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Computing in Economics and Finance 1996
from Society for Computational Economics Department of Econometrics, University of Geneva, 102 Bd Carl-Vogt, 1211 Geneva 4, Switzerland. Contact information at EDIRC . Series data maintained by Christopher F. Baum ().
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Leaving the Prison: A Discussion of the Iterated Prisoner's Dilemma under Preferential Partner Selection
Esther Hauk
Modelling Emerging Financial Markets and their Approach to Market Efficiency
Stephen George Hall and Anna Zelweska-Mitura
Modification of the UN System of National Accounting Oriented to Sustainable Development Concept
Vladimir Gurman and Elena Ryumina
Risk and Return in a Dynamic Asset Pricing Model
Levent Akdeniz and W. Davis Dechert
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations
Gary S. Anderson
Perturbation Methods for Risk-Sensitive Economies
Evan W. Anderson and Lars Peter Hansen
The Structural Relationship between R&D of Electrical and Electronic Industries and Economic Growth: A LISREL Analysis of the Korea Experience
Jinho Yoo and Moonsik Bae
Asymmetric Adjustments of Price and Output
Peter Tinsley and Reva Krieger
Moving Endpoints in Macrofinance
Sharon Kozicki and Peter Tinsley
An Evolutionary Trade Network Game with Preferential Partner Selection
Leigh Tesfatsion
Constructing Quadratic, Polynomial, and Separable Objective Functions
Andranik Tangian and Josef Gruber
Zero Inflation Targets: Central Bank Commitment and Fiscal Policy Outcomes
Peter J. Stemp and William M. Scarth
Pricing for Electronic Commerce
Dale O.nStahl
Regulation vs. Competition in Telecommunications
Leopold Sgner
Observation Histories: A Compression Technique for Recording Discrete States
Felix Ritchie
Approximation des systmes dynamiques
Zaka Ratsimalahelo
A Mixed Poisson Regression Model for Analysis of Patent Data
Peiming Wang , Iain M. Cockburn and Martin L. Puterman
Algorithm Models of Production Decision Making and Adaptation Cost Evaluations
Sergei Perminov
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations
Manfred Gilli and Giorgio Pauletto
Evolution Variational Inequality Model of a Dynamic Adjustment Process in a Spatial Market Equilibrium Problem
Jie Pan
Computational Issues in the Analysis of Simple IO Models: A Report from the Applied Front
Ariel Pakes
The Design of C++ Classes for Scientific Computing
Soren Nielsen
A Single-Sector Stochastic Model of Economics
Oleg Malafeyev and Sergei Nemnyugin
Modeling of General International Financial Equilibrium in the Presence of Financial Futures: A Variational Inequality Approach
Anna Nagurney and Stavros Siokos
Massively Parallel Computation of Dynamic Traffic Problems Modeled as Projected Dynamical Systems
Anna Nagurney and Ding Zhang
Evolved Perception and Behaviour in Oligopolies
Robert Ernest Marks
Computable Learning, Neural Networks and Institutions
Francesco Luna
Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models
Raouf Boucekkine , Omar Licandro and Christopher Paul
How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model
Raouf Boucekkine , Cuong Le van and Katheline Schubert
Is what is good for each good for all? Individual rationality and social efficiency in an information contagion model
David Lane
Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix
Erricos John Kontoghiorghes
A Simple Adaptive Method for Time-Series Forecasting
Petr Kln and Georges Darbellay
Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models
Max E. Jerrell
The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models
Peter Hollinger
Observer Based Control with Nonlinear Macroeconometric Models
R. D. Herbert
Hedging Exotic Derivatives Through Stochastic Optimization
Patrick Hnaff
Forecasting Stock Market Averages to Enhance Profitable Trading Strategies
Christian Haefke and Christian Helmenstein
Self-Organization of Trade Networks in an Economy with Imperfect Infrastructure
Sergei Guriev , Igor Pospelov and Margarita Shakhova
Multiple Bids in a Multiple-Unit Common Value Auction
Michael Gordy
Posterior Simulators in Econometrics
John Geweke
Computational Aspects of the (In)finite Planning Horizon Open-loop Nash Equilibrium in LQ-Games
Jacob Engwerda
Parallel Computing: Technological Changes and Organizational Redesign
Jacek Cukrowski
Optimal Industrial Classification in a Dynamic Model of Price Adjustment
John S.nChipman and Peter Winker
Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets
Umberto Cherubini and Agnese Sironi
Multiregional Markal-Macro: Introduction of CO Certificate Trade and Solution Concepts
Benno Bueeler and Socrates Kypreos
Numerical Solution of Huge Sets of Nonlinear Differential Equations: The Coupling of Open Economic Systems
Kai Brandt
A Bellman's Equation for the Study of Income Smoothing
Richard Boylan and Bente Villadsen
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
David A. Belsley
Forecasting Time Series via Discrete Wavelet Transform
Miguel A. Ario
Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models
Hans Amman , David Andrew Kendrick and Heinz Neudecker
A solution Method for a Class of Learning by Doing Models
Francisco Alvarez Gonzalez and Emilio Cerdá