Computational Economics

1993 - 2025

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
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Dantzig—Wolfe Decomposition of Variational Inequalities pp. 303-326: J. Fuller and William Chung
Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach pp. 327-341: Michael Doumpos and Fotios Pasiouras
Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution pp. 343-379: Christopher Ferrall
Opinion Dynamics Driven by Various Ways of Averaging pp. 381-405: Rainer Hegselmann and Ulrich Krause

Model Selection Using Information Criteria and Genetic Algorithms pp. 207-228: Kelvin Balcombe
Teaching Computational Economics in an Applied Economics Program pp. 229-254: Mario Miranda
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors pp. 255-267: Jae Kim and Mahbuba Yeasmin
Parameterized Expectations Algorithm: How to Solve for Labor Easily pp. 269-274: Lilia Maliar and Serguei Maliar
Parsing Economic Technology Matrices by Triangular Decomposition pp. 275-279: Reiner Wolff
Comparison of MCMC Methods for Estimating Stochastic Volatility Models pp. 281-301: Manabu Asai

Editor’s Preface: Computational Economics and Finance, Amsterdam pp. 1-2: David Belsley
Strategies for the Diffusion of Innovations on Social Networks pp. 3-23: Floortje Alkemade and Carolina Castaldi
The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models pp. 25-40: Serge Hayward
Minority Games, Local Interactions, and Endogenous Networks pp. 41-57: Giorgio Fagiolo and Marco Valente
Learning in a Network Economy pp. 59-74: Jie-Shin Lin
A Frequency Selective Filter for Short-Length Time Series pp. 75-102: Alessandra Iacobucci and Alain Noullez
Tests of Long Memory: A Bootstrap Approach pp. 103-113: Pilar Grau
Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities pp. 115-142: Pu Chen and Peter Flaschel
Valuation of American Continuous-Installment Options pp. 143-165: Pierangelo Ciurlia and Ilir Roko
Solving SDGE Models: A New Algorithm for the Sylvester Equation pp. 167-187: Ondra Kamenik
Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function pp. 189-205: Paola Palmitesta and Corrado Provasi

Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis pp. 305-319: Rosangela Loschi, Leonardo Bastos and Pilar Iglesias
Evaluating Market Attractiveness: Individual Incentives Versus Industry Profitability pp. 321-355: Herbert Dawid and Marc Reimann
A Model of Primary and Secondary Waves in Investment Cycles pp. 357-381: Guido Fioretti
Population Learning in a Model with Random Payoff Landscapes and Endogenous Networks pp. 383-408: Giorgio Fagiolo, Luigi Marengo and Marco Valente

Robust Control: A Note on the Timing of Model Uncertainty pp. 209-221: Arnulfo Rodriguez
Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature pp. 223-238: Fidel Gonzalez and Arnulfo Rodriguez
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size pp. 239-255: Emmanuel Dubois, Sandrine Lardic and Valérie Mignon
Can Genetic Algorithms Explain Experimental Anomalies? pp. 257-275: Marco Casari
A Generalized BDS Statistic pp. 277-300: Mariano Matilla-García, R. Queralt, P. Sanz and F. VÁzquez
Berc Rustem and Melendres Howe, Algorithms for Worst-Case Design and Applications to Risk Management. Princeton, NJ: Princeton University Press, 2002. ISBN 0-691-09154-4 pp. 301-304: Robert Tetlow

Uncertainty, Political Preferences, and Stabilization: Stochastic Control Using Dynamic CGE Models pp. 97-116: Seung-Rae Kim
Equilibrium Prices on a Financial Graph pp. 117-157: Paolo Falbo and Rosanna Grassi
On Stochastic Simulation of Forward-Looking Models pp. 159-183: Dag Kolsrud
The Conditional Probability Density Function for a Reflected Brownian Motion pp. 185-207: Dirk Veestraeten

Variations on the Theme of Scarf's Counter-Example pp. 1-19: Alok Kumar and Martin Shubik
Allocating the Cost of Congestion with the Nucleolus pp. 21-33: Gilles Reinhardt
Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process pp. 35-50: S. Dyrting
Analytical Derivates of the APARCH Model pp. 51-57: Sébastien Laurent
A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm pp. 59-75: Javier Pérez
Analytic Derivatives for Linear Rational Expectations Models pp. 77-96: Andrew Blake

Computing Economic Chaos pp. 289-301: Richard H. Day and Oleg V. Pavlov
The Timing of Uncertainty and the Intensity of Policy pp. 303-313: Ruben Mercado
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis pp. 315-324: Luis Gil-Alana
A Practical Method for Explicitly Modeling Quotas and Other Complementarities pp. 325-341: W. Jill Harrison, Mark Horridge, Ken Pearson and Glyn Wittwer
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? pp. 343-377: Alfonso Novales and Javier Pérez
The Numerical Performance of Fast Bootstrap Procedures pp. 379-389: Jean-Francois Lamarche

Using the BACC Software for Bayesian Inference pp. 201-218: William McCausland
Multiscale Analysis of Stock Index Return Volatility pp. 219-237: Enrico Capobianco
Structural Change and the Order of Integration in Univariate Time Series pp. 239-254: Luis Gil-Alana
Asset Price Anomalies under Bounded Rationality pp. 255-269: Emilio Barucci, Roberto Monte and Roberto Renò
Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure pp. 271-288: Andrew Hughes Hallett and Christian Richter

General Equilibrium Tax Policy with Hyperbolic Consumers pp. 105-120: Toke Ward Petersen
A Simulation Model of the Price Bargaining Rules in Vertical Relationships pp. 121-145: J. Duvallet, Alexis Garapin, M. Hollard and D. Llerena
Computing Equilibria in General Equilibrium Models via Interior-point Methods pp. 147-171: Mercedes Esteban-Bravo
On the Computational Complexity of Consumer Decision Rules pp. 173-192: A. Norman, A. Ahmed, J. Chou, A. Dalal, K. Fortson, M. Jindal, C. Kurz, H. Lee, K. Payne, R. Rando, Kevin Sheppard, E. Sublett, J. Sussman and I. White
Gold Price, Neural Networks and Genetic Algorithm pp. 193-200: Sam Mirmirani and H.C. Li