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Content
September 2008, Volume 32, Issue 1
- 37-53 Modeling and Simulation of an Artificial Stock Option Market
by Sabrina Ecca & Michele Marchesi & Alessio Setzu - 55-72 A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
by Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia - 73-98 Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms
by Eric Guerci & Stefano Ivaldi & Silvano Cincotti - 99-119 The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach
by Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu - 121-146 A Statistical Mechanic View of Macro-dynamics in Economics
by Simone Landini & Mariacristina Uberti - 147-162 Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
by Marco Raberto & Andrea Teglio & Silvano Cincotti - 163-181 Asset Pricing and Productivity Growth: The Role of Consumption Scenarios
by Volker Böhm & Tomoo Kikuchi & George Vachadze - 183-198 Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions
by Simone Casellina & Mariacristina Uberti - 199-219 An R&D Investment Game under Uncertainty in Real Option Analysis
by Giovanni Villani - 221-244 E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
by Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide
May 2008, Volume 31, Issue 4
- 307-339 Economics of Reciprocal Networks: Collaboration in Knowledge and Emergence of Industrial Clusters
by Haruo Horaguchi - 341-362 Matching Heterogeneous Traders in Quantity-Regulated Markets
by Yuya Sasaki & Arthur Caplan - 363-380 Can Consumer Software Selection Code for Digital Cameras Improve Consumer Performance?
by A. Norman & M. Aberty & K. Brehm & M. Drake & S. Gour & C. Govil & B. Gu & J. Hart & G. Kadiri & J. Ke & S. Keyburn & M. Kulkarni & N. Mehta & A. Robertson & J. Sanghai & V. Shah & J. Schieck & Y. Sivakumaran & J. Sussman & C. Tillmanns & K. Yan & F. Zahradnic - 381-395 A Pricing Mechanism for Resource Management in Grid Computing
by Panos Parpas & Berç Rustem - 397-408 Two Dimensional Aggregation Procedure: An Alternative to the Matrix Algebraic Algorithm
by Rodolphe Buda
April 2008, Volume 31, Issue 3
- 207-223 Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design
by Frank Hespeler - 225-241 A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
by Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle - 243-254 Seasonal Nonlinear Long Memory Model for the US Inflation Rates
by Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar - 255-288 Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
by John Lau & Tak Siu - 289-306 The Impact of Interaction and Social Learning on Aggregate Expectations
by Mark Bowden & Stuart McDonald
March 2008, Volume 31, Issue 2
- 95-113 Solving Linear Rational Expectations Models: A Horse Race
by Gary Anderson - 115-139 Analysing DSGE Models with Global Sensitivity Analysis
by Marco Ratto - 141-160 Continuous State Dynamic Programming via Nonexpansive Approximation
by John Stachurski - 161-180 A New Approach for Firm Value and Default Probability Estimation beyond Merton Models
by Maria Giuli & Dean Fantazzini & Mario Maggi - 181-206 Numerical Solution of Optimal Control Problems with Constant Control Delays
by Ulrich Brandt-Pollmann & Ralph Winkler & Sebastian Sager & Ulf Moslener & Johannes Schlöder
February 2008, Volume 31, Issue 1
- 1-20 Optimal Policy Response with Control Parameter and Intercept Covariance
by Fidel Gonzalez - 21-43 Stochastic Ceteris Paribus Simulations
by Dag Kolsrud - 45-75 Decentralized Allocation of Human Capital and Nonlinear Growth
by Orlando Gomes - 77-94 The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications
by Daiki Maki
November 2007, Volume 30, Issue 4
- 329-347 Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
by Stan Žaković & Volker Wieland & Berc Rustem - 349-370 Grid Enabling Empirical Economics: A Microdata Application
by Simon Peters & Ken Clark & Pascal Ekin & Anja Le Blanc & Stephen Pickles - 371-380 Higher-Order Properties of the ‘Exchange Rate Dynamics Redux’ Model
by Jinill Kim & Yun-kwong Kwok - 381-391 Teaching Computational Economics to Graduate Students
by David Kendrick - 393-408 The Robustness of the RESET Test to Non-Normal Error Terms
by Panagiotis Mantalos & Ghazi Shukur
October 2007, Volume 30, Issue 3
