Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Content
December 2007, Volume 31, Issue 12
November 2007, Volume 31, Issue 11
- 3459-3477 Towards endogenous recombinant growth
by Tsur, Yacov & Zemel, Amos
- 3478-3502 Pricing of path-dependent American options by Monte Carlo simulation
by Fujiwara, Hajime & Kijima, Masaaki
- 3503-3544 Asset allocation under multivariate regime switching
by Guidolin, Massimo & Timmermann, Allan
- 3545-3567 Optimal social security in a dynastic model with investment externalities and endogenous fertility
by Zhang, Jie & Zhang, Junsen
- 3568-3590 Simple market protocols for efficient risk sharing
by LiCalzi, Marco & Pellizzari, Paolo
- 3591-3613 A computational scheme for the optimal strategy in an incomplete market
by Keppo, Jussi & Meng, Xu & Sullivan, Michael G.
- 3614-3643 Computing continuous-time growth models with boundary conditions via wavelets
by Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M.
- 3644-3670 The protection of intellectual property rights and endogenous growth: Is stronger always better?
by Furukawa, Yuichi
- 3671-3698 Job matching and propagation
by Fujita, Shigeru & Ramey, Garey
- 3699-3722 Inflation targeting, learning and Q volatility in small open economies
by Lim, G.C. & McNelis, Paul D.
- 3723-3740 Do multiple Nash equilibria in Markov strategies mitigate the tragedy of the commons?
by Wirl, Franz
October 2007, Volume 31, Issue 10
- 3179-3202 Non-linear strategies in a linear quadratic differential game
by Rowat, Colin
- 3203-3227 Heterogeneity and misspecifications in learning
by Berardi, Michele
- 3228-3254 Optimal interest rate rules, asset prices, and credit frictions
by Faia, Ester & Monacelli, Tommaso
- 3255-3280 The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?
by Rosser Jr., J. Barkley
- 3281-3320 Pricing-to-market, limited participation and exchange rate dynamics
by Patureau, Lise
- 3321-3347 Macroeconomic regime switches and speculative attacks
by Mackowiak, Bartosz
- 3348-3369 Income taxes, public investment and welfare in a growing economy
by Marrero, Gustavo A. & Novales, Alfonso
- 3370-3395 Initial conditions at Emancipation: The long-run effect on black-white wealth and earnings inequality
by White, T. Kirk
- 3396-3426 Power-law behaviour, heterogeneity, and trend chasing
by He, Xue-Zhong & Li, Youwei
- 3427-3458 Why chains beget chains: An ecological model of firm entry and exit and the evolution of market similarity
by Page, Scott E. & Tassier, Troy
September 2007, Volume 31, Issue 9
- 2879-2898 Re-entitlement effects with duration-dependent unemployment insurance in a stochastic matching equilibrium
by Coles, Melvyn & Masters, Adrian
- 2899-2919 Endogenous aggregate elasticity of substitution
by Miyagiwa, Kaz & Papageorgiou, Chris
- 2920-2956 The development and structure of financial systems
by Chakraborty, Shankha & Ray, Tridip
- 2957-2983 Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model
by Valderrama, Diego
- 2984-3005 Markups in double auction markets
by Zhan, Wenjie & Friedman, Daniel
- 3006-3041 Monetary policy, learning and the speed of convergence
by Ferrero, Giuseppe
- 3042-3068 How important is discount rate heterogeneity for wealth inequality?
by Hendricks, Lutz
- 3069-3109 Investment timing and predatory behavior in a duopoly with endogenous exit
by Bayer, Christian
- 3110-3137 Drift control of international reserves
by Bar-Ilan, Avner & Marion, Nancy P. & Perry, David
- 3138-3177 Annuitization and asset allocation
by Milevsky, Moshe A. & Young, Virginia R.
