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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732: Economic Repercussions of Environmental Regulations in Poland: the Case of the Second Sulfur Protocol

Olga Kiuila

731: A Dynamic Structural Analysis of Consumer Demand for Automobiles in Sydney, Australia, 1981-1985

Michael Sandfort

723: Hysteresis in Economic Systems

Rod Cross, Michael Grinfeld and Laura Piscitelli

722: Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty

Matthias Göcke and Ansgar Belke

721: Hysteresis and Unemployment: a Preliminary Investigation

Rod Cross, Julia Darby, Jonathan Ireland and Laura Piscitelli

714: Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation

Carl Chiarella and Peter Flaschel

713: Population Dynamics and Labour Force Participation within Goodwin Type Growth-Cycle Models

Piero Manfredi and Luciano Fanti

712: The Evolution of Trading Rules in an Artificial Stock Market

Mark Howard

711: Network Externalities and the Path Dependence of Markets: Will Bill Gates Make It?

Max Keilbach

653: Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders

Andrew Lo, Nicholas Chan, Blake Lebaron and Tomaso Poggio

652: Just Another Day in the Inter-bank Foreign Exchange Market

Rajesh Chakrabarti

651: Market Force, Ecology, and Evolution

J. Farmer

643: On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices

Stephen Hall, Jennifer Greenslade and S. G. Brian Henry

642: Specification Search and Stability Analysis

J. Guillermo Llorente and J. del Hoyo

641: Regional Variations in Median Household Income: a Neural Network Approach

J. H. Chesnut

633: Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters

Hans Amman and David Kendrick

632: Could the Fed Have Improved Price Stability?

Walter Waymeyer and Donald S. Allen

631: Why is the Fed So Reluctant to React?

Robert Tetlow and Peter von zur Muehlen

623: Linear Feedback Rules in Non-Linear Models with Rational Expectations

Sean Holly, Paul Turner and Luisa Corrado

622: An Examination of How Monetary Policy Influences Fiscal Policy in the Presence of Uncertainty

Doug Hostland and Chris Matier

621: Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis

Jeffrey Fuhrer and Arturo Estrella

613: Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market

Shu-Heng Chen and Chia-Hsuan Yeh

612: Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market

Jing Yang

611: Evolutionary Model of the Exchange Rate Behavior

Jasmina Arifovic

553: Would Evolutionary Computation Help for Designs of Artificial Neural Nets in Financial Applications?

Chun-Feng Lu

552: Genetic Algorithms and Trading Strategies: New Evidences from Financially Interesting Time Series

Chueh-Inong Taso

551: The Role of Automated Semiotic Classifications in Economic Domains

Ana Marostica and Fernando Tohmé

543: Market Power Effects on Worker-Employer Network Formation in Evolutionary Labor Markets with Adaptive Search

Leigh Tesfatsion

542: Backwash and Spread: Effects of Trade Networks in a Space of Agents who Learn by Doing

Roger McCain

541: Sector-Driven Co-Evolution of Regional Networks and Agent Locations

Catherine Dibble

533: Median Unbiased Forecasts for Highly Persistent Autoregressive Processes

Nikolay Gospodinov

532: Calculating the Density and Distribution Function of a Singly and Doubly Noncentral F Random Variable

Marc Paolella and Ronald W. Butler

531: Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units

Jean-Francois Richard

523: Estimating Internet Users' Demand Characteristics

Mingzhi Li, Alok Gupta, Boris Jukic, Dale Stahl and Andrew B. Whinston

522: Restart Strategies and Internet Congestion

Bernardo A. Huberman and Sebastian M. Maurer

521: The Nature of Markets in the World Wide Web

Bernardo A. Huberman and Lada A. Adamic

513: Asymptotic Inference for Nonstationary Fractionally Integrated Processes

Francesc Marmol and Juan Dolado

512: S-Estimation in the Linear Regression Model with Long-Memory Error Terms

Philipp Sibbertsen

511: Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work

Mehmet Caner and Lutz Kilian

402: Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

Andrew Lo, Harry Mamaysky and Jiang Wang

401: Computational Experiments and Reality

John Geweke

354: Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case

Marcelo Bianconi

353: Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?

Theodore Palivos

352: Divorce and Savings

Carol Scotese

351: On Government Credit Programs

Marco Espinosa-Vega, Bruce Smith and Chong Yip

344: The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma

David van Bragt, Cees van Kemenade and Han La Poutre

343: Competing R&D Strategies in an Evolutionary Industry Model

Murat Yildizoglu

342: A Prisoner's Dilemma Game Causes Technical Trading

Shareen Joshi, Jeffrey Parker and Mark Bedau

341: Governance and Matching

Tomas Klos

334: Perturbation Solution of Nonlinear Rational Expectations Models

Peter A. Zadrozny and Baoline Chen