Details about Hans Amman

Homepage:	http://nl.linkedin.com/in/amman
Phone:	+31651532162
Workplace:	Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)

Access statistics for papers by Hans Amman.

Last updated 2024-04-09. Update your information in the RePEc Author Service.

Short-id: pam7

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Working Papers

2022

1. The Dual Approch in an Infinite Horizon Model with a Time-Varying Parameter
   Department of Economics University of Siena, Department of Economics, University of Siena

2018

2. How active is active learning: value function method vs an approximation method
   Department of Economics University of Siena, Department of Economics, University of Siena View citations (1)

2017

3. The DUAL Approach in an Infinite Horizon Model
   Department of Economics University of Siena, Department of Economics, University of Siena View citations (2)

2012

4. Conjectures on the policy function in the presence of optimal experimentation
   Working Papers, Utrecht School of Economics

2011

5. A Taylor Rule for Fiscal Policy
   Working Papers, Utrecht School of Economics View citations (1)
6. Expected optimal feedback with Time-Varying Parameters
   Working Papers, Utrecht School of Economics
   Also in Department of Economics University of Siena, Department of Economics, University of Siena (2007) View citations (3)
   See also Journal Article Expected Optimal Feedback with Time-Varying Parameters, Computational Economics, Springer (2013) View citations (1) (2013)

2010

7. The parameter set in an adaptive control Monte Carlo experiment: Some considerations
   Post-Print, HAL View citations (9)
   Also in Department of Economics University of Siena, Department of Economics, University of Siena (2007) View citations (5)
   See also Journal Article The parameter set in an adaptive control Monte Carlo experiment: Some considerations, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (10) (2010)

2008

8. Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks
   Working Papers, Utrecht School of Economics View citations (2)
   See also Journal Article Comparison of policy functions from the optimal learning and adaptive control frameworks, Computational Management Science, Springer (2014) View citations (1) (2014)
9. Learning About Learning in Dynamic Economic Models
   Working Papers, Utrecht School of Economics View citations (2)

2004

10. Computational Economics: Help for the Underestimated Undergraduate
    Computing in Economics and Finance 2004, Society for Computational Economics
    See also Journal Article Computational Economics: Help for the Underestimated Undergraduate, Computational Economics, Springer (2006) View citations (1) (2006)

2003

11. A Classification System for Economic Stochastic Control Models
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
    See also Journal Article A Classification System for Economic Stochastic Control Models, Computational Economics, Springer (2006) View citations (18) (2006)
12. Intermediaries in an Electronic Trade Network
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (5)

2002

13. The Role of Information in an Electronic Trade Network
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (4)

2001

14. Modeling the Lucas critique as an open loop feedback process with time-varying parameters
    Computing in Economics and Finance 2001, Society for Computational Economics

2000

15. MITIGATION OF THE LUCAS CRITIQUE WITH STOCHASTIC CONTROL METHODS
    Computing in Economics and Finance 2000, Society for Computational Economics
    See also Journal Article Mitigation of the Lucas critique with stochastic control methods, Journal of Economic Dynamics and Control, Elsevier (2003) View citations (13) (2003)

1999

16. Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters
    Computing in Economics and Finance 1999, Society for Computational Economics

1997

17. Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics View citations (2)
    See also Journal Article Computing the steady state of linear quadratic optimization models with rational expectations, Economics Letters, Elsevier (1998) View citations (7) (1998)
18. Linear Quadratic Optimization for Models with Rational Expectations
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics (1997) View citations (5)
    See also Journal Article LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS, Macroeconomic Dynamics, Cambridge University Press (1999) View citations (13) (1999)
19. Should Macroeconomic Policy Makers Consider Parameter Covariances?
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics View citations (2)
    Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (17)
    See also Journal Article Should Macroeconomic Policy Makers Consider Parameter Covariances?, Computational Economics, Springer (1999) View citations (15) (1999)
20. Teaching Macroeconomics with Gams
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics View citations (1)
    See also Journal Article Teaching Macroeconomics with GAMS, Computational Economics, Springer (1998) View citations (7) (1998)

