Computing in Economics and Finance 2006

From Society for Computational Economics
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254: Extreme observations in developed and emerging equity markets

Pilar Grau

252: Pricing Basket spread options

Kostas Giannopoulos

251: A Sensitivity Analysis of Non-uniformity in Random Portfolios

Patrick Burns

250: On Coordination of Dynamic Marketing Channels and Two-part Wholesale Tariff

Georges Zaccour

249: Analysis of Regime Switching Behaviour of Indian Stock Markets

Arnab Kumar Laha

248: Technological Transfers, Limited Commitment and Growth

Alexandre Dmitriev

244: Emerging cooperation in the prisoner's dilemma on dynamic networks

Christoly Biely, Klaus Dragosits and Stefan Thurner

243: Monetary regime choice in the accession countries - a theoretical analysis

Anna Lipinska

242: The Econometrics of the Old and New Phillips Curve

Romulo Chumacero

240: A Computational Approach to Modeling Commodity Markets

Karla Atkins, Achla Marathe and Chris Barrett

238: Language competition with bilinguals in social networks

Xavier Castelló, Víctor M. Eguíluz and Maxi San Miguel

236: A Structural Macro Model of the Yield Curve

Hans Dewachter and Marco Lyrio

235: Modeling the strategic trading of electricity assets

Fernando Oliveira, Derek W. Bunn and London Business School

233: Testing Financial Integration: Finite Sample Motivated Mothods

Marie-Claude Beaulieu, Lynda Khalaf and Marie-Hélène Gagnon

232: Policies Against Poverty: an Evalution

Dalit Contini and Matteo Richiardi

231: Democracy and Growth Volatility: exploring the links

Malik Shukayev and Partha Chatterjee

229: Business cycle transmission from the euro area to CEECs

Sandra Eickmeier and Jörg Breitung

228: Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices

Sanjay Chugh

227: Demographic Uncertainty and Labour Market Imperfections in Small Open Economy

Juha Kilponen, Helvi Kinnunen and Antti Ripatti

226: Re-examining the Structural and the Persistence Approach

Tino Berger and Gerdie Everaert

225: Behavioral Consistent Market Equilibria under Procedural Rationality

Mikhail Anufriev and Giulio Bottazzi

224: Impact of International Technological-Knowledge Diffusion on Southern Convergence

Oscar Afonso and Paulo B Vasconcelos

223: Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies

Espen Henriksen and Stephen Spear

222: Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency

David Arseneau and Sanjay Chugh

221: Inflation Targeting Versus Joining a Monetary Union: An Assessment of the Potential Benefits and Costs Using a DSGE Model

Nicoletta Batini, Michael Kumhof and Douglas Laxton

220: Computational Finance Techniques for Valuing Customers

David Colliings and Nicola Baxter

219: The Time Varying Volatility of Macroeconomic Fluctuations

Alejandro Justiniano and Northwestern University

217: A Habit-Based Explanation of the Exchange Rate Risk Premium

Adrien Verdelhan

216: Do Thick Venture Capital Markets Foster Innovation$\_?$ A Strategic Analysis

Luca Colombo and Herbert Dawid

215: Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models

Viktor Dorofeenko, Gabriel Lee and Kevin Salyer

214: Caution or Activism? Monetary Policy Strategies in an Open Economy

Martin Ellison, Lucio Sarno and Jouko Vilmunen

213: A Quantitive Assessment of the Qualitative Aspects of Chairman Greenspan's Communications

Michelle Bligh and Gregory Hess

212: Consumption, (Dis)Aggregate Wealth and Asset Returns

Ricardo Sousa

211: Relative Price Distortion and Optimal Monetary Policy in Open Economies

Jinill Kim, Andrew Levin and Tack Yun

209: Medium term dynamics and inequalities under epidemics

Raouf Boucekkine and Raouf Boucekkine

207: Inspecting the noisy mechanism: the stochastic growth model with partial information

Liam Graham and Stephen Wright

206: Identification of Social Effects through Networks and Groups

Yann Bramoullé, Bernard Fortin and Habiba Djebbari

205: Early literacy achievements, population density and the transition to modern growth

Economics department, UCL, Louvain,David de la Croix, CORE, Raouf Boucekkine, David de la Croix and Dominique Peeters

204: Employment Fluctuations with Downward Wage Rigidity

James Costain and Marcel Jansen

203: The term structure of inflation risk premia and macroeconomic dynamics

Peter Hördahl, Oreste Tristani and David Vestin

202: Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix

Michael Creel and Universitat Autònoma de Barcelona

198: The Market Pricing of Mutual Insurance

Charles S. Tapiero

197: Monetary Policy and the Term Structure of Interest Rates

Federico Ravenna, University of California, Juha Seppala and University of Illinois

196: Back to square one: identification issues in DSGE models

Fabio Canova and Luca Sala

195: Price level targeting and adaptive learning

Vitor Gaspar

194: The Fractional OU Process: Term Structure Theory and Application

Esben Hoeg and Per Frederiksen

193: The Information Contained in the Exercise of Executive Stock Options

Kyriacos Kyriacou and Bryan Mase

192: Education and Crime over the Lifecycle

Giovanni Gallipoli and Giulio Fella

191: The money-age distribution: Empirical facts and economic modelling

Burkhard Heer, Alfred Maussner and Paul McNelis

190: A Decomposition Analysis of Energy Use in the Japanese Economy

Makoto Tamura and Shinichiro Okushima