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 22, issue 2, 2003

Editor's Preface pp. 111-112

David Belsley

An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models pp. 113-138

Carl Chiarella, Mark Craddock and Nadima El-Hassan

A Potential-Field Approach to Financial Time Series Modelling pp. 139-161

S. Borovkova, H. Dehling, J. Renkema and H. Tulleken

Different Phases in a Supermarket Chain Network: An Application of an Ising Model on Soap Froth pp. 163-172

Kwok Szeto and Chiwah Kong

Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion pp. 173-186

Luigi De Cesare, Andrea Di Liddo and Stefania Ragni

Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market pp. 187-212

Christian de Peretti

Asset Price Dynamics among Heterogeneous Interacting Agents pp. 213-223

Carl Chiarella, Mauro Gallegati, Roberto Leombruni and Antonio Palestrini

Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data pp. 225-253

P. Swamy, I-Lok Chang, Jatinder Mehta and George Tavlas

Traders' Long-Run Wealth in an Artificial Financial Market pp. 255-272

Marco Raberto, Silvano Cincotti, Sergio Focardi and Michele Marchesi

Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis pp. 273-284

Armin Shmilovici, Yael Alon-Brimer and Shmuel Hauser

A Simulation Framework for Heterogeneous Agents pp. 285-301

David Meyer, Alexandros Karatzoglou, Friedrich Leisch, Christian Buchta and Kurt Hornik

Volume 22, issue 1, 2003

An Information Theoretic Approach to Estimation in the Case of Multicollinearity pp. 1-22

Marco van Akkeren

Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses pp. 23-38

Luis Gil-Alana

Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions pp. 39-63

Enrico Gerding, David van Bragt and Han La Poutré

Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series pp. 65-74

Luis Gil-Alana

Green Tax Reforms and Computational Economics A Do-it-yourself Approach pp. 75-109

Christoph Böhringer, Wolfgang Wiegard, Collin Starkweather and Anna Ruocco

Volume 21, issue 3, 2003

Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression pp. 195-202

Sean Holly, Paul Turner and Melvyn Weeks

Exploiting Model Structure to Solve the Dynamics of a Macro Model pp. 203-207

Ric Herbert and Peter Stemp

Modeling Exchange Rate Behavior with a Genetic Algorithm pp. 209-229

C. Lawrenz and Frank Westerhoff

A New Demand-Supply Decomposition Method for a Class of Economic Equilibrium Models pp. 231-243

W. Chung, J. Fuller and Y. Wu

Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations pp. 245-256

Ray Fair

Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series pp. 257-276

Catherine Kyrtsou and Michel Terraza

Econometric and Statistical Computing Using Ox pp. 277-295

Francisco Cribari-Neto and Spyros Zarkos

Volume 21, issue 1_2, 2003

Editor's Preface pp. 1-2

David Belsley

Estimation of VAR Models: Computational Aspects pp. 3-22

Paolo Foschi and Erricos Kontoghiorghes

Time Series Simulation with Quasi Monte Carlo Methods pp. 23-43

Jenny X. Li and Peter Winker

Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem pp. 45-64

Baoline Chen and Peter Zadrozny

Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S.: A VAR-GARCH-M Approach pp. 65-85

Gianluigi Pelloni and Wolfgang Polasek

Two Models of Information Costs Based on Computational Complexity pp. 87-105

Mario Eboli

Self-Organizing Production and Exchange pp. 107-123

Allen Wilhite

Optimal Product Lifecycle and Partial Information with Active Learning pp. 125-136

Arik Sadeh

A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules pp. 137-151

Juan D. Montoro-Pons and Francisco Garcia-Sobrecases

Computational Tools for the Analysis of Market Risk pp. 153-172

Alberto Su·rez and Santiago Carrillo

Modeling Expectations with GENEFER -- an Artificial Intelligence Approach pp. 173-194

Eric Ringhut and Stefan Kooths

Volume 21, issue 1, 2003

Editor's Preface pp. 1-2

David Belsley

Estimation of VAR Models Computational Aspects pp. 3-22

Paolo Foschi and Erricos Kontoghiorghes

Time Series Simulation with Quasi Monte Carlo Methods pp. 23-43

Jenny Li and Peter Winker

Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem pp. 45-64

Baoline Chen and Peter Zadrozny

Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach pp. 65-85

Gianluigi Pelloni and Wolfgang Polasek

Two Models of Information Costs Based on Computational Complexity pp. 87-105

Mario Eboli

Self-Organizing Production and Exchange pp. 107-123

Allen Wilhite

Optimal Product Lifecycle and Partial Information with Active Learning pp. 125-136

Arik Sadeh

A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules pp. 137-151

Juan Montoro-Pons and Francisco Garcia-Sobrecases

Computational Tools for the Analysis of Market Risk pp. 153-172

Alberto Suárez and Santiago Carrillo

Modeling Expectations with GENEFER – an Artificial Intelligence Approach pp. 173-194

Eric Ringhut and Stefan Kooths

Volume 20, issue 3, 2002

Inverting the Hodrick-Prescott Filter pp. 117-38

John Landon-Lane

Axelrod Meets Cournot: Oligopoly and the Evolutionary Metaphor pp. 139-56

Huw Dixon, Steven Wallis and Scott Moss

Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors pp. 157-76

Chris Brooks and Alistair G Rew

Local Search Techniques for Constrained Portfolio Selection Problems pp. 177-90

Andrea Schaerf

Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks pp. 191-210

Andreas S Andreou, Efstratios F Georgopoulos and Spiridon D Likothanassis

Volume 20, issue 1-2, 2002

Solving Linear Rational Expectations Models pp. 1-20

Christopher Sims

Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients pp. 21-55

Lawrence Christiano

System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations pp. 57-86

Robert King and Mark Watson

Production, Growth and Business Cycles: Technical Appendix pp. 87-116

Robert King, Charles Plosser and Sergio Rebelo