- 189-194 Empirical Validation in Agent-based Models: Introduction to the Special Issue
by G. Fagiolo & C. Birchenhall & P. Windrum - 195-226 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems
by Giorgio Fagiolo & Alessio Moneta & Paul Windrum - 227-244 A Taxonomy of Inference in Simulation Models
by Thomas Brenner & Claudia Werker - 245-264 Validating and Calibrating Agent-Based Models: A Case Study
by Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi - 265-290 Validating Simulation Models: A General Framework and Four Applied Examples
by Robert Marks - 291-327 Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework
by Junjie Sun & Leigh Tesfatsion
September 2007, Volume 30, Issue 2
- 95-123 The role of intelligence in time series properties
by Chia-Hsuan Yeh - 125-142 A computational approach to modeling commodity markets
by Karla Atkins & Achla Marathe & Chris Barrett - 143-151 Fast and accurate pricing of discretely monitored barrier options by numerical path integration
by Christian Skaug & Arvid Naess - 153-169 Multidimensional Spline Interpolation: Theory and Applications
by Christian Habermann & Fabian Kindermann - 171-187 A Parallel Implementation of the Simplex Function Minimization Routine
by Donghoon Lee & Matthew Wiswall
August 2007, Volume 30, Issue 1
- 1-18 Information technology and the welfare cost of anticipated inflation
by Thomas Cone - 19-40 Reproducible research in computational economics: guidelines, integrated approaches, and open source software
by Giovanni Baiocchi - 41-56 Computational modeling of city formation
by Kurt DeMaagd & Scott Moore - 57-63 Proving Arrow’s theorem by PROLOG
by Kenryo Indo - 65-91 Comparing accuracy of second-order approximation and dynamic programming
by Stephanie Becker & Lars Grüne & Willi Semmler - 93-93 Business cycle and corporate failure in France: Is there a link?
by Eric Bataille & Catherine Bruneau & Frédéric Michaud
May 2007, Volume 29, Issue 3
- 229-232 Introduction
by Willi Semmler - 233-265 Asset pricing with dynamic programming
by Lars Grüne & Willi Semmler - 267-281 Computational aspects of prospect theory with asset pricing applications
by Enrico Giorgi & Thorsten Hens & János Mayer - 283-312 Approximation of jump diffusions in finance and economics
by Nicola Bruti-Liberati & Eckhard Platen - 313-331 Prices are macro-observables! Stylized facts from evolutionary finance
by S. Reimann & A. Tupak - 333-354 Portfolio optimization when risk factors are conditionally varying and heavy tailed
by Toker Doganoglu & Christoph Hartz & Stefan Mittnik - 355-367 Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
by Jules Binsbergen & Michael Brandt - 369-381 Strategic asset allocation and market timing: a reinforcement learning approach
by Thorsten Hens & Peter Wöhrmann - 383-418 Intertemporal asset allocation when the underlying factors are unobservable
by Carl Chiarella & Chih-Ying Hsiao & Willi Semmler - 419-419 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
by Luke Olson & Max Jerrell & Ryder Deloloye - 421-421 Individual and Social Learning
by Nobuyuki Hanaki - 423-423 The KPSS Test with Outliers
by Jesús Otero & Jeremy Smith - 425-425 Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
by Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng - 427-427 Discrete Working Time Choice in an Applied General Equilibrium Model
by Stefan Boeters & Michael Feil & Nicole Gürtzgen - 429-429 Numerical Inversion Methods for Computing Approximate p-Values
by Hiroyuki Kawakatsu
March 2007, Volume 29, Issue 2
- 97-106 A new modeling approach investigating the diffusion speed of mobile telecommunication services in EU-15
by Apostolos Giovanis & Christos Skiadas - 107-117 Solving parametric fuzzy systems of linear equations by a nonlinear programming method
by S. Muzzioli & H. Reynaerts - 119-138 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca - 139-149 Managing value-at-risk for a bond using bond put options
by Griselda Deelstra & Ahmed Ezzine & Dries Heyman & Michèle Vanmaele - 151-158 Cutting the hedge
by Giovanni Barone-Adesi & Robert Elliott - 159-172 What is at stake in the construction and use of credit scores?
by Mireille Bardos - 173-197 Business cycle and corporate failure in France: Is there a link?
