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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28: Pricing and Hedging Contingent Claims via Malliavin Calculus

Emilio Barucci and Maria Elvira Mancino

27: Numerical Solution of an Endogenous Growth Model with Threshold Learning

Baoline Chen

26: Bayesian Learning and Investment Dynamics

Bartholomew Moore and Huntley Schaller

25: A Methodology for Managing Risk in Electronic Transactions over the Internet

Rajan M. Lukose and Bernardo A. Huberman

24: Mathematica and Economic Research: A Student Tutorial

David Belsley

23: Introductory Honors Economics on the WEB

Alfred L. Norman and Vinit Jagdish

22: Wide-Area Distributed Database System in Electronic Commerce

Zhangxi Lin, Prabhudev Konana, and Andrew B. Whinston

21: Economic Theory with 'Bottom Up' Models: Comparative Dynamics, Testing and Verification

Benedikt Stefansson

20: Agent-Based Keynesian Economics; Methodological Issues and a Model

Charlotte Bruun

19: Production Functions as Turing Machines

Kumaraswamy Velupillai and Stefano Zambelli

18: Simulating and Analyzing Coevolutionary Instability of Multi-Agent Games with Genetic Algorithms

Shu-Heng Chen and Chih-Chi Ni

17: Learning and Contagion Effects in Trasitions Between Regimes: A Schematic Model of Bank Runs

Daniel Heymann and Andres Schuschny

16: Optimal Trading Strategy When Return Process is AR(1)

Kin Lam and Li Wei

15: Consumption, Saving, and Local Interaction

Dorothea Herreiner

14: Organizational Adaptation on Rugged Fitness Landscapes

Luigi Marengo

13: Technological Diversity in an Evolutionary Industry Model with Localized Learning and Network Externalities

Nicolas Jonard and Murat Yildizoglu

12: A Cellular Automata Model of Schumpeterian Growth

Pari Kasliwal

11: Monetary Policy and Uncertainty about the Natural Unemployment Rate

Volker Wieland

10: Should the Fed Base Policy Decisions on a Linear Phillips Curve?

Douglas Laxton and Demosthenes Tambakis

9: Expectations, Learning and the Design of Monetary Policy Rules

Robert Tetlow and Peter von zur Muehlen

8: Should Macroeconomic Policy Makers Consider Parameter Covariances?

Hans Amman and David Kendrick

7: Testing Change in Time Series

Atsushi Inoue

6: EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

Torben Andersen, Hyung-Jin Chung and Bent Sorensen

5: Finite Sample Properties of the Efficient Method of Moments

Romulo Chumacero

4: Multivariate Analysis of Business Cycles

Ulrich Heilemann, Heinz Müench and Universität Duisburg

3: A Wavelet-Based Nonparametric Estimator of the Variance Function

Zuohong Pan and Xiaodi Wang

2: A Test for Strong Hysteresis

Laura Piscitelli

1: Rational Vector Error Correction Models

Sharon Kozicki and Peter Tinsley