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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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245: THE CHAOS DEGREE OF BOTH SHENZHEN AND SHANGHAI STOCK MARKETS AND ITS CONTROLLING METHODS
Song Xuefeng and Gu Shiqing
242: OPTIMAL FISCAL POLICY WITH RATIONING IN THE LABOR MARKET
Arantza Gorostiaga
241: DETECTION OF STRUCTURAL CHANGE IN ECONOMICAL TIME SERIES
M. Yarmohammadi
240: INFORMATION, TECHNOLOGY, EMBODIMENT AND GROWTH
Raouf Boucekkine
239: LEARNING AND ENDOGENOUS SCRAPPING IN THE MACHINE REPLACEMENT MODEL Downloads
Juan Ruiz and João Ejarque
238: ANALYTICAL AND NUMERICAL METHODS FOR THE ANALYSIS OF VINTAGE CAPITAL MODELS IN CONTINUOUS TIME
Luis Puch
237: SENSITIVITY OF DYNAMIC OPTIMAL PORTFOLIO INVESTMENTS BY SIMULATION
Iwona Konarzewska
235: AN ANALYTICAL METHOD TO CALCULATE THE ERGODIC AND DIFFERENCE MATRICES OF THE DISCOUNTED MARKOV DECISION PROCESSES Downloads
Jan Kaluski
234: ON A COMPLEX MICROECONOMICAL MODEL FOR THE OPTIMAL CONTROL OF A CONCERN Downloads
Susanne Winderl
233: A MARKOVIAN APPROXIMATED SOLUTION TO A PORTFOLIO MANAGEMENT PROBLEM Downloads
Jacek Krawczyk
230: ADAPTIVE SYSTEM OF THE CREDITWORTHINESS EVALUATION CONSTRUCTED ON THE BASIS OF ARTIFICIAL NEURAL NETWORKS
Dorota Witkowska
228: A STOCHASTIC VOLATILITY MODEL WITH LONG MEMORY FOR OPTION PRICING
V.V. Anh and C.N. Nguyen
Z226: IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE Downloads
Catherine Kyrtsou and Michel Terraza
225: THE BLANCHARD AND KAHN' S CONDITIONS IN MACRO-ECONOMETRIC MODELS WITH PERFECT FORESIGHT Downloads
Jean-Pierre Laffargue
224: A STOCHASTIC CARTEL MARKET PROCESS Downloads
Armin Haas
Z223: REINFORCEMENT LEARNING AND COORDINATION IN NONSTATIONARY ENVIRONMENT: THE EL FAROL PROBLEM
Anna Maria Bell
223: A MULTIVARIATE GARCH MODEL FOR EXCHANGE RATES IN THE US, GERMANY AND JAPAN Downloads
Lei Ren and Wolfgang Polasek
221: NONLINEAR DYNAMIC MODELS AND NUMERICAL SOLUTION TECHNIQUES: REPRESENTATION OF INNOVATIONS IN THE MODEL OF REGIONAL DEVELOPMENT Downloads
Vladimir Gurman and Elena Ryumina
218: EXPECTATIONS OF LEARNING AGENTS AND STABILITY OF PERFECT FORESIGHT EQUILIBRIA IN DISCRETE TIME DYNAMIC ECONOMIC MODELS
Domenico Colucci and Vincenzo Valori
217: GLOBAL DYNAMICS IN MACROECONOMICS: A GENERAL EQUILIBRIUM EXAMPLE Downloads
Pedro Gomis-Porqueras
216: THE PROBLEM OF BACKWARD DYNAMICS IN ECONOMICS
Alfredo Medio
215: PERIODIC SOLUTIONS AS FIRST-BEST PATHS IN THE AGGREGATIVE MODEL OF GROWTH
Pietro Senesi and Giancarlo Marini
214: ON PAYING-AS-YOU-GO IN AN EXPLICIT OVERLAPPING GENERATIONS MODEL
Marji Lines and Monica Cantarutti
213: GROWTH WITH TECHNICAL CHANGE AND HUMAN CAPITAL: TRANSITION DYNAMICS VERSUS STEADY STATE PREDICTIONS
Fidel Perez and Chris Papageorgiou