August 2007, Volume 31, Issue 8
- 2536-2572 `J'-shaped returns to timing advantage in access to information - Experimental evidence and a tentative explanation
by Huber, Jurgen
- 2573-2598 Corruption across countries and regions: Some consequences of local osmosis
by Sah, Raaj
- 2599-2636 Methods to estimate dynamic stochastic general equilibrium models
by Ruge-Murcia, Francisco J.
- 2637-2658 Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle
by In, Francis & Yoon, Jai Hyung
- 2659-2697 Adaptive learning in practice
by Carceles-Poveda, Eva & Giannitsarou, Chryssi
- 2698-2712 A generalization of the endogenous grid method
by Barillas, Francisco & Fernandez-Villaverde, Jesus
- 2713-2743 Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy
by Balduzzi, Pierluigi
- 2744-2773 What do `residuals' from first-order conditions reveal about DGE models?
by Johri, Alok & Letendre, Marc-Andre
- 2774-2801 Housing, portfolio choice and the macroeconomy
by Silos, Pedro
- 2802-2826 Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules
by Huang, Kevin X.D. & Meng, Qinglai
- 2827-2846 Invariance in growth theory and sustainable development
by Martinet, Vincent & Rotillon, Gilles
- 2847-2877 Drift and breaks in labor productivity
by Benati, Luca
July 2007, Volume 31, Issue 7
- 2135-2151 Hedging diffusion processes by local risk minimization with applications to index tracking
by Colwell, David & El-Hassan, Nadima & Kang Kwon, Oh
- 2152-2167 The effect of uncertainty on investment timing in a real options model
by Wong, Kit Pong
- 2168-2195 Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
by Chellathurai, Thamayanthi & Draviam, Thangaraj
- 2196-2211 Interest rate rules for fixed exchange rate regimes
by Benigno, Gianluca & Benigno, Pierpaolo & Ghironi, Fabio
- 2212-2233 A dynamic programming approach for pricing options embedded in bonds
by Ben-Ameur, Hatem & Breton, Michele & Karoui, Lotfi & L'Ecuyer, Pierre
- 2234-2262 An evolutionary game theory explanation of ARCH effects
by Parke, William R. & Waters, George A.
- 2263-2292 The equity premium in Brock's asset pricing model
by Akdeniz, Levent & Dechert, W. Davis
- 2293-2316 Optimal abatement in dynamic multi-pollutant problems when pollutants can be complements or substitutes
by Moslener, Ulf & Requate, Till
- 2317-2349 A general framework for evaluating executive stock options
by Sircar, Ronnie & Xiong, Wei
- 2350-2373 Parameter estimation in commodity markets: A filtering approach
by Elliott, Robert J. & Hyndman, Cody. B.
- 2374-2397 On sustainable growth and collapse: Optimal and adaptive paths
by Dawid, Herbert & Day, Richard H.
- 2398-2412 Impulse response confidence intervals for persistent data: What have we learned?
by Pesavento, Elena & Rossi, Barbara
- 2413-2437 A non-Walrasian labor market in a monetary model of the business cycle
by Zanetti, Francesco
- 2438-2460 The emergence of Zipf's Law in a system of cities: An agent-based simulation approach
by Mansury, Yuri & Gulyas, Laszlo
- 2461-2485 Optimal harvesting under resource stock and price uncertainty
by Alvarez, Luis H.R. & Koskela, Erkki
- 2486-2518 Congestible public goods and local indeterminacy: A two-sector endogenous growth model
by Chen, Been-Lon & Lee, Shun-Fa
June 2007, Volume 31, Issue 6
- 1801-1807 Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics
by Markose, Sheri & Arifovic, Jasmina & Sunder, Shyam
- 1808-1843 Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching
by Lux, Thomas & Kaizoji, Taisei
- 1844-1874 Fat tails and volatility clustering in experimental asset markets
by Kirchler, Michael & Huber, Jurgen
- 1875-1909 Price bubbles sans dividend anchors: Evidence from laboratory stock markets
by Hirota, Shinichi & Sunder, Shyam
- 1910-1937 How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
by Consiglio, Andrea & Russino, Annalisa
- 1938-1970 Behavioral heterogeneity in stock prices
by Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano
- 1971-2000 Call market book information and efficiency
by Arifovic, Jasmina & Ledyard, John
- 2001-2032 A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
by Markose, Sheri & Alentorn, Amadeo & Koesrindartoto, Deddy & Allen, Peter & Blythe, Phil & Grosso, Sergio
- 2033-2060 Network models and financial stability
by Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo
- 2061-2084 Credit chains and bankruptcy propagation in production networks
by Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E.
