Computing in Economics and Finance 1999

From Society for Computational Economics
CEF99, Boston College, Department of Economics, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.
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1354: Endogenous Growth in a Swarm Economy: Fighting Time, Space, and Complexity

Charlotte Bruun and Francesco Luna

1353: Seller Automata in a Model of Exchange

Richard Stahnke

1352: Agent Based Customer Modelling

David Collings, A. A. Reeder, Iqbal Adjali, P. Crocker and M. H. Lyons

1351: Beyond Experimental Economics: Trading Institutions and Multiagent Systems

Adolfo Lopez-Paredes and Cesareo Hernandez

1344: Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

John Campbell, Joao Cocco, Francisco Gomes, Pascal Maenhout and Luis Viceira

1343: Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy

Ruben Mercado and David Kendrick

1342: Evolution and Time Horizons in an Agent-Based Stock Market

Blake Lebaron

1341: Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications

Michael Haliassos and Christis Hassapis

1334: Visualizing Multi-Dimensional Functions in Economics

William Goffe

1333: Estimating Stationary ARMA Models Efficiently

Romulo Chumacero

1332: Hybrid Methods for Continuous Space Dynamic Programming

Mario Miranda and Paul Fackler

1331: A Formalism for the Dimensional Analysis of Time Series

Jose-Manuel Rey and Manuel Morán

1324: Updating SURE Models

Erricos Kontoghiorghes

1323: Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices

Denis Bolduc and Dimitri Sanga

1322: Estimation of Spatial Panel-Data Models Using a Minimum-Distance Estimator

Theophile Azomahou

1321: Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation

Max E. Jerrell

1313: The Evaluation of Econometric Modeling Languages: Syntax and Content

Charles Renfro

1312: Wilkinson's Tests and Econometric Software

B McCullough

1311: Modelling Programming Languages -- Appropriate Tools?

Ric D. Herbert

1243: An Approximate Wavelet MLE of Short- and Long-Memory Parameters

Mark Jensen

1242: Estimation and Computation of Long-Memory Continuous-Time Models

Esben P. Hoeg

1241: Tests of Equal Forecast Accuracy and Encompassing for Nested Models

Todd Clark and Michael McCracken

1233: A Method for Taking Models to the Data

Peter Ireland

1232: World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach

Ayhan Kose, William Blankenau and Kei-Mu Yi

1231: Dynamics of Open Economy Models: What Is the Role of the Discount Factor?

Sunghyun Kim and Ayhan Kose

1222: Numerical Analysis of Some Innovation-Adoption Models with State-Dependent Lags

Enrique Bengoechea and Raouf Boucekkine

1221: Evidence and Theory on Asymmetries in US Aggregate Job Flows

Fabrice Collard, Patrick Fève, Francois Langot and Corrine Perraudin

1212: Co-Evolution in a Competitive Market

Masayuki Ishinishi and Akira Namatame

1211: Evolving Strategic Behaviors through Competitive Interaction in the Large

Kimitaka Uno and Akira Namatame

1153: The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty

Volker Wieland, Andrew Levin and John Williams

1152: Real Implications of the Zero Bound on Nominal Interest Rates

Alexander Wolman

1151: Optimal Monetary Policy with Staggered Wage and Price Contracts

Andrew Levin, Christopher Erceg and Dale Henderson

1143: Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity

Ching-Wei Tan

1142: Limited Computational Ability and Approximation of Dynamical Systems

Domenico Colucci

1141: Economic Evolutionary Self-Organizing Systems: an Effective Characterization of Economic Evolution

Fernando Tohmé and Silvia London

1132: Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets

Utku Unver

1131: Designing a Decision Making System for a Market-Selection Game

Hisao Ishibuchi, Chi-Hyon Oh and Tomoharu Nakashima

1123: Production Functions with Engineering Constraints

Francesco Luna

1122: Computability and Robustness of Equilibrium in Finite Games

Kislaya Prasad

1121: What Can Economists Compute?

Marcel Richter and Kam-Chau Wong

1113: Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts

Hans-Martin Krolzig

1112: Cointegration Modeling of Expected Exchange Rates

Robert Connolly and Paisan Limratanamongkol

1111: The Effect of Linear Time Trends on Single Equation Cointegration Testing

Uwe Hassler

1053: Evaluating Real Business Cycle Models: the Data Transformation Problem

John Landon-Lane

1052: Optimal Horizons for Inflation Targeting

Nicoletta Batini and Edward Nelson

1051: Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm

Gary Anderson

1043: Neural-Network Modeling for Labor-Force Migration: a Competitive-Learning Approach

Thomas G. Wier and Vir V. Phoha

1042: The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models

Tung Liu and Chung-Ming Kuan

1041: Alpha-Stable Consistent Model Specification Tests for Heavy-Tailed Neural Networks Environments

Jonathan Hill

1033: Using Symbolic Regression to Infer Strategies from Experimental Data

John Duffy and Jim Engle-Warnick