Computational Economics

1993 - 2025

Current editor(s): Hans Amman

From:
Springer
Society for Computational Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies pp. 173-199: Siu Leung and Shih-Ti Yu
Solving and Estimating Dynamic Models under Rational Expectations pp. 201-221: Fabrice Collard, Patrick Fève and Corinne Perraudin
The Power of Tests for Non-Linearity: The Escribano–Pfann Model pp. 223-226: Steven Cook, Sean Holly and Paul Turner
Decomposing Simulation Results with Respect to Exogenous Shocks pp. 227-249: W. Jill Harrison, Mark Horridge and Ken Pearson
Optimal Sequence of Inter-Generational Borrowing and Lending Leading to Escape from the Poverty Trap through an Invisible Hand pp. 251-272: Mehrdaad Ghorashi
On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable pp. 273-289: Simon Peters and Andrew Chesher

Empirical Game Theoretic Models: Computational Issues pp. 3-24: Olivier Armantier and Jean-Francois Richard
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption pp. 25-57: Michael Binder, Mohammad Pesaran and Hossein Samiei
A Test for Strong Hysteresis pp. 59-78: Laura Piscitelli, Rod Cross, Michael Grinfeld and Harbir Lamba
A Wavelet-Based Nonparametric Estimator of the Variance Function pp. 79-87: Zuohong Pan and Xiaodi Wang
Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints pp. 89-106: Erricos Kontoghiorghes
Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications pp. 107-43: J Galindo and P Tamayo
Computing Equilibria in Stochastic Finance Economies pp. 145-72: Felix Kubler and Karl Schmedders

Average Interest Rate Caps pp. 183-96: Terry H F Cheuk and Ton Vorst
A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress pp. 197-218: Constantin Zopounidis and Michael Doumpos
Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation pp. 219-35: Saeed Moshiri, Norman E Cameron and David Scuse
Production Games under Uncertainty pp. 237-53: Maria Sandsmark
Learning-by-Doing under Uncertainty pp. 255-62: Francisco Alvarez Gonzalez and Hans Amman
Should Macroeconomic Policy Makers Consider Parameter Covariances? pp. 263-67: Hans Amman and David Kendrick

Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax pp. 1-46: Thomas Rutherford
Dense and Sparse Matrix Classes Using the C++ Standard Template Library pp. 47-68: Soren S Nielsen
Mathematica as an Environment for Doing Economics and Econometrics pp. 69-87: David Belsley
Display and Interactive Languages for the Internet: HTML, PDF, and Java pp. 89-107: Dirk Eddelbuttel and William Goffe
A C++ Platform for the Evolution of Trade Networks pp. 109-34: David McFadzean and Leigh Tesfatsion
C for Econometricians pp. 135-49: Francisco Cribari-Neto
Programming Languages in Economics pp. 151-81: David Kendrick and Hans Amman

Off-Line Computation of Stackelberg Solutions with the Genetic Algorithm pp. 201-09: Thomas Vallee and Tamer Basar
Approximated Distributions of Sampling Inequality Indices pp. 211-26: Paola Palmitesta, Corrado Provasi and Cosimo Spera
Numerical Solution of an Endogenous Growth Model with Threshold Learning pp. 227-47: Baoline Chen
Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods pp. 249-63: Chris Brooks
A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK pp. 265-87: Ron Wendner

Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm pp. 103-15: Ralf Ostermark
Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs pp. 117-45: Jussi Keppo and Samu Peura
The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test pp. 147-62: Chris Brooks and Saeed M Heravi
A New Convergence Theorem for Successive Overrelaxation Iterations pp. 163-75: Andrew Hughes Hallett and Laura Piscitelli
One Dimensional SDE Models, Low Order Numerical Methods and Simulation Based Estimation: A Comparison of Alternative Estimators pp. 177-97: Eugene M Cleur and Piero Manfredi

Optimal Nonlinear Income Taxation with a Two-Dimensional Population; A Computational Approach pp. 1-16: Ritva Tarkiainen and Matti Tuomala
A Nonrecursive Solution Method for the Linear-Quadratic Optimal Control Problem with a Singular Transition Matrix pp. 17-23: Jurgen Ehlgen
On Optimal Design of Treasury Bonds pp. 25-39: Rosella Giacometti
Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs pp. 41-60: James Bullard and John Duffy
Symplectic Methods for the Solution to Riccati Matrix Equations Related to Macroeconomic Models pp. 61-91: Guiomar Martin-Herran
On the Tradeoff between Computational Simplicity and Asymptotic Properties in Multivariate Probit pp. 93-101: Ayal Kimhi

The Nonconvexities Problem in Adaptive Control Models: A Simple Computational Solution pp. 203-22: Marco P Tucci
ASPEN: A Microsimulation Model of the Economy pp. 223-41: N Basu, R Pryor and T Quint
Econometric Estimation of a Continuous Time Macroeconomic Model of the United Kingdom with Segmented Trends pp. 243-54: K B Nowman
Front-Tracking Finite Difference Methods for the Valuation of American Options pp. 255-73: K N Pantazopoulos, E N Houstis and S Kortesis
Atomic Decomposition of Financial Data pp. 275-93: Seth Greenblatt

Bubbles and Market Crashes pp. 97-114: Michael Youssefmir, Bernardo A Huberman and Tad Hogg
Comparative Dynamics in Perfect-Foresight Models pp. 115-24: Lex Meijdam and Marijn Verhoeven
Teaching Macroeconomics with GAMS pp. 125-49: Ruben Mercado, David Kendrick and Hans Amman
An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium pp. 151-69: Lihua Wu and Yuyun Wang
Nonlinear versus Linear Learning Devices: A Procedural Perspective pp. 171-91: Emilio Barucci and Leonardo Landi
Running the Economy: A Review of the Internet-Based Fairmodel pp. 193-200: Mark A Roscam Abbing

The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes pp. 1-24: John Q Cheng and Michael Wellman
On the Hicksian Laws of Comparative Statics for the Hicksian Case: The Path-Following Approach Using an Alternative Homotopy pp. 25-33: Takashi Shiomura
Simulating the Madness of Crowds: Price Bubbles in an Auction-Mediated Robot Market pp. 35-59: Ken Steiglitz and Daniel Shapiro
Computationally Convenient Distributional Assumptions for Common-Value Auctions pp. 61-78: Michael Gordy
Implementing the Double Bootstrap pp. 79-95: B McCullough and Hrishikesh Vinod