Computing in Economics and Finance 2003

From Society for Computational Economics
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178: Aggregate Uncertainty, Individual Uncertainty and the Housing Market

Brian Peterson

175: Evaluating the extremal index in GARCH processes through double random walk

Fabrizio Laurini

174: Status and Risk-Taking in a Stochastic Growth Model

Christiane Clemens

173: Occupational Choice under Risk in an Overlapping Generations Economy with Monopolistic Competition

Christiane Clemens

172: Consistent High-Frequency Calibration

Kevin Huang and David Aadland

171: Evolving Post-World War II U.K. Economic Performance

Luca Benati

170: Complex Dyanmics in a Simple Model of Economic Specialization

Andrea Lavezzi

169: Structural Breaks in Inflation Dynamics

Luca Benati and George Kapetanios

168: Evaluating Economic Feasibility of Environmentally Sustainable Scenarios by a Backcasting Approach with ESCOT (Economic assessment of Sustainability poliCies Of Transport)

Burkhard Schade and Wolfgang Schade

167: Endogenous Fertility in a Stochastic Endogenous Growth Model with Human Capital

Andreas Schaefer

166: Innovation Process "Fuel Cell Vehicle": What Strategy Promises To Be Most Successful?

Maik Schneider and Burkhard Schade

165: Status Preference and World Economic Dynamics

Walter Fisher

164: Housing Markets and Labor Mobility

Heikki Kauppi and Markus Haavio

162: Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models

Christopher Sims, Jinill Kim and Sunghyun Kim

161: How can we increase the elderly's participation rate? The effectiveness of incentive schemes in a model of retirement behavior and wealth

Thepthida Sopraseuth, Jean-Olivier Hairault and Francois Langot

160: A New Interpretation of the Exchange Rate - Yield Differential Nexus

Andrew Wood, Jerry Coakley and Ana-Maria Fuertes

158: Aggregate and disaggregate information in euro-area monetary policy-making

Paolo Angelini and Paolo DEL Giovane

156: Unemployment and Inventories in the Business Cycle

Gerd Weinrich and Luca Colombo

155: Agent-Based Modeling of Lottery Markets

Bin-Tzong Chie and Shu-Heng Chen

153: Economic Growth and the Evolution of Preferences under Uncertainty

John Foster, Stuart McDonald and Rodney Beard

152: Asset and liability management for a defined benefit pension fund using heuristic optimization

Ricardo Rochman

151: Optimal Tenure Choice with Random Mobility

S. Ozyilidirim and Z. Onder

150: The Monopolist's Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework

Denis Phan, Stephane Pajot and Jean-Pierre Nadal

145: An Intertemporal Competition Model for Water Levels

Mabel Tidball and Jacek Krawczyk

144: Welfare effects of alternative pension reforms: Assessing the transition costs for French socio-occupational groups

Thomas Weitzenblum and Pierre-Yves Hénin

143: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

Mario Forni and Marc Hallin

141: Enforcing monotonicity of decision models: algorithm and performance, A case study of hedonic price model

Hennie Daniels and Marina Velikova

140: Dynamics of a Small Open Economy

Kodera J. and Miloslav Vošvrda

139: A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint

Thomas Weitzenblum

138: The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan

Volker Wieland and Günter Coenen

137: Persistence, the Transmission Mechanism and Robust Monetary Policy

Frank Smets, Ignazio Angeloni and Günter Coenen

136: Translating Agents' Actions to Strategic Measures: @Agent-Based Modeling with Genetic Algorithms to Analyze Competing Companies

Kenichi Naitoh and Takao Terano

135: A Numerical Solution to American Style Options on Commodities

Kevin Burrage, Jamie Alcock and Monica Barbu

133: Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies

S. Boragan Aruoba and Jesus Fernandez-Villaverde

132: Learning Dynamics and Endogenous Currency Crises

Inkoo Cho and Kenneth Kasa

130: The Non-Linearity of the Financial Accelerator

Fabio Natalucci and Andrew Levin

129: Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?

James Bullard and Stefano Eusepi

128: An Empirical Study of Darwin's Theory of Mate Choice

Linda Wong

127: Lattice Methods for Computing Markovian Equilibrium in Dynamic Games

Kevin Reffett, Manjira Datta and Leonard Mirman

126: Inflation in the 1970s in the U.S.: misspecification, learning and sunspots

Peter von zur Muehlen and Robert Tetlow

125: Inflation Scares and Monetary Policy

John Williams and Athanasios Orphanides

123: Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data

Baoline Chen and Peter A. Zadrozny

122: Monetary Policy Implications of Endogenous Capital Accumulation

David Lopez-Salido and Andrew Levin

118: A Real Time Tax Smoothing Based Fiscal Policy Rule

Elena Loukoianova and Shaun Vahey

114: A Classification System for Economic Stochastic Control Models

Hans Amman and David Kendrick

113: An agent-based model of information contagion in a network of consumers

Carolina Castaldi and Floortje Alkemade

112: Tick Size and Market Performance

Chia-Hsuan Yeh

111: The great influence of less risk averse agents

Frank Niehaus

110: Issues in Evaluating Multifactor Options in a PDE Framework

Manfred Gilli, Carl Chiarella and J. Dewynne

109: Kolmogorov-Wiener Filters for Finite Time Series

Christoph Schleicher