1996

21. The DUALI/DUALPC Software for Optimal Control Models: Introduction
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics View citations (12)

1995

22. Programming Languages in Economics
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics
    See also Journal Article Programming Languages in Economics, Computational Economics, Springer (1999) View citations (13) (1999)

1994

23. Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models
    CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics View citations (3)
    Also in Computing in Economics and Finance 1996, Society for Computational Economics View citations (6)

Journal Articles

2020

1. APPROXIMATING THE VALUE FUNCTION FOR OPTIMAL EXPERIMENTATION
   Macroeconomic Dynamics, 2020, 24, (5), 1073-1086 View citations (1)
2. Guest Editorial: Special Issue on Experimentation in Economics
   Computational Economics, 2020, 56, (3), 599-600
3. How Active is Active Learning: Value Function Method Versus an Approximation Method
   Computational Economics, 2020, 56, (3), 675-693

2014

4. Comparison of policy functions from the optimal learning and adaptive control frameworks
   Computational Management Science, 2014, 11, (3), 221-235 View citations (1)
   See also Working Paper Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks, Working Papers (2008) View citations (2) (2008)
5. Quarterly Fiscal Policy
   The Economists' Voice, 2014, 11, (1), 7-12 View citations (4)
6. Special issue in honor of Berç Rustem
   Computational Management Science, 2014, 11, (3), 195-196

2013

7. Expected Optimal Feedback with Time-Varying Parameters
   Computational Economics, 2013, 42, (3), 351-371 View citations (1)
   See also Working Paper Expected optimal feedback with Time-Varying Parameters, Working Papers (2011) (2011)

2010

8. The parameter set in an adaptive control Monte Carlo experiment: Some considerations
   Journal of Economic Dynamics and Control, 2010, 34, (9), 1531-1549 View citations (10)
   See also Working Paper The parameter set in an adaptive control Monte Carlo experiment: Some considerations, Post-Print (2010) View citations (9) (2010)

2009

9. Robust Evolutionary Algorithm Design for Socio-Economic Simulation: A Correction
   Computational Economics, 2009, 33, (1), 99-101 View citations (4)

2006

10. A Classification System for Economic Stochastic Control Models
    Computational Economics, 2006, 27, (4), 453-481 View citations (18)
    See also Working Paper A Classification System for Economic Stochastic Control Models, Computing in Economics and Finance 2003 (2003) View citations (2) (2003)
11. Computational Economics: Help for the Underestimated Undergraduate
    Computational Economics, 2006, 27, (2), 261-271 View citations (1)
    See also Working Paper Computational Economics: Help for the Underestimated Undergraduate, Computing in Economics and Finance 2004 (2004) (2004)
12. Robust Evolutionary Algorithm Design for Socio-economic Simulation
    Computational Economics, 2006, 28, (4), 355-370 View citations (10)

2004

13. Land tenure and conflict resolution: a game theoretic approach in the Narok district in Kenya
    Environment and Development Economics, 2004, 9, (3), 383-407 View citations (5)
14. Summaries
    Environment and Development Economics, 2004, 9, (3), 279-287

2003

15. Mitigation of the Lucas critique with stochastic control methods
    Journal of Economic Dynamics and Control, 2003, 27, (11-12), 2035-2057 View citations (13)
    Also in Journal of Economic Dynamics and Control, 2003, 27, (11), 2035-2057 (2003) View citations (13)
    See also Working Paper MITIGATION OF THE LUCAS CRITIQUE WITH STOCHASTIC CONTROL METHODS, Computing in Economics and Finance 2000 (2000) (2000)

2002

16. The work of David Kendrick
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1353-1358

2001

17. Modeling Instrumental Rationality, Land Tenure and Conflict Resolution
    Computational Economics, 2001, 18, (3), 251-57 View citations (3)

