Computing in Economics and Finance 2003

From Society for Computational Economics
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248: Model Based Predictive Control of Unemployment

Gareth Leeves and Ric D Herbert

247: Successive Correlated Defaults: Pricing Trends and Simulation

Kay Giesecke

246: Credit Contagion and Aggregate Losses

Stefan Weber and Kay Giesecke

245: Expectations and Currency Crisis - An experimental approach

Michael Maschek and Jasmina Arifovic

244: Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms

John Ledyard and Jasmina Arifovic

242: EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE

Mario Forno, Marco Lippi, Lucrezia Reichlin, Filippo Altissimo and Antonio Bassanetti

241: Treasury Auctions, Uniform or Discriminatory?: An Agent-based Approach

Deddy Koesrindartoto

240: Uncertainty, Political Preferences, and Economic Stabilization

Seung-Rae Kim

239: Perturbation Methods and Change of Variable Transformations

Kenneth Judd

238: Solution Methods for Models with Quasi-Geometric Discounting

Kenneth Judd

236: Comparing Artificial Intelligence Systems for Stock Portfolio Selection

Chiu-Che Tseng

235: Exchange Rate Regimes and Relative Prices: An Industry-Level Empirical Investigation

Prasad Bhattacharya and Cem Karayalcin

230: Real Wage Dynamics in a Monetary Business Cycle Model with Search Frictions

Thomas Lubik and Michael Krause

229: Competitive Convergence and Divergence: Capability and Position Dynamics

Patricia Langohr

228: Capital Ownership under Market Incompleteness: Does it matter?

Eva Carceles-Poveda

227: the road to adopting the euro: monetary policy and exchange rate regimes in EU candidate countries

Federico Ravenna and Fabio Natalucci

225: Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach

Frank Schorfheide and Thomas Lubik

222: Peer effects and selection effects in youth smoking

Brian Krauth

221: Network formation, preferential meeting and equilibrium selection

Pascale Roux and Nicolas Carayol

220: Impact of Strategic Inventory Level and Acceptable Wages in Contract Renewals

S. Ozyildirim and Y. Gunalay

219: Statistical Nonlinearities in the Business Cycle

Diego Valderrama

218: On Optimal Dynamic Pricing of Perishable Assets with Menu Costs - Monotone Price Changes

Emre Berk and Ulku Gurler

217: Testing stationarity of AR(1) process with symmetric stable disturbance

Michal Greszta

215: Parameter Uncertainty and the Central Bank's Objective Function

John Williams and Andrew Levin

213: Coordinated Investing with Feedback and Learning

David Goldbaum

211: Endogenous Trading Constraints in Asset Markets

Eva Carceles-Poveda and Arpad Abraham

210: Innovation and market structure in the dynamics of the Japanese IT-sector: an empirical analysis from 1978 to 2000

Monika Friedrich-Nishio and Burkhard Schade

209: Learning Dynamics, Nonlinear Misspecification, and Trading

John C. Wallace and Christophre Georges

208: DYNAMIC PROGRAMMING AND SHAPE-PRESERVING INTERPOLATION

Michael Reiter

207: Robust Control: A Note on the Response of the Control to Changes in the Free Parameter

Arnulfo Rodriguez and Fidel Gonzalez

206: Macroeconomics and the Yield Curve

Tao Wu and Glenn Rudebusch

205: The Economy as a Whole - Simulating Schumpetarian Dynamics

Charlotte Bruun

202: IS THERE A ROLE FOR ASSET PRICES IN MONETARY RULES? SOME WELFARE ANALYSIS BASED ON PERTURBATION METHODS

Paolo Pesenti, Michel Juillard and Douglas Laxton

201: An Implementation of the Shirakawa Jump-Diffusion Term Structure Model

Christina Nikitopoulos-Sklibosios and Carl Chiarella

199: The Evolution of Expectations Towards Expiration

Roy van der Weide and Remco Peters

198: Security Prices as Probabilities

Christopher Rude

196: How does the spirit of capitalism affect stock market prices in a small-open economy

Turalay Kenc and Selahattin Dibooglu

195: Dynamic Neural Network Based Inflation Forecasts for the UK

J Binner and Gazely

193: The Use of a Genetic Algorithm to Find Short Term Price Strategies in the Dynamic and Repeated Single Good Market

Richard E. Hawkins

192: Computation of the Information Matrix for the Models of Spatial Interactions

Oleg Smirnov

190: In Search of the Natural Rate of Unemployment

James Morley and Thomas King

189: A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes

Yi Deng

188: A Dynamic Monetary Exchange Economy with a Moving Horizon Time Structure

Sander van der Hoog

187: Demographic and Economic Uncertainties in a large scale computable OLG Model

Jean Chateau

185: Robust Monetary Policy Rules for the Short and Long Run

Noah Williams and Alexei Onatski

183: The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence

Michael McCracken and Todd Clark

182: The Timing of Childbearing among Heterogeneous Women

Ping Wang and Charles Mullin

181: Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?

Karl Whelan and Jeremy Rudd

180: The correlation dimension of returns with stochastic volatility

Cees Diks

179: Valuing Interest Rates Derivatives

Leonardo Souza and Gustavo Raposo