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Content
September 1999, Volume 23, Issue 9-10
August 1999, Volume 23, Issue 8
- 1077-1098 Efficient representation of state spaces for some dynamic models
by Gowrisankaran, Gautam
- 1099-1131 Receding horizon control of jump linear systems and a macroeconomic policy problem
by do Val, Joao B. R. & Basar, Tamer
- 1133-1153 Monetary policy cooperation and multiple equilibria
by Jensen, Henrik
- 1155-1175 Time-to-build and cycles
by Asea, Patrick K. & Zak, Paul J.
- 1177-1196 Capital accumulation and income distribution as the outcome of a dynamic game
by Coloma, German
- 1197-1206 On the probability of chaos in large dynamical systems: A Monte Carlo study
by Dechert, W. Davis & Sprott, Julien C. & Albers, David J.
- 1207-1224 Competitive equilibrium and public investment plans
by Glomm, Gerhard & Ravikumar, B.
- 1225-1242 Government spending, endogenous labor, and capital accumulation
by Chang, Wen-ya
June 1999, Volume 23, Issue 7
- 909-928 Alternative bias approximations in first-order dynamic reduced form models
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
- 929-965 A theory of optimal timing and selectivity
by Chacko, George & Das, Sanjiv Ranjan
- 967-995 Optimal taxation of capital income with imperfectly competitive product markets
by Guo, Jang-Ting & Lansing, Kevin J.
- 997-1028 Multivariate detrending under common trend restrictions: Implications for business cycle research
by Kozicki, Sharon
- 1029-1064 On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
by Basak, Suleyman
- 1065-1076 Frequent price changes under menu costs
by Hansen, Per Svejstrup
April 1999, Volume 23, Issue 5-6
- 675-698 Education, moral hazard, and endogenous growth
by Van Long, Ngo & Shimomura, Koji
- 699-726 Education, economic growth, and brain drain
by Wong, Kar-yiu & Yip, Chong Kee
- 727-746 Training, adverse selection and appropriate technology: Development and growth in a small open economy
by Eicher, T. S.
- 747-772 Export promotion, learning by doing and growth
by Ambler, Steve & Cardia, Emanuela & Farazli, Jeannine
- 773-795 Growth and the dynamics of trade liberalization
by Devereux, Michael B.
- 797-822 Incremental trade policy and endogenous growth:: A q-theory approach
by Baldwin, Richard E. & Forslid, Rikard
- 823-849 The precious bane
by Asea, Patrick K. & Lahiri, Amartya
- 851-872 On exchange rates and economic growth
by Fisher, Eric O'N.
- 873-908 On the role of government in a stochastically growing open economy
by Turnovsky, Stephen J.
February 1999, Volume 23, Issue 4
- 491-518 Bayesian learning, growth, and pollution
by Kelly, David L. & Kolstad, Charles D.
- 519-537 Optimal growth when tastes are inherited
by Croix, David de la & Michel, Philippe
- 539-563 Inflationary financing of public investment and economic growth
by Cavalcanti Ferreira, Pedro
- 565-590 Money, capital, and redistributive effects of monetary policies
by Shi, Shouyong
- 591-618 'Mode-locking' and international business cycle transmission
by Selover, David D. & Jensen, Roderick V.
- 619-639 Discrete time representation of stationary and non-stationary continuous time systems
by Chambers, Marcus J.
- 641-669 Strategic behavior and noncooperative hierarchical control
by Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C.
November 1998, Volume 23, Issue 3
September 1998, Volume 23, Issue 2
- 171-189 The dynamics of locally adaptive parties under spatial voting
by Miller, J. H. & Stadler, P. F.
- 191-207 Groping for optimal growth
by Flam, Sjur Didrik & Mirman, Leonard J.
- 209-231 Growth under uncertainty with experimentation
by Bertocchi, Graziella & Spagat, Michael
- 233-254 Endogenous growth with strategic interactions
by Vencatachellum, Desire
- 255-276 An aggregative model of capital accumulation with leisure-dependent utility
by de Hek, Paul A.
- 277-301 Optimal spreading when spreading is optimal
by Lioui, Abraham & Eldor, Rafael
- 303-332 Expectations, (in)stability and (in)viability in realistic overlapping cohorts models
by Molnar, Gyorgy & Simonovits, Andras
September 1998, Volume 23, Issue 1
- 1-7 A practical implementation for solutions to the algebraic matrix Riccati equation in a LQCM setting
by Carroll, R. B. & Brask, D. A.
