# 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 *R. 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*