Computing in Economics and Finance 2003

From Society for Computational Economics
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36: Financial Modeling based on the Trajectory Domain

Chueh-Yung Tsao and Shu-Heng Chen

35: Agriculture: transition buffer or black hole? A three-state model of employment dynamics

Alexandru Voicu

33: Global Dynamics and Hyperinflations

Alex Haro and Pedro Gomis-Porqueras

32: Long Memory Models and Tests for Cointegration: A Synthesizing Study

Aaron Smallwood and Stefan Norrbin

31: Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers

Peiyuan Zhu, Carl Chiarella and Xuezhong (Tony) He

30: A COMPARATIVE ANALYSIS OF ALTERNATIVE ECONOMETRIC PACKAGES FOR THE UNBALANCED TWO-WAY ERROR COMPONENT MODEL

Giuseppe Bruno

29: Habit Formation, the World Real Interest Rate, and the Present Value Model of the Current Account

Takashi Kano

28: Employment Protection, Exit and Macroeconomic Dynamics

Roberto Samaniego

27: Unemployment Benefits and the Persistence of European Unemployment

Salvador Ortigueira

26: Cartel Pricing Dynamics in the Presence of an Antitrust Authority

Joseph Harrington

25: Financial Contracts and Occupational Choice

Alexander Karaivanov

22: Parametric Estimation of Quadratic Term Structure Models of Interest Rates

H. Vincent Poor and Li Chen

21: Linear discrete time systems with box constraints

Paolo Caravani and Elena De Santis

20: stability of multicountry unions

Paolo Caravani

19: Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues

Ric D. Herbert and Peter J. Stemp

18: The Dynamics of Reputations

Bernardo A. Huberman and Fang Wu

17: Hybrid Real Estate Valuation Models with Neighborhood Effects: Marrying Geographic Information Systems and Nonlinear Econometrics

Stephen Meyer, Roger McCain and Paul Jensen

15: Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping

Christian Johnson and Francisco Gallego

14: The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting

Thomas Lux

13: Educational Systems, Growth and Income Distribution: A Quantitative Study

Hung-Ju Chen

12: Endogenous Price Stickiness, Trend Inflation, and the New Keynesian Phillips Curve

Hasan Bakhshi and Pablo Burriel

9: Specifying Agents: Probabilistic Equilibrium with Reciprocity

Roger McCain

7: Evolution of Worker-Employer Networks and Behaviors Under Alternative Non-Employment Benefits: An Agent-Based Computational Study

Leigh Tesfatsion and Mark Pingle

6: Intermediaries in an Electronic Trade Network

Hans Amman, Floortje Alkemade and Han la Poutre

5: A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge

Nick Webber and Claudia Ribeiro

4: Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge

Nick Webber and Claudia Ribeiro

2: A Network Model of Market Prices and Trading Volume

Andrei Kirilenko

1: Is International Trade Guilty for an Enlarging Wage Differential? A Dynamic Intertemporal General Equilibrium Model

Hsiao-chuan Chang