IDEAS home Printed from https://ideas.repec.org/f/pco247.html
   My authors  Follow this author

Thomas F. Cosimano

Personal Details

First Name:Thomas
Middle Name:F.
Last Name:Cosimano
Suffix:
RePEc Short-ID:pco247
http://www.nd.edu/~tcosiman/
Terminal Degree:1979 Department of Economics; State University of New York-Buffalo (SUNY) (from RePEc Genealogy)

Affiliation

(89%) Department of Finance
Mendoza College of Business
University of Notre Dame

South Bend, Indiana (United States)
http://www.nd.edu/~finance/
RePEc:edi:dfbndus (more details at EDIRC)

(11%) Department of Economics
University of Notre Dame

South Bend, Indiana (United States)
http://economics.nd.edu/
RePEc:edi:deendus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Thomas Cosimano & Michael Gapen & David Kendrick & Volker Wieland, 2006. "Robustness of computer algorithms to simulate optimal experimentation problems," Computing in Economics and Finance 2006 32, Society for Computational Economics.
  2. Michael Gapen & Thomas Cosimano & Ralph Chami, 2006. "Optimal Fiscal and Monetary Policy in the Presence of Remittances," Computing in Economics and Finance 2006 34, Society for Computational Economics.
  3. Michael T. Gapen & Thomas F. Cosimano, 2005. "Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms," Computing in Economics and Finance 2005 92, Society for Computational Economics.
  4. Scott L. Baier & Charles T. Carlstrom & Ralph Chami & Thomas F. Cosimano & Timothy S. Fuerst & Connel R. Fullenkamp, 2003. "Capital trading, stock trading, and the inflation tax on equity: a note," Working Papers (Old Series) 0321, Federal Reserve Bank of Cleveland.
  5. Thomas F. Cosimano, 2003. "Optimal Experimentation and the Perturbation Method," Computing in Economics and Finance 2003 71, Society for Computational Economics.
  6. Karp, Larry & Cosimano, Thomas F., 1986. "A Comment on Market Structure and the Durability of Goods," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0nb0c02w, Department of Agricultural & Resource Economics, UC Berkeley.

Articles

  1. Yu Chen & Thomas Cosimano & Alex Himonas & Peter Kelly, 2014. "An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 397-443, December.
  2. Cosimano, Thomas F., 2010. "Sumru Altug and Pamela Labadie, Asset pricing for dynamic economies , Cambridge University Press (2008)," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 525-526, June.
  3. Chami, Ralph & Cosimano, Thomas F., 2010. "Monetary policy with a touch of Basel," Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
  4. Yu Chen & Thomas Cosimano & Alex Himonas, 2010. "Continuous time one-dimensional asset-pricing models with analytic price–dividend functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(3), pages 461-503, March.
  5. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3631-3660, November.
  6. Yu Chen & Thomas Cosimano & Alex Himonas, 2008. "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, vol. 4(3), pages 305-344, July.
  7. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
  8. Ovidiu L. Calin & Yu Chen & Thomas F. Cosimano & Alex A. Himonas, 2005. "Solving Asset Pricing Models when the Price-Dividend Function Is Analytic," Econometrica, Econometric Society, vol. 73(3), pages 961-982, May.
  9. Gapen Michael T. & Cosimano Thomas F., 2005. "Solving Ramsey Problems with Nonlinear Projection Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-38, June.
  10. Adolfo Barajas & Ralph Chami & Thomas Cosimano, 2004. "Did the Basel Accord Cause a Credit Slowdown in Latin America?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2004), pages 135-182, August.
  11. Scott Baier & Charles T. Carlstrom & Ralph Chami & Thomas Cosimano & Timothy Fuerst & Connel Fullenkamp, 2003. "Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 987-990, October.
  12. Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel, 2002. "Managing ethical risk: How investing in ethics adds value," Journal of Banking & Finance, Elsevier, vol. 26(9), pages 1697-1718, September.
  13. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July.
  14. Cosimano, Thomas F. & McDonald, Bill, 1998. "What's different among banks?," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 57-70, February.
  15. Cosimano, Thomas F & Sheehan, Richard G, 1994. "Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 761-770, November.
  16. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827.
  17. Cosimano, Thomas F & Van Huyck, John B, 1993. "Central Bank Secrecy, Interest Rates, and Monetary Control," Economic Inquiry, Western Economic Association International, vol. 31(3), pages 370-382, July.
  18. Bundt, Thomas P. & Cosimano, Thomas F. & Halloran, John A., 1992. "DIDMCA and bank market risk: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 16(6), pages 1179-1193, December.
  19. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-898, September.
  20. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. "Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-1128, September.
  21. Benson, Bruce L. & Cosimano, Thomas F., 1989. "Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation," Journal of Urban Economics, Elsevier, vol. 26(1), pages 84-89, July.
  22. Cosimano, Thomas F. & Van Huyck, John B., 1989. "Dynamic monetary control and interest rate stabilization," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 53-63, January.
  23. Cosimano, Thomas F., 1988. "The banking industry under uncertain monetary policy," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 117-139, March.
  24. Cosimano, Thomas F. & Jansen, Dennis W., 1988. "Federal Reserve Policy, 1975-1985: An empirical analysis," Journal of Macroeconomics, Elsevier, vol. 10(1), pages 27-47.
  25. Cosimano, Thomas F & Jansen, Dennis W, 1988. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 409-421, August.
  26. Cosimano, Thomas F, 1987. "Reserve Accounting and Variability in the Federal Funds Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(2), pages 198-209, May.
  27. Cosimano, Thomas F, 1987. "The Federal Funds Market under Bank Deregulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 326-339, August.
  28. Cosimano, Thomas F. & Jansen, Dennis W., 1987. "The relation between money growth variability and the variability of money about target," Economics Letters, Elsevier, vol. 25(4), pages 355-358.
  29. Bays, Michael R. & Cosimano, Thomas F., 1986. "Erratic monetary policy and the dispersion of commodity prices," Journal of Macroeconomics, Elsevier, vol. 8(2), pages 201-212.
  30. Cosimano, Thomas F., 1985. "Erratic monetary policy and price variability," Journal of Macroeconomics, Elsevier, vol. 7(3), pages 313-331.
  31. Subrahmanyam, Ganti & Cosimano, Thomas F., 1979. "Money and biased technical progress," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 497-504, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2006-07-15
  2. NEP-FIN: Finance (1) 2004-02-29
  3. NEP-MAC: Macroeconomics (1) 2004-02-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Thomas F. Cosimano should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.