Computing in Economics and Finance 2002

From Society for Computational Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

259: Valuing Semi-American Putable Bonds under CIR

Roland Mallier

257: Perturbation method at order k: A recursive algorithm

Michel Juillard

256: Modeling Agents Who Learn Conditional Beliefs

Dale O. Stahl

255: Indeterminacy, Sunspots, and Development Traps

Sergey Slobodyan

254: Excessive Variation in Risk Factor Correlation and Volatilities

Salih Neftci

253: Optimal Policies for Patent Races

Kenneth Judd, Karl Schmedders and Sevin Yeltekin

252: Real effects of money in an economy with heterogeneous agents

Petia Manolova and Charles Laitong

251: Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

Wojciech Charemza, M. Lifshits and Svetlana Makarova

250: Monetary Policy Transmission through Term Premiums

Sharon Kozicki and Peter Tinsley

249: Numerically maximizing the likelihood function

Marco P. Tucci

248: Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations

Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk

245: Real business cycle models, endogenous growth models and cyclical growth: A critical survey

Davide Fiaschi and Serena Sordi

244: Intertemporal valuation and decissionin stochastic optimal growth models

Thorsten Pampel

240: Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan

Günter Coenen and Volker Wieland

239: Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies

Jorge Belaire-Franch, Dulce Contreras and Lorena Tordera-Lledo

238: Speculative Inventories, Contracts, and Product Differentiation:Explaining the Decreasing Variability in World Peanut Prices

Cesar Revoredo-Giha and Stanley M. Fletcher

237: Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s

Gabriele Tondl

236: Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method

Olivier Epelly and Jacek Gondzio

235: The Dynamics of Dealer Quoting Behavior

Bart Frijns and P. Schotman

234: Co-Evolution of Firms and Consumers and the Implications for Market Dominance

Joseph Harrington and Myong-Hun Chang

233: Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach

Frédéric Karamé, Lise Patureau and Thepthida Sopraseuth

232: Controlling Chaos in Higher Dimensional Maps

Cristian Wieland

231: Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth

K.Y.Szeto and Chiwah Kong

230: Competitive market dynamics with credit rationing and financial crises

Pasquale Commendatore and Martin Currie

228: Innovation Patterns and the Demography of Firms: From Microturbulence to Macro Regularities

Emmanuelle Fauchart and Max Keilbach

227: Innovations and Emissions

Lutz C., Meyer B., Nathani C. and Joachim Schleich

226: Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices

Denis Bolduc and Dimitri Sanga

223: Comparing the Accuracy of Density Forecasts from Competing Models

Lucio Sarno and Giorgio Valente

222: Asset Price Dynamics among Heterogeneous Interacting Agents

Carl Chiarella, Mauro Gallegati, Roberto Leombruni and Antonio Palestrini

221: Numerical solution of some optimal control problems arising from innovation diffusion

Luigi De Cesare, Andrea Di Liddo and Stefania Ragni

220: Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection

Stuart McDonald

219: Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype

Riccardo Boero, Marco Castellani and Flaminio Squazzoni

218: Absolute Convergence, Period

Romulo Chumacero

217: A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees

A. Consiglio, A. Pecorella and Stavros Zenios

216: Macroeconomic consequences of pension reforms in Europe

M. Aglietta, Jean Chateau, J. Fayolle, Michel Juillard, Jacques Le Cacheux, G. Legarrec and Vincent Touzé

215: Quasi-Perfect Rationality, Playing Automata Dynamic Games

Fernando Oliveira

214: Testing for Indeterminacy in Linear Rational Expectations Models

Thomas Lubik and Frank Schorfheide

213: A Dynamic Market Oriented Model for Network Resource Allocation

Masayuki Ishinishi and Hajime Kita

211: Global dynamics in a class of heterogeneous cobweb models

Ilaria Foroni and Laura Gardini

210: Risky Money and Fast Fourier Transforms: A New Leading Indicator of Inflation for the UK?

Jane M. Binner and Stuart Wattam

209: The Portfolio Frontier with Higher Moments: The Undiscovered Country

Gustavo Athayde and Renato G. Flores

208: Level shifts, unit roots and the purchasing power parity

María Gadea, Antonio Montañés and Marcelo Reyes

207: An evolutionary interpretation of the Aghion & Howitt (1992) Model

Gerald Silverberg and Murat Yildizoglu

204: Risk Management and Capital Structure:Information Costs and Agency Costs Effects

Mondher Bellalah and Inass El Farissi

203: Social Percolation and Self-Organized Criticality

Gerard Weisbuch, Sorin Solomon and Dietrich Stauffer

202: Power Law Volatility Auto-Correlations in Stochastic Logistic Systems

Yoram Louzoun and Sorin Solomon

201: Endogenous growth with endogenous fertility and social discrimination in education

Andreas Schäfer

200: Connecting adaptive behaviour and expectations in models of innovation: The Potential Role of Artificial Neural Networks

Murat Yildizoglu

198: Substitutability and Complementarity of FDI and PI in a Martingale Context

Brian J. Jacobsen

197: Search in Research: An Evolutionary Approach to Technical Change and Growth

Theo Eicher