2000

18. Stochastic Policy Design in a Learning Environment with Rational Expectations
    Journal of Optimization Theory and Applications, 2000, 105, (3), 509-520 View citations (8)

1999

19. LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
    Macroeconomic Dynamics, 1999, 3, (4), 534-543 View citations (13)
    See also Working Paper Linear Quadratic Optimization for Models with Rational Expectations, Tinbergen Institute Discussion Papers (1997) View citations (2) (1997)
20. Learning-by-Doing under Uncertainty
    Computational Economics, 1999, 14, (3), 255-62 View citations (3)
21. Programming Languages in Economics
    Computational Economics, 1999, 14, (1-2), 151-81 View citations (13)
    See also Working Paper Programming Languages in Economics, CARE Working Papers (1995) (1995)
22. Should Macroeconomic Policy Makers Consider Parameter Covariances?
    Computational Economics, 1999, 14, (3), 263-67 View citations (15)
    See also Working Paper Should Macroeconomic Policy Makers Consider Parameter Covariances?, CARE Working Papers (1997) View citations (2) (1997)

1998

23. Computing the steady state of linear quadratic optimization models with rational expectations
    Economics Letters, 1998, 58, (2), 185-191 View citations (7)
    See also Working Paper Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations, CARE Working Papers (1997) View citations (2) (1997)
24. Handbook of computational economics: H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3)
    Journal of Economic Dynamics and Control, 1998, 22, (3), 483-487
25. Teaching Macroeconomics with GAMS
    Computational Economics, 1998, 12, (2), 125-49 View citations (7)
    See also Working Paper Teaching Macroeconomics with Gams, CARE Working Papers (1997) View citations (1) (1997)

1997

26. Active learning: A correction
    Journal of Economic Dynamics and Control, 1997, 21, (10), 1613-1614 View citations (1)
27. Numerical solutions of the algebraic matrix Riccati equation
    Journal of Economic Dynamics and Control, 1997, 21, (2-3), 363-369 View citations (12)
28. The JEDC and computational economics
    Journal of Economic Dynamics and Control, 1997, 21, (6), 905-906
29. What Is Computational Economics?
    Computational Economics, 1997, 10, (2), 103-05

1995

30. Nonconvexities in Stochastic Control Models
    International Economic Review, 1995, 36, (2), 455-75 View citations (27)
31. Solving stochastic optimization models with learning and rational expectations
    Economics Letters, 1995, 48, (1), 9-13 View citations (8)

1994

32. Active learning Monte Carlo results
    Journal of Economic Dynamics and Control, 1994, 18, (1), 119-124 View citations (10)

1990

33. Implementing stochastic control software on supercomputing machines
    Journal of Economic Dynamics and Control, 1990, 14, (2), 265-279 View citations (4)

1986

34. Are supercomputers useful for optimal control experiments?
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 127-129 View citations (2)

Books

Undated

1. Computational Economics
   Online economics textbooks, SUNY-Oswego, Department of Economics View citations (251)

Edited books

1996

1. Handbook of Computational Economics, vol 1
   Handbook of Computational Economics, Elsevier View citations (190)

Chapters

2008

1. Duali: Software for Solving Stochastic Control Problems in Economics
   Springer View citations (2)

2003

2. An Agent-Based Evolutionary Trade Network Simulation
   Chapter 11 in Innovations in Financial and Economic Networks, 2003, pp 237-255

1996

3. Numerical methods for linear-quadratic models
   Chapter 13 in Handbook of Computational Economics, 1996, vol. 1, pp 587-618 View citations (24)

Editor

1. Computational Economics
   Springer
2. Computational Management Science
   Springer
3. Computer Science in Economics & Management
   Kluwer
4. Handbook of Computational Economics
   Elsevier
5. Handbook of Computational Economics
   Elsevier
6. Netnomics
   Springer