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

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

Jan Kaluski

234: ON A COMPLEX MICROECONOMICAL MODEL FOR THE OPTIMAL CONTROL OF A CONCERN

Susanne Winderl

233: A MARKOVIAN APPROXIMATED SOLUTION TO A PORTFOLIO MANAGEMENT PROBLEM

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

Catherine Kyrtsou and Michel Terraza

225: THE BLANCHARD AND KAHN' S CONDITIONS IN MACRO-ECONOMETRIC MODELS WITH PERFECT FORESIGHT

Jean-Pierre Laffargue

224: A STOCHASTIC CARTEL MARKET PROCESS

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

Lei Ren and Wolfgang Polasek

221: NONLINEAR DYNAMIC MODELS AND NUMERICAL SOLUTION TECHNIQUES: REPRESENTATION OF INNOVATIONS IN THE MODEL OF REGIONAL DEVELOPMENT

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

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

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

Stephen J Turnovsky

198: A DYNAMIC NON-TATONNEMENT MACROECONOMIC MODEL WITH STOCHASTIC RATIONING

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

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

Karen Dury, Ray Barell and Ian Hurst

183: LEARNING, UNCERTAINTY AND CENTRAL BANK ACTIVISM IN AN ECONOMY WITH STRATEGIC INTERACTIONS

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

James Yetman