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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.
Contact information at EDIRC.

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316: EXHUMING Q: MARKET POWER VERSUS CAPITAL MARKET IMPERFECTIONS
João Ejarque and Russell Cooper
315: DO ADJUSTMENT COSTS EXPLAIN INVESTMENT-CASH FLOW INSENSITIVITY? Downloads
Sangeeta Pratap
313: THE WELFARE COST OF MARKET INCOMPLETENESS: OPTIMAL FINANCIAL CONTRACTS WITH NON-ENFORCEABILITY CONSTRAINTS
Thomas Cooley Vincenzo Quadrini and Ramon Marimon
311: SOCIAL SECURITY REFORM THROUGH INCREASES IN THE STATUTORY ENTITLEMENT AGES FOR OLD AGE INSURANCE: OPTIMAL MAGNITUDE AND TIMING
Serdar Sayan and Gonul Turhan-Sayan
310: COMPUTING HIGHER MOMENTS IN THE LINEAR-QUADRATIC-EXPONENTIAL-GAUSSIAN OPTIMAL CONTROL PROBLEM
Baoline Chen
309: EVALUATING REAL BUSINESS CYCLE MODELS USING LIKELIHOOD METHODS Downloads
John Landon-Lane
308: BEYOND NEWTON: ROBUST METHODS FOR SOLVING LARGE NONLINEAR MODELS IN TROLL Downloads
Peter Hollinger
306: OPTIMAL MONETARY POLICY IN A MODEL WITH HABIT FORMATION
Jeffrey Fuhrer
304: MEDIUM TERM DYNAMICS IN A RATIONAL EXPECTATION MODEL WITH VINTAGE CAPITAL AND APPROPRIABILITY Downloads
Stphane Des Loic Cadiou and Jean-Pierre Laffargue
303: MONETARY POLICY IN AN ESTIMATED OPTIMIZATION-BASED MODEL WITH STICKY PRICES AND WAGES Downloads
Thomas Laubach
302: MONETARY POLICY ATTENUATION AS ROBUST RESPONSE TO MISSPECIFIED DYNAMICS IN A FORWARD LOOKING MODEL
Peter von zur Muehlen
301: HETEROGENEOUS EXPECTATIONS AND MARKET DYNAMICS: A NON-LINEAR VERSION
Sang Joon Baak
300: EVOLUTION OF BELIEFS AND THE OPTIMALITY OF MONETARY POLICY RULES
Fabio Scacciavillani and Jasmina Arifovic
299: LEARNING-INDUCED SECURITIES PRICE VOLATILITY
Peter Bossaerts
297: PORTFOLIO CHOICE AND LIQUIDITY CONSTRAINTS Downloads
Alexander Michaelides Michael Haliassos
296: ASSET PRICE DYNAMICS AND AGGREGATION
M Pesaran
295: PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES
J. Huston McCulloch
294: TESTING THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES IN THE PRESENCE OF A POTENTIAL REGIME SHIFT Downloads
Markku Lanne
293: THE TERM STRUCTURE OF EXPECTED INFLATION
Sharon Kozicki
289: HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION Downloads
Manfred Gilli
288: A TWO-FACTOR MODEL OF DANISH MORTGAGE LOANS
Rolf Poulsen Soren S. Nielsen
287: THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS
Nadima El-Hassan Carl Chiarella and Adam Kucera
286: PARALLEL MONTE CARLO METHODS FOR SECURITY PRICING
Giorgio Pauletto
284: THE EVOLUTION OF INDUSTRIAL CLUSTERS- SIMULATING SPATIAL DYNAMICS Downloads
Thomas Brenner
282: FINANCIAL FRAGILITY, PATTERNS OF FIRMS' ENTRY AND EXIT AND AGGREGATE DYNAMICS Downloads
Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner
281: SIMFIRMS - SIMULATING THE SPATIAL DEMOGRAPHY OF FIRMS, WITH AN APPLICATION IN THE NETHERLANDS Downloads
Leo van Wissen and Max Keilbach
279: COLLECTIVE ACTION, FREE RIDING AND EVOLUTION Downloads
Juan D. Montoro-Pons
278: A NOTE ON AGENT-BASED IMPERFECT COMPETITION
Xavier Vilà and Francesc Rocher
277: TOWARDS A NEW EXPERIMENTAL ECONOMICS: COMPLEX BEHAVIOUR IN BARGAINING Downloads
Adolfo Lopez-Paredes and Cesreo Hernndez Iglesias
276: A DECENTRALIZED AGENT-BASED PLATFORM FOR AUTOMATED TRADE AND ITS SIMULATION Downloads
Erich Kutschinski, Thomas Uthmann and Daniel Polani
275: COMPUTATIONAL APPROACH TO ORGANIZATIONAL DESIGN Downloads
Alexander Arenas, Roger Guimera, Joan R. Alabart, Hans-Joerg Witt and Albert Diaz-Guilera
274: SPATIAL RESTRICTIONS AND COALITION FORMATION: A COMPUTATIONAL APPROACH Downloads
Benjamin Alamar
273: SELF-ORGANIZING PRODUCTION AND EXCHANGE Downloads
Allen Wilhite
272: WAS HAYEK AN ACE? Downloads
Nicolaas Vriend
271: SELF-ORGANIZED CRITICAL EVOLUTION IN ECONOMIC SYSTEMS THAT DISPLAY LOCAL COMPLEMENTARITIES Downloads
Alexander Arenas, Fernando Vega-Redondo, Conrad J. Perez and Albert Diaz-Guilera
270: ROAD RAGE: IMITATIVE LEARNING OF SELF-DESTRUCTIVE BEHAVIOR IN AN AGENT-BASED SIMULATION Downloads
Roger McCain
269: A THEORY OF CORRUPTION
Rajesh Chakrabarti
267: COMPUTABILITY AND THE LOCAL THEORY OF VARIATION
Kislaya Prasad
266: UNDECIDABLE ECONOMIC DYNAMICS
K. Vela Velupillai
261: COMPUTING TRADITIONS
Felipe Cucker
260: COMPUTABLE DEMAND
Marcel Richter and Kam-Chau Wong
259: GAUSS PROGRAMMING FOR ECONOMETRICIANS AND FINANCIAL ANALYSTS
Khuan-Pin Lin
258: VISUALISING A FORWARD-SHOOTING SOLUTION FOR THE COMPUTATION OF MODEL DYNAMICS USING MATLAB
Ric D. Herbert and Peter J. Stemp Rod D. Bell
257: A SERIES SOLUTION TO A SECOND-ORDER QUASI-LINEAR PDE USING MATHEMATICA
Mark Fisher
255: RECOVERING LOCAL VOLATILITY FUNCTIONS OF FORWARD LIBOR RATES Downloads
Grace Kuan
254: ESTIMATING THE ACCURACY OF NUMERICAL SOLUTIONS TO DYNAMIC OPTIMIZATION PROBLEMS Downloads
Michael Reiter
253: MACROECONOMIC EFFECTS OF SECTORAL SHOCKS IN US, UK AND GERMANY: A BVAR-GARCH-M APPROACH
Gianluigi Pelloni and Wolfgang Polasek
250: OPTIMIZED SEARCH HEURISTICS
Helena Ramalhinho
248: MODELING AND ESTIMATION OF THE INVESTMENT AND BUDGET POLICY IN WESTERN SIBERIA REGIONS
Natalia Khorunzhina
246: SIMULATING COMPUTABLE OVERLAPPING GENERATIONS MODELS WITH TROLL
Frédéric Docquier and Philippe Ligeois
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