# Computing in Economics and Finance 1997

From Society for Computational Economics

CEF97, Stanford University, Department of Economics, Stanford CA USA.

Contact information at EDIRC.

Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.

Track citations for all items by RSS feed

Is something missing from the series or not right? See the RePEc data check for the archive and series.

- 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*