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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 Downloads
Burkhard Heer and Ludger Linnemann
177: A Real Business Cycle Model for Panel Data: An Application for the Central European Transition Economies Downloads
Libor Krkoska
176: Forecasting Fundamental Asset Return Distributions Downloads
R. Glen Donaldson and Mark Kamstra
175: Cyclical Variation in the Risk and Return Relation Downloads
Paul Harrison and Harold Zhang
174: Tax Policy and the Dynamic Demand for Domestic and Foreign Capital by Multinational Corporations Downloads
Rosanne Altshuler and Jason Cummins
173: A Steady State Evaluation of the measures of the Welfare Cost of Inflation Downloads
Robert Hooper
172: Flat Tax Reform: A Quantitative Exploration Downloads
Gustavo Ventura
171: Why Equal Weights in the Three Factor Formula Apportionment Method? A Game-theoretic Model of Competition between States Downloads
April Franco
170: Using Neural Nets as a Tool to Gain Insight into Differential Stochastic Equations Downloads
Duc Pham-Hi
169: Toward a Generic Macroeconomic Modeling Environment Downloads
Stephen Wright
168: Controlling the Flexibility of Neural Networks: An Empirical Study in Financial Modelling Downloads
Hennie Daniels, Bart Kamp and William Verkooijen
167: Forecasting UK Output: a Neural Network Approach Downloads
E. L. Salazar and Social Research (niesr)
166: The Emergence of a Firm as a Complex-Problem Solver Downloads
Francesco Luna
165: Stochastic Demand, Monopoly, and Information Aquisition when Demand Comes from Multiple Sources Downloads
Jacek Cukrowski and Kresimir Zigic
164: Problem-solving in the SIGMA Computational Economy Through Learning and Adaptation Downloads
Grigoris Karakoulas
163: Information Processing and Organizational Structure Downloads
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 Downloads
Roland Demmel
160: Linear Contemporaneous Control Models Downloads
Rod Bell Ric Herbert and Graham Madden
159: Relaxation Algorithms in Finding Nash Equilibrium Downloads
Steffan Berridge and Jacek Krawczyk
158: A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model Downloads
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 Downloads
Denis Bolduc
154: Learning With a Known Average: a Simulation Study of Alternative Learning Rules Downloads
Huw Dixon and Paolo Lupi
153: Choice Under Uncertainty with Costly Computations Downloads
Kislaya Prasad
152: Learning by Imitation in the Kiyotaki-Wright Model of Money Downloads
Erdem Basci
151: Learning About the Learning Curve: A Computational Model Downloads
V. Bala and Roy Radner
150: The Dynamics of Regional Interaction, Growth and Agglomeration - a simulation approach based on cellular automata Downloads
Max Keilbach
149: Profile Learning by Strategic Workers in Wage-Setting Duopsony Downloads
Aurora García, Nikolaos Georgantzís, Vicente Orts Ríos, and José C. Pernías
148: A Genetic Game of Trade, Growth, and Externalities Downloads
Nedim M. Alemdar and Süheyla Özyildirim
147: Genetic Learning in Double Auctions Downloads
Herbert Dawid
146: Putting Rationality in Chains
Jan W. Portengen
145: A Computer Simulation of Replenishable Resource Traps: An Evolutionary Game Perspective Downloads
Robbie T. Nakatsu
144: Investment Behaviour Under Knightian Uncertainty - an Evolutionary Approach Downloads
Terje Lensberg and Business Administration
143: Distribution-free Confidence Intervals for Sampling Inequality Indices Downloads
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 Downloads
Jean-Marie Dufour and Lynda Khalaf
140: Stability Properties of Fiscal/Monetary Policy Interactions Under Alternative Discounting Assumptions Downloads
Peter Stemp
139: Visual Simulation of Econometric Models Downloads
Ric Herbert
138: A Model of Monetary Growth for a Small Open Economy Downloads
Carl Chiarella and Peter Flaschel
137: The Impact of Exchange Rate Variability on Domestic Investment Downloads
A. J. Hughes-Hallett and Laura Piscitelli
136: An Efficient Approximate Algorithm for Robust Optimal Decisions under Uncertainty Downloads
J. Darlington, C. Pantelides, B. Tanyi, and Berc Rustem
135: Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Interpolation Downloads
Michael Reiter
134: Optimal Consumption/Investment Choice with Undiversifiable Income Risk: Numerical Solution Downloads
Claus Munk
133: Reverse Shooting
Sy-Ming Guu
132: Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions Downloads
Carl Chiarella, Nadima El-Hassan, and Adam Kucera
131: American GARCH Option Pricing by a Markov Chain Approximation Downloads
Jin-Chuan Duan, Technology and Jean-Guy Simonato
130: Pricing Double Barrier Options: An Analytical Approach Downloads
Antoon Pelsser
129: Interest Rate Dynamics and Derivatives Pricing Downloads
Lin Chen
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