Computing in Economics and Finance 1996

From Society for Computational Economics
Department of Econometrics, University of Geneva, 102 Bd Carl-Vogt, 1211 Geneva 4, Switzerland.
Contact information at EDIRC.
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_067: Leaving the Prison: A Discussion of the Iterated Prisoner's Dilemma under Preferential Partner Selection

Esther Hauk

_066: Modelling Emerging Financial Markets and their Approach to Market Efficiency

Stephen Hall and Anna Zelweska-Mitura

_065: Modification of the UN System of National Accounting Oriented to Sustainable Development Concept

Vladimir Gurman and Elena Ryumina

_064: Risk and Return in a Dynamic Asset Pricing Model

Levent Akdeniz and W. Davis Dechert

_063: An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations

Gary Anderson

_062: Perturbation Methods for Risk-Sensitive Economies

Evan Anderson and Lars Peter Hansen

_060: The Structural Relationship between R&D of Electrical and Electronic Industries and Economic Growth: A LISREL Analysis of the Korea Experience

Jinho Yoo and Moonsik Bae

_059: Asymmetric Adjustments of Price and Output

Peter Tinsley and Reva Krieger

_058: Moving Endpoints in Macrofinance

Sharon Kozicki and Peter Tinsley

_057: An Evolutionary Trade Network Game with Preferential Partner Selection

Leigh Tesfatsion

_056: Constructing Quadratic, Polynomial, and Separable Objective Functions

Andranik Tangian and Josef Gruber

_055: Zero Inflation Targets: Central Bank Commitment and Fiscal Policy Outcomes

Peter J. Stemp and William M. Scarth

_054: Pricing for Electronic Commerce

Dale Stahl

_053: Regulation vs. Competition in Telecommunications

Leopold Sgner

_051: Observation Histories: A Compression Technique for Recording Discrete States

Felix Ritchie

_050: Approximation des systmes dynamiques

Zaka Ratsimalahelo

_049: A Mixed Poisson Regression Model for Analysis of Patent Data

Peiming Wang, Iain Cockburn and Martin L. Puterman

_046: Algorithm Models of Production Decision Making and Adaptation Cost Evaluations

Sergei Perminov

_045: An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations

Manfred Gilli and Giorgio Pauletto

_044: Evolution Variational Inequality Model of a Dynamic Adjustment Process in a Spatial Market Equilibrium Problem

Jie Pan

_043: Computational Issues in the Analysis of Simple IO Models: A Report from the Applied Front

Ariel Pakes

_042: The Design of C++ Classes for Scientific Computing

Søren Nielsen

_041: A Single-Sector Stochastic Model of Economics

Oleg Malafeyev and Sergei Nemnyugin

_040: Modeling of General International Financial Equilibrium in the Presence of Financial Futures: A Variational Inequality Approach

Anna Nagurney and Stavros Siokos

_039: Massively Parallel Computation of Dynamic Traffic Problems Modeled as Projected Dynamical Systems

Anna Nagurney and Ding Zhang

_038: Evolved Perception and Behaviour in Oligopolies

Robert Marks

_037: Computable Learning, Neural Networks and Institutions

Francesco Luna

_036: Differential-Difference Equations in Economics: On the Numerical Solution of Vintage Capital Growth Models

Raouf Boucekkine, Omar Licandro and Christopher Paul

_035: How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model

Raouf Boucekkine, Cuong Le van and Katheline Schubert

_033: Is what is good for each good for all? Individual rationality and social efficiency in an information contagion model

David Lane

_032: Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix

Erricos Kontoghiorghes

_030: A Simple Adaptive Method for Time-Series Forecasting

Petr Kln and Georges Darbellay

_028: Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models

Max E. Jerrell

_026: The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models

Peter Hollinger

_025: Observer Based Control with Nonlinear Macroeconometric Models

R. D. Herbert

_024: Hedging Exotic Derivatives Through Stochastic Optimization

Patrick Hnaff

_023: Forecasting Stock Market Averages to Enhance Profitable Trading Strategies

Christian Haefke and Christian Helmenstein

_022: Self-Organization of Trade Networks in an Economy with Imperfect Infrastructure

Sergei Guriev, Igor Pospelov and Margarita Shakhova

_021: Multiple Bids in a Multiple-Unit Common Value Auction

Michael Gordy

_019: Posterior Simulators in Econometrics

John Geweke

_018: Computational Aspects of the (In)finite Planning Horizon Open-loop Nash Equilibrium in LQ-Games

Jacob Engwerda

_014: Parallel Computing: Technological Changes and Organizational Redesign

Jacek Cukrowski

_013: Optimal Industrial Classification in a Dynamic Model of Price Adjustment

John S.nChipman and Peter Winker

_012: Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets

Umberto Cherubini and Agnese Sironi

_011: Multiregional Markal-Macro: Introduction of CO Certificate Trade and Solution Concepts

Benno Bueeler and Socrates Kypreos

_010: Numerical Solution of Huge Sets of Nonlinear Differential Equations: The Coupling of Open Economic Systems

Kai Brandt

_009: A Bellman's Equation for the Study of Income Smoothing

Richard Boylan and Bente Villadsen

_008: A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions

David Belsley

_005: Forecasting Time Series via Discrete Wavelet Transform

Miguel A. Ario

_003: Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models

Hans Amman, David Kendrick and Heinz Neudecker

_002: A solution Method for a Class of Learning by Doing Models

Francisco Alvarez Gonzalez and Emilio Cerdá