EconPapers    
Economics at your fingertips  
 

Computing in Economics and Finance 2005

From Society for Computational Economics
Contact information at EDIRC.

Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


397: Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution Downloads
Sheri Markose and Amadeo Alentorn
396: Designing large value payment systems: an agent based approach
Jing Yang, Sheri Markose and Amadeo Alentorn
394: Numerical investigation on bottom-up fluctuation of investment
Yuya Sasaki and Makoto Nirei
393: On-the-Job Search and Wage Rigidity in a General Equilibrium Model
Robert Hussey
391: A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem Downloads
Simon Hansen
390: Bond Yield Predictability and Estimation of Affine Term Structure Models
Bovorn Vichiansin
389: Noisy Earnings Reports and the Equity Premium
Gorkem Ozer and Paul Beaumont
388: The Design of Monetary and Fiscal Policy: A Global Perspective
Stefano Eusepi and Jess Benhabib
387: Shifting Expectations about Technology Growth as a Propagation Mechanism Downloads
Masashi Saito
385: Worst-case estimation and asymptotic theory for models with unobservables Downloads
Jose Vidal-Sanz and Mercedes Esteban-Bravo
384: The Long and the Short of It: Long Memory Regressors and Predictive Regressions Downloads
Aaron Smallwood; Alex Maynard; Mark Wohar
382: INFORMATION IN DATA REVISION PROCESSES: PAYROLL EMPLOYMENT AND REAL-TIME MEASUREMENT OF EMPLOYMENT
Peter Zadrozny and Ellis Tallman
381: A decomposition method to deflate the curse of dimensionality for dynamic stochastic models
Mercedes Esteban-Bravo and F. Javier Nogales
380: A Threshold Model of Monetary Policy
Michael D. Bradley & Dennis W. Jansen
379: The Determinants of Market Frictions in the Corporate Market
Egon Zakrajšek, Andrew Levin and Roberto Perli
378: Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions Downloads
Peter Zadrozny and Baoline Chen
377: Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation Downloads
Thomas Lubik and Wing Leong Teo
376: Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
Maral Kichian and Lynda Khalaf
375: Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies Downloads
Giulio Bottazzi and Mikhail Anufriev
374: The Value of Knowledge Flows: Evidence from Patent Citations Data Downloads
Yi Deng
373: The Temptation of Emergence or: Don't Rush into Economic(al) Explanations
Norman Ehrentreich
372: The Impact of Housing Decisons on Business Cycles
Steven Ambler, Emanuela Cardia and Christian Zimmermann
371: Testing Near-Rationality Using Detail Survey Data Downloads
Stefan Palmqvist and Michael F. Bryan
370: Price setting in General Equilibrium: Alternative Specifications
Grégory de Walque, Frank Smets and Raf Wouters
369: Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits Downloads
Sanjay Chugh
367: Stochastic Volatility in DSGE models
Giorgio Primiceri and Alejandro Justiniano
366: Capital Accumulation in the Presence of Informal Credit Contract: Does Incentive Mechanism Work Better than Credit Rationing Under Asymmetric Information? Downloads
Basab Dasgupta
364: Taxes and quotas for a Stock Pollutant with Multiplicative Uncertainty: A Comment
Fidel Gonzalez
363: TIPS: Taking Inflation Premium Seriously Downloads
Min Wei, Stefania D'Amico and Don H. Kim
362: Monetary Policy, Determinacy, and Learnability in the Open Economy
Eric Schaling and James Bullard
360: Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control
Selahattin Dibooglu and Turalay Kenc
359: Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models
Kai Christoffel
358: On the Distributional Effects of Trade Policy: A Macroeconomic Perspective Downloads
Luis San Vicente Portes
357: Structural Breaks in Estimated DSGE Models with Indeterminacy
Siddhartha Chib, Michael Dueker and Anatoliy Belaygorod
356: Financial Frictions, Distribution Costs, and Current Account Crises
Sylvain Leduc and Diego Valderrama
355: Operational risk management and new computational needs in banks Downloads
Duc Pham-Hi
354: Co-evolution of bounded rational agents in adaptive social networks
Haydée Lugo, Dalmagro and F. Jiménez J.
351: Agency Conflicts, Investment, and Asset Pricing Downloads
Neng Wang and Rui Albuquerque
349: Debt stabilizing fiscal rules Downloads
Philippe Michel, Leopold von Thadden and Jean-Piere Vidal
348: Paper or Plastic? The Effect of Time on Check and Debit Card Use at Grocery Stores
Elizabeth Klee
347: An Integrated Approach For Stock Price Forecasting
Alvaro Veiga and Gustavo Santos Raposo
346: Exponential Multivariate Autoregressive Conditional High Frequency Data Model
Alvaro Veiga and Gustavo Santos Raposo
345: Persistence, Propagation and On-the-Job Search
Michael Krause and Thomas Lubik
344: Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter Downloads
Matthieu Lemoine and Odile Chagny
343: A Re-Examination of the Determinants of Economic Growth Using Simultaneous Equation Dynamic Panel Data Models
Susanne Broeck and Michael Binder
341: Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations
Wolfgang Lemke
340: Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
Massimiliano Marzo and Thomas Lubik
339: Black-White Labour Market Conditions and Property Crime in the US: A Quantitative Analysis Downloads
Marco Cozzi
338: Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
Manfred Gilli and Ilir Roko
337: Are We There Yet? Looking for the New Economy
Simon van Norden
Page updated 2022-01-22
Sorted by number, numeric