Computing in Economics and Finance 2002

From Society for Computational Economics
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196: Capacity Dynamics and Endogenous Asymmetries in Firm Size

David Besanko and Ulrich Doraszelski

195: A Multistart Scatter Search Heuristic for Smooth NLP and MINLP Problems

L. Lasdon, Z. Ugray, J. Plummer, F. Glover, J. Kelly and R. Marti

194: INVESTIGATIONS OF THE NPV^ - METHOD FOR INVESTMENT PROJECTS

Anatoly Naumov and Nikolay Khodusov

193: New product introduction: determining optimal advertising policies

Bruno Viscolani

190: Inflation Persistence and Flexible Prices

Robert Dittmar, William Gavin and Finn Kydland

189: Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity

Filipe R. Campante, Luciano Vereda and Marcelo C. Medeiros

188: Currency Risk in Brazil under Two Different Exchange Rate Regimes

Marcelo Castelo Branco, Marcio Garcia and Marcelo Medeiros

187: Learning, Organizations, and dynamic cournot games

Francesco Saraceno and Jason Barr

186: An empirical model of volatility of returns and option pricing

Joseph McCauley and G.h. Gunaratne

185: All that I have to say will already have crossed your mind

Roger Koppl and J. Barkley Rosser

183: Optimisation of Stochastic Systems and Worst-case Analysis

S Zakovic, B. Rustem and Volker Wieland

182: Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules

Nicoletta Batini and Joseph Pearlman

181: EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES

Pierre Mella-Barral and Paolo Vitale

179: Co-existence of Credit Card Debt with Liquid and Retirement Assets: Two Puzzles or None?

Michael Haliassos and Michael Reiter

178: Comparison of market price variations and fluctuations of plasma in fusion devices

V.P. Budaev

175: Switching Regime Models: applications to trading rules

Nuno Almeida and Pedro Valls Pereira

173: Computing heterogenous agent models when the distribution matters

Michael Reiter

172: A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case

Pompermayer F.M., Florian M. and Leal J.E.

171: An Evolutionary Theory of Entrepreneurship

Thomas Grebel, Andreas Pyka and Horst Hanusch

170: Modelling the innovation process for cars with fuel cell engines using a System Dynamics Approach

Burkhard Schade

169: EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game

Gottfried Haber, Reinhard Neck and Warwick McKibbin

167: How Should Unemployment Benefits Respond to the Business Cycle?

Michael Kiley

166: Digital Security Tokens in Network Commerce: Modeling and Derivative Application

Kanta Matsuura

165: Genetic Algorithms in Multi-Stage Portfolio Optimization System

Man-Chung Chan, Chi-Cheong Wong, Bernard K-S Cheung and Gordon Y-N Tang

164: Adaptive Innovation and Decision Aids

A. Norman, K. Hood, A. Folmer, N. Hite, M. Jindal, M. Rajan, P. Shah, E. Sublett, A. Surratt and C. Thi

163: Pricing and hedging options in incomplete markets

Joseph Andria and Manfred Gilli

162: Fiscal Policy in a Stochastic Model of Endogenous Growth with Congestion

Ingrid Ott and Susanne Soretz

159: Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting

Arpad Jeno Abraham

158: A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy

Baoline Chen and Peter Zadrozny

157: The Organisation of Innovative Activity in Complex Fitness Landscapes

Koen Frenken and Marco Valente

156: Internal Selection of R&D projects: An Evolutionary Simulation Model

Nadia Jacoby

155: Evolutionary Models of Innovation in Learning Networks

Peter M. Allen

154: Monetary Policy Rules under Paradigm Uncertainty

Huw Pill, Dieter Gerdesmeier and R.Motto

153: The Internal Rate of Return and Project Financing

Lesourd Jb and Ephraim Clark

152: Heterogeneous Preferences and the Representative Investor

Frank Niehaus

151: Financial Market in the Laboratory

Andrea Morone

149: Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results

Emmanuel Haven

145: Exchange Rate Overshooting and the Forward Premium Puzzle

Jerry Coakley and Ana-Maria Fuertes

142: The Empirics of Financial Development and Economic Growth: Using Unsupervised Learning to Detect Multiple Steady States

Chris Birchenhall, David S. Bree and Rahim Lakha

141: Exchange Rate Uncertainty and Welfare

Paul Bergin

138: Computing Sunspots in Linear Rational Expectations Models

Thomas Lubik and Frank Schorfheide

137: Time Varying Uncertainty and the Credit Channel

Kevin Salyer and Gabriel Lee

136: Neuro-dynamic Programming in Economics

Mico Mrkaic

135: An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies

Carl Chiarella and Xuezhong (Tony) He

133: Diversity of Neighborhood Transition

Sharon O'Donnell

132: Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile

Vassil A. Konstantinov

131: Bingo pricing: a game simulation and evaluation using the derivatives approach

Antonio Annibali and Francesco Bellini

130: Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates

Fausto Gozzi and Simona Sanfelici

129: Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates

Fausto Gozzi and Simona Sanfelici

128: Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP

Baoline Chen and Peter A. Zadrozny