Computing in Economics and Finance 2001

From Society for Computational Economics
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35: Measuring the Natural Rate of Interest

Thomas Laubach and John C. Williams

34: Gaining Credibility for Inflation Targets

James Yetman

33: Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching

Katsuhiro Sugita

32: Real Exchange Rates and Monetary Policymaking in the EMU

Yunus Aksoy

31: Learning Dynamics in an Artificial Currency Market

Christophre Georges

30: Solving for Optimal Simple Rules in Rational Expectations Models

Richard Dennis

29: Dynamic optimization and Skiba sets in economic examples

Willi Semmler

28: Modeling an Indexed Portfolio for the Italian Market

Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy

26: Very High Order Lattice Methods for One Factor Models

Jonathan Alford and Nick Webber

24: The Effects of Health Insurance and Self-Insurance on Retirement Behavior

Eric French and John Jones

22: Using Unsuccessful Auction Bids to Identify Latent Demand

Bernardo A. Huberman, Tad Hogg and Arum Swami

20: Adaptive Learning and Emergent Coordination in Minority Games

Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi

19: Imperfect Credibility and Inflation Persistence

Christopher J. Erceg and Andrew T. Levin

18: Avoiding Nash Inflation: does robust policy help?

Robert J. Tetlow and Peter von zur Muehlen

17: The Effects of Dollarization on Macroeconomic Stability

Christopher J. Erceg and Andrew T. Levin

16: Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model

George J. Jiang and Pieter J. van der Sluis

15: A Worst--Case Approach to Inflation Zone Targeting

B. Rustem, V. W. Wieland and S. Zakovic

14: Constrained Optimal Control Under Limited Knowledge

Ric D. Herbert and Rod D. Bell

13: The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics

Luca Colombo and Gerd Weinrich

12: Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems

Sorin Solomon

11: Stability of Pareto-Zipf Law in Non-Stationary Economies

Sorin Solomon and Peter Richmond

10: Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model

Sorin Solomon and Moshe Levy

9: Calculating the Long-run Incremental Cost of Interconnection Using a Network Cost Simulation Model

W. W. Sharkey D. Mark Kennet

8: Uncertain Potential Output: Implications for Monetary Policy

Michael Ehrmann and Frank Smets

7: Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies

Jinill Kim, Sunghyun Kim, and Andrew Levin

6: Fast Fourier Transform for discrete Asian Options

Eric Benhamou

4: Modeling the Lucas critique as an open loop feedback process with time-varying parameters

Hans Amman and David Kendrick

3: Spurious Welfare Reversals in International Business Cycle Models

Jinill Kim and Sunghyun Henry Kim

2: Testing For Unit Roots Using Economics

Romulo Chumacero

1: Optimal Discretization of Continuous-Time Control Problems

Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim