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Editor: Christopher F. Baum
Description: Papers presented at Seventh International Conference on Computing in Economics and Finance, Yale University, June 2001
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Christopher F Baum .
Series handle: RePEc:sce:scecf1
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Content
2001
- 36 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran
- 35 Measuring the Natural Rate of Interest
by Thomas Laubach and John C. Williams
- 34 Gaining Credibility for Inflation Targets
by James Yetman
- 33 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
by Katsuhiro Sugita
- 32 Real Exchange Rates and Monetary Policymaking in the EMU
by Yunus Aksoy
- 31 Learning Dynamics in an Artificial Currency Market
by Christophre Georges
- 30 Solving for Optimal Simple Rules in Rational Expectations Models
by Richard Dennis
- 29 Dynamic optimization and Skiba sets in economic examples
by W.-J. Beyn, T. Pampel, W.Semmler
- 28 Modeling an Indexed Portfolio for the Italian Market
by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy
- 26 Very High Order Lattice Methods for One Factor Models
by Jonathan Alford and Nick Webber
- 24 The Effects of Health Insurance and Self-Insurance on Retirement Behavior
by Eric French and John Jones
- 22 Using Unsuccessful Auction Bids to Identify Latent Demand
by Bernardo A. Huberman, Tad Hogg and Arum Swami
- 20 Adaptive Learning and Emergent Coordination in Minority Games
by Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi
- 19 Imperfect Credibility and Inflation Persistence
by Christopher J. Erceg and Andrew T. Levin
- 18 Avoiding Nash Inflation: does robust policy help?
by Robert J. Tetlow and Peter von zur Muehlen
- 17 The Effects of Dollarization on Macroeconomic Stability
by Christopher J. Erceg and Andrew T. Levin
- 16 Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model
by George J. Jiang and Pieter J. van der Sluis
- 15 A Worst--Case Approach to Inflation Zone Targeting
by B. Rustem, V. W. Wieland and S. Zakovic
- 14 Constrained Optimal Control Under Limited Knowledge
by Ric D. Herbert and Rod D. Bell
- 13 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
by Luca Colombo and Gerd Weinrich
- 12 Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
by Zhi-Feng Huang, Sorin Solomon*
- 11 Stability of Pareto-Zipf Law in Non-Stationary Economies
by Sorin Solomon and Peter Richmond
- 10 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
by Sorin Solomon and Moshe Levy
- 9 Calculating the Long-run Incremental Cost of Interconnection Using a Network Cost Simulation Model
by D. Mark Kennet, W. W. Sharkey
- 8 Uncertain Potential Output: Implications for Monetary Policy
by Michael Ehrmann and Frank Smets
- 7 Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
by Jinill Kim, Sunghyun Kim, and Andrew Levin
- 6 Fast Fourier Transform for discrete Asian Options
by E. Benhamou
- 4 Modeling the Lucas critique as an open loop feedback process with time-varying parameters
by Hans Amman and David Kendrick
- 3 Spurious Welfare Reversals in International Business Cycle Models
by Jinill Kim and Sunghyun Henry Kim
- 2 Testing For Unit Roots Using Economics
by Romulo Chumacero
- 1 Optimal Discretization of Continuous-Time Control Problems
by Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim
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