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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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180: INFLATION TARGETING UNDER POTENTIAL OUTPUT UNCERTAINTY
Benjamin Hunt
Z178: SIMULATION OF NON-LINEAR MODELS: TESTING THE APPROXIMATION
Fabrice Collard, Patrick Fve and Michel Juillard
178: INGENUE, A MULTI-REGIONAL OVERLAPPING GENERATIONS MODEL
V. Touz Group INGENUE, Régis Breton, Rabah Arezki, Michel Juillard, M. Aglietta, J. LeCacheux, J. Fayolle, C. Lacu and B. Rzepkowski
176: NONLINEAR STOCHASTIC DYNAMICS FOR SUPPLY COUNTERFEITING IN MONOPOLISTIC MARKETS
Marco Corazza and Marco Corazza
Z175: SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS Downloads
Giulia Iori
175: SEARCH IN ARTIFICIAL LABOUR MARKETS: A SIMULATION STUDY
Massimo Daniele Sapienza Magda Fontana
174: INFORMATION TECHNOLOGY AND THE VERTICAL ORGANIZATION OF INDUSTRY Downloads
Christoph Schlueter-Langdon
173: SUM: A SURPRISING (UN)REALISTIC MARKET - BUILDING A SIMPLE STOCK MARKET STRUCTURE WITH SWARM Downloads
Pietro Terna
172: STABILIZATION OF TAG-MEDIATED INTERACTION BY SEXUAL REPRODUCTION IN AN EVOLUTIONARY AGENT SYSTEM
F. Alkemade, J.A. La Poutre and David van Bragt
171: SIMULATION OF COALITION FORMATION WITH HETEROGENEOUS AGENTS BY SWARM
Davide Fiaschi, Pier Mario Pacini and Nicolás Garrido
170: FOUNDATIONAL PROBLEMS OF SIMULATION APPROACHES TO ECONOMICS EXEMPLIFIED THROUGH SWARM MODELS
Charlotte Bruun
169: TECHNICAL TRADING VERSUS MARKET EFFICIENCY-A GENETIC PROGRAMMING APPROACH
J.P. Marney, H. Tarbert and C. Fyfe
167: KERNEL DISCRIMINATION OF TIME SERIES DATA
Rahim Chiniparadaz
161: APPLICATIONS OF PUBLIC GLOBAL OPTIMIZATION SOFTWARE TO DIFFICULT ECONOMETRIC FUNCTIONS Downloads
Max Jerrell
160: A COMPARATIVE STUDY OF ALTERNATIVE ECONOMETRIC PACKAGES: AN APPLICATION TO ITALIAN DEPOSIT INTEREST RATES Downloads
Riccardo De Bonis and Giuseppe Bruno
159: SEMIPARAMETRIC REPRESENTATION OF A GENERALIZED STOCHASTIC VOLATILITY MODEL AND HIDDEN MARKOV APPROXIMATION
Henry Z. Li
158: TESTING FOR PARAMETER INSTABILITY IN GARCH MODELS
Guillermo Llorente and J. del Hoyo
157: SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES
Lynda Khalaf, Jean-Franois Bilodeau and Jean-Daniel Saphores
155: UNIT ROOTS AND MULTIPLE STRUCTURAL BREAKS IN REAL OUPUT: HOW LONG DOES AN ECONOMY REMAIN STATIONARY?
Antonio Noriega
154: AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION Downloads
David Belsley
153: RANK TEST BASED MATRIX PERTURBATION THEORY
Zaka Ratsmalahelo
152: NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES
Paolo Foschi and Erricos Kontoghiorghes
151: TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS Downloads
Peter Winker and Jenny Li
150: FILTERING WITH WAVELETS MAY BE WORSE THAN YOU THINK Downloads
Ignacio Olmeda and Eugenio Fernndez
148: WAVELET-BASED ESTIMATION PROCEDURES FOR SEASONAL LONG-MEMORY MODELS Downloads
Brandon Whitcher
147: VALUE AT RISK INCORPORATING DYNAMIC PORTFOLIO MANAGEMENT Downloads
Stephen Lawrence
146: AGGREGATION OF DEPENDENT RISKS WITH MARGINALS IN JOHNSON SYSTEM AND GIVEN CORRELATION MATRIX
Paola Palmitesta and Corrado Provasi
145: ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK
Herman van Dijk, Luc Bauwens and Charles Bos
144: COMPUTATIONAL TOOLS FOR THE ANALYSIS OF MARKET RISK Downloads
Alberto Suarez and Santiago Carrillo
143: BLOCK PARALLEL ALGORITHMS FOR SOLVING THE GENERAL LINEAR MODEL
Erricos Kontoghiorghes and Berc Rustem
142: A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES
Gary Anderson
141: SAMPLE SELECTION PROBLEMS IN A MACROECONOMETRIC MODEL CONTEXT -- SOME FURTHER RESULTS
György Barabas and Ullrich Heilemann
140: A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS
Ana-Maria Fuertes, Maria-Teresa Perez and Jerry Coakley
138: FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS
Uwe Hassler, Francesc Marmol and Carlos Velasco
137: SEMIVARIOGRAM ESTIMATION AND PANEL DATA STRUCTURE IN SPATIAL MODELS Downloads
Theophile Azomahou
134: PREDICTING UK BUSINESS CYCLE REGIMES Downloads
Chris R. Birchenhall, Marianne Sensier and Denise Osborn
Z133: IPOS AND THE GROWTH OF FIRMS Downloads
Gian Luca Clementi
133: ESTIMATED U.S. MANUFACTURING CAPITAL AND PRODUCTIVITY BASED ON AN ESTIMATED DYNAMIC ECONOMIC MODEL
Baoline Chen and A. Zadrozny
132: THIS IS WHAT THE LEADING INDICATORS LEAD Downloads
Maximo Camacho and Gabriel Perez-Quiros
131: BIFURCATION METHODS FOR ASSET MARKET EQUILIBRIUM ANALYSIS
Kenneth Judd and Sy-Ming Guu
130: INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
Felix Kubler and Karl Schmedders
129: MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES Downloads
Karl Schmedders
128: A DYNAMIC MODEL OF LABOR SUPPLY, CONSUMPTION/SAVING, AND ANNUITY DECISIONS UNDER UNCERTAINTY Downloads
Hugo Benitez-Silva
127: VISUALIZING MULTI-DIMENSIONAL FUNCTIONS IN ECONOMICS
William Goffe
124: EFFECTIVENESS OF PRICE LIMITS IN CONTROLLING DAILY STOCK PRICE VOLATILITY: EVIDENCE FROM AN EMERGING MARKET
Seza Danisoglu Rhoades and Nuray Gner
121: NONLINEAR MEAN REVERSION IN THE TERM STRUCTURE OF INTEREST RATES Downloads
Byeongseon Seo
119: SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY
Bryan Routledge Stanley A. Zin
117: RISK NEUTRAL FORECASTING
Spyros Skouras
114: OPTIMAL LIFE-CYCLE WITH ACTIVE LEARNING
Arik Sadeh
110: DETERMINANTS OF BANKING CRISES-A SIMULATION ESTIMATION ANALYSIS
Michal Kurcewicz
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