- 9-34 A model of experimentation with information externalities
by Guzman, Rolando M. & Ventura, Gustavo
- 35-54 Strategic bargaining with firm inventories
by Coles, Melvyn & Smith, Eric
- 55-69 Sufficient conditions for a class of investment problems
by Cairns, Robert D.
- 71-95 Real investment decisions under adjustment costs and asymmetric information
by Gaudet, Gerard & Lasserre, Pierre & Van Long, Ngo
- 97-112 Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
by Ma, Chenghu
- 113-124 An analytical approximate solution to the problem of precautionary savings
by Talmain, Gabriel
- 125-158 Growth effect of taxes in an endogenous growth model: to what extent do taxes affect economic growth?
by Kim, Se-Jik
- 159-165 Characterizing sustainability: The converse of Hartwick's rule
by Withagen, Cees & B. Asheim, Geir
August 1998, Volume 22, Issue 10
August 1998, Volume 22, Issue 8-9
- 1169-1186 Computation as economics
by Huberman, Bernardo A.
- 1187-1207 The evolution of type communication in a sender/receiver game of common interest with cheap talk
by Arifovic, Jasmina & Eaton, B. Curtis
- 1209-1233 Evolved perception and behaviour in oligopolies
by Marks, Robert
- 1235-1274 Heterogeneous beliefs and routes to chaos in a simple asset pricing model
by Brock, William A. & Hommes, Cars H.
- 1275-1289 Krylov methods for solving models with forward-looking variables
by Gilli, Manfred & Pauletto, Giorgio
- 1291-1318 An algorithm competition: First-order iterations versus Newton-based techniques
by Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope
- 1319-1333 Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
by Hallett, A. J. Hughes & Piscitelli, Laura
- 1335-1351 Numerical analysis of a nonlinear operator equation arising from a monetary model
by Li, Jenny X.
- 1353-1373 An eigenvalue method of undetermined coefficients for solving linear rational expectations models
by Zadrozny, Peter A.
- 1375-1401 Computing equilibria in the general equilibrium model with incomplete asset markets
by Schmedders, Karl
- 1403-1417 Products of trees for investment analysis
by Luenberger, David G.
- 1419-1444 Pricing the American put option: A detailed convergence analysis for binomial models
by Leisen, Dietmar P. J.
- 1445-1452 A nonuniform grid method for solving PDE's
by Izvorski, Ivailo
- 1453-1466 Hedging exotic derivatives through stochastic optimization
by Henaff, P.
- 1467-1485 A massively parallel implementation of a discrete-time algorithm for the computation of dynamic elastic demand traffic problems modeled as projected dynamical systems
by Nagurney, Anna & Zhang, Ding
- 1487-1506 Computational aspects of the open-loop Nash equilibrium in linear quadratic games
by Engwerda, J. C.
May 1998, Volume 22, Issue 7
- 977-1000 A general framework for predicting returns from multiple currency investments
by Christou, Costas & Swamy, P. A. V. B. & Tavlas, George S.
- 1001-1026 Consumption and portfolio turnpike theorems in a continuous-time finance model1
by Jin, Xing
- 1027-1051 Dynamic portfolio choice and asset pricing with differential information
by Zhou, Chunsheng
- 1053-1067 Optimality of Barter steady states
by Duc, Francois & Ghiglino, Christian
- 1069-1090 Separation cycles
by Burdett, K. & Coles, M. G.
- 1091-1115 Transitional dynamics of the search model with endogenous growth
by Postel-Vinay, Fabien
- 1117-1137 Chaotic dynamics in a cash-in-advance economy
by Michener, Ronald & Ravikumar, B.
- 1139-1165 Investment cycles
by Wen, Yi
June 1998, Volume 22, Issue 6
- 811-832 A genetic game of trade, growth and externalities
by Alemdar, Nedim M. & Ozyildirim, Suheyla
- 833-848 Averaged predictions and the learning of equilibrium play
by Flam, Sjur Didrik
- 849-867 Profit maximization with bankruptcy and variable scale
by Radner, Roy
- 869-886 Asymmetric transmission mechanisms and the rise in European unemployment: A case of structural differences or of policy failures?
by Demertzis, Maria & Hallett, Andrew Hughes
- 887-910 Optimal policy with limited commitment
by Kasa, Kenneth
- 911-935 Optimal fiscal policy, public capital, and the productivity slowdown
by Cassou, Steven P. & Lansing, Kevin J.
- 937-954 A simple discrete-time approximation of continuous-time bubbles
by Fukuta, Yuichi
- 955-965 Crash states and the equity premium: Solving one puzzle raises another
by Salyer, Kevin D.
