Computational Economics

1993 - 2025

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

From:
Springer
Society for Computational Economics
Contact information at EDIRC.
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Volume 37, issue 4, 2011

The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model pp. 331-362

W. Kuiper and Anton Cozijnsen

An Investigation into the Use of Intelligent Systems for Currency Trading pp. 363-374

Hannah Thinyane and Jonathan Millin

A Numerical Toolbox to Solve N-Player Affine LQ Open-Loop Differential Games pp. 375-410

Tomasz Michalak, Jacob Engwerda and Joseph Plasmans

The Clock Proxy Auction for Allocating Radio Spectrum Licenses pp. 411-431

A. Mochon, Y. Saez, J. Gómez-Barroso and P. Isasi

Volume 37, issue 3, 2011

Bifurcation in Perturbation Analysis:Calvo Pricing Examples pp. 221-236

Jinill Kim, Andrew Levin and Tack Yun

An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models pp. 237-248

Yong Li, Zhongxin Ni and Jie Zhang

Does Social Welfare Preference Always Promote Cooperation on Barabási and Albert Networks? pp. 249-266

Bo Xianyu and Ping Chen

A Class of Evolutionary Models for Participation Games with Negative Feedback pp. 267-300

Pietro Dindo and Jan Tuinstra

Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact pp. 301-330

Alex Huang

Volume 37, issue 2, 2011

Mean-VaR Portfolio Selection Under Real Constraints pp. 113-131

J. Baixauli-Soler, Eva Alfaro-Cid and Matilde Fernandez-Blanco

Eliciting Preferences on Multiattribute Societies with a Choquet Integral pp. 133-168

Patrick Meyer and Gregory Ponthiere

Different Approaches to Forecast Interval Time Series: A Comparison in Finance pp. 169-191

Javier Arroyo, Rosa Espínola and Carlos Maté

Fluctuations in Economic and Activity and Stabilization Policies in the CIS pp. 193-220

Khurshid Kiani

Volume 37, issue 1, 2011

Computability of Digital Input Output Models pp. 1-11

J. Guzmán

Optimization in Non-Standard Problems. An Application to the Provision of Public Inputs pp. 13-38

Antonio Jesus Sanchez Fuentes and Diego Martínez

The Role of Central Bank Operating Procedures in an Economy with Productive Government Spending pp. 39-65

Jordi Caballe and Jana Hromcová

New Procedures for Testing Whether Stock Price Processes are Martingales pp. 67-88

Kei Takeuchi, Akimichi Takemura and Masayuki Kumon

Equilibrium Information Acquisition, Prediction Abilities and Asset Prices pp. 89-111

Wen-Chung Guo, Sy-Ming Guu and Ting-Yun Chang

Volume 36, issue 4, 2010

The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model pp. 283-307

Ren-Her Wang, John Aston and Cheng- Der Fuh

Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach pp. 309-339

Hendrik Wolff, Thomas Heckelei and Ron Mittelhammer

A Technique for Gradual Identification of Labor Market Flows pp. 341-364

Nissim Ben David

A New Approach to Unit Root Testing pp. 365-384

Helmut Herwartz and Florian Siedenburg

Volume 36, issue 3, 2010

Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm pp. 191-200

Xi-li Zhang, Wei-Guo Zhang, Wei-jun Xu and Wei-Lin Xiao

Human and Artificial Agents in a Crash-Prone Financial Market pp. 201-229

Todd Feldman and Daniel Friedman

Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions: Comment pp. 231-235

Junwei Peng and Zhongzhi Yang

Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison pp. 237-262

Afshin Honarvar

Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments pp. 263-282

Ling-Yun He

Volume 36, issue 2, 2010

The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries pp. 93-119

Dritan Osmani and Richard Tol

An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application pp. 121-132

Theodore Panagiotidis

Using Boosting for Financial Analysis and Performance Prediction: Application to S&P 500 Companies, Latin American ADRs and Banks pp. 133-151

German Creamer and Yoav Freund

Partially Adaptive Econometric Methods For Regression and Classification pp. 153-169

James Hansen, James McDonald, Panayiotis Theodossiou and Bradley Larsen

Computation of Equilibria in OLG Models with Many Heterogeneous Households pp. 171-189

Sebastian Rausch and Thomas Rutherford

Volume 36, issue 1, 2010

Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters pp. 1-16

Giuliano De Rossi

Causal Inference for Structural Equations: With an Application to Wage-Price Spiral pp. 17-36

Pu Chen and Chih-Ying Hsiao

Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm pp. 37-45

Reinhard Neck, Gottfried Haber and Klaus Weyerstrass

A Dynamic Model of a Boundedly Rational Consumer with a Simple Least Squared Learning Mechanism pp. 47-56

Ahmad Naimzada and Fabio Tramontana

Assessing the Quality of Pseudo-Random Number Generators pp. 57-67

P. Luizi, F. Cruz and J. Graaf

International Environmental Agreements with Asymmetric Countries pp. 69-92

Marta Biancardi and Giovanni Villani

Volume 35, issue 4, 2010

A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy pp. 301-329

S. Gabriel and J. Fuller

A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models pp. 331-353

Francesco Carravetta and Marco Sorge

Finite Elements in the Presence of Occasionally Binding Constraints pp. 355-370

Jose Cao-Alvira

Should Economists Use Open Source Software for Doing Research? pp. 371-394

A. Yalta and A. Yalta

Searching NK Fitness Landscapes: On the Trade Off Between Speed and Quality in Complex Problem Solving pp. 395-406

Sylvie Geisendorf

Volume 35, issue 3, 2010

What Format for Multi-Unit Multiple-Bid Auctions? pp. 189-209

Atakelty Hailu and Sophie Thoyer

Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner’s Dilemma Game pp. 211-234

Jason Barr and Troy Tassier

Using Chebyshev Polynomials to Approximate Partial Differential Equations pp. 235-244

Guglielmo Maria Caporale and Mario Cerrato

Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist pp. 245-267

Yann Braouezec

A Framework to Determine the Value of Consumer Consideration Set Information for Firm Pricing Strategies pp. 269-300

Joseph Pancras

Volume 35, issue 2, 2010

Cognitive Bias in the Laboratory Security Market pp. 101-126

Hidetoshi Yamaji and Masatoshi Gotoh

How to Maximize the Likelihood Function for a DSGE Model pp. 127-154

Martin Andreasen

Modeling Emotions and Reason in Agent-Based Systems pp. 155-164

Fernando Oliveira

A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs pp. 165-188

Serena Brianzoni, Roy Cerqueti and Elisabetta Michetti

Volume 35, issue 1, 2010

Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications pp. 1-23

Marco Corazza, Anastasios Malliaris and Elisa Scalco

Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms pp. 25-49

Michael Maschek

Dynamic Innovation Diffusion Modelling pp. 51-62

Kazunori Shinohara and Hiroshi Okuda

A Student-t Full Factor Multivariate GARCH Model pp. 63-83

K. Diamantopoulos and I. Vrontos

Dynamics and Structure of the 30 Largest North American Companies pp. 85-99

Juan Brida and Wiston Risso