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Content
2002
- 128 Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
by Baoline Chen & Peter A. Zadrozny
- 127 Probability distribution of returns in the Heston model with stochastic volatility
by A. Dragulescu & V. M. Yakovenko
- 126 Intergenerational Dynamic Production Teams
by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum
- 125 Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
by A. Dragulescu & V. M. Yakovenko
- 123 A Spline LR Test for Goodness-of-Fit
by J. Huston McCulloch & E. Richard Percy, Jr.
- 122 Portfolio Optimization: which alternatives to standard gaussian model?
by Marina Resta
- 121 International Real Business Cycles: A comparison of competing models using likelihood techniques
by Joann Bangs & John Landon-Lane
- 120 Viability of Cooperation in Evolving Interaction Structures
by Nobuyuki Hanaki & Alexander Peterhansl
- 119 Information, Trading, and the Pricing of Risky Financial Securities:
by Christopher Rude
- 118 Investment and Discovery: Market coordination when investing in projects with endogenous payoffs
by David Goldbaum
- 117 Learning and Non-Linear Misspecification
by Christophre Georges
- 115 Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution
by L. Lungu & K. G. P. Matthews
- 114 Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
by Alfredo Ibáñez
- 113 Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez
- 112 Market Structure and Endogenous Productivity Growth
by Christopher A. Laincz
- 109 New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case
by Luca Spataro
- 108 Aging, pension reform and capital flows: a multi-country simulation model
by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter
- 107 Endogenous fluctuations in the demand for education
by Michael Neugart & Jan Tuinstra
- 106 An Algorithm for On-Line Price Discrimination
by D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre
- 105 Numerical Simulation of the Term Structure of Interest Rates using a Random Field
by Stuart McDonald & Rodney Beard
- 104 Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments
by Gang Gong & Willi Semmler
- 102 Solving Ecological Mangement Problems Using Dynamic Programming
by Mika Kato & Lars Gruene & Willi Semmler
- 101 Ferebees Algorithm
by Malte Sieveking
- 100 Structural Change Testing in Stochastic Volatility Models
by J. del Hoyo & J.-Guillermo Llorente
- 99 Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics
by Lars Gruene & Willi Semmler
- 98 Coordination, Local Interactions, and Endogenous Neighborhood Formation
by Giorgio Fagiolo
- 97 Contribution Levels and Discrete Public Goods: Strategic Learning of Boundedly Rational Agents
by Christiane Clemens & Thomas Riechmann
- 96 Schelling's Neighborhood Segregation Model Revisited
by Romans Pancs & Nicolaas J. Vriend
- 95 Clashing Fundamentalists and the Dynamics of Price Formation
by M. LiCalzi & P. Pellizzari
- 94 The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan
- 93 The Impact of History on the Emergence of Localised Industrial Clusters - An Simulation Approach
by Thomas Brenner
- 92 An evolutionary model of substitution-diffusion processes
by Witold Kwasnicki
- 90 The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions
by Chia-Hsuan Yeh
- 89 Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules
by Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler
- 88 Price Dynamics And Diversification Under Heterogeneous Expectations
by Chiarella, Carl & Dieci, Roberto & Gardini, Laura
- 87 Time series evidence of international output convergence in Mercosur
by Camarero, Mariam, & Flôres, R. & C. Tamarit
- 86 Agent Based Cournot Games
by Thomas Riechmann
- 84 Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility
by Carl Chiarella & Silvana Musti
- 83 On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models
by Zacharias Psaradakis & Nicola Spagnolo
- 80 Evaluating the CDF for m weighted sums of n correlated lognormal random variables
by Lars Rasmusson
- 79 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model
by Jean Louis Brillet
- 78 Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios
by Frank Schlottmann & Detlef Seese
- 77 Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models
by gary anderson
- 76 Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models
by gary anderson
- 74 Stochastic Pollution and Environmental Care in an Endogenous Growth Model
by Susanne Soretz
- 73 Pattern Matching in Multidimensional Time Series
by Arnold Polanski
- 72 interpolation with a large information set
by Angelini, Henry, Marcellino
- 71 Embodiment, adoption and maintenance: Lessons from one hoss shay models
by R.Boucekkine & B. Martinez & C. Saglam
- 69 A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data
by P.A.V.B. Swamy & I-Lok Chang
- 68 Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy?
by G.C. Lim & P.D. McNelis
- 66 The losses brought out by the NATIONAL-TREATMENT COMMITMENT rule for TRIPs under the WTO
by Rafael Morais
- 65 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?