- 2085-2107 Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
by Kirman, Alan & Markose, Sheri & Giansante, Simone & Pin, Paolo
- 2108-2133 Evolutionary game dynamics and the analysis of agent-based imitation models: The long run, the medium run and the importance of global analysis
by Dawid, Herbert
May 2007, Volume 31, Issue 5
- 1451-1472 Optimal long-run fiscal policy: Constraints, preferences and the resolution of uncertainty
by Auerbach, Alan J. & Hassett, Kevin
- 1473-1497 Timing of investment under technological and revenue-related uncertainties
by Murto, Pauli
- 1498-1534 Fiscal policy in unionized labor markets
by Ardagna, Silvia
- 1535-1556 Explaining fashion cycles: Imitators chasing innovators in product space
by Caulkins, Jonathan P. & Hartl, Richard F. & Kort, Peter M. & Feichtinger, Gustav
- 1557-1583 Recursive monetary policy games with incomplete information
by Sleet, Christopher & Yeltekin, Sevin
- 1584-1609 Time-varying equilibrium real rates and monetary policy analysis
by Trehan, Bharat & Wu, Tao
- 1610-1632 The Gauss-Seidel-quasi-Newton method: A hybrid algorithm for solving dynamic economic models
by Ludwig, Alexander
- 1633-1671 Backward dynamics in economics. The inverse limit approach
by Medio, Alfredo & Raines, Brian
- 1672-1696 Time to complete and research joint ventures: A differential game approach
by Navas, Jorge & Kort, Peter M.
- 1697-1727 Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
by Li, Tao
- 1728-1752 The climate change learning curve
by Leach, Andrew J.
- 1753-1780 The competitive market paradox
by Gjerstad, Steven
- 1781-1800 Corporate control and real investment in incomplete markets
by Hugonnier, Julien & Morellec, Erwan
April 2007, Volume 31, Issue 4
- 1081-1105 A Monte Carlo approach for the American put under stochastic interest rates
by Lindset, Snorre & Lund, Arne-Christian
- 1106-1131 Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
by Sennewald, Ken
- 1132-1159 A computational scheme for optimal investment - consumption with proportional transaction costs
by Muthuraman, Kumar
- 1160-1184 Bootstrap-based bias correction for dynamic panels
by Everaert, Gerdie & Pozzi, Lorenzo
- 1185-1216 The asset allocation puzzle is still a puzzle
by Lioui, Abraham
- 1217-1244 Pricing home mortgages and bank collateral: A rational expectations approach
by Ebrahim, M. Shahid & Mathur, Ike
- 1245-1277 Econometric issues in the analysis of contagion
by Pesaran, M. Hashem & Pick, Andreas
- 1278-1299 Monetary policy under misspecified expectations
by Zhao, Mingjun
- 1300-1325 A simple asset pricing model with social interactions and heterogeneous beliefs
by Chang, Sheng-Kai
- 1326-1358 The persistence of inflation in the United States
by Pivetta, Frederic & Reis, Ricardo
- 1359-1375 How much has labour taxation contributed to European structural unemployment?
by Planas, Christophe & Roeger, Werner & Rossi, Alessandro
- 1376-1391 E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
by McCallum, Bennett T.
- 1392-1415 Short-term planning and the life-cycle consumption puzzle
by Caliendo, Frank & Aadland, David
- 1416-1430 Stochastic optimal policies when the discount rate vanishes
by Nishimura, Kazuo & Stachurski, John
- 1431-1450 Optimal liquidation strategies and their implications
by Ting, Christopher & Warachka, Mitch & Zhao, Yonggan
March 2007, Volume 31, Issue 3
- 721-741 A conditional distribution model for limited stock index returns
by Friedmann, Ralph & Sanddorf-Kohle, Walter G.