by Eric Bataille & Catherine Bruneau & Frederic Michaud - 199-212 Clustering by kernel density
by Christian Mauceri & Diem Ho - 213-227 Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions
by Jean Kamdjoug & Philippe Lenca & Jean-Pierre Barthélemy
February 2007, Volume 29, Issue 1
- 1-12 Rate of Return Parity with Robot Asset Traders
by Jason Childs - 13-31 Approximate CAPM When Preferences are CRRA
by P. Herings & Felix Kubler - 33-68 A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
by Charles Romeo - 69-96 Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium
by James Sprigg & Mark Ehlen
November 2006, Volume 28, Issue 4
- 311-312 Fundamental Results on Evolutionary Simulations of Socio-economic Systems: Introduction to the Special Issue
by Floortje Alkemade & Han Poutré - 313-331 Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
by Shu-Heng Chen & Chung-Ching Tai - 333-354 Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect
by Jasmina Arifovic & Michael Maschek - 355-370 Robust Evolutionary Algorithm Design for Socio-economic Simulation
by Floortje Alkemade & Han Poutré & Hans Amman - 371-397 How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters
by Herbert Dawid & Joern Dermietzel - 399-420 Evolutionary Dynamics in Public Good Games
by Christiane Clemens & Thomas Riechmann - 421-446 Toward a Non-Equilibrium Unemployment Theory
by Matteo Richiardi
October 2006, Volume 28, Issue 3
- 233-249 The Cognitive Origins of Social Stratification
by Robert Hoffmann - 251-275 On the Computation of Stability in Multiple Coalition Formation Games
by M Sáiz & Eligius Hendrix & Niels Olieman - 277-290 Optimizing the Garch Model–An Application of Two Global and Two Local Search Methods
by Kwami Adanu - 291-309 Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments
by Ronald Hochreiter & Georg Pflug
September 2006, Volume 28, Issue 2
- 89-89 Guest Editorial: Introduction
by Peter Stemp - 91-112 Controllability in Policy Games: Policy Neutrality and the Theory of Economic Policy Revisited
by N. Acocella & G. Bartolomeo & Andrew Hallett - 113-137 The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
by Carl Chiarella & Chih-Ying Hsiao - 139-153 The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation
by Luisa Corrado & Sean Holly - 155-175 Central Bank Learning and Taylor Rules with Sticky Import Prices
by G. Lim & Paul Mcnelis - 177-209 Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment
by Mihaela Pintea & Stephen Turnovsky - 211-231 Solving Non-Linear Models with Saddle-Path Instabilities
by Peter Stemp & Ric Herbert
August 2006, Volume 28, Issue 1
- 1-14 Improving Portfolio Efficiency: A Genetic Algorithm Approach
by Xiaolou Yang - 15-27 Incentives to Cooperate in Network Formation
by Haydée Lugo & Raúl Jiménez - 29-49 Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications
by Roberto Roson - 51-69 On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
by Shu-Heng Chen & Chung-Ching Tai - 71-88 Forecasting Economic Data with Neural Networks
by Farzan Aminian & E. Suarez & Mehran Aminian & Daniel Walz
June 2006, Volume 27, Issue 4
- 431-432 Guest Editorial: Special Issue on Stochastic Optimization
by Marco Tucci - 433-452 Approximate Policy Optimization and Adaptive Control in Regression Models
by Jiarui Han & Tze Lai & Viktor Spivakovsky - 453-481 A Classification System for Economic Stochastic Control Models
by David Kendrick & Hans Amman - 483-496 Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work
by P. Mercado & David Kendrick - 497-531 Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
by Moez Mrad & Nizar Touzi & Amina Zeghal - 533-558 Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters
by Marco Tucci
May 2006, Volume 27, Issue 2
- 163-183 The Multifactor Nature of the Volatility of Futures Markets
by Carl Chiarella & Thuy-Duong Tô - 185-206 Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks
by S. Sirakaya & Stephen Turnovsky & M. Alemdar - 207-228 An Application of Extreme Value Theory for Measuring Financial Risk
by Manfred Gilli & Evis këllezi - 229-259 Measuring the Degree of Convergence among European Business Cycles
by Andrew Hallett & Christian Richter - 261-271 Computational Economics: Help for the Underestimated Undergraduate
by David Kendrick & P. Mercado & Hans Amman - 273-293 An Enhanced Dynamic Slope Scaling Procedure with Tabu Scheme for Fixed Charge Network Flow Problems
by Dukwon Kim & Xinyan Pan & Panos Pardalos - 295-327 Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
by Sharon Kozicki & P. Tinsley - 329-351 Robust Artificial Neural Networks for Pricing of European Options
by Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos - 353-393 The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Dynamic Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels
by Anna Nagurney & Tina Wakolbinger & Li Zhao - 395-430 Auctioning Bulk Mobile Messages
by S. Meij & L.-F. Pau
February 2006, Volume 27, Issue 1
- 1-1 Introduction
by Roberto Leombruni & Matteo Richiardi - 3-34 An Evolutionary Model of Endogenous Business Cycles
by Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini - 35-62 Knowledge-Based Jobs and the Boundaries of Firms Agent-based Simulation of Firms Learning and Workforce Skill Set Dynamics
by Edoardo Mollona & David Hales - 63-88 LABORsim: An Agent-Based Microsimulation of Labour Supply – An Application to Italy
by Roberto Leombruni & Matteo Richiardi - 89-113 Job Search Mechanism and Individual Behaviour
by Massimo Giannini - 115-134 Herding and Clustering in Economics: The Yule-Zipf-Simon Model
by U. Garibaldi & D. Costantini & S. Donadio & P. Viarengo - 135-160 Toward a Non-Equilibrium Unemployment Theory
by Matteo Richiardi
November 2005, Volume 26, Issue 3
- 1-29 Discrete Working Time Choice in an Applied General Equilibrium Model
by Stefan Boeters & Michael Feil & Nicole Gürtzgen - 31-50 Individual and Social Learning
by Nobuyuki Hanaki - 51-58 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
by Luke Olson & Max Jerrell & Ryder Delaloye - 59-67 The KPSS Test with Outliers
by Jesús Otero & Jeremy Smith - 69-102 Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
by Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng - 103-116 Numerical Inversion Methods for Computing Approximate p-Values
by Hiroyuki Kawakatsu
October 2005, Volume 26, Issue 2
- 107-128 User-Friendly Parallel Computations with Econometric Examples
by Michael Creel - 129-140 A Possible Conflict between Economic Efficiency and Political Pressure
by Phil Simmons & Oscar Cacho - 141-161 Computational Issues in the Sequential Probit Model: A Monte Carlo Study
by Patrick Waelbroeck - 163-172 Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
by Lilia Maliar & Serguei Maliar - 173-181 A MATLAB Solver for Nonlinear Rational Expectations Models
by Paul Fackler
August 2005, Volume 26, Issue 1
- 1-17 Quadrature-Based Methods for Solving Heterogeneous Agent Models with Discontinuous Distributions
by Robert Hussey - 19-49 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
by Simone Alfarano & Thomas Lux & Friedrich Wagner - 51-63 Precautionary Money Demand in a Cash-in-Advance Economy with Capital
by Jana Hromcová - 65-89 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models
by Khurshid Kiani - 91-106 Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation
by Paolo Zagaglia
June 2005, Volume 25, Issue 4
- 303-326 Dantzig—Wolfe Decomposition of Variational Inequalities
by J. Fuller & William Chung - 327-341 Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach
by Michael Doumpos & Fotios Pasiouras - 343-379 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution
by Christopher Ferrall - 381-405 Opinion Dynamics Driven by Various Ways of Averaging
by Rainer Hegselmann & Ulrich Krause
June 2005, Volume 25, Issue 3
- 207-228 Model Selection Using Information Criteria and Genetic Algorithms
by Kelvin Balcombe - 229-254 Teaching Computational Economics in an Applied Economics Program
by Mario Miranda - 255-267 The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors
by Jae Kim & Mahbuba Yeasmin - 269-274 Parameterized Expectations Algorithm: How to Solve for Labor Easily
by Lilia Maliar & Serguei Maliar - 275-279 Parsing Economic Technology Matrices by Triangular Decomposition
by Reiner Wolff - 281-301 Comparison of MCMC Methods for Estimating Stochastic Volatility Models
by Manabu Asai
February 2005, Volume 25, Issue 1
- 1-2 Editor’s Preface: Computational Economics and Finance, Amsterdam
by David Belsley - 3-23 Strategies for the Diffusion of Innovations on Social Networks
by Floortje Alkemade & Carolina Castaldi - 25-40 The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models
by Serge Hayward - 41-57 Minority Games, Local Interactions, and Endogenous Networks
by Giorgio Fagiolo & Marco Valente - 59-74 Learning in a Network Economy
by Jie-Shin Lin - 75-102 A Frequency Selective Filter for Short-Length Time Series
by Alessandra Iacobucci & Alain Noullez - 103-113 Tests of Long Memory: A Bootstrap Approach
by Pilar Grau-Carles - 115-142 Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities
by Pu Chen & Peter Flaschel - 143-165 Valuation of American Continuous-Installment Options
by Pierangelo Ciurlia & Ilir Roko - 167-187 Solving SDGE Models: A New Algorithm for the Sylvester Equation
by OndŘej KamenÍk - 189-205 Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function
by Paola Palmitesta & Corrado Provasi
June 2005, Volume 24, Issue 4
- 305-319 Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis
by Rosangela Loschi & Leonardo Bastos & Pilar Iglesias - 321-355 Evaluating Market Attractiveness: Individual Incentives Versus Industry Profitability
by Herbert Dawid & Marc Reimann - 357-381 A Model of Primary and Secondary Waves in Investment Cycles
by Guido Fioretti - 383-408 Population Learning in a Model with Random Payoff Landscapes and Endogenous Networks
by Giorgio Fagiolo & Luigi Marengo & Marco Valente
March 2004, Volume 24, Issue 3
- 223-238 Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature
by Fidel Gonzalez & Arnulfo Rodriguez - 257-275 Can Genetic Algorithms Explain Experimental Anomalies?