by Sebastien Page & Anne-Sophie Vanroyen
- 64 Optimal switching time of technologies
by R. Boucekkine & H.C. Saglam & T. Vallee
- 63 Nonlinear estimation algorithms in econometric packages: a comparative analysis
by Giuseppe Bruno
- 61 Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data
by Michaela Draganska & Dipak Jain
- 60 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models
by Min-Hsien Chiang & Chihwa Kao
- 59 Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?
by Jinill Kim & Dale Henderson
- 58 Detecting shift-contagion in currency and bond markets
by Toni Gravelle & Maral Kichian & James Morley
- 57 Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information
by Maik Heinemann
- 54 Smooth Iterative Projection Methods for Recursive Economies
by Olivier Morand & Kevin Reffett
- 53 Risk Adjusted Returns And Technical Trading Rules From Data Projection
by Marney J.P. & Fyfe C. & Tarbert H.
- 52 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
by Pierre Giot & Sébastien Laurent
- 51 Heterogeneous Traders and the Tobin Tax
by Frank Westerhoff
- 50 Welfare Improving Fiscal Policies in a Two-Country Model
by Jinill Kim & Sunghyun Kim
- 48 An agent-based model of the evolution of competition and market structure
by paul ormerod, & bridget rosewell & laurence smith
- 47 Household Risk Management and Optimal Mortgage Choice
by John Campbell & Joao F. Cocco
- 46 Short and Long Term Real Effects of Exchange Rates
by Yunus Aksoy & Hanno Lustig
- 44 A simple microstructure model of double auction markets
by Giulia Iori & Carl Chiarella
- 42 'Risky Habits' and the Marginal Propensity to Consume Out Of Permanent Income
by Christopher Carroll
- 39 Asset Price Bubbles and Crashes With Zero--Intelligence Traders
by John Duffy & M. Utku Unver
- 35 Testing abnormal performance in event studies with small samples
by J.S. Baixauli & S. Alvarez
- 32 Minority Games of Heterogeneous Agents
by Saori Iwanaga Author-Name; Akira Namatame
- 31 Sensitivity Analysis of GARCH Models
by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato
- 30 On the accuracy of the estimated policy function using the Bellman contraction method
by Wilfredo L. Maldonado & Benar F. Svaiter
- 29 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
by NUÑEZ, Laura
- 28 Evaluation of American Strangles
by Carl Chiarella & Andrew Ziogas
- 27 On Market Games with Misspecified Demand Functions : Long Run Outcomes and Global Dynamics
by G.I. Bischi, & C. Chiarella & M. Kopel
- 26 Risk and Multi-resolution Regimes in Volatility Processes
by Enrico Capobianco
- 25 Unified Game Theory
by JIMENEZ Edward
- 24 A Percolation Model of Innovation in Complex Technology Spaces
by Gerald Silverberg & Bart Verspagen
- 22 Genetic Learning and the Stylized Facts of Foreign Exchange Markets
by Thomas Lux & Sascha Schornstein
- 21 A contractive method for computing the stationary solution of the Euler equation
by Wilfredo Maldonado & Humberto Moreira
- 20 Design Patterns in Models of Emergence
by C. R. Birchenhall
- 19 Multivariate GARCH models and their Estimation
by L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts
- 18 Volatility of a Market Index and its Components: An Application to Commodity Markets
by Clinton WATKINS & Michael McALEER
- 17 A hybrid clustering scheme for time series forecasting
by A. Sfetsos & C. Siriopoulos
- 16 Effects of Wealth and Income Uncertainty on the Decision to Work, to Search or Not to Participate at All
by Susanne Maidorn
- 15 Trade and Human Capital Spillovers in A Cellular Genetic Automaton Model of the Low-Level Equilibrium Trap
by Roger A. McCain
- 14 Reverse Shooting In A Multi-Dimensional Setting
by Ric D Herbert & Peter J Stemp
- 13 Dynamics of Intra-EMS Interest Rate Linkages
by Christopher F Baum & John Barkoulas
- 10 Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?
by T Panagiotidis & G Pelloni
- 8 Optimal Monetary Policy When Interest Rates are Bounded at Zero
by R. Kato & S. Nishiyama
- 5 A New Class of Multivariate skew Densities, with Application to GARCH Models
by Luc Bauwens & Sébastien Laurent
- 3 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
by Andrew Hughes Hallett & Christian R Richter
- 2 production risk and the functional distribution of income in a developing economy
by Cecilia Garcia-Penalosa & Stephen J. Turnovsky
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