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Computing in Economics and Finance 2005

From Society for Computational Economics
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191: Vacancy Persistence
Shigeru Fujita
190: Stochastic and deterministic unit root models: problem of dominance
Svetlana Makarova and Wojciech Charemza
189: Payday Loans, Consumption Shocks, and Discounting
Jeremy Tobacman and Paige Skiba
188: A Continuous-Time Version of the Principal-Agent Downloads
Yuliy Sannikov
187: Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Downloads
Oleksandr Zhylyevskyy
186: Spurious regression under broken trend stationarity Downloads
Daniel Ventosa-Santaulària and Antonio Noriega
185: Technological Complexity, R&D and Education: Some Pleasant Arithmetic Downloads
Peter Thompson and Mihaela Pintea
184: Income Inequality, Monetary Policy, and the Business Cycle Downloads
Stuart Fowler
183: A QUANTITATIVE COMPARISON OF STICKY-PRICE AND STICKY-INFORMATION MODELS OF PRICE SETTING
Michael Kiley
182: Corporate Leverage and Financial Fragility in General Equilibrium
Andrew Levin and Fabio M. Natalucci
181: Incentives to Cooperate in Network Formation
Haydée Lugo
178: Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model
Chao Wei
177: Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy Downloads
Daniel Leigh
176: Learning about which measure of inflation to target Downloads
Luis-Felipe Zanna and Marco Airaudo
175: Evaluating Models of Sticky Prices
Jonas Fisher and Martin Eichenbaum
172: Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model Downloads
Andreas Beyer and Roger Farmer
171: Wealth-Robust Intertemporal Incentive Contracts
Mark Loewenstein, Jerome Detemple and Suresh Govindaraj
169: Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation Downloads
Sunghyun Kim and Jinill Kim
168: Intertemporal Asset Allocation with Inflation-Indexed Bonds
Carl Chiarella and C. Hsiao
166: Time Consistency and Targeting Rules in Singular Rational Expectations Models
Richard Pierse and Andrew Blake
165: Price expectations in the laboratory in positive and negative feedback systems Downloads
Joep Sonnemans, Peter Heemeijer and Cars Hommes
163: Multi-period CAPM with Heterogeneous Agents Downloads
Hendri Adriaens and Bertrand Melenberg
162: Escape Dynamics: A Continuous Time Approximation Downloads
Dmitri Kolyuzhnov and Anna Bogomolova
161: Limited Dependet Panel Data: a Bayesian Approach
Giuseppe Bruno
158: The internal efficiency of Index Option Markets Downloads
Marianna Brunetti and Costanza Torricelli
157: An Agent-Based Keynesian Laboratory
Charlotte Bruun
156: Money, Inventories and Underemployment in Deflationary Recessions Downloads
Gerd Weinrich and Luca Colombo
154: Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models
Hiroyuki Kawakatsu
150: A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints Downloads
Che-Lin Su
149: An Overview of Automatic Differentiation
Jean Utke and Paul D Hovland
148: Conditional Welfare Comparisons of Monetary Policy Rules
Andrew Levin and Jinill Kim
147: Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior Downloads
Eric Swanson
146: Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
Eric Swanson, Gary Anderson and Andrew Levin
145: Monetary Concequences of Alternative Fiscal Policy Rules Downloads
Jukka Railavo
144: Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR Downloads
Christian Melzer and Thorsten Neumann
143: Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis Downloads
Luca Guerrieri and Dale Henderson
142: THE AGGREGATE OF ELASTICITIES OR THE ELASTICITY OF THE AGGREGATES: U.S. TRADE IN SERVICES Downloads
Jaime Marquez
141: Approximate Aggregation Downloads
Eric Young
140: Extreme Value Theory and Fat Tails in Equity Markets Downloads
Ritirupa Samanta and Blake Lebaron
139: A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course—A Student/Teacher Collaboration
Ryder Delaloye, Luke Olson and Max Jerrell
138: Central Bank Estimates of the Unemployment Natural Rate
Peter Tinsley and Sharon Kozicki
135: Capital Mobility and spillovers within a modular approach to multiregion modeling
Marian Leimbach and Ottmar Edenhofer
134: Time Consistent Policy in Markov Switching Models Downloads
Fabrizio Zampolli and Andrew Blake
133: Capital Injection to Save Bank Crisis
Isamu Okada and Ichiro Takahashi
132: Inequality and Growth: A Semiparametric Investigation Downloads
Dustin Chambers
130: Stochastic Volatility with ARMA Extension Applied to Portfolio Choice
Arnisa Abazi
128: Expansionary Fiscal Shocks and the Trade Deficit Downloads
Christopher Erceg and Luca Guerrieri
127: Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? Downloads
Carlos Capistrán-Carmona
126: Learning-by-doing or Habit Formation?
Takashi Kano and Hafedh Bouakez
124: Two-class structure of the personal income distribution in the USA in 1983-2001 Downloads
A. C. Silva and Victor Yakovenko
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