

Sisira Sarma

205: Information Bundling in a Dynamic Environment

Christopher H. Brooks, Rajarshi Das, Jeffrey O. Kephart, Jeffrey K. MacKie-Mason, Robert S. Gazzale, (Robert Gazzale and Jeffrey Mackie-Mason)

204: Genetic Algorithms in Portfolio Optimization

Chi-Cheong

203: Estimation of Poorly-Measured Service-Industry Output

Baoline Chen

202: Monetary Instrument Problem Revisited: The Role of Fiscal Policy

Soyoung Kim

200: The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy

Marcelo Bianconi and Stephen J. Turnovsky (Marcelo Bianconi and Stephen J Turnovsky)

199: Quasi Monte Carlo methods for macroeconometric simulation

Jenny X. Li and Peter Winker (Peter Winker)

196: The Implications of Lower Down Payments on Consumption Volatility

Christopher Farr and Maria J. Luengo-Prado (Maria Jose Luengo-Prado)

195: Heterogeneous Expectations, Currency Options and the euro/dollar exchange rate

Rzepkowski Bronka

194: Calibration and Computation of Household Portfolio Models

Michael Haliassos and Alexander Michaelides (Michael Haliassos and Alexander Michaelides)

193: Revolvers for Self-Control

Carol C. Bertaut and Michael Haliassos

192: Incomplete unemployment insurance and aggregate fluctuations

Francesc Obiols-Homs

191: Small sample properties of panel time-series estimators with I(1) errors

Jerry Coakley, Ana-Maria Fuertes, Ron Smith (Jerry Coakley, Ronald Smith and Ana-Maria Fuertes)

190: An Interacting-Agents Approach to International Financial Contagion

Taisei Kaizoji

189: General Equilibrium Tax Policy with Hyperbolic Consumers

Toke Ward Petersen

188: Intergenerational Risk Sharing: Myth or Possibility

Dirk Krueger and Felix Kubler (Felix Kubler and Dirk Krueger)

186: Housing Markets, Liquidity Constraints and Labor Mobility

Markus Haavio and Heikki Kauppi

185: Strategic Choice of Partners: Research Joint Ventures and Market Power

Siebert, Roeller, Tombak

184: On Inflation and the Persistence of shocks to Output

Bank of Canada Maral Kichian and Richard Luger (Richard Luger)

182: Testing for Asymmetric Dynamic Oligopoly Models

Ralph Siebert and Christine Zulehner (Christine Zulehner)

181: The Compound Option Approach to American Options on Jump-Diffusions

Chandrasekhar Reddy Gukhal

179: Complex dynamics and adaptive fuzzy rule-based expectations - economic simulations with GENEFER

Stefan Kooths

177: IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES

Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero (Alberto Locarno, Stefano Siviero, Fabio Busetti and Libero Monteforte)

176: Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate

Jane Binner and Alicia Gazely Graham Kendall

175: Heterogeneous Interacting Agent Models and the Stylized Facts

Taisei Kaizoji

174: Empirical analysis of the emerging Brazilian stock market: scaling and volatility

A. A. Perez Jr. and J. M. P. Moser

172: Bounded Rationality and Social Cognition: A Computational Study

Robert Hoffmann

171: Evolution of Cooperative Networks and the Emergence of Leadership

Martin Zimmermann

168: Robustness against priors and mixing distributions

Tiemen Woutersen

167: RECURSIVE SOLUTION OF HETEROGENEOUS AGENT MODELS

Michael Reiter

166: Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health

Ahmed W. Khwaja

165: Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets

Shu-Heng Chen and Chung-Chih Liao

164: General--to--Specific Reductions of Vector Autoregressive Processes

Hans-Martin Krolzig

163: Estimation of a dynamic structural model of irreversible investment

Rocio Sanchez

162: Learning, Stabilization and Credibility: Optimal Monetary Policy in a Changing Economy

Guenter W. Beck and Volker Wieland (Guenter W. Beck and Volker Wieland)

161: Stabilization versus Insurance

James Costain and Michael Reiter

160: The efficiency of the Taylor rule: A stochastic analysis using the Macsim model

Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies

159: Growth versus Equality in Agent-Based Macro Models

Charlotte Bruun

158: John Holland's Legacy in Economics: Artificial Adaptive Economic Agents --From 1986 to the Present in Retrospect

Shu-Heng Chen

157: Extortion as an obstacle to economic growth: A dynamic game analysis

Herbert Dawid

156: VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS

Fabrizio Lillo and Rosario N. Mantegna

154: Emergent Cities: A Microeconomic Explanation for Zipf's Law

Robert Axtell and Richard Florida