- 742-766 Mortgage loan portfolio optimization using multi-stage stochastic programming
by Rasmussen, Kourosh Marjani & Clausen, Jens
- 767-796 VAR-based estimation of Euler equations with an application to New Keynesian pricing
by Kurmann, Andre
- 797-825 Natural rate doubts
by Beyer, Andreas & Farmer, Roger E.A.
- 826-860 Analysis of quadrature methods for pricing discrete barrier options
by Fusai, Gianluca & Recchioni, Maria Cristina
- 861-886 Subsidies in an R&D growth model with elastic labor
by Zeng, Jinli & Zhang, Jie
- 887-905 The impact of fat tails on equilibrium rates of return and term premia
by Bidarkota, Prasad V. & Dupoyet, Brice V.
- 906-937 Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model
by Rabanal, Pau
- 938-970 Profit-maximizing operation and valuation of hydroelectric plant: A new solution to the Koopmans problem
by Horsley, Anthony & Wrobel, Andrew J.
- 971-993 Working hours reduction and wage contracting style in a dynamic model with labor adjustment costs
by Chang, Juin-jen & Huang, Chun-chieh & Lai, Ching-chong
- 994-1014 Investment under uncertainty--Does competition matter?
by Odening, Martin & Mu[ss]hoff, Oliver & Hirschauer, Norbert & Balmann, Alfons
- 1015-1036 Fiscal policy rules in an overlapping generations model with endogenous labour supply
by Ganelli, Giovanni
- 1037-1050 International capital markets and redundant securities
by Soumare, Issouf
- 1051-1080 Electoral uncertainty, fiscal policy and macroeconomic fluctuations
by Malley, Jim & Philippopoulos, Apostolis & Woitek, Ulrich
February 2007, Volume 31, Issue 2
- 361-397 A conditional extreme value volatility estimator based on high-frequency returns
by Bali, Turan G. & Weinbaum, David
- 399-431 Optimal monetary policy in a micro-founded model with parameter uncertainty
by Kimura, Takeshi & Kurozumi, Takushi
- 433-472 How big is the debt overhang problem?
by Moyen, Nathalie
- 473-491 Global bifurcations, credit rationing and recurrent hyperinflations
by Gomis-Porqueras, Pere & Haro, Alex
- 493-513 A theory of optimal deadlines
by Toxvaerd, Flavio
- 515-530 Computing second-order-accurate solutions for rational expectation models using linear solution methods
by Lombardo, Giovanni & Sutherland, Alan
- 531-555 Asymmetric outcome in a symmetric dynamic duopoly
by Joshi, Sumit
- 557-574 Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
by Gradojevic, Nikola
- 575-592 The Hicksian trade cycle with floor and ceiling dependent on capital stock
by Puu, Tonu
- 593-612 From structural assumptions to a link between assets and interest rates
by Rei[ss], Oliver & Schoenmakers, John & Schweizer, Martin
- 613-633 Indeterminacy, intergenerational redistribution, endogenous longevity and human capital accumulation
by Cipriani, Giam Pietro & Makris, Miltiadis
- 635-667 Econometric analysis of financial trade processes by discrete mixture duration models
by Hujer, Reinhard & Vuletic, Sandra
- 669-682 Local determinacy with non-separable utility
by Pintus, Patrick A.
- 683-702 Decomposing the integrated assessment of climate change
by Bohringer, Christoph & Loschel, Andreas & Rutherford, Thomas F.
- 703-720 Long-run average welfare in a pollution accumulation model
by Kawaguchi, Kazuhito & Morimoto, Hiroaki
January 2007, Volume 31, Issue 1
- 1-23 By force of demand: Explaining international comovements
by Wen, Yi
- 25-54 Social Security reform and intertemporal smoothing
by Pries, Michael J.