- 967-975 Pollution control in an uncertain environment
by Tsur, Yacov & Zemel, Amos
May 1998, Volume 22, Issue 5
- 647-665 A new technique for postsample model selection and validation
by Ashley, Richard
- 667-678 Non-chaotic oscillations in some regularized Hicks models A restatement of the ceiling and floor conditions
by Saura, Dulce & Vazquez, Francisco J. & Vegas, Jose M.
- 679-702 Nominal rigidity and monetary uncertainty in a small open economy
by Rankin, Neil
- 703-728 Diverging patterns with endogenous labor migration
by Reichlin, Pietro & Rustichini, Aldo
- 729-762 On the open-loop Nash equilibrium in LQ-games
by Engwerda, Jacob C.
- 763-777 A simple model of incomplete insurance the case of permanent shocks
by Saito, Makoto
- 779-799 Optimal timing of technology adoption
by Farzin, Y. H. & Huisman, K. J. M. & Kort, P. M.
- 801-810 A review of evolutionary economics
by Hickson, Charles
April 1998, Volume 22, Issue 4
- 489-501 A robust method for simulating forward-looking models
by Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David
- 503-518 Optimal policy business cycles
by Ginsburgh, Victor & Michel, Philippe
- 519-543 Increasing returns, home production and persistence of business cycles
by Perli, Roberto
- 545-572 International business cycles, financial markets and household production
by Canova, Fabio & Ubide, Angel J.
- 573-596 The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth
by Willassen, Yngve
- 597-626 Effects of financial innovations on market volatility when beliefs are heterogeneous
by Zapatero, Fernando
- 627-644 Irreversible investment under uncertainty in oligopoly
by Baldursson, Fridrik M.
- 645-646 Investment science : David G. Luenberger, ISBN 0-19-510809-4 New York, 1998, price in US: US $70
by Cherian, Joseph A.
March 1998, Volume 22, Issue 3
- 329-340 Solving asset pricing models with Gaussian shocks
by Burnside, Craig
- 341-355 Markov bargaining games
by Cripps, Martin W.
- 357-368 Do sunspots matter when agents are Choquet-expected-utility maximizers?
by Tallon, Jean-Marc
- 369-399 A Hicksian two-sector model of unemployment, cycles, and growth
by Hori, Hajime
- 401-436 Optimal consumption choices for a 'large' investor
by Cuoco, Domenico & Cvitanic, Jaksa
- 437-463 A model of sequential investment
by Bar-Ilan, Avner & Strange, William C.
- 465-482 Endogenous growth and the welfare costs of inflation: a reconsideration
by Wu, Yangru & Zhang, Junxi
- 483-487 Handbook of computational economics : H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3)
by McAdam, Peter
February 1998, Volume 22, Issue 2
- 179-207 A model of learning and emulation with artificial adaptive agents
by Bullard, James & Duffy, John
- 209-218 Drift and volatility estimation in discrete time
by Elliott, Robert J. & Hunter, William C. & Jamieson, Barbara M.
- 219-245 Capital controls policy an intertemporal perspective
by Yashiv, Eran
- 247-266 A simple model of Schumpeterian growth with complex dynamics
by Deissenberg, Christophe & Nyssen, Jules
- 267-291 Efficiency wages, disinflation and labor mobility
by Agenor, Pierre-Richard & Santaella, Julio A.
- 293-320 Consumption adjustment to real interest rates: Intertemporal substitution revisited
by Hahm, Joon-Ho
- 321-328 The macrodynamics of business cycles: A comparative evaluation : Mohammed H.I. Dore, Blackwell, Cambridge MA and Oxford UK, 1993, $ 24.95, 242 pp
by Sordi, Serena
November 1997, Volume 22, Issue 1
- 1-38 Time variation of second moments from a noise trader/infection model
by Lux, Thomas
- 39-47 Adaptive control in the presence of time-varying parameters
by Tucci, Marco P.
- 49-66 Dynamic optimization and forward looking processes
by Cannarsa, Piermarco & Giannini, Massimo & Tessitore, Maria Elisabetta
- 67-86 A new look at optimal growth under uncertainty
by Amir, Rabah
- 87-108 Sustainable monetary policies
by Ireland, Peter N.
- 109-121 Time to implement and aggregate fluctuations
by Hairault, Jean-Olivier & Langot, Francois & Portier, Franck
- 123-140 Capacity utilization and market power
by Fagnart, Jean-Francois & Licandro, Omar & Sneessens, Henri R.
