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June 2013, Volume 42, Issue 1
- 1-22 Comparing Strategies of Collaborative Networks for R&D: An Agent-Based Study
by Pedro Campos & Pavel Brazdil & Isabel Mota - 23-45 Network Formation with Heterogeneous Agents and Absolute Friction
by Joost Vandenbossche & Thomas Demuynck - 47-69 The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling
by Foued Saâdaoui - 71-105 A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
by George Monokroussos - 107-118 Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects
by D. Blueschke & V. Blueschke-Nikolaeva & R. Neck - 119-131 Partially Adaptive Estimation of Interval Censored Regression Models
by Jason Cook & James McDonald - 133-150 Is the Leading Role Desirable?: A Simulation Analysis of the Stackelberg Behavior in World Petroleum Market
by Zili Yang
April 2013, Volume 41, Issue 4
- 425-445 A Generic Framework for a Combined Agent-based Market and Production Model
by Bas Straatman & Danielle Marceau & Roger White - 447-474 Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany
by Stefan Boeters - 475-492 Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms
by J. Wiesinger & D. Sornette & J. Satinover - 493-516 Can They Beat the Cournot Equilibrium? Learning with Memory and Convergence to Equilibria in a Cournot Oligopoly
by Thomas Vallée & Murat Yıldızoğlu - 517-524 SIMUL 3.2: An Econometric Tool for Multidimensional Modelling
by Rodolphe Buda - 525-555 Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach
by Anna Kormilitsina - 557-574 On the Use of the Renormalization Procedure to Estimate the Bifurcation Parameters in Nonlinear Dynamic Models
by Walter Briec & Laurence Lasselle
March 2013, Volume 41, Issue 3
- 297-298 Editorial for the Special Issue: Quantitative Methods in Banking and Finance
by Chrysovalantis Gaganis & Constantin Zopounidis & Michael Doumpos - 299-326 Wind Derivatives: Modeling and Pricing
by A. Alexandridis & A. Zapranis - 327-358 Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
by Georgios Chalamandaris & Andrianos Tsekrekos - 359-386 The Forecasting Performance of Corridor Implied Volatility in the Italian Market
by Silvia Muzzioli - 387-405 Regulations and Audit Opinions: Evidence from EU Banking Institutions
by Chrysovalantis Gaganis & Fotios Pasiouras & Charalambos Spathis - 407-424 Portfolio Risk Measures: The Time’s Arrow Matters
by Alain Ruttiens
February 2013, Volume 41, Issue 2
- 151-170 The Interest of Having Loyal Buyers in a Perishable Market
by Juliette Rouchier - 171-193 Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
by Muffasir Badshah & Paul Beaumont & Anuj Srivastava - 195-211 Simulation Analysis for Choice of Binary Lotteries
by Ichiro Nishizaki & Tomohiro Hayashida - 213-231 A Graphical Tool for Describing the Temporal Evolution of Clusters in Financial Stock Markets
by Argimiro Arratia & Alejandra Cabaña - 233-247 Stochastic Evolutionary Game Dynamics and Their Selection Mechanisms
by Xing Gao & Weijun Zhong & Shue Mei - 249-265 SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
by Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza - 267-295 Comparing Numerical Methods for Solving the Competitive Storage Model
by Christophe Gouel
January 2013, Volume 41, Issue 1
- 1-9 Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
by Jesús Otero & Jeremy Smith - 11-29 Norwegian Overnight Interbank Interest Rates
by Q. Akram & Casper Christophersen - 31-57 Motivations for Open Source Project Participation and Decisions of Software Developers
by Dongryul Lee & Byung Kim - 59-69 Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
by Yushu Li & Ghazi Shukur - 71-88 Computing Equilibria in Discounted 2 × 2 Supergames
by Kimmo Berg & Mitri Kitti - 89-100 Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
by Jin-Yu Zhang & Yong Li & Zhu-Ming Chen - 101-123 Testing for Structural Breaks at Unknown Time: A Steeplechase
by Makram El-Shagi & Sebastian Giesen - 125-150 Monetary Policy Under Time-Varying Uncertainty Aversion
by Fidel Gonzalez & Arnulfo Rodriguez
December 2012, Volume 40, Issue 4
- 313-332 DSGE Modeling on an iPhone/iPad Using SpaceTime
by Andrew Blake - 333-353 Public Expenditure on Health and Private Old-Age Insurance in an OLG Growth Model with Endogenous Fertility: Chaotic Dynamics Under Perfect Foresight
by Luciano Fanti & Luca Gori - 355-375 The Efficient Frontier for Weakly Correlated Assets
by Michael Best & Xili Zhang - 377-385 Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis
by Phillip Simmons - 387-399 An Economic Model of Oil Exploration and Extraction
by Alfred Greiner & Willi Semmler & Tobias Mette - 401-414 Performance of Some Logistic Ridge Regression Estimators
by B. Kibria & Kristofer Månsson & Ghazi Shukur - 415-443 Pareto Frontier of a Dynamic Principal–Agent Model with Discrete Actions: An Evolutionary Multi-Objective Approach
by Itza Curiel & Sonia Di Giannatale & Juan Herrera & Katya Rodríguez
October 2012, Volume 40, Issue 3
- 203-217 Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
by Jin-Guan Lin & Ji Chen & Yong Li - 219-244 Sequential Action and Beliefs Under Partially Observable DSGE Environments
by Seong-Hoon Kim - 245-264 Nonlinearity in Forecasting of High-Frequency Stock Returns
by Juan Reboredo & José Matías & Raquel Garcia-Rubio - 265-291 On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations
by Frank Hespeler - 293-311 Velocity Volatility Assessment of Monetary Shocks on Cash-in-Advance Economies
by José Cao-Alvira
August 2012, Volume 40, Issue 2
- 105-113 A Stochastic Chartist–Fundamentalist Model with Time Delays
by Ghassan Dibeh & Haidar Harmanani - 115-129 Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk
by J. Baixauli & Susana Alvarez - 131-149 Hiring, Firing and Infighting: A Tale of Two Companies
by Arnav Sheth - 151-182 Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control
by Sergei Morozov & Sudhanshu Mathur - 183-202 Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data
by Jin Lee
June 2012, Volume 40, Issue 1
- 1-18 The Hitting Time Density for a Reflected Brownian Motion
by Qin Hu & Yongjin Wang & Xuewei Yang - 19-48 Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
by Cathy Chen & Simon Lin & Philip Yu - 49-62 A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
by Zhongdi Cen & Anbo Le & Aimin Xu - 63-104 Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
by Andrey Itkin & Peter Carr
April 2012, Volume 39, Issue 4
- 337-363 Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance
by Ivan Savin & Peter Winker - 365-386 A Closed-Form Solution to Stollery’s Problem with Damage in Utility
by Andrei Bazhanov - 387-407 Transitional Dynamics in Sticky-Information General Equilibrium Models
by Orlando Gomes - 409-427 Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression
by Göran Kauermann & Timo Teuber & Peter Flaschel - 429-446 A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
by Walailuck Chavanasporn & Christian-Oliver Ewald
March 2012, Volume 39, Issue 3
- 219-241 Propagation of Data Error and Parametric Sensitivity in Computable General Equilibrium Models
by Joshua Elliott & Meredith Franklin & Ian Foster & Todd Munson & Margaret Loudermilk - 243-257 Repeated Price Search
by A. Norman & J. Berman & K. Brehm & M. Drake & A. Dyer & J. Frisby & C. Govil & C. Hinchey & L. Heuer & J. Ke & S. Kejriwal & K. Kuang & S. Keyburn & S. Ler & K. Powers & A. Robertson & J. Sanghai & C. Schulze & J. Schieck & J. Sussman & L. Tan & A. Tello & R. Wang & K. Yan & T. Zeinullayev - 259-287 Two-State Volatility Transition Pricing and Hedging of TXO Options
by En-Der Su & Feng-Jeng Lin - 289-313 Valuation of N-stage Investments Under Jump-Diffusion Processes
by Rainer Andergassen & Luigi Sereno - 315-335 What Drives Short Rate Dynamics? A Functional Gradient Descent Approach
by Francesco Audrino