- 55-80 Dynamic oligopolistic games under uncertainty: A stochastic programming approach
by Genc, Talat S. & Reynolds, Stanley S. & Sen, Suvrajeet
- 81-109 Restricted perception equilibria and rational expectation equilibrium
by Gregoir, Stephane & Weill, Pierre-Olivier
- 111-140 Inflation persistence and robust monetary policy design
by Coenen, Gunter
- 141-159 Reducing the dimensionality of linear quadratic control problems
by Balvers, Ronald J. & Mitchell, Douglas W.
- 161-217 Properties of equilibrium asset prices under alternative learning schemes
by Guidolin, Massimo & Timmermann, Allan
- 219-243 Optimal monetary policy when lump-sum taxes are unavailable: A reconsideration of the outcomes under commitment and discretion
by Ellison, Martin & Rankin, Neil
- 245-276 Sticky information and model uncertainty in survey data on inflation expectations
by Branch, William A.
- 277-303 Effects of inflation on wealth distribution: Do stock market participation fees and capital income taxation matter?
by Heer, Burkhard & Sussmuth, Bernd
- 305-324 The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences
by Surico, Paolo
- 325-359 Fiscal policy, monopolistic competition, and finite lives
by Heijdra, Ben J. & Ligthart, Jenny E.
December 2006, Volume 30, Issue 12
- 2363-2388 Filtering and identification of Heston's stochastic volatility model and its market risk
by Aihara, ShinIchi & Bagchi, Arunabha
- 2389-2424 Population ageing and pension reform in a small open economy with non-traded goods
by Bettendorf, Leon J.H. & Heijdra, Ben J.
- 2425-2445 Habit persistence, money, and overlapping generations
by Bunzel, Helle
- 2447-2467 The incidence and persistence of corruption in economic development
by Blackburn, Keith & Bose, Niloy & Emranul Haque, M.
- 2469-2475 The simple analytics of optimal growth with illegal migrants: A clarification
by Moy, Hon Man & Yip, Chong K.
- 2477-2508 Comparing solution methods for dynamic equilibrium economies
by Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F.
- 2509-2531 Solving DSGE models with perturbation methods and a change of variables
by Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F.
- 2533-2552 Another look at sticky prices and output persistence
by Wang, Peng-fei & Wen, Yi
- 2553-2575 Economic dynamics of reservoir sedimentation management: Optimal control with singularly perturbed equations of motion
by Huffaker, Ray & Hotchkiss, Rollin
- 2577-2611 Linear learning in changing environments
by Klumpp, Tilman
- 2613-2636 A qualitative dynamical modelling approach to capital accumulation in unregulated fisheries
by Eisenack, K. & Welsch, H. & Kropp, J.P.
- 2637-2659 Recursive Nash bargaining over a productive asset
by Sorger, Gerhard
- 2661-2670 A clarification of the Goodwin model of the growth cycle
by Desai, Meghnad & Henry, Brian & Mosley, Alexander & Pemberton, Malcolm
- 2671-2692 Impatience and equilibrium indeterminacy
by Meng, Qinglai
- 2693-2724 Interpolation and backdating with a large information set
by Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano
- 2725-2748 Are hyperinflation paths learnable?
by Adam, Klaus & Evans, George W. & Honkapohja, Seppo
- 2749-2774 Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
by Tripier, Fabien
- 2775-2792 New product introduction with costly search
by Tse, Chung Yi
- 2793-2822 Financially constrained arbitrage in illiquid markets
by Attari, Mukarram & Mello, Antonio S.
- 2823-2857 Can money matter for interest rate policy?
by Bruckner, Matthias & Schabert, Andreas
- 2859-2874 Effects of an anticipated expansion in international public goods on public capital accumulation
by Chang, Wen-ya & Tsai, Hsueh-fang & Lai, Ching-chong
- 2875-2904 A Hotelling model with a ceiling on the stock of pollution
by Chakravorty, Ujjayant & Magne, Bertrand & Moreaux, Michel
November 2006, Volume 30, Issue 11
- 1857-1883 Political shocks and public debt: The case for a conservative central bank revisited
by Beetsma, Roel M.W.J. & Lans Bovenberg, A.
