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Computing in Economics and Finance 2002

From Society for Computational Economics
Contact information at EDIRC.

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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 Downloads
Hennie Daniels,, Ad Feelders and Marina Velikova
379: An algorithm for the quasivariational inequality arising in option pricing with transaction costs II Downloads
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 Downloads
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
Pier Paolo Saviotti and Andreas Pyka
361: Use of Coupled Incentives to Improve Diffusion of Environment Friendly Technologies Downloads
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? Downloads
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 Downloads
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
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