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Computing in Economics and Finance 2005

From Society for Computational Economics
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123: Aging, pension reform, and capital flows: A multi-country simulation model Downloads
Axel Boersch-Supan and Alexander Ludwig
121: Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework
Yamin Ahmad
120: Credit Market Development, Asset Prices and Business Cycle
Caterina Mendicino
119: Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC
Sean Holly and Arnab Bhattacharjee
117: Long Swings in the US-Dollar: a Stochastic Control Approach
Rita L. D’Ecclesia and Rosella Castellano
116: Estimating default probabilities using a non parametric approach
Rita L. D'Ecclesia and Robert G. Tompkins
114: Constrained Pricing of Monopolies with Endogenous Participation Downloads
Eugenio Miravete and Gabriel Basaluzzo
113: Long Memory, Heterogeneity, and Trend Chasing
Youwei Li and Xuezhong He
112: Adaptive Agent Modeling as a Tool for Trade and Development Theory Downloads
Timothy R. Gulden
110: A welfare analysis of bargaining frictions
Samuel Danthine and Stéphane Auray
108: Monetary Policy with Model Uncertainty: Distribution Forecast Targeting
Noah Williams and Lars Svensson
107: U.K. Monetary Regimes and Macroeconomic Stylised Facts
Luca Benati
106: Solving SDGE Models: Approximation About The Stochastic Steady State
Michel Juillard and Ondra Kamenik
103: Term structure estimation without using latent factors Downloads
Greg Duffee
102: Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area Downloads
Roland Straub and Günter Coenen
101: Effects of Demand Share Patterns on GDP, Okun's Law, Beveridge Curves, and Sector Sizes
Hiroshi Yoshikawa and Masanao Aoki
100: Insurance Policies for Monetary Policy in the Euro Area Downloads
Volker Wieland and Keith Kuester
99: A Welfare Analysis of Progressive Tax and Transfer Policies: Is the Present System Better than the Flat Tax System?
Shailesh Bhandari and Ph. D.
98: Measuring the Effects of Employment Protection on Job Flows: Evidence from Seasonal Cycles Downloads
Justin Wolfers
96: Segregation in Social Networks
Nicolaas Vriend, Giorgio Fagiolo and Marco Valente
95: Unit Root Tests With Markov-Switching Downloads
Qin Xiao and Gee Kwang Randolph Tan
92: Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms
Michael T. Gapen and Thomas Cosimano
91: An Agent-Based Model of Mortality Shocks, Intergenerational Effects, and Urban Crime Downloads
Michael Makowsky
87: Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts Downloads
Engin Kara and Huw Dixon
84: An estimated open-economy model for the EURO area Downloads
Marco Ratto and Werner Roeger
83: The Valuation of Multiple Asset American Options under Jump Diffusion Processes
A. Ziogas, G. Cheang and Carl Chiarella
81: Innovation and Idiosyncratic Risk Downloads
Mariana Mazzucato and Massimiliano Tancioni
80: Monetary Policy under Adaptive Learning Downloads
Vitor Gaspar and Frank Smets
79: The Effectiveness of Margin Requirements: Agent-Based Modeling Approach
Yi-Feng Tzeng, Chung-Yi Yang and Chia-Hsuan Yeh
78: Time Series Properties Under Price Limits
Chia-Hsuan Yeh
77: Pricing American Options under Stochastic Volatility
Andrew Ziogas and Carl Chiarella
75: Housing Wealth and Mortgage Contracts Downloads
Joseph B. Nichols
73: Valuing Pilot Project Investments in Incomplete Markets: A Compound Option Approach Downloads
Eymen Errais and Jeffrey Sadowsky
72: Agent-Based Computational Laboratories for the Experimental Study of Complex Economic Systems Downloads
Leigh Tesfatsion
71: An Integrated Treatment of Monte Carlo Numerical Integration Techniques
Jean-Francois Richard and R. Liesenfeld
70: Quantifying the Inefficiency of the US Social Security System Downloads
Juan Carlos Parra and M. Huggett
68: The Phillips Curve Under State-Dependent Pricing Downloads
Barbara Rudolf and H. Bakhshi
66: Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior
Andrew Levin and Günter Coenen
65: Complexity Measures and Macroeconomic Stability of Centralized and Decentralized Exchange: Evidence from Cross-Cultural Anthropological Data
James Stodder
64: Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data Downloads
James Stodder
63: Teaching to do economics with the computer Downloads
Kurt Schmidheiny and Harris Dellas
62: Monetary and Fiscal Interactions without Commitment and the Value of Monetary Conservatism Downloads
Roberto Billi and Klaus Adam
61: Efficient Allocations in a Dynamic Moral Hazard Economy
Noah Williams
60: How the Bundesbank really conducted monetary policy
Christina Gerberding, Franz Seitz and Andreas Worms
59: Curve Forecasting by Functional Autoregression Downloads
Alexei Onatski and V. Karguine
57: Adaptive Control for Economic Models Revisited
David Kendrick
56: ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS Downloads
Ghulam Sorwar
54: Uncertainty, Learning, and Optimal Technological Portfolios: A Dynamic General Equilibrium Approach to Climate Change Downloads
Seung-Rae Kim
53: Identification and Estimation of Discrete Games of Complete Information Downloads
Stephen Ryan, Patrick Bajari and Han Hong
52: Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area Downloads
James Mitchell
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