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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1032: Modelling Rule- and Experience-Based Expectations Using Neuro-Fuzzy-Systems

Stefan Kooths

1031: Statistical Evaluation of Genetic Programming

M. A. Kaboudan

1022: Frictionless Commerce? A Comparison of Internet and Conventional Retailers

Michael Smith and Erik Brynjolfsson

1021: Bidding Strategies in Internet Yankee Auctions: Theory and Evidence

Rafael Tenorio and Robert F. Easley

1013: A Comparison of an Oligopoly Game and the N-Person Iterated Prisoner's Dilemma

Tzai- Der Wang, Colin Fyfe and John Paul Marney

1012: Simulating the Ecology of Oligopoly Games with Genetic Algorithms

Chih-Chi Ni and Shu-Heng Chen

1011: Genetic Algorithms and Economic Evolution

Thomas Riechmann

954: The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate

Mark Kamstra and R. Glen Donaldson

953: Minimum-Variance Kernels and Economic Risk Premia

Cesare Robotti and Pierluigi Balduzzi

952: Modeling a Time-Varying Order Statistic

Simone Manganelli and Robert Engle

951: Nonparametric Modeling of Stock Returns Constrained by a Model of the Financial-Real Interaction

Peter Woehrmann and Willi Semmler

944: A re-evaluation of empirical tests of the Fisher hypothesis

Basma Bekdache and Christopher Baum

943: Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility

Robert Connolly and Nuray Güner

942: Real Interest Rates and Real Exchange Rates: Evidence from Indexed Bonds

Douglas Laxton and Michael Bleany

941: The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates

Claudia Panseri, Giovanni Urga and Annalisa Cristini

934: Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models

Mark Fisher

933: Extending the Computational Horizon: Effective Distributed Resource-Bounded Computation for Intractable Problems

Harry Paarsch and Alberto M. Segre

932: A Numerical Optimization Algorithm for Identification of Policy Options to Rehabilitate a Publicly Managed, Pay-As-You-Go Based Pension System

Serdar Sayan and Arzdar Kiraci

931: Computational Algorithms for Vertical Complementarity Arising in Finance

Berç Rustem, Tetsuya Noguchi and Michael Selby

924: Consumers' Sunspots, Animal Spirits, and Economic Fluctuations

Marcelle Chauvet and Jang-Ting Guo

923: Business Cycles and Interdependent Expectations

Burkhard Flieth and John Foster

922: Sunspot Fluctuations: A Way Out of a Development Trap?

Sergey Slobodyan

921: Investment Under Uncertainty and Economic Growth: A Quantitative Investigation

Michael Binder

914: Numerical Methods in Multivariate Option Pricing

Manfred Gilli, Kai Hencken, Philippe Huber and Evis Kellezi, Matthias Kroedel and Giorgio Pauletto

913: Discrete-Time Continuous-State Interest Rate Models

Michael Sullivan

912: Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis

Antonio Mele and Fabio Fornari

911: Hedging Options under Transaction Costs and Stochastic Volatility

Roy Kouwenberg, Jacek Gondzio and Ton Vorst

853: Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy

Douglas Rolph

852: Term Structure Estimation: an Implied Norm Approach Negative Option Prices -- A Puzzle or Just Noise?

Ioulia Ioffe, Alexandra E. MacKay and Eliezer Z. Prisman

851: Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries

Raji Ramachandran and Paul Beaumont

844: Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information

Sharon Kozicki and Peter Tinsley

843: Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules

David Reifschneider and John Williams

842: Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy

S. G. Brian Henry, Stephen Hall and James Nixon

841: Simple Monetary Policy Rules Under Model Uncertainty

Peter Isard, Douglas Laxton and Ann-Charlotte Eliasson

834: Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints

Asli Ogunc, Dek Terrell and Carter Hill

833: Using the BACC Software for Bayesian Inference

William McCausland

832: Using Simulation Methods for Bayesian Econometric Models

John Geweke

831: Windows Software for Bayesian MCMC Computations

Siddhartha Chib

824: Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations

Jean-Marie Dufour and Lynda Khalaf

823: Parameter Sensistivity and Its Cyclical Consequences in Macroeconometric Models

Ullrich Heilemann, Heinz Josef Münsch and Michael B. E. Ackermann

822: Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods

Marie Odejar

821: Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models

Filippo Altissimo

813: Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm

Gary Anderson

812: The El Farol Problem and the Internet: Congestion and Coordination Failure

Ann M. Bell and William A. Sethares

811: Dynamic Programming over a Continuous and Disjoint Multidimensional Search Space with an Infinite Time Horizon

Richard E. Hawkins, Jack Dekkers and James B. Kleibenstein

743: Learning and Control: Optimal Decision-Making in a Changing Economic Environment

Volker Wieland

742: The Dynamics of Rational Learning Processes with Asymmetric Information

Maik Heinemann

741: Learning and the Law of Iterated Projections

Bartholomew Moore and Huntley Schaller

734: Asymmetric Shocks and Long-Run Economic Performances across Italian Regions

Rosella Giacometti and Dino Pinelli

733: Inequality and the Growth Process: An Essay on Development Dynamics

Aminur Rahman