Computing in Economics and Finance 2004
From Society for Computational Economics
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- 347: Computational Economics: Help for the Underestimated Undergraduate
- Hans Amman, David Kendrick and Ruben Mercado
- 346: APPLICATION OF THE KALMAN FILTER FOR ESTIMATING CONTINUOUS TIME TERM STRUCTURE MODELS: EVIDENCE FROM THE UK AND GERMANY

- Rana Chatterjee
- 345: Valuation of American Continuous-Installment Options

- Pierangelo Ciurlia and Ilir Roko
- 344: Money makes the world go round... about the necessity of nonlinear techniques in interest rate forecasting

- Stefan Fink and Janette Walde
- 343: Bounded Rationality, Learning, and Business Cycles in a Standard Neoclassical Growth Model
- Laurent Cellarier
- 342: Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements
- Eugenie Hol, Siem Jan Koopman and Borus Jungbacker
- 341: A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection
- Renato G. Flores and Gustavo M. de Athayde
- 339: Robust Control Rules to Shield Against Indeterminacy

- Nicoletta Batini and Paul Levine
- 338: Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory

- Klaus Adam
- 336: Games and Queues
- Bernardo A. Huberman, Li Zhang and Fang Wu
- 335: Robust control, Regime Switching Risk and Asset Prices
- Turalay Kenc
- 334: Teaching Numerical Methods in an Applied Economics Department
- Mario Miranda
- 333: Can New Open Economy Macroeconomic Models Explain Business Cycle Facts?
- Jagjit Chadha and Charles Nolan
- 332: The Dynamics of Plant-level Productivity in U.S. Manufacturing
- T. Kirk White and Arpad Abraham
- 331: Changes in the Environment and Individual Learning
- John Ledyard and Jasmina Arifovic
- 330: Lumpy Investment, Sectoral Propagation, and Business Cycles

- Makoto Nirei
- 329: Human Capital Accumulation, Time to Build, and Business Cycles
- Toshiya Ishikawa
- 328: Network properties of trading
- Ilija Zovko
- 326: Experiments in a Software Aided Multiagent System
- Chung-Ching Tai and Shu-Heng Chen
- 325: Monetary and Fiscal Policy Switching

- Hess Chung, Troy Davig and Eric Leeper
- 324: On the real impact of money in an economy with spatially differentiated agents
- Petia Manolova
- 323: Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
- Andrew J Scott, Arpad Abraham and Albert Marcet
- 321: A Specification Search Algorithm for Cointegrated Systems
- Jerzy Mycielski and Michal Kurcewicz
- 320: The Use of a Simple Decision Rule in Repeated Oligopoly Games
- Jan Edman
- 319: Domestic and International Determinants of the Sustainability of Public Debt
- Michael Binder
- 318: (The Evolution of) Post-Secondary Education: A Computational Model and Experiments
- Sergey Slobodyan and Andreas Ortmann
- 316: Wake me up before you GO-GARCH
- Roy van der Weide
- 315: Critical behaviour and system size in agent-based models: an explanation
- Simone Alfarano and Friedrich Wagner
- 314: One Sector Models, Indeterminacy, and Productive Public Spending

- Sergey Slobodyan
- 313: Volatility and the Term Structure: Evidence from Interest Rate Derivatives

- Alessandro Beber
- 312: An algorithmic solution to the interval Kyoto game
- Christophe Deissenberg and George Leitmann
- 310: From Heterogeneous expectations to exchange rate dynamic

- Philippe Protin, Luc Neuberg and Christine Louargant
- 308: The U.S. Phillips-curve by time scale using waveletsMarco
- Marco Gallegati Mauro Gallegati James Ramsey Willi Semmler
- 307: On-the-job Search and Business Cycle Dynamics

- Thomas Lubik and Michael Krause
- 306: Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions

- Paola Palmitesta and Corrado Provasi
- 305: Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation
- Taisei Kaizoji
- 303: Bureaucratic corruption and macroeconomic performance

- Ingrid Ott
- 302: Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters
- Giuliano De Rossi
- 301: A multiple matching model with endogenous participation: what's new about the supply-side policies?

- Etienne Campens
- 300: Discussing the Survivability Issue in Agent-Based Artificial Stock Market
- Ya-Chi Huang and Shu-Heng Chen
- 299: How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
- Simon van Norden
- 298: On the Dynamics of Finite Memory Distributed Systems
- Jamsheed Shorish and Victor Dorofeenko
- 297: Distributed Technology Techniques for Solving Dynamic Models
- Paul Turton and Jan Herbert
- 296: An agent based approach to analysis of Capital structure and industry dynamics: The role of policy
- Roberto Gabriele and Enrico Zaninotto
- 295: Review of Pension Schemes Under Segmented and Asymmetric Labor Market
- Renginar Dayangac and Bilge Ozturk
- 294: Credit and Cash-in-Advance in Disequilibrium Models

- Sander van der Hoog
- 293: Pricing a Path-dependent American Option by Monte Carlo Simulation
- Masaaki Kijima and Hajime Fujiwara
- 292: The Manufacturing Flexibility to Switch Products: Valuation and Optimal Strategy

- Sorin Tuluca and Piotr Stalinski
- 291: A Search for a Structural Phillips Curve
- Argia Sbordone and Timothy Cogley
- 289: A rational expectatons critque of the Hahn-Solow critique of rational expectations
- Richard E. Hawkins