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Computing in Economics and Finance 2005

From Society for Computational Economics
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336: Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods Downloads
Manoj Atolia and Edward F. Buffie
334: Agent-based simulation of power exchange with heterogeneous production companies Downloads
Silvano Cincotti and Eric Guerci
333: Volatility and realized quadratic variation of differenced returns
Esben Hoeg
329: Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence Downloads
Mark Wohar and David E. Rapach
328: Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies Downloads
Rangan Gupta
324: Optimal Unemployment Insurance in a Search Model with Variable Human Capital Downloads
Andreas Pollak
323: Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements
Refet Gürkaynak and Brian Sack
Rainer Andergassen and Franco Nardini
321: A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
Argia Sbordone
320: A dynamic model of a monetary production economy under the disequilibrium economics approach Downloads
Marco Raberto and Andrea Teglio
319: Bootstrap inference on a nonlinear time series model of advertising effects
Miguel A. Arranz
318: An Estimated DSGE Model for The German Economy Downloads
Ernest Pytlarczyk
317: Estimating an Open Economy SDGE Model for the Euro Area
Andreas Beyer and Ricardo Mestre
314: Monetary Policy in an Estimated DSGE Model with a Financial Accelerator Downloads
Ali Dib and Ian Christensen
313: Monetary Policy Shifts, Indeterminacy and Inflation Dynamics Downloads
Paolo Surico
309: Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
Thomas Lubik
307: Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market Downloads
Paul Carrillo
306: Bayesian Estimation of a DSGE Model with Financial Frictions for the U.S. and the Euro Area Downloads
Virginia Queijo
304: Accounting for Changes in the Homeownership Rate Downloads
Matthew Chambers and Carlos Garriga
299: The Emergence of Local Norms in Networks Downloads
Mary Burke and Gary Fournier
298: A Two Sector Small Open Economy Model. Which Inflation to Target?
Nooman Rebei and Eva Ortega
296: Investigating the effect of changes in Signals, Noise and Agent Types in Cascade Models
Debra Smarkusky and Margo Bergman
295: Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision Downloads
David Goldbaum and Bruce Mizrach
293: The Fed and the Stock Market Downloads
Paolo Surico, Antonello D'Agostino and Luca Sala
291: Investment-Specific Technical Change and the Production of Ideas Downloads
Roberto Samaniego
290: Financial markets with heterogeneous agents as nonlinear news filters
Cees Diks
289: Specification and the Technology-Hours Debate: What Can We learn from Bayesian VARSs?
Florian Pelgrin and Paul Corrigan
287: Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy Downloads
Kodera J. and Miloslav Vošvrda
Serdar Sayan and Mohamed Jelassi
285: Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition
Serge Hayward
284: An Analysis on Simulation Models of Competing Parties Downloads
Jie-Shin Lin
283: SOCIODYNAMICA: An agent based computer simulation studying the interacting web of biological, social and economic behaviors Downloads
Klaus Jaffe
282: Time Consistent Control in Non-Linear Models Downloads
Steven Ambler and Florian Pelgrin
279: Test for serial independence based on quadratic forms
Cees Diks & Valentyn Panchenko
277: Social Networks in Labor Markets: The Effects of Symmetry, Randomness and Exclusion on Output and Inequality
Andrea Lavezzi and Nicola Meccheri
275: On the Effects of Redistribution on Growth and Entrepreneurial Risk-Taking
Maik Heinemann and Christiane Clemens
274: Real-time data for Norway: Output gap revisions and challenges for monetary policy Downloads
Tom Bernhardsen and Øyvind Eitrheim
273: Stock returns and economic activity; evidence from wavelet analysis
Marco Gallegati
272: The accuracy of welfare computations
Michel Juillard
271: Computing optimal policy functions in a timeless perspective: An application
Florian Pelgrin and Michel Juillard
270: Forecasting Aggregates by Disaggregates Downloads
Kirstin Hubrich and David Hendry
268: The Role of Group Size and Competition in Minimum Effort Coordination Games. An Agent Based Approach
Thomas Riechmann
267: Mean Variance Optimization of Forward Looking Systems and Worst-case Analysis
Volker Wieland, Berc Rustem and Stanislav Zakovic
266: Employment, New Equipment, Skill, and Growth
Mohamed Bouzahzah and Hamid Esmaeili
264: HRM and Value Creation Downloads
Michel PHILIP & Patrick Micheletti
263: Expectation Formation and Endogenous Fluctuations in Aggregate Demand Downloads
Maciej Dudek
262: Learning in a Misspecified VAR Model
Eran Guse
260: Estimating Sticky Information Phillips Curve: International Evidence from the Consensus Survey of Forecasters
Jiri Slacalek, Jörg Döpke and Ulrich Fritsche
259: Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
Kevin Lee and Anthony Garratt
258: Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach Downloads
Alain Hecq
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