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 30, issue 4, 2007

Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design pp. 329-347

Stan Žaković, Volker Wieland and Berc Rustem

Grid Enabling Empirical Economics: A Microdata Application pp. 349-370

Simon Peters, Ken Clark, Pascal Ekin, Anja Le Blanc and Stephen Pickles

Higher-Order Properties of the ‘Exchange Rate Dynamics Redux’ Model pp. 371-380

Jinill Kim and Yun-kwong Kwok

Teaching Computational Economics to Graduate Students pp. 381-391

David Kendrick

The Robustness of the RESET Test to Non-Normal Error Terms pp. 393-408

Panagiotis Mantalos and Ghazi Shukur

Volume 30, issue 3, 2007

Empirical Validation in Agent-based Models: Introduction to the Special Issue pp. 189-194

Giorgio Fagiolo, C. Birchenhall and Paul Windrum

A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems pp. 195-226

Giorgio Fagiolo, Alessio Moneta and Paul Windrum

A Taxonomy of Inference in Simulation Models pp. 227-244

Thomas Brenner and Claudia Werker

Validating and Calibrating Agent-Based Models: A Case Study pp. 245-264

Carlo Bianchi, Pasquale Cirillo, Mauro Gallegati and Pietro Vagliasindi

Validating Simulation Models: A General Framework and Four Applied Examples pp. 265-290

Robert Marks

Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework pp. 291-327

Junjie Sun and Leigh Tesfatsion

Volume 30, issue 2, 2007

The role of intelligence in time series properties pp. 95-123

Chia-Hsuan Yeh

A computational approach to modeling commodity markets pp. 125-142

Karla Atkins, Achla Marathe and Chris Barrett

Fast and accurate pricing of discretely monitored barrier options by numerical path integration pp. 143-151

Christian Skaug and Arvid Naess

Multidimensional Spline Interpolation: Theory and Applications pp. 153-169

Christian Habermann and Fabian Kindermann

A Parallel Implementation of the Simplex Function Minimization Routine pp. 171-187

Donghoon Lee and Matthew Wiswall

Volume 30, issue 1, 2007

Information technology and the welfare cost of anticipated inflation pp. 1-18

Thomas Cone

Reproducible research in computational economics: guidelines, integrated approaches, and open source software pp. 19-40

Giovanni Baiocchi

Computational modeling of city formation pp. 41-56

Kurt DeMaagd and Scott Moore

Proving Arrow’s theorem by PROLOG pp. 57-63

Kenryo Indo

Comparing accuracy of second-order approximation and dynamic programming pp. 65-91

Stephanie Becker, Lars Grüne and Willi Semmler

Business cycle and corporate failure in France: Is there a link? pp. 93-93

Eric Bataille, Catherine Bruneau and Frédéric Michaud

Volume 29, issue 3, 2007

Introduction pp. 229-232

Willi Semmler

Asset pricing with dynamic programming pp. 233-265

Lars Grüne and Willi Semmler

Computational aspects of prospect theory with asset pricing applications pp. 267-281

Enrico De Giorgi, Thorsten Hens and János Mayer

Approximation of jump diffusions in finance and economics pp. 283-312

Nicola Bruti-Liberati and Eckhard Platen

Prices are macro-observables! Stylized facts from evolutionary finance pp. 313-331

S. Reimann and A. Tupak

Portfolio optimization when risk factors are conditionally varying and heavy tailed pp. 333-354

Toker Doganoglu, Christoph Hartz and Stefan Mittnik

Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? pp. 355-367

Jules van Binsbergen and Michael Brandt

Strategic asset allocation and market timing: a reinforcement learning approach pp. 369-381

Thorsten Hens and Peter Wöhrmann

Intertemporal asset allocation when the underlying factors are unobservable pp. 383-418

Carl Chiarella, Chih-Ying Hsiao and Willi Semmler

A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration pp. 419-419

Luke Olson, Max Jerrell and Ryder Deloloye

Individual and Social Learning pp. 421-421

Nobuyuki Hanaki

The KPSS Test with Outliers pp. 423-423

Jesus Otero and Jeremy Smith

Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models pp. 425-425

Tak Kuen Siu, Wai-Ki Ching, Eric Fung and Michael Ng

Discrete Working Time Choice in an Applied General Equilibrium Model pp. 427-427

Stefan Boeters, Michael Feil and Nicole Gürtzgen

Numerical Inversion Methods for Computing Approximate p-Values pp. 429-429

Hiroyuki Kawakatsu

Volume 29, issue 2, 2007

A new modeling approach investigating the diffusion speed of mobile telecommunication services in EU-15 pp. 97-106

Apostolos Giovanis and Christos Skiadas

Solving parametric fuzzy systems of linear equations by a nonlinear programming method pp. 107-117

Silvia Muzzioli and H. Reynaerts

Valuing credit default swap in a non-homogeneous semi-Markovian rating based model pp. 119-138

Guglielmo D’Amico, Jacques Janssen and Raimondo Manca

Managing value-at-risk for a bond using bond put options pp. 139-149

Griselda Deelstra, Ahmed Ezzine, Dries Heyman and Michèle Vanmaele

Cutting the hedge pp. 151-158

Giovanni Barone-Adesi and Robert Elliott

What is at stake in the construction and use of credit scores? pp. 159-172

Mireille Bardos

Business cycle and corporate failure in France: Is there a link? pp. 173-197

Eric Bataille, Catherine Bruneau and Frederic Michaud

Clustering by kernel density pp. 199-212

Christian Mauceri and Diem Ho

Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions pp. 213-227

Jean Kamdjoug, Philippe Lenca and Jean-Pierre Barthélemy

Volume 29, issue 1, 2007

Rate of Return Parity with Robot Asset Traders pp. 1-12

Jason Childs

Approximate CAPM When Preferences are CRRA pp. 13-31

P. Jean-Jacques Herings and Felix Kubler

A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data pp. 33-68

Charles Romeo

Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium pp. 69-96

James Sprigg and Mark Ehlen