February 2012, Volume 39, Issue 2
- 113-133 Properties of the DGS-Auction Algorithm
by Tommy Andersson & Christer Andersson - 135-143 A Flexible Markov Chain Approach for Multivariate Credit Ratings
by Eric Fung & Tak Siu - 145-155 Modelling the Evolution of National Economies Based on Input–Output Networks
by Wen-Qi Duan - 157-171 Opinions and Networks: How Do They Effect Each Other
by Zhengzheng Pan - 173-193 Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data
by Chao Huang & Jin-Guan Lin & Yan-Yan Ren - 195-217 Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information
by Jinqiang Yang & Zhaojun Yang
January 2012, Volume 39, Issue 1
- 1-12 An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
by M. Pınar & A. Camcı - 13-27 Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
by Alejandro Mosiño - 29-49 Fuzzy Statistical Analysis of Multiple Regression with Crisp and Fuzzy Covariates and Applications in Analyzing Economic Data of China
by Jin-Guan Lin & Qing-Yun Zhuang & Chao Huang - 51-69 BRA: An Algorithm for Simulating Bounded Rational Agents
by Stephan Schuster - 71-76 Introduction to the Works of Rodney C. Wingrove: Engineering Approaches to Macroeconomic Modeling
by Ronald Davis & Dallas Denery & David Kendrick & Raman Mehra - 77-98 Classical Linear-Control Analysis Applied to Business-Cycle Dynamics and Stability
by Rodney Wingrove & Ronald Davis - 99-111 Manual-Control Analysis Applied to the Money Supply Control Task
by Rodney Wingrove & Ronald Davis
November 2011, Volume 38, Issue 4
- 439-463 Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction
by Xin An & Shulin Liu & Shuo Xu - 465-481 Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca - 483-515 A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
by Alois Kneip & Léopold Simar & Paul Wilson - 517-539 A Long Memory Model with Normal Mixture GARCH
by Yin-Wong Cheung & Sang-Kuck Chung
October 2011, Volume 38, Issue 3
- 207-208 Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance
by Gian Bischi & Carl Chiarella & Laura Gardini - 209-220 Aggregate Demand, Harrod’s Instability and Fluctuations
by Piero Ferri & Steve Fazzari & Edward Greenberg & Anna Variato - 221-239 Credit market dynamics: a cobweb model
by S. Casellina & S. Landini & M. Uberti - 241-260 Homoclinic and Heteroclinic Bifurcations in an Overlapping Generations Model with Credit Market Imperfection
by Anna Agliari & George Vachadze - 261-275 Nonlinear Dynamics in an OLG Growth Model with Young and Old Age Labour Supply: The Role of Public Health Expenditure
by Luca Gori & Mauro Sodini - 277-293 Local and Global Dynamics in an Overlapping Generations Model with Endogenous Time Discounting
by Mauro Sodini - 295-309 A Nonlinear Duopoly with Efficient Production-Capacity Levels
by Fabio Lamantia - 311-327 Dynamics in Linear Cournot Duopolies with Two Time Delays
by Akio Matsumoto & Ferenc Szidarovszky & Hiroyuki Yoshida - 329-347 Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map
by Fabio Tramontana & Laura Gardini & Frank Westerhoff - 349-366 Border Collision Bifurcations in a Footloose Capital Model with First Nature Firms
by Anna Agliari & Pasquale Commendatore & Ilaria Foroni & Ingrid Kubin - 367-387 Transition Dynamics in Endogenous Recombinant Growth Models by Means of Projection Methods
by Fabio Privileggi - 389-405 Financial Tools for the Abatement of Traffic Congestion: A Dynamical Analysis
by Angelo Antoci & Marcello Galeotti & Davide Radi - 407-423 Largest Consistent Set in International Environmental Agreements
by Marta Biancardi & Giovanni Villani - 425-437 Can Endogenous Participation Explain Price Volatility? Evidence from an Agent-Based Cobweb Model
by Domenico Colucci & Vincenzo Valori
August 2011, Volume 38, Issue 2
- 107-128 Approximation Errors of Perturbation Methods in Solving a Class of Dynamic Stochastic General Equilibrium Models
by Xuan Liu & Zhiwei Cui - 129-151 The Incompleteness Problem of the APT Model