- 141-178 The creation of plants and firms
by Siow, Aloysius & Zhu, Xiaodong
August 1997, Volume 21, Issue 10
- 1579-1611 The pricing of credit risk derivatives
by Pierides, Yiannos A.
- 1613-1614 Active learning: A correction
by Amman, Hans M. & Kendrick, David A.
- 1615-1625 The value of information: The case of signal-dependent opportunity sets
by Sulganik, Eyal & Zilcha, Itzhak
- 1627-1644 A portfolio approach to endogenous growth: equilibrium and optimal policy
by Corsetti, Giancarlo
- 1645-1667 Using stochastic growth models to understand unit roots and breaking trends
by Lau, Sau-Him Paul
- 1669-1697 Optimal policy in a model of endogenous fluctuations and assets
by Taub, B.
- 1699-1725 On the dynamic selection of mechanisms for provision of public projects
by Lagunoff, Roger
- 1727-1746 Industry evolution and R&D externalities
by Folster, Stefan & Trofimov, Georgi
- 1747-1776 Labor market search and capital accumulation: Some analytical results
by Shi, Shouyong & Wen, Quan
- 1777-1780 Hierarchical Decision Making in Stochastic Manufacturing Systems : S.P. Sethi and Qing Zhang, (Birkhauser, Boston, Cambridge, MA) ISBN 0-8176-3735-4
by Boukas, El-Kebir
June 1997, Volume 21, Issue 8-9
- 1263-1265 Introduction
by Zenios, Stavros A.
- 1267-1321 Monte Carlo methods for security pricing
by Boyle, Phelim & Broadie, Mark & Glasserman, Paul
- 1323-1352 Pricing American-style securities using simulation
by Broadie, Mark & Glasserman, Paul
- 1353-1376 Optimal delta-hedging under transactions costs
by Clewlow, Les & Hodges, Stewart
- 1377-1403 Strategic asset allocation
by Brennan, Michael J. & Schwartz, Eduardo S. & Lagnado, Ronald
- 1405-1425 Solving long-term financial planning problems via global optimization
by Maranas, C. D. & Androulakis, I. P. & Floudas, C. A. & Berger, A. J. & Mulvey, J. M.
- 1427-1444 An integrated stock-bond portfolio optimization model
by Konno, Hiroshi & Kobayashi, Katsunari
- 1445-1470 A model for designing callable bonds and its solution using tabu search
by Consiglio, Andrea & Zenios, Stavros A.
- 1471-1491 Order flow and the bid-ask spread: An empirical probability model of screen-based trading
by Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin
- 1493-1510 Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
by Miranda, Mario J. & Rui, Xiongwen
- 1511-1542 Precautionary portfolio behavior from a life-cycle perspective
by Bertaut, Carol C. & Haliassos, Michael
- 1543-1575 A learning-to-forecast experiment on the foreign exchange market with a classifier system
by Beltrametti, Luca & Fiorentini, Riccardo & Marengo, Luigi & Tamborini, Roberto
June 1997, Volume 21, Issue 7
- 1117-1147 Explaining the facts with adaptive agents: The case of mutual fund flows
by Lettau, Martin
- 1149-1171 E-equilibria and adaptive expectations: Output and inflation in the LBS model
by Garratt, Anthony & Hall, Stephen G.
- 1173-1180 A reconsideration of the (in)sensitivity of tests of the intertemporal allocation of consumption to near rational alternatives
by Glaeser, Edward L. & Paulson, Anna L.
- 1181-1198 Aggregate investment in a business cycle model with adjustment costs
by Valles, Javier
- 1199-1227 On aggregation of information in competitive markets: The dynamic case
by Naik, Narayan Y.
- 1229-1258 Multi-period information markets
by Naik, Narayan Y.
- 1259-1262 Growth and economic development : Siro Lombardini, (Edward Elgar, Cheltenham, Glos., UK; Brookfield, Vermont, USA) ISBN 1 85898 394 0; [UK pound]49.95
by Velupillai, K. Vela
June 1997, Volume 21, Issue 6
- 905-906 The JEDC and computational economics
by Amman, Hans M.
- 907-942 Computational economics and economic theory: Substitutes or complements?
by Judd, Kenneth L.
- 943-953 On the computability of Nash equilibria
by Prasad, Kislaya
- 955-979 Expository notes on computability and complexity in (arithmetical) games
by (Vela) Velupillai, K.
- 981-1003 Do CAPM results hold in a dynamic economy? A numerical analysis
by Akdeniz, Levent & Dechert, W. Davis
- 1005-1023 Technical progress and aggregate fluctuations
by Hansen, Gary D.