212: THE IMPACT OF CAPITAL AND INCOME RISK ON LONG-RUN GROWTH Downloads
Christiane Clemens
211: MICROSCOPIC REPLICATOR DYNAMICS
Akira Namatame and Saori Iwanaga
Z209: THE RANGE INTER-EVENT PROCESS IN A SYMMETRIC BIRTH DEATH RANDOM WALK
Charles S. Tapiero
209: IMPACT OF BUYER SEARCH COSTS ON SELLERS STRATEGIES: SIMULATION OF AN INTERNET AGENT-BASED MARKET
Paraschiv Corina, Mathieu Latourette and Laurent Deveaux
208: LEARNING TO BE LEADER
Christophe Deissenberg and F. Lvarez
207: EXPLOITING MODEL STRUCTURE IN NUMERICALLY SOLVING MACRODYNAMICS
Ric D. Herbert and Peter J. Stemp
204: ON THE COMPUTATION OF VALUE CORREPONDENCES OF DYNAMIC GAMES
Sevin Yeltekin and Chris Sleet
203: THE PERFORMANCE OF FORECAST-BASED MONETARY POLICY RULES UNDER MODEL UNCERTAINTY
Andrew Levin, Volker Wieland and John Williams
202: THE FED IS NOT AS IGNORANT AS YOU THINK
Robert Tetlow
201: MONETARY AUTHORITIES' FORECASTS AND THE INFLATION TARGETING MONETARY POLICY
Vincenzo Valori and Emilio Barucci
200: THE IMPLICATIONS OF PARAMETER UNCERTAINTY FOR FISCAL PLANNING
Doug Hostland and David Dupuis
199: THE TRANSITIONAL DYNAMICS OF FISCAL POLICY; LONG-RUN CAPITAL ACCUMULATION AND GROWTH Downloads
Stephen J Turnovsky
198: A DYNAMIC NON-TATONNEMENT MACROECONOMIC MODEL WITH STOCHASTIC RATIONING Downloads
Luca Colombo, G. Weinrich and F. Bignami
197: FISCAL/MONETARY POLICY AND THE PRICE LEVEL IN AN OPEN ECONOMY
Peter Mikek
196: MONETARY POLICY, MULTIPLE EQUILIBRIA AND HYSTERESIS EFFECTS ON THE LABOR MARKET
Willi Semmler and Alfred Greiner
195: DIFFUSION PROCESSES FOR ASSET PRICES UNDER BOUNDED RATIONALITY
Roberto Monte and Emilio Barucci
191: SPILLOVER EFFECTS, ADAPTIVE LEARNING AND LONG RUN MARKET SHARES
Herbert Dawid, Michael Kopel and Gian Italo Bischi
190: DYNAMIC PROGRAMMING AND SOCIAL LEARNING VIA REPLICATOR DYNAMICS
Erdem Basci
188: STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA
Cars Hommes
187: A SIMPLE ESTIMATED EURO AREA MODEL WITH RATIONAL EXPECTATIONS AND NOMINAL RIGIDITIES Downloads
Günter Coenen and Volker Wieland
186: OPTIMAL MONETARY POLICY IN AN OPEN ECONOMY
Raf Wouters and Frank Smets
184: AN ENCOMPASSING FRAMEWORK FOR EVALUATING SIMPLE MONETARY POLICY RULES Downloads
Karen Dury, Ray Barell and Ian Hurst
183: LEARNING, UNCERTAINTY AND CENTRAL BANK ACTIVISM IN AN ECONOMY WITH STRATEGIC INTERACTIONS Downloads
Martin Ellison and Natacha Valla
Z182: A NONPARAMETRIC APPROACH TO PRICING AND HEDGING OPTIONS VIA GENETIC REGRESSIONS
N.K. Chidambaran
182: MITIGATION OF THE LUCAS CRITIQUE WITH STOCHASTIC CONTROL METHODS
Hans Amman and David Kendrick
181: PROBING POTENTIAL OUTPUT: MONETARY POLICY, CREDIBILITY AND OPTIMAL LEARNING UNDER UNCERTAINTY Downloads
James Yetman
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