by Peter Karlsson - 153-171 The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model
by Kuan-Pin Lin & Zhi-He Long & Bianling Ou - 173-204 Heuristics for Deciding Collectively Rational Consumption Behavior
by Fabrice Talla Nobibon & Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frits Spieksma - 205-205 Erratum to: An Investigation into the Use of Intelligent Systems for Currency Trading
by Hannah Thinyane & Jonathan Millin
April 2011, Volume 37, Issue 4
- 331-362 The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model
by W. Kuiper & Anton Cozijnsen - 363-374 An Investigation into the Use of Intelligent Systems for Currency Trading
by Hannah Thinyane & Jonathan Millin - 375-410 A Numerical Toolbox to Solve N-Player Affine LQ Open-Loop Differential Games
by Tomasz Michalak & Jacob Engwerda & Joseph Plasmans - 411-431 The Clock Proxy Auction for Allocating Radio Spectrum Licenses
by A. Mochon & Y. Saez & J. Gómez-Barroso & P. Isasi
March 2011, Volume 37, Issue 3
- 221-236 Bifurcation in Perturbation Analysis:Calvo Pricing Examples
by Jinill Kim & Andrew Levin & Tack Yun - 237-248 An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
by Yong Li & Zhongxin Ni & Jie Zhang - 249-266 Does Social Welfare Preference Always Promote Cooperation on Barabási and Albert Networks?
by Bo Xianyu & Ping Chen - 267-300 A Class of Evolutionary Models for Participation Games with Negative Feedback
by Pietro Dindo & Jan Tuinstra - 301-330 Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact
by Alex Huang
February 2011, Volume 37, Issue 2
- 113-131 Mean-VaR Portfolio Selection Under Real Constraints
by J. Baixauli-Soler & Eva Alfaro-Cid & Matilde Fernandez-Blanco - 133-168 Eliciting Preferences on Multiattribute Societies with a Choquet Integral
by Patrick Meyer & Grégory Ponthière - 169-191 Different Approaches to Forecast Interval Time Series: A Comparison in Finance
by Javier Arroyo & Rosa Espínola & Carlos Maté - 193-220 Fluctuations in Economic and Activity and Stabilization Policies in the CIS
by Khurshid Kiani
January 2011, Volume 37, Issue 1
- 1-11 Computability of Digital Input Output Models
by J. Guzmán - 13-38 Optimization in Non-Standard Problems. An Application to the Provision of Public Inputs
by A. Sanchez & Diego Martinez - 39-65 The Role of Central Bank Operating Procedures in an Economy with Productive Government Spending
by Jordi Caballé & Jana Hromcová - 67-88 New Procedures for Testing Whether Stock Price Processes are Martingales
by Kei Takeuchi & Akimichi Takemura & Masayuki Kumon - 89-111 Equilibrium Information Acquisition, Prediction Abilities and Asset Prices
by Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang
December 2010, Volume 36, Issue 4
- 283-307 The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
by Ren-Her Wang & John Aston & Cheng-Der Fuh - 309-339 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
by Hendrik Wolff & Thomas Heckelei & Ron Mittelhammer - 341-364 A Technique for Gradual Identification of Labor Market Flows
by Nissim Ben David - 365-384 A New Approach to Unit Root Testing
by Helmut Herwartz & Florian Siedenburg
October 2010, Volume 36, Issue 3
- 191-200 Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm
by Xi-li Zhang & Wei-Guo Zhang & Wei-jun Xu & Wei-Lin Xiao - 201-229 Human and Artificial Agents in a Crash-Prone Financial Market
by Todd Feldman & Daniel Friedman - 231-235 Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions: Comment
by Junwei Peng & Zhongzhi Yang - 237-262 Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison
by Afshin Honarvar - 263-282 Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments
by Ling-Yun He
August 2010, Volume 36, Issue 2
- 93-119 The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries
by Dritan Osmani & Richard Tol - 121-132 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
