Computing in Economics and Finance 2005

from Society for Computational Economics
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

191: Vacancy Persistence

Shigeru Fujita

190: Stochastic and deterministic unit root models: problem of dominance

Svetlana Makarova and Wojciech Charemza

189: Payday Loans, Consumption Shocks, and Discounting

Jeremy Tobacman and Paige Skiba

188: A Continuous-Time Version of the Principal-Agent

Yuliy Sannikov

187: Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme

Oleksandr Zhylyevskyy

186: Spurious regression under broken trend stationarity

Daniel Ventosa-Santaulària and Antonio E. Noriega

185: Technological Complexity, R&D and Education: Some Pleasant Arithmetic

Peter Thompson and Mihaela Iulia Pintea

184: Income Inequality, Monetary Policy, and the Business Cycle

Stuart Fowler

183: A QUANTITATIVE COMPARISON OF STICKY-PRICE AND STICKY-INFORMATION MODELS OF PRICE SETTING

Michael Kiley

182: Corporate Leverage and Financial Fragility in General Equilibrium

Andrew Theo Levin and Fabio M. Natalucci

181: Incentives to Cooperate in Network Formation

Haydee Lugo

178: Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model

Chao Wei

177: Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy

Daniel Leigh

176: Learning about which measure of inflation to target

Luis-Felipe Zanna and Marco Airaudo

175: Evaluating Models of Sticky Prices

Jonas Fisher and Martin Eichenbaum

172: Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model

Andreas Beyer and Roger E. A. Farmer

171: Wealth-Robust Intertemporal Incentive Contracts

Mark Loewenstein, Jerome Detemple and Suresh Govindaraj

169: Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation

Sunghyun Henry Kim and Jinill Kim

168: Intertemporal Asset Allocation with Inflation-Indexed Bonds

Carl Chiarella and C. Hsiao (Cheng Hsiao and Chih-Ying Hsiao)

166: Time Consistency and Targeting Rules in Singular Rational Expectations Models

Richard G. Pierse and Andrew Peter Blake

165: Price expectations in the laboratory in positive and negative feedback systems

Joep Sonnemans, Peter Heemeijer and Cars Hommes

163: Multi-period CAPM with Heterogeneous Agents

Hendri Adriaens and Bertrand Melenberg

162: Escape Dynamics: A Continuous Time Approximation

Dmitri Kolyuzhnov and Anna Bogomolova

161: Limited Dependet Panel Data: a Bayesian Approach

Giuseppe Bruno

158: The internal efficiency of Index Option Markets

Marianna Brunetti and Costanza Torricelli

157: An Agent-Based Keynesian Laboratory

Charlotte Bruun

156: Money, Inventories and Underemployment in Deflationary Recessions

Gerd Weinrich and Luca Colombo

154: Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models

Hiroyuki Kawakatsu

150: A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints

Che-Lin Su

149: An Overview of Automatic Differentiation

Jean Utke and Paul D Hovland

148: Conditional Welfare Comparisons of Monetary Policy Rules

Andrew Theo Levin and Jinill Kim

147: Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior

Eric Thomas Swanson

146: Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy

Eric Thomas Swanson, Gary Anderson and Andrew Theo Levin

145: Monetary Concequences of Alternative Fiscal Policy Rules

Jukka Railavo

144: Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR

Christian Melzer and Thorsten Neumann

143: Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis

Luca Guerrieri and Dale Henderson

142: THE AGGREGATE OF ELASTICITIES OR THE ELASTICITY OF THE AGGREGATES: U.S. TRADE IN SERVICES

Jaime Marquez

141: Approximate Aggregation

Eric R. Young

140: Extreme Value Theory and Fat Tails in Equity Markets

Ritirupa Samanta and Blake LeBaron

139: A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course—A Student/Teacher Collaboration

Ryder Delaloye, Luke Olson and Max Jerrell

138: Central Bank Estimates of the Unemployment Natural Rate

Peter Tinsley and Sharon Kozicki

135: Capital Mobility and spillovers within a modular approach to multiregion modeling

Marian Leimbach and Ottmar Edenhofer

134: Time Consistent Policy in Markov Switching Models

Fabrizio Zampolli and Andrew Peter Blake

133: Capital Injection to Save Bank Crisis

Isamu OKADA and Ichiro TAKAHASHI

132: Inequality and Growth: A Semiparametric Investigation

Dustin Chambers

130: Stochastic Volatility with ARMA Extension Applied to Portfolio Choice

Arnisa Abazi

128: Expansionary Fiscal Shocks and the Trade Deficit

Christopher John Erceg and Luca Guerrieri

127: Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?

Carlos Capistrán-Carmona

126: Learning-by-doing or Habit Formation?

Takashi Kano and Hafedh Bouakez

124: Two-class structure of the personal income distribution in the USA in 1983-2001

A. C. Silva and V. M. Yakovenko