Computing in Economics and Finance 2004

From Society for Computational Economics
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156: Statistical Evidences for the Influence of GP's Representation on Forecasting

Chia-Hsuan Yeh

155: Optimal Lag Structure Selection in VEC-Models

Dietmar Maringer and Peter Winker

154: An Adverse Selection Model of Optimal Unemployment Insurance

Marcus Hagedorn and Ashok Kaul

153: Intertemporal and Spatial Location of Disposal Facilities

F. Velasco and F.J. André

152: On the Indeterminacy of New-Keynesian Economics

Andreas Beyer and Roger Farmer

151: Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE

Marco Ratto and Riccardo Girardi

149: Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach

Carl Chiarella and Pu Chen

148: Forecasting inflation: An art as well as a science!

Peter Vlaar and Ard Reijer

147: Robust Control: A Note on the Timing of Model Uncertainty

Arnulfo Rodriguez

146: Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information

Peter Tinsley and Sharon Kozicki

145: New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective

William Barnett and Yijun He

144: The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations

John Williams and Athanasios Orphanides

140: Optimal Technological Portfolios for Climate-Change Policy under Uncertainty: A Computable General Equilibrium Approach

David Bradford, Seung-Rae Kim and Klaus Keller

139: On the Possibility of Informationally Efficient Markets

David Goldbaum

137: Practical guide to real options in discrete time

Sergey Levendorskiy and Svetlana Boyarchenko

136: Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff

Bruce McGough, William Branch and John Carlson

135: Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation

Eiji Fuji and Jeannine Bailliu

134: Optimal Constrained Interest Rate Rules

Bruce McGough and George Evans

133: The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model

Guillaume Guerrero and Nicolas Million

132: Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy

Raf Wouters and Frank Smets

131: Data Uncertainty in General Equilibrium

S. Boragan Aruoba

130: Performance of Inflation Targeting Based on constant Interest Rate Projections

Kaushik Mitra and Seppo Honkapohja

129: Cournot Competition and Endogenous Firm Size

Francesco Saraceno and Jason Barr

128: A Frequency-selective Filter for Short-Length Time Series

Alain Noullez and Alessandra Iacobucci

127: Comparing robust control with optimal control with time-varying parameters

Marco P. Tucci

126: Search in Financial Markets, and Monetary Policy

Scott Hendry and Kevin Moran

125: Optimal Taylor Rules in an Estimated Model of a Small Open Economy

Nooman Rebei, Steven Ambler and Ali Dib

124: Financial Liberalization and Emerging Stock Market Volatility

F. Pérez de Gracia and J. Cuñado; J. Gómez

123: Learning and Shifts in Long-Run Growth

Rochelle Edge and Thomas Laubach

121: The Inflation Aversion of the Bundesbank: A State Space Approach

Vladimir Kuzin

120: Turnover Activity in Wealth Portfolios

Mishael Milaković and Carolina Castaldi

119: On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures

Chiang and Min-Hsien;Fan

118: Stepwise calibration of a higher-order Keynes-Metzler-Goodwin model

Reiner Franke

117: The short-run dynamics of optimal growth models with delays

Luis Puch, Fabrice Collard and Omar Licandro

116: Inflation Dynamics in Seven Industrialised Open Economies

Nicoletta Batini and Ryan Banerjee

115: Performing an Environmental Tax Reform in a Regional Economy: A Computable General Equilibrium Approach

Francisco J. André and Manuel Alejandro Cardenete

114: Robust Control: A Note on the Response of the Control to Changes in the

Arnulfo Rodriguez and Fidel Gonzalez

113: Price Reaction to Momentum Trading and Market Equilibrium

Katsumasa Nishide

112: Forecasting Chilean Industrial Production and Sales with Automated Procedures

Romulo Chumacero

111: Test for long memory processes. A bootstrap approach

Pilar Grau

110: Minority Games, Local Interactions, and Endogenous Networks

Marco Valente and Giorgio Fagiolo

109: Animal Spirits, Lumpy Investment, and the Business Cycle

Giorgio Fagiolo and Andrea Roventini

108: Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences

Paolo Surico

106: Can Intelligence Help Improve Market Performance?

Chia-Hsuan Yeh

104: A Stochastic Lake Game

Sharon O'Donnell and W. Davis Dechert

103: I'll buy that: The Schelling Model of Segregation in an Owner Occupied Housing Market

Margo Bergman and Sharon I. O'Donnell

102: Welfare Maximizing Monetary and Fiscal Policy Rules

Robert Kollmann

100: Optimal marketing decisions in a micro-level framework

Luigi De Cesare and Andrea Di Liddo

99: Learning with Heterogeneous Expectations in an Evolutionary World

Eran Guse

98: Comparison of Optimal Control Solutions in a Labor Market Model

Gareth Leeves and Ric D Herbert