Computing in Economics and Finance 1997

From Society for Computational Economics
CEF97, Stanford University, Department of Economics, Stanford CA USA.
Contact information at EDIRC.
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178: Procyclical Labor Productivity: Sources and Implications

Burkhard Heer and Ludger Linnemann

177: A Real Business Cycle Model for Panel Data: An Application for the Central European Transition Economies

Libor Krkoska

176: Forecasting Fundamental Asset Return Distributions

R. Glen Donaldson and Mark Kamstra

175: Cyclical Variation in the Risk and Return Relation

Paul Harrison and Harold Zhang

174: Tax Policy and the Dynamic Demand for Domestic and Foreign Capital by Multinational Corporations

Rosanne Altshuler and Jason Cummins

173: A Steady State Evaluation of the measures of the Welfare Cost of Inflation

Robert Hooper

172: Flat Tax Reform: A Quantitative Exploration

Gustavo Ventura

171: Why Equal Weights in the Three Factor Formula Apportionment Method? A Game-theoretic Model of Competition between States

April Franco

170: Using Neural Nets as a Tool to Gain Insight into Differential Stochastic Equations

Duc Pham-Hi

169: Toward a Generic Macroeconomic Modeling Environment

Stephen Wright

168: Controlling the Flexibility of Neural Networks: An Empirical Study in Financial Modelling

Hennie Daniels, Bart Kamp and William Verkooijen

167: Forecasting UK Output: a Neural Network Approach

E. L. Salazar and Social Research (niesr)

166: The Emergence of a Firm as a Complex-Problem Solver

Francesco Luna

165: Stochastic Demand, Monopoly, and Information Aquisition when Demand Comes from Multiple Sources

Jacek Cukrowski and Kresimir Zigic

164: Problem-solving in the SIGMA Computational Economy Through Learning and Adaptation

Grigoris Karakoulas

163: Information Processing and Organizational Structure

Stephen DeCanio and William E. Watkins

162: Endogenous Cycles in Linear and Nonlinear Trade Cycle Models

Steve Keen

161: Public Deficits, Debt and Financial Markets: A Stochastic General Equilibrium

Roland Demmel

160: Linear Contemporaneous Control Models

Rod Bell Ric Herbert and Graham Madden

159: Relaxation Algorithms in Finding Nash Equilibrium

Steffan Berridge and Jacek Krawczyk

158: A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model

Lung-Fei Lee

157: Random Number Generators

Gerald Dwyer and K. B. Williams

156: Kernel Estimation of the Density of a Change-Point in the Mean

Marine Carrasco

155: A Fast Maximum Simulated Likelihood Estimation Technique for NMP Models

Denis Bolduc

154: Learning With a Known Average: a Simulation Study of Alternative Learning Rules

Huw Dixon and Paolo Lupi

153: Choice Under Uncertainty with Costly Computations

Kislaya Prasad

152: Learning by Imitation in the Kiyotaki-Wright Model of Money

Erdem Basci

151: Learning About the Learning Curve: A Computational Model

V. Bala and Roy Radner

150: The Dynamics of Regional Interaction, Growth and Agglomeration - a simulation approach based on cellular automata

Max Keilbach

149: Profile Learning by Strategic Workers in Wage-Setting Duopsony

Aurora García, Nikolaos Georgantzís, Vicente Orts Ríos, and José C. Pernías

148: A Genetic Game of Trade, Growth, and Externalities

Nedim M. Alemdar and Süheyla Özyildirim

147: Genetic Learning in Double Auctions

Herbert Dawid

146: Putting Rationality in Chains

Jan W. Portengen

145: A Computer Simulation of Replenishable Resource Traps: An Evolutionary Game Perspective

Robbie T. Nakatsu

144: Investment Behaviour Under Knightian Uncertainty - an Evolutionary Approach

Terje Lensberg and Business Administration

143: Distribution-free Confidence Intervals for Sampling Inequality Indices

Paola Palmitesta and Cosimo Spera

142: Monte Carlo Comparison of Several High Breakdown, Efficient Estimators

Jiazhong You

141: Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models

Jean-Marie Dufour and Lynda Khalaf

140: Stability Properties of Fiscal/Monetary Policy Interactions Under Alternative Discounting Assumptions

Peter Stemp

139: Visual Simulation of Econometric Models

Ric Herbert

138: A Model of Monetary Growth for a Small Open Economy

Carl Chiarella and Peter Flaschel

137: The Impact of Exchange Rate Variability on Domestic Investment

A. J. Hughes-Hallett and Laura Piscitelli

136: An Efficient Approximate Algorithm for Robust Optimal Decisions under Uncertainty

J. Darlington, C. Pantelides, B. Tanyi, and Berc Rustem

135: Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Interpolation

Michael Reiter

134: Optimal Consumption/Investment Choice with Undiversifiable Income Risk: Numerical Solution

Claus Munk

133: Reverse Shooting

Sy-Ming Guu

132: Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions

Carl Chiarella, Nadima El-Hassan, and Adam Kucera

131: American GARCH Option Pricing by a Markov Chain Approximation

Jin-Chuan Duan, Technology and Jean-Guy Simonato

130: Pricing Double Barrier Options: An Analytical Approach

Antoon Pelsser

129: Interest Rate Dynamics and Derivatives Pricing

Lin Chen