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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78: Automated Theorem Proving

Seth Greenblat

77: In Defense of Computing in Economics

Etienne Billette de Villemeur

76: Preface to a Computational Economic Theory of Democracy

Andrés Rius

75: Auctions and Optimization: Methods for Closing the Gap Caused by Non-Convexities in Preferences

Patrick Harker Rinaldo A. Jose and Lyle H. Ungar

74: Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance

Christopher Baum and Meral Karasulu

73: Time-Varying Risk of Realignment in the European Rate Mechanism: A Comparison of Linear and Nonlinear Estimation Techniques

Liga E. Bauer

72: The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates

Basma Bekdache and Christopher Baum

71: The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility

Mark Fisher and Christian Gilles

70: Computational General Equilibrium with Incomplete Assets

Karl Schmedders

69: PATH, NLP2MCP and Economic Applications of Complementarity

Michael C. Ferris

68: Numerical Tracking of the Tracing Procedure for Non-cooperative N-person games

P. Jean-Jacques Herings and Antoon van den Eizen

67: Testing for a Unique Equilibrium in Computable General Equilibrium Models

Sami Dakhlia

66: Practical Results on Parallel Methods for Solving Forward-Looking Models

Manfred Gilli and Giorgio Pauletto

65: A Toolkit for Optimizing Functions in Economics

William Goffe

64: A Simple Approach to the Assortment Problem

Götz Uebe

63: Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms

John Duffy and Paul McNelis

62: Power Markets for Controlling Smart Matter

Tad Hogg Oliver Guenther and Bernardo Huberman

61: The Emergence of Economic Classes in an Agent-based Bargaining Model

Robert Axtell and H. Young

60: Market Organizations for Perishable Goods

Gerard Weisbuch, Alan Kirman and Ehess

59: Microsimulation of Markets and Endogenous Price Bubbles

Ken Steiglitz and Liadan I. O'Callaghan

58: A Theory of Technical Analysis

Spyros Skouras

57: Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

W. Brian Arthur and Paul Tayler

56: A Dynamic Model of Information Selection in Asset Markets

David Goldbaum

55: Optimization of Trading Systems and Portfolios

John Moody and Lizhong Wu

54: Coexistence of Perfect and Non-Perfect Foresight Cycles in a Bounded Rationality Economy

Gian Italo Bischi, Laura Gardini and University of Urbino

53: Win-Stay, Lose-Shift. A General Learning Rule for Repeated Normal Form Games

Martin Posch and Werner Brannath

52: How Small Shocks and Heterogeneous Expectations Can Create Large Swings in the Exchange Rates

Torsten Sloek and Jens Peter Sorenson

51: Economic Dynamics with Learning: New Stability Results

George Evans and Seppo Honkapohja

50: Structural Breaks and VAR Modeling with Marginal Likelihoods

Wolfgang Polasek

49: Non-Linear Structures and Exchange Rate Dynamics Identification

Federico Ravenna

48: Predictive Residual Sum of Squares: A Comparision of Criteria for Estimating Lag Order of an Autoregressive Process

Sıdıka Başçı and Asad Zaman

47: Rapid Prototyping of Quantitative Displays

R. W. Oldford

46: Global Optimization Methods for Estimating GARCH Models

Max E. Jerrell

45: Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints

Erricos Kontoghiorghes, Elias Dinenis and Dennis Parkinson

44: Computing Hessians with the Help of Automatically Detected Partially Separable Structure

David M. Gay

43: When Less is not too Little: On the Adaptation to Adverse Endowment Conditions in Artificial Economies

Bernard Borges and Gregory M. Werner

42: Refining the Breeding of Hybrid Strategies

Robert Marks, David F. Midgley and Lee G. Cooper

41: Cellular Genetic Automata in Computer Simulation of Economic Growth and Development with Romer Externalities

Roger McCain

40: Dynamic Agency with Feedback

B. Taub

39: Dynamic Principal - Multiple Agent Problems

Sevin Yeltekin

38: Contracting and Income Smoothing in an Infinite Agency Model

Richard Boylan and Bente Villadsen

37: Precautionary Saving Credit Constraints and Investment: Theory and Evidence from Semi-Arid India

Marcel Fafchamps and John Pender

36: Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market

Martin Lettau, Willi Semmler and University of Bielefeld

35: Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models

Jeffrey Fuhrer and Hoyt Bleakley

34: Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models

Mohammad Pesaran and Hossein Samiei

33: Network Modeling of International Financial Equilibria with Hedging: Statics and Dynamics

Anna Nagurney and Stavros Siokos

32: A Computational Model of Economies of Scale and Market Share Instability: A Replicator Dynamics Framework

Mariana Mazzucato

31: Credit Risk Assessment using Statistical and Machine Learning Methods as an Ingredient for Risk Modeling of Financial Intermediaries

Jorge Galindo and Pablo Tamayo

30: The Evolution of Portfolio Rules in Financial Markets

Emanuela Sciubba

29: Generalized Adjustment Costs and Macro Dynamics: Specification and System Estimation of a Small-Scale Model of the US Economy

Antulio Bomfim and John Williams