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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
Rana Chatterjee
345: Valuation of American Continuous-Installment Options Downloads
Pierangelo Ciurlia and Ilir Roko
344: Money makes the world go round... about the necessity of nonlinear techniques in interest rate forecasting Downloads
Stefan Fink and Janette F. 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 Downloads
Nicoletta Batini and Paul Levine
338: Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory Downloads
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 Downloads
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 Downloads
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 Downloads
Sergey Slobodyan
313: Volatility and the Term Structure: Evidence from Interest Rate Derivatives Downloads
Alessandro Beber
312: An algorithmic solution to the interval Kyoto game
Christophe Deissenberg and George Leitmann
310: From Heterogeneous expectations to exchange rate dynamic Downloads
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 Downloads
Thomas Lubik and Michael Krause
306: Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions Downloads
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 Downloads
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? Downloads
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 Downloads
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 Downloads
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
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