Computing in Economics and Finance 2006

from Society for Computational Economics
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113: Private information and the use of a so called 'information function'

Emmanuel Haven

112: Macroeconomic fluctuations and firm entry: theory and evidence

Vivien Lewis

109: Analysing Welfare Reform in a Microsimulation-AGE Model

Melanie Arntz, Stefan Boeters, Nicole Gürtzgen and Stefanie Schubert

108: Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis

Carl Chiarella, Roberto Dieci and Xuezhong He

107: Determinants of Public Health Outcomes: A Macroeconomic Perspective

Francesco Ricci and Marios Zachariadis

106: Volatility Forecast with Long Memory: Evidence from Jordan Stock Market

Mahmoud Helan

105: Macroeconomic Models and the Yield Curve

Jagjit S. Chadha and Sean Holly

104: Inflation Targeting, Learning and Q Volatility in Small Open Economies

Paul McNelis and Guay C. Lim

103: Ideological and Pragmatic Decision-making in Networks

Allen Wilhite

102: The predictive power of the present value model of stock prices

Geraldine Ryan

101: Multiple Equilibria in a Modified Solow-Swan Model

Thomas Bassetti

100: Goodwin's models through viability analysis: some lights for contemporary political economics regulations

Hélène Clément-Pitiot and Patrick Saint Pierre

96: Introducing heterogeneous discrete-choice making agents in applied GE models

Riccardo Magnani and Jean Mercenier

95: Natural volatility, welfare and taxation

Olaf Posch and Klaus Wälde (Klaus Wälde)

94: Financial applications of flexible copula families based on mixing

Veni Arakelian and Karlis Dimitris

92: Should the Private Sector Provide Public Capital?

Santanu Chatterjee

91: Sustainable management of fisheries: an illustration of viability concepts and methods

Michel De Lara, Luc Doyen, Therese Guilbaud and Marie-Joelle Rochet

87: Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model

Pau Rabanal

86: A Ricardian Perspective of the Fiscal Theory of the Price Level

Stefan Niemann

84: The External Finance Premium and the Macroeconomy: US post-WWII Evidence

Ferre De Graeve

83: Macroeconomic factors in the term structure of interest rates when agents learn

Thomas Laubach, Robert Tetlow and John C. Williams

81: Identification Problems in SDGE Models with an illustration to a small Macro model

Andreas Beyer and Roger E. A. Farmer

78: Modelling option prices using neural networks

L.F. Hoogerheide and Herman K. van Dijk

77: Endogenous growth and time to build: the AK case

Mauro Bambi

76: Detrending and Output Growth-Rate Distributions

Giorgio Fagiolo, Mauro Napoletano and Andrea Roventini

75: Distortionary Taxation, Debt, and the Price Level

Andreas Schabert and L. v. Thadden

74: Testing foe Stochastic Dominance Efficiency

Nikolas Topaloglou, Olivier Scaillet and University of Geneva

72: The Optimal Long-Run Inflation Rate for the U.S. Economy

Roberto M. Billi

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

Sunghyun Henry Kim and Jinill Kim

69: Markov-Switching Structural Vector Autoregressions: Theory and Application

Juan F Rubio-Ramirez, Daniel Waggoner and Tao Zha

68: Pricing the CBT T-Bonds Futures

Ramzi Ben Abdallah, Hatem Ben Ameur and Michèle Breton

67: Space-filling Techniques in Visualizing Output from Computer Based Economic Models

Ric D Herbert, Richard Webber and Wei Jiang

65: The Role of Expectations in a Macroeconomic Model with Inventories

Luca Colombo and Gerd Weinrich

64: Inference in GARCH when some coefficients are equal to zero

Christian Francq and Jean-Michel Zakoïan (Jean-Michel Zakoian)

63: Stochastic unit-root bilinear processes

Christian Francq, Svetlana Makarova and Jean-Michel Zakoïan (Jean-Michel Zakoian)

61: Skewed policy responses and IT in Latin America

Marco Vega

60: The Quest for Status and Endogenous Labor Supply: The Relative Wealth Framework

Walter Henry Fisher, IHS-Vienna and Franz X. Hof

59: Monetary Policy Switch, the Taylor Curve, and the Great Moderation

Efrem Castelnuovo

58: A new framework for firm value using copulas

Elena Maria De Giuli, Mario Maggi and Dean Fantazzini

57: A Unified Copula Framework for VaR forecasting

Dean Fantazzini, Alessandro Carta and Elena Maria DeGiuli

56: Rational Inattention, Portfolio Choice, and the Equity Premium

Yulei Luo

55: Bifurcation analysis of New Keynesian models

William Barnett and Evgeniya A. Duzhak

54: A closed form approach to valuing and hedging basket options

Svetlana Borovkova and Ferry Permana

51: The discounted economic stock of money with VAR forecasting

William Barnett, Unja Chae and John W. Keating

49: Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974

Adrian Peralta-Alva and Sami Alpanda

48: A Geometric Approach to Computing Center Manifolds

Pedro Gomis-Porqueras and Alex Haro

47: Exploring the International Linkages of the Euro Area: a Global VAR Analysis

Stephane Dees, Filippo di Mauro, M Hashem Pesaran and L. Vanessa Smith

46: Estimation of Precautionary Demand by Financial Anxieties

Y. Morita, Md. J. Rahman and S. Miyagawa

45: Monetary Policy and the Illusionary Exchange Rate Puzzle

Hilde C. Bjørnland (Hilde Christiane Bjørnland)

44: Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics

Carl Chiarella and Andrew Ziogas