Computing in Economics and Finance 2001

From Society for Computational Economics
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215: Shocks and Institutions in a Job Market Model

Wouter Den Haan, Christian Haefke, Garey Ramey

214: A Statistical Equilibrium Model of Wealth Distribution

Mishael Milaković

213: DYNARE: A program for the simulation of rational expectation models

Michel Juillard

212: Demographic Transition and International Flows of Capital: What Can an OLG Model Tell Us?

Team Ingenue

211: Optimal Capital - Labor Taxes under Uncertainty and Default Constraints of the Government

Irina Yakadina

210: The Inflation Premium implicit in the US Real and Nominal

J. Huston McCulloch

209: Can Indeterminacy Resolve the Consumption Correlation Puzzle?

Wei Xiao

207: Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly

Peter Arcidiacono, Holger Sieg, Frank Sloan

206: Numerical methods for the solution of a human capital model

Sisira Sarma

205: Information Bundling in a Dynamic Environment

Christopher H. Brooks, Rajarshi Das, Jeffrey O. Kephart, Jeffrey K. MacKie-Mason, Robert S. Gazzale,

204: Genetic Algorithms in Portfolio Optimization

Chi-Cheong

203: Estimation of Poorly-Measured Service-Industry Output

Baoline Chen

202: Monetary Instrument Problem Revisited: The Role of Fiscal Policy

Soyoung Kim

200: The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy

Marcelo Bianconi and Stephen J. Turnovsky

199: Quasi Monte Carlo methods for macroeconometric simulation

Jenny X. Li and Peter Winker

196: The Implications of Lower Down Payments on Consumption Volatility

Christopher Farr and Maria J. Luengo-Prado

195: Heterogeneous Expectations, Currency Options and the euro/dollar exchange rate

Rzepkowski Bronka

194: Calibration and Computation of Household Portfolio Models

Michael Haliassos and Alexander Michaelides

193: Revolvers for Self-Control

Carol C. Bertaut and Michael Haliassos

192: Incomplete unemployment insurance and aggregate fluctuations

Francesc Obiols-Homs

191: Small sample properties of panel time-series estimators with I(1) errors

Jerry Coakley, Ana-Maria Fuertes, Ron Smith

190: An Interacting-Agents Approach to International Financial Contagion

Taisei Kaizoji

189: General Equilibrium Tax Policy with Hyperbolic Consumers

Toke Ward Petersen

188: Intergenerational Risk Sharing: Myth or Possibility

Dirk Krueger and Felix Kubler

186: Housing Markets, Liquidity Constraints and Labor Mobility

Markus Haavio and Heikki Kauppi

185: Strategic Choice of Partners: Research Joint Ventures and Market Power

Siebert, Roeller, Tombak

184: On Inflation and the Persistence of shocks to Output

Maral Kichian and Richard Luger, Bank of Canada

182: Testing for Asymmetric Dynamic Oligopoly Models

Ralph Siebert and Christine Zulehner

181: The Compound Option Approach to American Options on Jump-Diffusions

Chandrasekhar Reddy Gukhal

179: Complex dynamics and adaptive fuzzy rule-based expectations - economic simulations with GENEFER

Stefan Kooths

177: IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES

Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero

176: Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate

Graham Kendall, Jane Binner and Alicia Gazely

175: Heterogeneous Interacting Agent Models and the Stylized Facts

Taisei Kaizoji

174: Empirical analysis of the emerging Brazilian stock market: scaling and volatility

A. A. Perez Jr. and J. M. P. Moser

172: Bounded Rationality and Social Cognition: A Computational Study

Robert Hoffmann

171: Evolution of Cooperative Networks and the Emergence of Leadership

Martin Zimmermann

168: Robustness against priors and mixing distributions

Tiemen Woutersen

167: RECURSIVE SOLUTION OF HETEROGENEOUS AGENT MODELS

Michael Reiter

166: Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health

Ahmed W. Khwaja

165: Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets

Shu-Heng Chen and Chung-Chih Liao

164: General--to--Specific Reductions of Vector Autoregressive Processes

Hans-Martin Krolzig

163: Estimation of a dynamic structural model of irreversible investment

Rocio Sanchez

162: Learning, Stabilization and Credibility: Optimal Monetary Policy in a Changing Economy

Guenter W. Beck and Volker Wieland

161: Stabilization versus Insurance

James Costain and Michael Reiter

160: The efficiency of the Taylor rule: A stochastic analysis using the Macsim model

Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies

159: Growth versus Equality in Agent-Based Macro Models

Charlotte Bruun

158: John Holland's Legacy in Economics: Artificial Adaptive Economic Agents --From 1986 to the Present in Retrospect

Shu-Heng Chen

157: Extortion as an obstacle to economic growth: A dynamic game analysis

H. Dawid, G. Feichtinger, A. Novak

156: VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS

Fabrizio Lillo and Rosario N. Mantegna

154: Emergent Cities: A Microeconomic Explanation for Zipf's Law

Robert Axtell and Richard Florida