Computing in Economics and Finance 2000

From Society for Computational Economics
CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain.
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381: YIELD MANAGEMENT AND PRICING

Kalyan Talluri and G. van Ryzin

380: STOCKING UNDER DYNAMIC CHOICE

Garett van Ryzin and Siddarth Mahajan

378: THE FISCAL COSTS OF DEBT LIMITS

Albert Marcet and Andrew Scott

377: DISEQUILIBRIUM ECONOMICS AND DEVELOPMENT

Fernando Thome and Silvia London

376: BOUNDED RATIONALITY AND ECONOMIC EVOLUTION

Silvia London

372: THE BUDGETARY AND ECONOMIC CONSEQUENCES OF AGEING IN THE NETHERLANDS

Leon Bettendorf, Roel Beetsma and Peter Broer

370: GENETIC DRIFT IN A MODEL WITH STRATEGIC COMPLEMENTARITIES

Jasmina Arifovic

369: STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS

Paul McNelis

368: MODEL UNCERTAINITY AND LIQUIDITY

Stanley E. Zin Bryan R. Routledge

366: CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE

Christian Haefke, Halbert White and Andreas Gottschling

365: INTERGENERATIONAL PERSISTENCE OF INCOME: SOURCES AND POLICY

Carlos Urrutia and Diego Restruccia

364: ASSET PRICES AND BUSINESS CYCLES UNDER MARKET INCOMPLETENESS

Eva Carceles-Poveda

362: A SUITE OF DYNAMIC EQUILIBRIUM PROBLEMS

Kenneth Judd

361: MONETARY POLICY RULES FOR AN OPEN ECONOMY

Nicoletta Batini, Stephen Millard and Richard Harrison

360: BREAK UP THE BOTTLENECK: AN ECONOMIC MODEL OF CHINA' S ELECTRONIC COMMERCE MARKETS AFTER DEREGULATION

Gouking Chen and Mingzhi Li

358: INCREASING THE EFFICIENCY OF ONLINE NEGOTATIONS WITHOUT REVEALING INFORMATION

Bernanrdo A. Huberman, Tad Hogg, Rajan M. Lukose and Eytan Adar

357: THE COMPETITIVE DYNAMICS OF WEB SITES

Sebastian M. Maurer, Eytan Adar and Bernardo A. Huberman

356: ENCOURAGE ONLINE COMPLAINTS: A DUOPOLISTIC MODEL WITH CONSUMERS' INFORMATION EXCHANGE

Mingzhi Li, Dale Stahl and Andrew B. Whinston

355: WHY ARE ASSET RETURNS MORE VOLATILE DURING RECESSIONS? A THEORETICAL EXPLANATION

Monique Ebell

353: ON THE IMPACT OF A TAX REFORM PACKAGE IN PORTUGAL

Pedro Rodrigues and Alfredo Pereira

352: MARRIAGE, FERTILITY AND DIVORCE: A DYNAMIC EQUILIBRIUM ANALYSIS OF SOCIAL POLICY IN CANADA

Nezih Guner and John Knowles

351: OPTIMAL FISCAL POLICY IN A BUSINESS CYCLE MODEL: ALTERNATIVE IDENTIFICATIONS OF THE OPTIMAL EXPOST CAPITAL INCOME TAX RATES

