Computing in Economics and Finance 2006

From Society for Computational Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

399: Currency Predictions for Multi-Currency Instruments

Baldur P. Magnusson

398: Co evolution of Genetic Programming Based Agents in an Artificial Stock Market

Martinez Jaramillo Serafin., Tsang Edward P. K. and Sheri Markose

396: Local Polynomials vs Neural Networks: some empirical evidences

Giordano Francesco and Parrella Maria Lucia

395: Parallel particle filters for likelihood evaluation in DSGE models: An assessment

Ingvar Strid

394: Monotonic Power in tests for structural change in the mean based on orthonormal series filtering

Elena Andreou

393: Discrete-Time Implementation of Continuous-Time Portfolio Strategies

Beate Breuer, Nicole Branger and Christian Schlag

392: Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model

Paolo Zagaglia, Massimiliano Marzo and Ingvar Strid

390: A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function

George Monokroussos

388: A component GARCH model with time varying weights

Giuseppe Storti and Luc Bauwens

387: Real-Time Measurement of Business Conditions

Chiara Scotti, S. Boragan Aruoba, Francis Diebold and University of Maryland

386: Impact of oil prices in an estimated EU12 open economy model

Marco Ratto, Riccardo Girardi, Roman Liska, W. Roeger and Jan in 't Veld

384: Multinational Corporations and the Moderation of U.S. Output Volatility

Luis San Vicente Portes

383: Endogenous Labor Market Participation and the Business Cycle

Christian Haefke and Michael Reiter

382: Evaluating the Predictive Abilities of Semiparametric Multivariate Models

Valentyn Panchenko

380: Dynamic cointegration and relevant vector machine: the relationship between gold and silver

Isabella Procidano, Margherita Gerolimetto and Silio Rigatti Luchini

379: Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods

Anna Staszewska-Bystrova

377: An Alternative to Stationarization

Michel Juillard

376: Speculative Hyperinflations: When Can We Rule Them Out?

Oscar Arce

374: E-consumers' search and emerging structure of B-to-C coalitions

Jacques Laye, Charis Lina and Herve Tanguy

370: Testing the impact of disaggregated investment on Economic growth

Meryem Duygun Fethi, Salih Turan Katirciglu and Sami Fethi

369: Credit Cycles in a OLG Economy with Money and Bequest

Anna Agliari, Tiziana Assenza, Domenico Delli Gatti and Emiliano Santoro

368: Approximately Exact Inference in Dynamic Panel Models

Simon Broda, Marc Paolella and Yianna Tchopourian

367: Learning to Forecast the Exchange Rate: Two Competing Approaches

Paul De Grauwe and Agnieszka Markiewicz

364: Bank Profitability and Taxation

Ugo Albertazzi and Leonardo Gambacorta

362: Government expenditure, capital adjustment, and economic growth

Ingrid Ott and Susanne Soretz

361: The emergence of knowledge exchange: an agent-based model of a software market

Maria Chli and Philippe De Wilde

360: The impact of expectations in an agent-based model

Gottfried Haber

359: Comparing Time Series

K. Fokianos

358: Asset pricing implications of a New Keynesian model

Bianca De Paoli, Alasdair Scott and Olaf Weeken

357: A Genetic Algorithm for UPM/LPM Portfolios

David Moreno, David Nawrocki and Ignacio Olmeda

355: A Data-Driven Optimization Heuristic for Downside Risk Minimization

Manfred Gilli, E. Kellezi and H. Hysi

353: Uncertainty and Judgment Aggregation in Monetary Policy Committees

Carl Claussen and Øistein Røisland

352: Monetary Policy and the Term Structure: A Fully Structural DSGE approach

Massimiliano Marzo, Ulf Sodestrom and Paolo Zagaglia

351: Income Risk and Household Debt with Endogenous Collateral Constraints

Thomas Hintermaier and Winfried Koeniger

350: Economic activity and Recession Probabilities: spread predictive power in Italy

Costanza Torricelli and Marianna Brunetti

349: Optimal banks behaviour and procyclicality

Chiara Pederzoli and Costanza Torricelli

348: Emergence in multi-agent systems, part II: Axtell, Epstein and Young's revisited

Jean Louis Dessalles, Serge Galam and Denis Phan

347: Euro area inflation persistence in an estimated nonlinear

Gianni Amisano and Oreste Tristani

346: Labor Taxation, Matching and Shocks in the New Keynesian Model

Juuso Vanhala

345: Pricing problems of perpetual Bermudan options

Yoshifumi Muroi and Takashi Yamada

344: Non-constant volatility models a comparison

Paolo Foschi

343: Exchange Rate Variability in a Dollarized Small Open Economy

Luca Martino Francesco Colantoni

341: Breaking trend panel unit root tests

Pui Sun Tam and University of Macau

340: Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets

Hendri Adriaens, Bertrand Melenberg and Bas Donkers

338: Regional Inflation Dynamics within and across Euro Area and a Comparison with the US

Guenter Beck and Massimiliano Marcellino

336: Simulating the Formation of Risk Perception

Jie-Shin Lin

334: An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy

Wing Leong Teo

333: Finite Memory Distributed Systems

Victor Dorofeenko and Jamsheed Shorish

332: The Conquest of U.S. Inflation in an Estimated DSGE Model with Labor Market Search

Fabio Milani

331: Asset Prices and asset Correlations in Illiquid Markets

Celso Brunetti and Alessio Caldarera