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Computing in Economics and Finance 2005

From Society for Computational Economics
Contact information at EDIRC.

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483: THE VALUATION OF AMERICAN EXCHANGE OPTIONS UNDER
Gerald H. L. Cheang, Carl Chiarella and Andrew Ziogas
478: Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
Noah Williams, Andrew Levin and Alexei Onatski
476: Optimal Fiscal and Monetary Policy In A Medium Scale Macro Model
Martín Uribe and Stephanie Schmitt-Grohe
474: Term Structure Estimation with Survey Data on Interest Rate Forecasts
Athanasios Orphanides and Don H. Kim
472: Numerical Analysis of Asymmetric First Price Auctions Downloads
Wayne-Roy Gayle
471: Wavelet Optimized Finite-Difference Approach to Solve Jump-Diffusion type Partial Differential Equation for Option Pricing Downloads
Mohammad R. Rahman, Ruppa K. Thulasiram and Parimala Thulasiraman
469: Automated detection and explanation of exceptional values in a datamining environment
Hennie Daniels and Emiel Caron
468: Information Visualization Of An Agent-Based Financial System Model Downloads
Wei Jiang and Richard Webber & Ric D Herbert
466: Fundamental Uncertainties and Firm-level Stock Volatilities
Yang Yu
465: The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
Viktor Winschel
462: Making a match: combining theory and evidence in policy-oriented macroeconomic modelling Downloads
Alasdair Scott, George Kapetanios and Adrian Pagan
460: Dynamic Limited Dependent Variable Modeling and US Monetary Policy Downloads
George Monokroussos
459: Measuring Inflation Persistence: A Structural Time Series Approach Downloads
Maarten Dossche and Gerdie Everaert
457: Gains from International Monetary Policy Coordination: Does It Pay to Be Different? Downloads
Evi Pappa and Zheng Liu
456: Sychronization and Staggering in a Model of State-Dependent Pricing
Alexander Wolman and A. Andrew John
455: The Mundell-Fleming-Dornbusch Model in a New Bottle Downloads
Anthony Landry
454: Limited Participation, Income Distribution and Capital Account Liberalization Downloads
Eva de Francisco
453: Dynamic Politico-economic Equilibrium: Aggregation, First-order Conditions, and Computation
Per Krusell, Marina Azzimonti and Eva de Francisco
452: Optimal Interest Rate Rules, Asset Prices and Credit Frictions Downloads
Tommaso Monacelli and Ester Faia
451: Testing for Stationarity and Cointegration in an Unobserved Components Framework Downloads
James Morley and Tara Sinclair
450: The Effects of EU Shocks on the Macrovariables of the Newly Acceded Countries -A Sign Restriction Approach Downloads
Alina Barnett
449: Option pricing with sparse grids
Thomas Mertens
448: Interbank market under the currency board: Case of Lithuania Downloads
Marius Jurgilas
446: Solving RE models for dummies
Patrick Fève and Fabrice Collard
445: User-Friendly Parallel Computations with Econometric Examples Downloads
Michael Creel
438: Multi-core CPUs, Clusters and Grid Computing: a Tutorial Downloads
William Goffe and Michael Creel
437: Robustifying Learnability Downloads
Peter von zur Muehlen and Robert Tetlow
434: Margins and Transaction Taxes in an Artificial Speculative Futures Market
Leanne Ussher
431: DSGE Models in a Data-Rich Environment Downloads
Marc Giannoni and Jean Boivin
430: An Evolutionary Analysis of Investment in Electricity Markets Downloads
Manuel L. Costa and Fernando S. Oliveira
429: A Rational Expectations Model of Optimal Inflation Inertia Downloads
Michael Kumhof and Douglas Laxton
427: Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence Downloads
Richard Mash
423: Education and Self-Employment: Relationships between Earnings and Wealth Inequality
Yaz Terajima
422: Optimal cheating in monetary policy with individual evolutionary learning Downloads
Jasmina Arifovic and Olena Kostyshyna
421: Predatory Governance Downloads
Dalida Kadyrzhanova
419: International Capital Flows in a World of Greater Financial Integration Downloads
Viktoria Hnatkovska and Martin Evans
416: Information Flows and Aggregate Persistence
Oleksiy Kryvtsov
415: Housing, Personal Bankruptcy, Entrepreneurship
Yaz Terajima and Cesaire Meh
414: A Fully-Rational Liquidity-Based Theory of IPO Underpricing and Underperformance Downloads
Matt Pritsker
412: A Computational Approach to Proving Uniqueness in Dynamic Games
Karl Schmedders and Kenneth Judd
411: Computation of Moral-Hazard Problems
Kenneth Judd and Che-Lin Su
410: Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions
Andrew Cohen and Ron Borzekowski
409: HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH Downloads
Magdalena E. Sokalska, Ananda Chanda and Robert Engle
408: Portfolio Choice and Permanent Income
Stanley Zin and Thomas Tallarini
407: The Behavior of Banks under the Deposit Insurance and Capital Requirements Downloads
Xiaozhong Liang
405: On the Benefits of Exchange Rate Flexibility under Endogenous Tradedness of Goods Downloads
Kanda Naknoi, Michael Kumhof and Douglas Laxton
404: Estimating the Deep Parameters of RBC Model with Learning
Stefano Eusepi and Stefania D'Amico
402: Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority Downloads
Gonzalez F., Rodriguez A. and Gonzalez-Garcia J.R.
401: Tax Policies, Vintage Capital, and Entry and Exit of Plants Downloads
Dennis Jansen and Shao-Jung Chang
400: Robust Monetary Policy with Imperfect Knowledge
John Williams and Athanasios Orphanides
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