Computing in Economics and Finance 2006

From Society for Computational Economics
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462: Analisys of Hidden Cointegration in Financial Time Series

Claudio Pizzi, Isabella Procidano and Parpinel Francesca

460: Uncertainty and Irreversible Investment: A Bayesian approach of DSGE models

Jean-Francois Piferini

459: New Dimensions in Portfolio Optimization

S. Nagornii and D. Widijanto

457: Optimising Microfoundations for Inflation Persistence

Richard Mash

456: Smooth Transition Autoregressive (STAR) Models

Dietmar Maringer and Mark Meyer

455: On-the-Job Search and the Cyclical Dynamics of the Labor Market

Michael Krause and Thomas Lubik

453: Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction

Michael Reiter

451: On learnability of E–stable equilibria

Sergey Slobodyan and Atanas Christev

450: Group formation and Mass Media effects in Cultural Dynamics: The power of being subtle

J.C. Gonzalez-Avella, Victor M. Eguiluz and M. San Miguel

449: Learning From the Expectations of Others

Jim Granato, Eran Guse and M. C. Sunny Wong

446: Stochastic Gradient versus Recursive Least Squares Learning

Sergey Slobodyan, Anna Bogomolova and Dmitri Kolyuzhnov

445: Labor Market Institutions and Aggregate Fluctuations in a Search and Matching Model

Francesco Zanetti

444: Particle Swarm Optimization in Economics

Mico Mrkaic

443: Macroeconomic Dynamics under Rational Inattention

Bartosz Maćkowiak and Mirko Wiederholt

442: Multiagent modelling for telecommunication market structure evolution

Bogumił Kamiński and Maciej Latek

441: Linear-Quadratic Approximation, Efficiency and Target-Implementability

Paul Levine, Joseph Pearlman and Richard Pierse

440: Optimal Control Response to Multiplicative Uncertainty with a Constant Term

Fidel Gonzalez

438: Semi-Markov Regime Switching Regression Models

Ingo Bulla

437: Structured Hidden Markov Models

Jan Bulla and Ingo Bulla

436: Misspecification of Space: An Illustration Using Growth Convergence Regressions

Jan Mutl

435: A Karush-Kuhn-Tucker test of convexity for univariate observations

Sofia Georgiadou and Ioannis Demetriou

434: Foreign shock transmission in small open economies

Alejandro Justiniano and Bruce Preston

432: Job Creation and Investment in Imperfect Capital and Labor Markets

Silvio Rendon

431: Household debt, house prices, and consumption in the UK: a theoretical analysis of recent developments

Fabrizio Zampolli and Matt Waldron

429: VaR competition: Measuring the degree of adjustment of Value at Risk methodologies

Clara Gonzalez and Ricardo Gimeno

428: Financial Market Imperfections: Does it Matter for Firm Size Dynamics?

Kim Huynh and Robert Petrunia

427: The effect of supply and demand in a dynamic limit order based financial market

Daniel Ladley, Klaus Reiner and Schenk-Hoppé

426: Business Cycles in the Equilibrium Model of Labor Search and Self-Insurance

Makoto Nakajima

425: International Wealth Effects

Jiri Slacalek

424: Labor Demand Dynamics And the Structure of Adjustment Costs: Evidence From French Firms

Nicolas Roys

423: Competing or Colluding in a Stochastic Environment

Adriana Breccia and Hector Salgado-Banda

422: Multi-Sectoral Cascading and Price Dynamics - A Bayesian Econometric Evaluation

Alejandro Justiniano, Michael Kumhof and Federico Ravenna

420: Learning, the Stock Market and Monetary Policy

Marco Airaudo, Salvatore Nistico' and Luis-Felipe Zanna

419: Dynamic equilibrium conditions used for building a family of FX rate simulation models

Lukas Ladislav

418: Sticky Prices vs. Limited Participation:What Do We Learn From the Data?

Niki Papadopoulou

417: Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining

Serge Hayward

416: Exchange-Rate-Based Stabilization, Durables Consumption, and Stylized Facts

Manoj Atolia and Edward F. Buffie

415: Labor Market Search, Inflation and Emloyment Dynamics

Günes Kamber and Chahnez Boudaya

414: Robust monetary policy under Knightian uncertainty

Qaisar Akram, Yakov Ben-Haim and Øyvind Eitrheim

412: Duopolistic competition in an electricity markets with heterogeneous cost functions

Eric Guerci, Stefano Ivaldi, Marco Raberto and Silvano Cincotti

410: Comparative study of central decision makers versus groups of evolved agents trading in equity markets

Cyril Schoreels and Jonathan M. Garibaldi

409: New strategies for the detection of influential observations

Marc Hofmann, Cristian Gatu and Erricos John Kontoghioghes

408: Differential Population Dynamics and Trade between Large and Small Countries

Serdar Sayan

407: Forecasting Inflation: the Relevance of Higher Moments

Jane M. Binner, Thomas Elger, Barry Jones and Birger Nilsson

406: Dismissal Protection or Wage Flexibility

Jens Rubart

404: A Stochastic Programming Framework for International PortfolioManagement

Hercules Vladimirou, Nikolas Topaloglou and Stavros Zenios

403: Welfare Gains from Monetary Commitment in a Model of the Euro-Area

Paul Levine, Peter McAdam and Joseph Pearlman

402: Oil Price Shocks, Monetary Policy Rules and Welfare

Fiorella De Fiore, Giovanni Lombardo and Viktors Stebunovs

401: Estimation of Industry Distribution of Statistical Discrepancy in National Accounts

Baoline Chen

400: Flat Tax Reforms in the U.S.: a Boon for the Income Poor

Javier Díaz-Giménez and Josep Pijoan-Mas