by Marco Casari
September 2004, Volume 24, Issue 3
- 277-300 A Generalized BDS Statistic
by M. Matilla-GarcÍa & R. Queralt & P. Sanz & F. VÁzquez
July 2004, Volume 24, Issue 3
- 209-221 Robust Control: A Note on the Timing of Model Uncertainty
by Arnulfo Rodriguez - 239-255 The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
by Emmanuel Dubois & Sandrine Lardic & Valérie Mignon
January 2004, Volume 24, Issue 3
September 2004, Volume 24, Issue 2
- 97-116 Uncertainty, Political Preferences, and Stabilization: Stochastic Control Using Dynamic CGE Models
by Seung-Rae Kim - 117-157 Equilibrium Prices on a Financial Graph
by Paolo Falbo & Rosanna Grassi - 159-183 On Stochastic Simulation of Forward-Looking Models
by Dag Kolsrud - 185-207 The Conditional Probability Density Function for a Reflected Brownian Motion
by Dirk Veestraeten
August 2004, Volume 24, Issue 1
- 1-19 Variations on the Theme of Scarf's Counter-Example
by Alok Kumar & Martin Shubik - 21-33 Allocating the Cost of Congestion with the Nucleolus
by Gilles Reinhardt - 35-50 Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process
by S. Dyrting - 51-57 Analytical Derivates of the APARCH Model
by Sébastien Laurent - 59-75 A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm
by Javier J. Pérez - 77-96 Analytic Derivatives for Linear Rational Expectations Models
by Andrew P. Blake
June 2004, Volume 23, Issue 4
- 289-301 Computing Economic Chaos
by Richard H. Day & Oleg V. Pavlov - 303-313 The Timing of Uncertainty and the Intensity of Policy
by P. Ruben Mercado - 315-324 The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
by Luis A. Gil-Alana - 325-341 A Practical Method for Explicitly Modeling Quotas and Other Complementarities
by W. Jill Harrison & Mark Horridge & K.R. Pearson & Glyn Wittwer - 343-377 Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
by Alfonso Novales & Javier J. PÈrez - 379-389 The Numerical Performance of Fast Bootstrap Procedures
by Jean-FranÁois Lamarche
April 2004, Volume 23, Issue 3
- 201-218 Using the BACC Software for Bayesian Inference
by William J. McCausland - 219-237 Multiscale Analysis of Stock Index Return Volatility
by Enrico Capobianco - 239-254 Structural Change and the Order of Integration in Univariate Time Series
by Luis A. Gil-Alana - 255-269 Asset Price Anomalies under Bounded Rationality
by Emilio Barucci & Roberto Monte & Roberto Renò - 271-288 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure
by Andrew Hughes Hallett & Christian R. Richter
March 2004, Volume 23, Issue 2
- 105-120 General Equilibrium Tax Policy with Hyperbolic Consumers
by Toke Ward Petersen - 121-145 A Simulation Model of the Price Bargaining Rules in Vertical Relationships
by J. Duvallet & A. Garapin & M. Hollard & D. Llerena - 147-171 Computing Equilibria in General Equilibrium Models via Interior-point Methods
by Mercedes Esteban-Bravo - 173-192 On the Computational Complexity of Consumer Decision Rules
by A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White - 193-200 Gold Price, Neural Networks and Genetic Algorithm
by Sam Mirmirani & H.C. Li