Economics at your fingertips  

Computing in Economics and Finance 2003

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

312: Intrinsic Heterogeneity in Expectation Formation
George Evans and William Branch
310: Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes
Lucio Sarno and Mark Wohar
308: A Non-Linear Model of Economic Production Processes
A.Ponzi and A.Yasutomi
Ana-Maria Fuertes
306: Real options: Institutional implications for vertical integration of supply chains in competitive environments Downloads
Oliver Musshoff and Alfons Balmann
305: Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options Downloads
Oliver Musshoff, Martin Odening, Alfons Balmann and Norbert Hirschauer
303: Inflation Dynamics in Seven Industrialised Open Economies
Ryan Banerjee and Nicoletta Batini
301: Feedback Rules and Time Consistent Policymaking in an Open Economy
Tatiana Kirsanova and Andrew Blake
300: Volatility and Policy Regimes: the UK joining the Euro
Sean Holly and Luisa Corrado
299: Forward-Looking Rules in a 2-country Context
Nicoletta Batini and Paul Levine
298: Is Inflation Persistence Intrinsic in Industrial Economies?
Andrew Levin and Jeremy Piger
297: Learning to Forecast and Cyclical Behavior of Output and Inflation
Klaus Adam
296: Monetary policy, investment and non-fundamental shocks
Fernando Alexandre
295: The Believability of Central Bank Forecasts Downloads
James Yetman
294: Shocking Escapes Downloads
Bruce McGough
292: Delegation of Monetary Policy: More than a Relocation of the Time-Inconsistency Problem Downloads
Zeno Rotondi and Edward Driffill
291: Robust Monetary Policy with Competing Reference Models
John Williams and Andrew Levin
290: Equity Prices and Monetary Policy: An Overview with an Exploratory Model
Pedro Bação and Fernando Alexandre
289: Habit Formation, Catching up with the Joneses, and Non-Scale Growth
Francisco Alvarez-Cuadrado and Goncalo Monteiro
287: Instability of Sunspot Equilibria in RBC Models Under Adaptive Learning
Wei Xiao and John Duffy
286: What is the contribution of a k order approximation
Michel Juillard
285: User Cost of Capital and Cost Function: Does the Margin in the Modelling Yields Robust Results?
Sourour Baccar
284: Hedge Fund Classification using K-means Clustering Method
Nandita Das
283: On a CAPM monitoring based on the EWMA process control Downloads
Bakhodir Ergashev
281: Goodness-of-fit of the Heston model Downloads
Nathan L. Joseph, Gilles Daniel and David S. Bree
280: Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
Fabio Milani
279: Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies
Gary Anderson
278: Structural Factor-Augmented VAR (SFAVAR)
Fabio Milani and Francesco Belviso
277: The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply Downloads
Marcelo Bianconi and Stephen J Turnovsky
276: Variety of Agent-based Models for Computer Simulation of FX Rate
L. Lukas
274: Wavelet Estimation of Integrated Volatility Downloads
Asger Lunde and Esben Hoeg
273: The Beveridge Curve, Job Creation, and the Propagation of Shocks
Shigeru Fujita
271: When a Fad Ends: An Agent-Based Model of Imitative Behavior Downloads
Margo Bergman
270: Along the New Keynesian Phillips Curve with Nominal and Real Rigidities
George A. Slotsve and James Nason
268: Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence Downloads
Giulio Bottazzi, Giorgio Fagiolo and Giovanni Dosi
267: Are Rational Expectations Equilibria with Private Information Eductively Stable? Downloads
Maik Heinemann
266: Consumer Behaviour, Interpersonal Interaction and Fashions
Thomas Brenner
264: Strategic Interactions between Fiscal and Monetary Policies in a Monetary Union
Doris A. Behrens and Reinhard Neck
263: Optimal Monetary Policy with Imperfect Common Knowledge Downloads
Klaus Adam
262: Small Noise Asymptotics for a Stochastic Growth Model Downloads
Noah Williams
260: Factor based leading indicators for euro area business cycle: A comparative assessment
Elena Angelini, Henry and Ricardo Mestre
259: Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation Downloads
Sunghyun Kim and Jinill Kim
258: Robust Monetary Policy Rules in the Area Wide Model
Peter McAdam, Alistair Dieppe and Jerome Henry
257: Commonality, Information and Cross-Sectional Return / Volume Interactions
Xiaojun He and Chunnan Chen
256: Output gaps:theory versus practice
Raf Wouters and Frank Smets
255: Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
Serena Ng and Jean Boivin
252: Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices Downloads
S. Manzan, H. Peter Boswijk and Cars Hommes
251: Asymptotic Principal Components Estimation of Large Factor Models
Victor Solo and Chris Heaton
250: Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
Gary Anderson
249: Big Government as an Accidental Controller in Minsky's Financial
Steve Keen
Page updated 2023-09-23
Sorted by number, numeric