by Theodore Panagiotidis - 133-151 Using Boosting for Financial Analysis and Performance Prediction: Application to S&P 500 Companies, Latin American ADRs and Banks
by Germán Creamer & Yoav Freund - 153-169 Partially Adaptive Econometric Methods For Regression and Classification
by James Hansen & James McDonald & Panayiotis Theodossiou & Brad Larsen - 171-189 Computation of Equilibria in OLG Models with Many Heterogeneous Households
by Sebastian Rausch & Thomas Rutherford
June 2010, Volume 36, Issue 1
- 1-16 Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters
by Giuliano De Rossi - 17-36 Causal Inference for Structural Equations: With an Application to Wage-Price Spiral
by Pu Chen & Chih-Ying Hsiao - 37-45 Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm
by Reinhard Neck & Gottfried Haber & Klaus Weyerstrass - 47-56 A Dynamic Model of a Boundedly Rational Consumer with a Simple Least Squared Learning Mechanism
by Ahmad Naimzada & Fabio Tramontana - 57-67 Assessing the Quality of Pseudo-Random Number Generators
by P. Luizi & F. Cruz & J. Graaf - 69-92 International Environmental Agreements with Asymmetric Countries
by Marta Biancardi & Giovanni Villani
April 2010, Volume 35, Issue 4
- 301-329 A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy
by S. Gabriel & J. Fuller - 331-353 A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models
by Francesco Carravetta & Marco Sorge - 355-370 Finite Elements in the Presence of Occasionally Binding Constraints
by José Cao-Alvira - 371-394 Should Economists Use Open Source Software for Doing Research?
by A. Yalta & A. Yalta - 395-406 Searching NK Fitness Landscapes: On the Trade Off Between Speed and Quality in Complex Problem Solving
by Sylvie Geisendorf
March 2010, Volume 35, Issue 3
- 189-209 What Format for Multi-Unit Multiple-Bid Auctions?
by Atakelty Hailu & Sophie Thoyer - 211-234 Endogenous Neighborhood Selection and the Attainment of Cooperation in a Spatial Prisoner’s Dilemma Game
by Jason Barr & Troy Tassier - 235-244 Using Chebyshev Polynomials to Approximate Partial Differential Equations
by Guglielmo Caporale & Mario Cerrato - 245-267 Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist
by Yann Braouezec - 269-300 A Framework to Determine the Value of Consumer Consideration Set Information for Firm Pricing Strategies
by Joseph Pancras
February 2010, Volume 35, Issue 2
- 101-126 Cognitive Bias in the Laboratory Security Market
by Hidetoshi Yamaji & Masatoshi Gotoh - 127-154 How to Maximize the Likelihood Function for a DSGE Model
by Martin Andreasen - 155-164 Modeling Emotions and Reason in Agent-Based Systems
by Fernando Oliveira - 165-188 A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
by Serena Brianzoni & Roy Cerqueti & Elisabetta Michetti
January 2010, Volume 35, Issue 1
- 1-23 Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
by Marco Corazza & A. Malliaris & Elisa Scalco - 25-49 Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms
by Michael Maschek - 51-62 Dynamic Innovation Diffusion Modelling
by Kazunori Shinohara & Hiroshi Okuda - 63-83 A Student-t Full Factor Multivariate GARCH Model
by K. Diamantopoulos & I. Vrontos - 85-99 Dynamics and Structure of the 30 Largest North American Companies
by Juan Brida & Wiston Risso
November 2009, Volume 34, Issue 4
- 323-364 Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
by Mohamed Saidane & Christian Lavergne - 365-382 Tests of Random Walk: A Comparison of Bootstrap Approaches
by Eduardo Lima & Benjamin Tabak - 383-398 Network Formation in the Political Blogosphere: An Application of Agent Based Simulation and e-Research Tools
by Robert Ackland & Jamsheed Shorish - 399-417 Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets
by Tong Zhang & B. Brorsen
September 2009, Volume 34, Issue 2
- 119-143 Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals
by Alan Mehlenbacher - 145-172 Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
by Mohamed Boutahar & David Gbaguidi - 173-193 Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm
