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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128: A Microeconomic Theory of Learning-by-Doing: An Application of Nascent Technology Approach

Phil Auerswald, Jose Lobo and Karl Shell

127: Computing Post Merger Nash Equilibria: Local vs. Global Demand Properties

Luke Froeb, Steven Tschantz and Gregory Werden

126: Mergers and Dynamic Oligopoly

Kwang Soo Cheong

125: Optimal Open Loop Cheating in Dynamic Reversed LQG Stackelberg Games

Thomas Vallee, Christophe Deissenberg and Tamer Basar

124: GAUSS Programming for Econometricians: A Distance Learning Approach

Kuan-Pin Lin and Lani Pennington

123: Visual Simulation with a Large Macroeconomic Model

Ric Herbert

122: Normative Considerations in the Development of a Software Package for Econometric Estimation

Charles Renfro

121: Chaotic Learning Equilibria

Martin Schonhofer

120: An Evolutionary Macro-Economic Model of Innovation and Imitation

I. Adjali, D. Collings, A. A. Reeder, and M. H. Lyons

119: Least Squares and Nonlinear Dynamics: Implications for Prediction

Kaushik Mitra

118: Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model

Taisei Kaizoji

117: EmmPack 1.0: C Code for use with Ox for the Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments

Pieter van der Sluis

116: Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks

Prasad Bidarkota and J. Huston McCulloch

115: Tests for Bounded Rationality: An Application to the U.S. Cattle Market

SaangJoon Baak

114: Reproducing Partial Observed Systems with Application to Interest Rate Diffusions

A. Gallant and George Tauchen

113: Estimation and Stochastic Simulation of Large-Scale Econometric Models with Rational Expectations

Giuseppe Bruno, Andrea Cividini and Carlo Bianchi

112: On the Long-Run Stability of Term Premia

Basma Bekdache and Byeongseon Seo

111: Estimation of Game Theoretic Models: Computational Issues

Jean-Pierre Florens and Jean-Francois Richard

110: An Agent-Based Computational Model for the Evolution of Trade Networks

David McFadzean and Leigh Tesfatsion

109: Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems

Carl Chiarella and Alexander Khomin

108: Enjoying a Free Lunch: Computational Economics with Linux

Dirk Eddelbittel

107: Growth and Migration

Jess Gaspar

106: An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models

Gary Anderson

105: Transitional Dynamics in Non-Scale Growth Models

Theo Eicher and Stephen J Turnovsky

104: Echoes Dynamics in Vintage Models: Basic Theoretical and Computational Results

Raouf Boucekkine and Omar Licandro

103: Occupation Time Derivatives

Vadim Linetsky

102: The Self-Evolving Logic of Financial Claim Prices

Thomas Noe

101: A Technique for Calibrating Derivative Security Pricing Models: Numerical Solution of an Inverse Problem

Ronald Lagnado and Stanley Osher

100: Markovian Term Structure Models

Patrick Hagan and Diana E. Woodward

99: The Use of Extremal Vector Field Analysis to Study Debt Dynamics

Willi Semmler and Malte Sieveking

98: A Discrete Differential Equation Model of the US: 1972-84

Walter Waymeyer

97: Adaptive Rational Expectations in Models of Monetary Dynamics

Carl Chiarella and Alexander Khomin

96: Optimal Forward-Looking Monetary Policy under Rational Expectations

Peter Zadrozny

95: Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data

Robert B. Avery and Michael Gordy

94: Volume and Return Relationships in the Stock Market

J. Guillermo Llorente-Alvarez and J. del Hoyo

93: Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models

Ming Liu and Harold Zhang

92: Asset Prices Under Asymmetric Information

Christian Haefke, Leopold Soegner and Business Administration

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

Max E. Jerrell

90: Computing Implied Volatilities Using Automatic Differentiation

Lucas Roh

89: A Genetic Algorithm Approach to Repeated Bargaining Under Symmetric and Asymmetric Information

Christoph Zott

88: Decentralized Interaction and Co-adaptation in the Repeated Prisoner's Dilemma

Tomas Klos

87: Does Evolution Make Reasoning Improve Learning?

Bernard Borges and Peter M. Todd

86: Medicare, Medicaid, Medigap, and the Life Expectancy of the Elderly

Morris Davis

85: Optimal Indirect Taxes for Brazil: Combining Equity and Efficiency

Rozane Bezerra de Siqueira

84: A Quantitative Analysis of Employment Guarantee Programs with an Application to Rural India

Pushkar Maitra

83: Option Valuation Using Quadrature

Michael A. Sullivan

82: The Random-Time Binomial Model

Dietmar P. J. Leisen

81: Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach

Emilio Barucci and Fausto Gozzi

80: Financial Fragility, Bounded Rationality and Agents Heterogeneity

Domenico Delli Gatti, Mauro Gallegati and Antonio Palestrini

79: Innovation and Firm's International Expansion: A Dynamic Approach

Maria Luisa Petit, Francesca Sanna-Randaccio and Boleslaw Tolwinski