Baltasar Manzano and Jess Ruz

350: SOCIAL SECURITY IN A MODEL WITH ALTRUISTIC BEQUEST AND DIFFERENTIAL LIFETIME UNCERTAINTY AND ABILITY

Luisa Fuster, Selahattin Imrohoroglu and Ayse Imrohoroglu

349: THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL

Wouter Denhaan

348: STATISTICAL MECHANICS OF STYLIZED MODELS OF FINANCIAL MARKETS WITH MANY HETEROGENEOUS ADAPTIVE AGENTS

Matteo Marsili

347: SOLVING LARGE INCOMPLETE MARKETS MODELS BY USING PERTURBATIVE EXPANSIONS

Mico Mrkaic

346: CAPITAL VERSUS LABOR INCOME TAXATION WITH HETEROGENEOUS AGENTS

Jonathan Heathcote and David Domeij

344: CREDIT MARKET RISK AND SMALL FIRM SHARE: A NUMERICAL GENERAL EQUILIBRIUM ANALYSIS

Rajeev Dhawan

342: A SIMPLE OPTION PRICING MODEL WITH HETEROGENEOUS AGENTS

Frank Niehaus

339: NEIGHBORS: A LOCATIONAL MODEL OF HUMAN CAPITAL FORMATION

George McCandless

338: TOWARD AN INTEGRATION OF SOCIAL LEARNING AND INDIVIDUAL LEARNING IN AGENT-BASED COMPUTATIONAL STOCK MARKETS:THE APPROACH BASED ON POPULATION GENETIC PROGRAMMING

Chia-Hsuan Yeh and Shu-Heng Chen

336: SEMIOTIC TOOLS FOR ECONOMIC MODEL BUILDING

Ana Marostica and Fernando Tohmé

335: A STOCHASTIC NEURAL NETWORK FOR FORECASTING FINANCIAL CHAOTIC TIME SERIES: NEW APPROACH

Chokri Slim

334: A NUMERICAL STUDY ON THE EVOLUTION OF PORTFOLIO RULES

Guido Caldarelli, M. Piccioni and Emanuela Sciubba

333: CASH FLOW PLANNING AND OPTIMIZATION THROUGH GENETIC ALGRORITMS

Marco Aurelio Pacheco, Mara Noronha, Marley Vellasco and Carlos Lopes

332: REDUCING FAILURES IN INVESTMENT RECOMMENDATIONS USING GENETIC PROGRAMMING

Jin Li and Edward P. K. Tsang

331: EVALUATION OF FORECASTS PRODUCED BY GENETICALLY EVOLVED MODELS

M. A. Kaboudan

329: ON BARGAINING STRATEGIES IN THE SFI DOUBLE AUCTION TOURNAMENTS: IS GENETIC PROGRAMMING THE ANSWER?

Shu-Heng Chen

328: ON THE EMERGENT PROPERTIES OF ARTIFICIAL STOCK MARKETS: SOME INITIAL EVIDENCES

Shu-Heng Chen, Chung-Chi Liao and Chi-Hsuan Yeh

327: LEARNING AND ADAPTIVE ARTIFICIAL AGENTS: AN ANALYSIS OF EVOLUTIONARY ECONOMIC MODELS

Jie-Shin Lin and Chris Birchenhall

326: MARKET STRUCTURE, PRICE DISCOVERY AND NEURAL LEARNING IN AN ARTIFICIAL FX MARKET

Jing Yang

325: EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM

Frank Westerhoff and Claudia Lawrenz

324: INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL

Taisei Kaizoji

323: EQUILIBRIUM SELECTION IN EVOLUTIONARY BARGAINING MODELS

van D.D.B. Bragt, J. A. La Poutr and E. H. Gerding

322: EMERGENCE OF COORDINATION IN EVOLUTIONARY GAMES

Claudia Lawrenz

321: A MODEL OF BOUNDEDLY RATIONAL CONSUMER CHOICE

Thomas Riechman

320: REQUIEM FOR THE REPRESENTATIVE CONSUMER? AGGREGATE IMPLICATIONS OF MICROECONOMIC CONSUMPTION BEHAVIOR

Christopher Carroll

319: ASSET PRICES AND BUSINESS CYCLES UNDER LIMITED COMMITMENT

Juha Seppala

318: ENDOGENOUS CREDIT CONSTRAINTS AND HUMAN CAPITAL FORMATION

Alexander Monge-Naranjo and Lance Lochner

317: HEDGING HOUSE PRICE RISK WITH INCOMPLETE MARKETS

Joao Cocco