- 1885-1913 Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?
by Phillips, Kerk L. & Wrase, Jeff
- 1915-1936 Dynamic efficiency in the two-sector overlapping generations model
by Cremers, Emily T.
- 1937-1962 Tractable hedging: An implementation of robust hedging strategies
by Branger, Nicole & Mahayni, Antje
- 1963-1986 Entry and exit decisions based on a discount factor approach
by Sodal, Sigbjorn
- 1987-2014 Risk sharing through financial markets with endogenous enforcement of trades
by Koppl, Thorsten V.
- 2015-2049 State-contingent bank regulation with unobserved actions and unobserved characteristics
by Marshall, David A. & Prescott, Edward Simpson
- 2051-2079 Fresh start or head start? Uniform bankruptcy exemptions and welfare
by Athreya, Kartik
- 2081-2115 Welfare implications of endogenous credit limits with bankruptcy
by Mateos-Planas, Xavier & Seccia, Giulio
- 2117-2141 Corporate governance over the business cycle
by Philippon, Thomas
- 2143-2165 Endogenous market incompleteness with investment risks
by Meh, Cesaire A. & Quadrini, Vincenzo
- 2167-2190 Uninsured idiosyncratic production risk with borrowing constraints
by Covas, Francisco
- 2191-2216 Stock grants as a commitment device
by Clementi, Gian Luca & Cooley, Thomas F. & Wang, Cheng
- 2217-2260 Predictability and habit persistence
by Collard, Fabrice & Feve, Patrick & Ghattassi, Imen
- 2261-2279 Migration dynamics, growth and convergence
by Larramona, Gemma & Sanso, Marcos
- 2281-2303 Default and information
by Giesecke, Kay
- 2305-2338 Building up social capital in a changing world
by Vega-Redondo, Fernando
- 2339-2361 Venture capital financed investments in intellectual capital
by Jorgensen, Steffen & Kort, Peter M. & Dockner, Engelbert J.
2006, Volume 30, Issue 9-10
- 1441-1444 Computing in economics and finance
by Bullard, Jim & Diks, Cees & Wagener, Florian
- 1445-1489 Optimal taxation in an RBC model: A linear-quadratic approach
by Benigno, Pierpaolo & Woodford, Michael
- 1491-1526 Robust inflation-forecast-based rules to shield against indeterminacy
by Batini, Nicoletta & Justiniano, Alejandro & Levine, Paul & Pearlman, Joseph
- 1527-1567 Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
by Zampolli, Fabrizio
- 1569-1587 The stochastic lake game: A numerical solution
by Dechert, W.D. & O'Donnell, S.I.
- 1589-1614 Industrial subsidies and technology adoption in general equilibrium
by Samaniego, Roberto M.
- 1615-1646 Can social security be welfare improving when there is demographic uncertainty?
by Sanchez-Marcos, Virginia & Sanchez-Martin, Alfonso R.
- 1647-1669 A new statistic and practical guidelines for nonparametric Granger causality testing
by Diks, Cees & Panchenko, Valentyn
- 1671-1686 The inflation aversion of the Bundesbank: A state space approach
by Kuzin, Vladimir
- 1687-1706 Are European business cycles close enough to be just one?
by Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena
- 1707-1727 Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral
- 1729-1753 A dynamic analysis of moving average rules
by Chiarella, Carl & He, Xue-Zhong & Hommes, Cars
- 1755-1786 Asset price and wealth dynamics in a financial market with heterogeneous agents
by Chiarella, Carl & Dieci, Roberto & Gardini, Laura
- 1787-1835 Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
by Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca
- 1837-1855 Self-organization and the persistence of noise in financial markets
by Goldbaum, David
August 2006, Volume 30, Issue 8
Printed from https://ideas.repec.org/s/eee/dyncon13.html
