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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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_067: Leaving the Prison: A Discussion of the Iterated Prisoner's Dilemma under Preferential Partner Selection
Esther Hauk
_066: Modelling Emerging Financial Markets and their Approach to Market Efficiency
Stephen George Hall and Anna Zelweska-Mitura
_065: Modification of the UN System of National Accounting Oriented to Sustainable Development Concept
Vladimir Gurman and Elena Ryumina
_064: Risk and Return in a Dynamic Asset Pricing Model
Levent Akdeniz and W. Davis Dechert
_063: An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations
Gary S. Anderson
_062: Perturbation Methods for Risk-Sensitive Economies
Evan W. Anderson and Lars Peter Hansen
_060: 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
_059: Asymmetric Adjustments of Price and Output
Peter Tinsley and Reva Krieger
_058: Moving Endpoints in Macrofinance
Sharon Kozicki and Peter Tinsley
_057: An Evolutionary Trade Network Game with Preferential Partner Selection
Leigh S Tesfatsion
_056: Constructing Quadratic, Polynomial, and Separable Objective Functions
Andranik Tangian and Josef Gruber
_055: Zero Inflation Targets: Central Bank Commitment and Fiscal Policy Outcomes
Peter J. Stemp and William M. Scarth
_054: Pricing for Electronic Commerce
Dale O. Stahl
_053: Regulation vs. Competition in Telecommunications
Leopold Sgner
_051: Observation Histories: A Compression Technique for Recording Discrete States
Felix Ritchie
_050: Approximation des systmes dynamiques
Zaka Ratsimalahelo
_049: A Mixed Poisson Regression Model for Analysis of Patent Data
Peiming Wang , Iain M. Cockburn and Martin L. Puterman
_046: Algorithm Models of Production Decision Making and Adaptation Cost Evaluations
Sergei Perminov
_045: An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations
Manfred Gilli and Giorgio Pauletto
_044: Evolution Variational Inequality Model of a Dynamic Adjustment Process in a Spatial Market Equilibrium Problem
Jie Pan
_043: Computational Issues in the Analysis of Simple IO Models: A Report from the Applied Front
Ariel Pakes
_042: The Design of C++ Classes for Scientific Computing
Søren Bo Nielsen
_041: A Single-Sector Stochastic Model of Economics
Oleg Malafeyev and Sergei Nemnyugin
_040: Modeling of General International Financial Equilibrium in the Presence of Financial Futures: A Variational Inequality Approach
Anna Nagurney and Stavros Siokos
_039: Massively Parallel Computation of Dynamic Traffic Problems Modeled as Projected Dynamical Systems
Anna Nagurney and Ding Zhang
_038: Evolved Perception and Behaviour in Oligopolies
Robert Ernest Marks
_037: Computable Learning, Neural Networks and Institutions
Francesco Luna
_036: Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models
Raouf Boucekkine , Omar Licandro and Christopher Paul
_035: How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model
Raouf Boucekkine , Cuong Le van and Katheline Schubert
_033: Is what is good for each good for all? Individual rationality and social efficiency in an information contagion model
David Lane
_032: Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix
Erricos John Kontoghiorghes
_030: A Simple Adaptive Method for Time-Series Forecasting
Petr Kln and Georges Darbellay
_028: Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models
Max E. Jerrell
_026: The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models
Peter Hollinger
_025: Observer Based Control with Nonlinear Macroeconometric Models
R. D. Herbert
_024: Hedging Exotic Derivatives Through Stochastic Optimization
Patrick Hnaff
_023: Forecasting Stock Market Averages to Enhance Profitable Trading Strategies
Christian Haefke and Christian Helmenstein
_022: Self-Organization of Trade Networks in an Economy with Imperfect Infrastructure
Sergei Guriev , Igor Pospelov and Margarita Shakhova
_021: Multiple Bids in a Multiple-Unit Common Value Auction
Michael Gordy
_019: Posterior Simulators in Econometrics
John Geweke
_018: Computational Aspects of the (In)finite Planning Horizon Open-loop Nash Equilibrium in LQ-Games
Jacob Engwerda
_014: Parallel Computing: Technological Changes and Organizational Redesign
Jacek Cukrowski
_013: Optimal Industrial Classification in a Dynamic Model of Price Adjustment
John S.nChipman and Peter Winker
_012: Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets
Umberto Cherubini and Agnese Sironi
_011: Multiregional Markal-Macro: Introduction of CO Certificate Trade and Solution Concepts
Benno Bueeler and Socrates Kypreos
_010: Numerical Solution of Huge Sets of Nonlinear Differential Equations: The Coupling of Open Economic Systems
Kai Brandt
_009: A Bellman's Equation for the Study of Income Smoothing
Richard Boylan and Bente Villadsen
_008: A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
David A. Belsley
_005: Forecasting Time Series via Discrete Wavelet Transform
Miguel A. Ario
_003: Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models
Hans M Amman , David Andrew Kendrick and Heinz Neudecker
_002: A solution Method for a Class of Learning by Doing Models
Francisco Alvarez Gonzalez and Emilio Cerdá