Computational Economics

1993 - 2025

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
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Statistical Properties of a Time-Series-Complexity Measure Applied to Stock Returns pp. 167-87: M A Kaboudan
Portfolio Selection Using the ADELAIS Multiobjective Linear Programming System pp. 189-204: C Zopounidis, D K Despotis and I Kamaratou
A Dynamic Model of Collective Bargaining pp. 205-20: Diane J Reyniers
A Genetic Algorithm Simulation of a Transition Economy: An Application to Insider-Privatization in Croatia pp. 221-43: Sonja Novkovic
A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling pp. 245-63: Carlo Perroni and Thomas Rutherford
Chaos in Foreign Exchange Markets: A Sceptical View pp. 265-81: Chris Brooks

Numerical Analysis of Strategic Contingent Claims Models pp. 3-19: Ronald W Anderson and Cheng Tu
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts pp. 21-40: Sharon Kozicki and Peter Tinsley
Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate pp. 41-51: Basma Bekdache
Modelling Federal Reserve Discount Policy pp. 53-70: Christopher Baum and Meral Karasulu
Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model pp. 71-87: Mario Miranda
A Stochastic Nonlinear Regression Estimator Using Wavelets pp. 89-102: Zuohong Pan and Xiaodi Wang
Wavelet Analysis of Commodity Price Behavior pp. 103-28: Russell Davidson, Walter C Labys and Jean-Baptiste Lesourd
The Path Integral Approach to Financial Modeling and Options Pricing pp. 129-63: Vadim Linetsky

Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction pp. 317-35: Ignacio Olmeda and Eugenio Fernandez
Finite-Sample Adjustments for Homogeneity and Symmetry Tests in Systems of Demand Equations: A Monte Carlo Evaluation pp. 337-51: Francisco Cribari-Neto and Spyros G Zarkos
A Code Archive for Economics and Econometrics pp. 353-57: Dirk Eddelbuttel
Derivative Asset Pricing with Transaction Costs: An Extension pp. 359-76: Stylianos Perrakis and Jean Lefoll
Solving Dynamic Economic Models with Nonconvexities Due to Fixed Costs pp. 377-86: Robert Hussey

A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions pp. 197-229: David Belsley
Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix pp. 231-50: Erricos Kontoghiorghes and Elias Dinenis
Constrained Maximum Likelihood pp. 251-66: Ronald Schoenberg
A Search for Hidden Relationships: Data Mining with Genetic Algorithms pp. 267-77: George G Szpiro
Non-linear Optimization on a Parallel Intel i860 RISC Based Architecture pp. 279-94: J F Ball, R E Dorsey and J D Johnson
Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models pp. 295-316: Max E Jerrell

What Is Computational Economics? pp. 103-05: Hans Amman
Visualisation in the Simulation and Control of Economic Models pp. 107-18: R D Herbert and R D Bell
No Arbitrage between Economies and Correlation Risk Management pp. 119-38: Helyette Geman and Remi Souveton
Algorithms for Finding Repeated Game Equilibria pp. 139-68: Mark B Cronshaw
Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems pp. 169-86: Raouf Boucekkine, Michel Juillard and Pierre Malgrange
Analytical Derivatives for Markov Switching Models pp. 187-94: Jeff Gable, Simon van Norden and Robert Vigfusson

Predicting Index Returns with Morphological Filters pp. 1-14: Antti J Kanto, Eero Kasanen and Vesa Puttonen
A Dynamic Spatial Cournot-Nash Equilibrium Model and an Algorithm pp. 15-45: Byung-Wook Wie and Roger L Tobin
A Homotopy Approach to Solving Nonlinear Rational Expectation Problems pp. 47-65: Mark Jensen
On Incentives and Updating in Agent Based Models pp. 67-87: Scott E Page
Interval Arithmetic for Input-Output Models with Inexact Data pp. 89-100: Max E Jerrell

Functional Search in Economics Using Genetic Programming pp. 275-98: Carl P Schmertmann
SD-Solver: Towards a "Multidirectional" CLP-Based Simulation Tool: Framework and Short Financial Examples pp. 299-315: Christophe Bisière
Checking for Saddlepoint Stability: An Easy Test pp. 317-30: Raouf Boucekkine and Cuong Le van
Features of Multiregional and Intertemporal AGE Modelling with GEMPACK pp. 331-53: W Jill Harrison, Ken Pearson and Alan Powell
The Loss in Efficiency from Using Grouped Data to Estimate Coefficients of Group Level Variables pp. 355-61: Kathleen M Lang and Peter Gottschalk
A Variational Inequality Approach for Marketable Pollution Permits pp. 363-84: Anna Nagurney and Kathy Dhanda

The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions pp. 181-98: David Belsley
Using Algebraic Software to Compute the Moments of Order Statistics pp. 199-213: Corrado Provasi
Collinearity Detection in Linear Regression Models pp. 215-27: Gianfranco Galmacci
Clustering Problems in Optimization Models pp. 229-39: Santosh Kabadi, Katta G Murty and Cosimo Spera
Optimal Experimental Design for Combinatorial Problems pp. 241-55: Selden B Crary and Cosimo Spera
Indirect Estimation of Stochastic Differential Equation Models: Some Computational Experiments pp. 257-74: Carlo Bianchi and Eugene M Cleur

Computing Solutions for Large General Equilibrium Models Using GEMPACK pp. 83-127: W Jill Harrison and Ken Pearson
Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal pp. 129-47: Maria Rosaria D'Esposito and Marilena Furno
Predicting Economic Time Series Using a Nonlinear Deterministic Technique pp. 149-78: Liangyue Cao, Yiguang Hong, Hanzhang Zhao and Shuhui Deng

General Financial Equilibrium Modeling with Policy Interventions and Transaction Costs pp. 3-17: Anna Nagurney and June Dong
A Spectral Algorithm for Pricing Interest Rate Options pp. 19-36: Alexander Eydeland
Neural Networks in the Capital Markets: An Application to Index Forecasting pp. 37-50: Christian Haefke and Christian Helmenstein
A Neural Network Approach to Long-Run Exchange Rate Prediction pp. 51-65: William Verkooijen
Linear Regression versus Backpropagation Networks to Predict Quarterly Stock Market Excess Returns pp. 67-76: Ypke Hiemstra
Neural Network for Predicting the Performance of Credit Card Accounts pp. 77-82: Ilona Jagielska and Janusz Jaworski