Computing in Economics and Finance 2005

from Society for Computational Economics
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123: Aging, pension reform, and capital flows: A multi-country simulation model

Axel Boersch-Supan and Alexander Ludwig

121: Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework

Yamin S Ahmad

120: Credit Market Development, Asset Prices and Business Cycle

Caterina Mendicino

119: Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC

Sean Holly and Arnab Bhattacharjee

117: Long Swings in the US-Dollar: a Stochastic Control Approach

Rita L. D’Ecclesia and Rosella Castellano

116: Estimating default probabilities using a non parametric approach

Rita L. D'Ecclesia and Robert G. Tompkins

114: Constrained Pricing of Monopolies with Endogenous Participation

Eugenio Miravete and Gabriel Basaluzzo

113: Long Memory, Heterogeneity, and Trend Chasing

Youwei Li and Xuezhong He

112: Adaptive Agent Modeling as a Tool for Trade and Development Theory

Timothy R. Gulden

110: A welfare analysis of bargaining frictions

Samuel Danthine and Stéphane Auray

108: Monetary Policy with Model Uncertainty: Distribution Forecast Targeting

Noah Williams and Lars E.O. Svensson

107: U.K. Monetary Regimes and Macroeconomic Stylised Facts

Luca Benati

106: Solving SDGE Models: Approximation About The Stochastic Steady State

Michel Juillard and Ondra Kamenik

103: Term structure estimation without using latent factors

Greg Duffee

102: Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area

Roland Straub and Günter Coenen

101: Effects of Demand Share Patterns on GDP, Okun's Law, Beveridge Curves, and Sector Sizes

Hiroshi Yoshikawa and Masanao Aoki

100: Insurance Policies for Monetary Policy in the Euro Area

Volker Wieland and Keith Kuester

99: A Welfare Analysis of Progressive Tax and Transfer Policies: Is the Present System Better than the Flat Tax System?

Shailesh Bhandari and Ph. D.

98: Measuring the Effects of Employment Protection on Job Flows: Evidence from Seasonal Cycles

Justin Wolfers

96: Segregation in Social Networks

Nicolaas J. Vriend, Giorgio Fagiolo and Marco Valente

95: Unit Root Tests With Markov-Switching

Qin Xiao and Gee Kwang Randolph Tan

92: Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms

Michael T. Gapen and Thomas F. Cosimano

91: An Agent-Based Model of Mortality Shocks, Intergenerational Effects, and Urban Crime

Michael Douglas Makowsky

87: Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts

Engin Kara and Huw David Dixon

84: An estimated open-economy model for the EURO area

Marco Ratto and Werner Roeger

83: The Valuation of Multiple Asset American Options under Jump Diffusion Processes

A. Ziogas, G. Cheang and Carl Chiarella

81: Innovation and Idiosyncratic Risk

Mariana Mazzucato and Massimiliano Tancioni

80: Monetary Policy under Adaptive Learning

Vitor Gaspar and Frank Rafael Smets

79: The Effectiveness of Margin Requirements: Agent-Based Modeling Approach

Yi-Feng Tzeng, Chung-Yi Yang and Chia-Hsuan Yeh

78: Time Series Properties Under Price Limits

Chia-Hsuan Yeh

77: Pricing American Options under Stochastic Volatility

Andrew Ziogas and Carl Chiarella

75: Housing Wealth and Mortgage Contracts

Joseph B. Nichols

73: Valuing Pilot Project Investments in Incomplete Markets: A Compound Option Approach

Eymen Errais and Jeffrey Sadowsky

72: Agent-Based Computational Laboratories for the Experimental Study of Complex Economic Systems

Leigh Tesfatsion

71: An Integrated Treatment of Monte Carlo Numerical Integration Techniques

J.F. Richard and R. Liesenfeld

70: Quantifying the Inefficiency of the US Social Security System

Juan Carlos Parra and M. Huggett

68: The Phillips Curve Under State-Dependent Pricing

B. Rudolf and H. Bakhshi

66: Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior

Andrew Theo Levin and Günter Coenen

65: Complexity Measures and Macroeconomic Stability of Centralized and Decentralized Exchange: Evidence from Cross-Cultural Anthropological Data

James P. Stodder

64: Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data

James P. Stodder

63: Teaching to do economics with the computer

Kurt Schmidheiny and Harris Dellas

62: Monetary and Fiscal Interactions without Commitment and the Value of Monetary Conservatism

Roberto M. Billi and Klaus Adam

61: Efficient Allocations in a Dynamic Moral Hazard Economy

Noah Williams

60: How the Bundesbank really conducted monetary policy

Christina Gerberding, Franz Seitz and Andreas Worms

59: Curve Forecasting by Functional Autoregression

Alexei Onatski and V. Karguine

57: Adaptive Control for Economic Models Revisited

David Andrew Kendrick

56: ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS

Ghulam Sorwar

54: Uncertainty, Learning, and Optimal Technological Portfolios: A Dynamic General Equilibrium Approach to Climate Change

Seung-Rae Kim

53: Identification and Estimation of Discrete Games of Complete Information

Stephen Ryan, Patrick Bajari and Han Hong

52: Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area

James Mitchell