by Massimiliano Kaucic - 195-216 Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
by Mustapha Belkhouja & Mohamed Boutahar
May 2009, Volume 33, Issue 4
- 305-335 Heterogeneous Labour Markets in a Microsimulation–AGE Model: Application to Welfare Reform in Germany
by Stefan Boeters & Michael Feil - 337-360 The Neutrality of Money Revisited with a Bottom-Up Approach: Decentralisation, Limited Information and Bounded Rationality
by Gabriel Galand - 361-388 Foreign Ownership Restrictions: A Numerical Approach
by Bilgehan Karabay & Gernot Pulverer & Ewa Weinmüller - 389-401 Solving House Allocation Problems with Risk-Averse Agents
by Tommy Andersson & Christer Andersson
April 2009, Volume 33, Issue 3
- 209-236 Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach
by Flavia Cortelezzi & Giovanni Villani - 237-262 Models and Simulations for Portfolio Rebalancing
by Gianfranco Guastaroba & Renata Mansini & M. Speranza - 263-276 Impacts of Interval Computing on Stock Market Variability Forecasting
by Ling He & Chenyi Hu - 277-304 Block Kalman Filtering for Large-Scale DSGE Models
by Ingvar Strid & Karl Walentin
March 2009, Volume 33, Issue 2
- 107-130 A Trade Algorithm for Multi-Region Models Subject to Spillover Externalities
by Marian Leimbach & Klaus Eisenack - 131-154 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
by Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser - 155-173 Local and Global Interactions in an Evolutionary Resource Game
by Joëlle Noailly & Jeroen Bergh & Cees Withagen - 175-192 Economic Policy in a Growth Model with Human Capital, Heterogenous Agents and Unemployment
by Alfred Greiner & Peter Flaschel - 193-207 Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation
by Lorenzo Garlappi & Georgios Skoulakis
February 2009, Volume 33, Issue 1
- 1-30 Smart Forward Shooting
by Manoj Atolia & Edward Buffie - 31-46 Shocks and Endogenous Institutions: An Agent-based Model of Labor Market Performance in Turbulent Times
by Christian Martin & Michael Neugart - 47-78 Learning to Collude Tacitly on Production Levels by Oligopolistic Agents
by Steven Kimbrough & Frederic Murphy - 79-97 The Two-Period Rational Inattention Model: Accelerations and Analyses
by Kurt Lewis - 99-101 Robust Evolutionary Algorithm Design for Socio-Economic Simulation: A Correction
by Floortje Alkemade & Han Poutré & Hans Amman - 103-105 Robust Evolutionary Algorithm Design for Socio-Economic Simulation: Some Comments
by Ludo Waltman & Nees Eck
November 2008, Volume 32, Issue 4
- 343-352 Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm
by Michael Creel - 353-382 Multi-core CPUs, Clusters, and Grid Computing: A Tutorial
by Michael Creel & William Goffe - 383-406 Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures
by Khurshid Kiani & Terry Kastens - 407-413 Network Formation Under Cumulative Advantage: Evidence from The Cambridge High-Tech Cluster
by Hinnerk Gnutzmann
October 2008, Volume 32, Issue 3
- 245-278 Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions
by Wayne-Roy Gayle & Jean Richard - 279-293 Optimal Exchange Rate Policy Under Unknown Pass-through and Learning With Applications to Korea
by David Hudgins & C. Chan - 295-315 The Strategic Exploitation of Limited Information and Opportunity in Networked Markets
by Dan Ladley & Seth Bullock - 317-339 The Effects of Customer Value on Loyalty and Profits in a Dynamic Competitive Market
by Ting-Hua Chang & Jun-Yen Lee & Ru-Hwa Chen - 341-342 A Correction of Misstated Equations in Hespeler (2008)
by Frank Hespeler
September 2008, Volume 32, Issue 1
- 1-2 New Advances in Financial Economics: Heterogeneity and Simulation
by Silvano Cincotti & Laura Gardini & Thomas Lux - 3-20 Asset Price Dynamics When Behavioural Heterogeneity Varies
by Domenico Colucci & Vincenzo Valori - 21-36 Complex Price Dynamics in a Financial Market with Imitation
by Ilaria Foroni & Anna Agliari