- 1025-1042 Asymptotic methods for aggregate growth models
by Judd, Kenneth L. & Guu, Sy-Ming
- 1043-1063 Toward a computable approach to the efficient market hypothesis: An application of genetic programming
by Chen, Shu-Heng & Yeh, Chia-Hsuan
- 1065-1092 A robust hedging algorithm
by Howe, M. A. & Rustem, B.
- 1093-1111 Sparse direct methods for model simulation
by Gilli, Manfred & Pauletto, Giorgio
- 1113-1116 Dynamic noncooperative game theory : Tamer Basar and Geert Jan Olsder, 2nd ed. (Academic Press, San Diego, CA, 1995) ISBN 0-12-080221-X
by Ehtamo, Harri
May 1997, Volume 21, Issue 4-5
- 661-695 A floor and ceiling model of US output
by Pesaran, M. Hashem & Potter, Simon M.
- 697-722 A stochastic equilibrium model of internet pricing
by Gupta, Alok & Stahl, Dale O. & Whinston, Andrew B.
- 723-737 Chow's method of optimal control
by Reiter, Michael
- 739-752 Chow's method of optimal control: A numerical solution
by Kwan, Yum K. & Chow, Gregory C.
- 753-782 Hedging in incomplete markets with HARA utility
by Duffie, Darrell & Fleming, Wendell & Soner, H. Mete & Zariphopoulou, Thaleia
- 783-829 Equilibrium analysis of the infinite horizon model with smooth discounted utility functions
by Balasko, Yves
- 831-852 An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
by Abel, Andrew B. & Eberly, Janice C.
- 853-872 A market structure for an environment with heterogeneous job-matches, indivisible labor and persistent unemployment
by Merz, Monika
- 873-894 Central bank independence and public debt policy
by Beetsma, Roel M. W. J. & Bovenberg, A. Lans
- 895-898 Economic growth : Robert J. Barro and Xavier Sala-i-Martin, (McGraw-Hill, 1995), 539 pp
by Chen, Been-Lon
- 899-903 Control and game-theoretic models of the environment : C. Carraro and J.A. Filar (eds.) Annals of the International Society of Dynamic Games, Vol. 2 (Birkhauser, Boston, USA, 1995)
by Duraiappah, Anantha K.
1997, Volume 21, Issue 2-3
- 273-295 A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
by Campbell, John Y. & Koo, Hyeng Keun
- 297-327 Numerical analysis of a free-boundary singular control problem in financial economics
by Hindy, Ayman & Huang, Chi-fu & Zhu, Steven H.
- 329-345 Optimal funding rules
by Pesaran, B. & Robinson, G. N.
- 347-362 Differential-difference equations in economics: On the numerical solution of vintage capital growth models
by Boucekkine, Raouf & Licandro, Omar & Paul, Christopher
- 363-369 Numerical solutions of the algebraic matrix Riccati equation
by Amman, Hans M. & Neudecker, Heinz
- 371-389 Martingale analysis of dynamic tax incidence in a nonstationary growth model
by Joshi, Sumit
- 391-416 Understanding the welfare implications of currency substitution
by Sturzenegger, Federico
- 417-447 Is there a tragedy of a common central bank? A dynamic analysis
by van Aarle, Bas & Lans Bovenberg, A. & Raith, Matthias G.
- 449-471 Sectoral shocks and movement costs: Effects on employment and welfare
by Shin, Kwanho
- 473-503 Pareto optima, welfare weights, and smooth equilibrium analysis
by Balasko, Yves
- 505-523 Recursive utility, martingales, and the asymptotic behaviour of optimal processes
by Joshi, Sumit
- 525-550 Optimal consumption and portfolio rules with durability and habit formation
by Hindy, Ayman & Huang, Chi-fu & Zhu, Steven H.
- 551-574 On optimal sharing rules in discrete-and continuous-time principal-agent problems with exponential utility
by Schattler, Heinz & Sung, Jaeyoung
- 575-602 Optimal management of an R&D budget
by Dutta, Prajit K.
- 603-630 Optimal investment and finance in renewable resource harvesting
by Jorgensen, Steffen & Kort, Peter M.
- 631-654 The arms trade and the stability of regional arms races
by Levine, Paul & Smith, Ron
- 655-656 Innovation, economics, and revolution : Peter Hall, (Harvester-Wheatsheaf, 1994) ISBN 0-7450-1251-5, [UK pound] 26.95
by Hickson, Charles