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?

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

John Landon-Lane

308: BEYOND NEWTON: ROBUST METHODS FOR SOLVING LARGE NONLINEAR MODELS IN TROLL

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

Stphane Des Loic Cadiou and Jean-Pierre Laffargue

303: MONETARY POLICY IN AN ESTIMATED OPTIMIZATION-BASED MODEL WITH STICKY PRICES AND WAGES

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

Alexander Michaelides Michael Haliassos

296: ASSET PRICE DYNAMICS AND AGGREGATION

Mohammad 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

Markku Lanne

293: THE TERM STRUCTURE OF EXPECTED INFLATION

Sharon Kozicki

289: HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION

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

Thomas Brenner

282: FINANCIAL FRAGILITY, PATTERNS OF FIRMS' ENTRY AND EXIT AND AGGREGATE DYNAMICS

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

Leo van Wissen and Max Keilbach

279: COLLECTIVE ACTION, FREE RIDING AND EVOLUTION

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

Adolfo Lopez-Paredes and Cesreo Hernndez Iglesias

276: A DECENTRALIZED AGENT-BASED PLATFORM FOR AUTOMATED TRADE AND ITS SIMULATION

Erich Kutschinski, Thomas Uthmann and Daniel Polani

275: COMPUTATIONAL APPROACH TO ORGANIZATIONAL DESIGN

Alexander Arenas, Roger Guimera, Joan R. Alabart, Hans-Joerg Witt and Albert Diaz-Guilera

274: SPATIAL RESTRICTIONS AND COALITION FORMATION: A COMPUTATIONAL APPROACH

Benjamin Alamar

273: SELF-ORGANIZING PRODUCTION AND EXCHANGE

Allen Wilhite

272: WAS HAYEK AN ACE?

Nicolaas Vriend

271: SELF-ORGANIZED CRITICAL EVOLUTION IN ECONOMIC SYSTEMS THAT DISPLAY LOCAL COMPLEMENTARITIES

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

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

Grace Kuan

254: ESTIMATING THE ACCURACY OF NUMERICAL SOLUTIONS TO DYNAMIC OPTIMIZATION PROBLEMS

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