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Computing in Economics and Finance 2003

from Society for Computational Economics
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312: Intrinsic Heterogeneity in Expectation Formation
George William Evans and William A. Branch
310: Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes
Lucio Sarno and Mark E. Wohar
308: A Non-Linear Model of Economic Production Processes
A.Ponzi and A.Yasutomi
Ana-Maria Fuertes
306: Real options: Institutional implications for vertical integration of supply chains in competitive environments Downloads
Oliver Musshoff and Alfons Balmann
305: Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options Downloads
Oliver Musshoff, Martin Odening, Alfons Balmann and Norbert Hirschauer
303: Inflation Dynamics in Seven Industrialised Open Economies
Ryan Banerjee and Nicoletta Batini
301: Feedback Rules and Time Consistent Policymaking in an Open Economy
Tatiana Kirsanova and Andrew Peter Blake
300: Volatility and Policy Regimes: the UK joining the Euro
Sean Holly and Luisa Corrado
299: Forward-Looking Rules in a 2-country Context
Nicoletta Batini and Paul Leslie Levine
298: Is Inflation Persistence Intrinsic in Industrial Economies?
Andrew Theo Levin and Jeremy M. Piger
297: Learning to Forecast and Cyclical Behavior of Output and Inflation
Klaus Adam
296: Monetary policy, investment and non-fundamental shocks
Fernando Alexandre
295: The Believability of Central Bank Forecasts Downloads
James Yetman
294: Shocking Escapes Downloads
Bruce McGough
292: Delegation of Monetary Policy: More than a Relocation of the Time-Inconsistency Problem Downloads
Zeno Rotondi and John Driffill
291: Robust Monetary Policy with Competing Reference Models
John C. Williams and Andrew Theo Levin
290: Equity Prices and Monetary Policy: An Overview with an Exploratory Model
Pedro Bação and Fernando Alexandre
289: Habit Formation, Catching up with the Joneses, and Non-Scale Growth
Francisco Alvarez-Cuadrado and Goncalo Monteiro
287: Instability of Sunspot Equilibria in RBC Models Under Adaptive Learning
Wei Xiao and John Duffy
286: What is the contribution of a k order approximation
Michel Juillard
285: User Cost of Capital and Cost Function: Does the Margin in the Modelling Yields Robust Results?
Sourour Baccar
284: Hedge Fund Classification using K-means Clustering Method
Nandita Das
283: On a CAPM monitoring based on the EWMA process control Downloads
Bakhodir Ergashev
281: Goodness-of-fit of the Heston model Downloads
Nathan L. Joseph, Gilles Daniel and David S. Bree
280: Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
Fabio Milani
279: Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies
Gary S. Anderson
278: Structural Factor-Augmented VAR (SFAVAR)
Fabio Milani and Francesco Belviso
277: The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply Downloads
Marcelo Bianconi and Stephen J Turnovsky
276: Variety of Agent-based Models for Computer Simulation of FX Rate
L. Lukas
274: Wavelet Estimation of Integrated Volatility Downloads
Asger Lunde and Esben Hoeg
273: The Beveridge Curve, Job Creation, and the Propagation of Shocks
Shigeru Fujita
271: When a Fad Ends: An Agent-Based Model of Imitative Behavior Downloads
Margo W Bergman
270: Along the New Keynesian Phillips Curve with Nominal and Real Rigidities
George A. Slotsve and James M. Nason
268: Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence Downloads
Giulio Bottazzi, Giorgio Fagiolo and Giovanni Dosi
267: Are Rational Expectations Equilibria with Private Information Eductively Stable? Downloads
Maik Heinemann
266: Consumer Behaviour, Interpersonal Interaction and Fashions
Thomas Brenner
264: Strategic Interactions between Fiscal and Monetary Policies in a Monetary Union
Doris A. Behrens and Reinhard Neck
263: Optimal Monetary Policy with Imperfect Common Knowledge Downloads
Klaus Adam
262: Small Noise Asymptotics for a Stochastic Growth Model Downloads
Noah Williams
260: Factor based leading indicators for euro area business cycle: A comparative assessment
Elena Angelini, Henry and Ricardo Mestre
259: Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation Downloads
Sunghyun Henry Kim and Jinill Kim
258: Robust Monetary Policy Rules in the Area Wide Model
Peter McAdam, Alistair Dieppe and Jerome Henry
257: Commonality, Information and Cross-Sectional Return / Volume Interactions
Xiaojun He and Chunnan Chen
256: Output gaps:theory versus practice
Raf Wouters and Frank Rafael Smets
255: Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
Serena Ng and Jean Boivin
252: Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices Downloads
S. Manzan, H. Peter Boswijk and Cars Hommes
251: Asymptotic Principal Components Estimation of Large Factor Models
Victor Solo and Chris Heaton
250: Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
Gary S. Anderson
249: Big Government as an Accidental Controller in Minsky's Financial
Steve Keen
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