Computing in Economics and Finance 2002

From Society for Computational Economics
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383: The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK

Jagjit Chadha, Chris Higson, Sean Holly and Paul Kattuman

382: Endogenous Noise from Continuous Choice

Cees Diks and Roy van der Weid

381: Complex Adaptive Equilibria in a Standard Overlapping Generations Model with Production

Laurent Cellarier

380: Integrating economic knowledge in data mining algorithms

Hennie Daniels,, Ad Feelders and Marina Velikova

379: An algorithm for the quasivariational inequality arising in option pricing with transaction costs II

Tetsuya Noguchi and Berc Rustem

378: An algorithm for the quasivariational inequality arising in option pricing with transaction costs I

Tetsuya Noguchi and Berc Rustem

377: Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization

Nalan Gulpinar and Berc Rustem

376: The Role of Information in an Electronic Trade Network

F. Alkemade, Hans Amman and J. A. La Poutre

375: A Supernetwork Framework for Dynamics of Financial Networks with Intermediation

Anna Nagurney and Ke Ke

374: Modelling Transportion as a Network Industry

Yuri V. Yevdokimov

373: Using Financial Options to Hedge Transportation Capacity in a Deregulated Rail Industry

Stephen M. Law, Alexandra E. MacKay and James Nolan

372: Forward Price Dynamics and Option Prices for Network Commodities

Chris Kenyon and Giorgos Cheliotis

371: Supply Chain Networks with Electronic Commerce

Anna Nagurney, June Dong and Ding Zhang

370: Networks and Farsighted Stability

Frank Page, Myrna Wooders and Samir Kamat

369: Switching, Adding, or Shifting: Network Effects, Network Compatibility, and Lock-In

J. R. Kearl and Gregory D. Adams

368: A Combined Shipper/Carrier Intermodal Network Model

Maria P. Boile, Lazar N. Spasovic and Ya Wang

367: Locating Service Facilities to Reduce Lost Demand

Oded Berman

366: New Product forms for Gelenbe Networks: Explicit Solutions, Existence and Uniqueness

Erol Gelenbe

365: A Heuristic Technique for Model Selection Problems

Manfred Gilli and Nicolas Roth

364: Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries

Douglas Laxton and Papa N’Diaye

362: ECONOMIC DEVELOPMENT, QUALITATIVE CHANGE AND EMPLOYMENT CREATION

Pier Paolo Saviotti and Andreas Pyka

361: Use of Coupled Incentives to Improve Diffusion of Environment Friendly Technologies

Jacek Krawczyk, Robert Lifran and Mabel Tidball

359: How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?

Laurence Boone, Michel Juillard, Douglas Laxton and Papa N'Diaye

357: Corporate Walkout Decisions and the Value of Default

Tom Dahlstrom and Pierre Mella-Barral

356: An Unobserved Components Model for NAIRU Estimation

Christophe Planas, Alessandro Rossi and Werner Roeger

355: Output and interest rate gaps: Theory versus practice

Frank Smets and Raf Wouters

354: The Joint Dynamics of Networks and Knowledge

Robin Cowan, Nicolas Jonard and Jean-Benoit Zimmermann

353: Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence

Antonio Noriega and L.M. Soria

352: Technology Diffusion and Business Cycle Asymmetry

Toshiya Ishikawa

351: Cultural drift induced diversity in a model for the transmission of culture

Konstantin Klemm, Victor M. Eguiluz, Raul Toral and Maxi San Miguel

349: Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach

Alexandru Voicu

346: The Search for Criticality

Richard Stahnke

345: Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions

Michael Binder, Cheng Hsiao, Jan Mutl and Mohammad Pesaran

344: Is Inflation Persistence Inherent in Industrial Economies?

Andrew Levin and Jeremy Piger

343: Optimal Monetary Policy with Durable and Non-Durable Goods

Christopher Erceg and Andrew Levin

342: Daily Behavior Of Futures Returns: Evidence Form A New Computational Method

Roger Koppl and Sorin Tuluca

341: Self-Enforcing Wage Contract and the Dynamics Puzzle

Christian Calmès

340: Particle Economics

Sawhill B., Brown M., Herriot J. and Palmrose Z.V.

339: Empirical investigation and modeling of a financial market after a crash

Fabrizio Lillo and Rosario Mantegna

338: The Brazilian Depression in the 1980s and 1990s

Mirta N.S. Bugarin, Roberto Ellery, Victor Gomes and Arilton Teixeira

337: APT At Work: Finding The Relevant Risk Factors For Asset Pricing

Dietmar Maringer

336: Contagion in a heterogeneous inter bank market model

Francisco G. Padilla and Giulia Iori

335: Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty

Robert Tetlow and Peter von zur Muehlen

334: unilateral and bilateral bootstrap tests for long memory

Christian de Peretti

333: Strategies for Optimal Decision Guidance through Information Services

Dirk Helbing and Martin Sch

332: Inflation Dynamics and Robust Monetary Policy Design:In Search of a Robust Benchmark Rule for the Euro Area

Günter Coenen

331: R&D and Training Investments, Firm Dynamics and Productivity: a Computational Model

Carlos Carreira and Paulino Teixeira

329: Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt

Irina Yakadina

327: Likelihood function optimization of elliptical copula models with financial applications

P. Palmitesta and C. Provasi

326: Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model

Carlos Carreira and Paulino Teixeira