Contact information of Society for Computational Economics
Serial Information
Editor: Christopher F. Baum
Description: Papers presented at Ninth International Conference on Computing in Economics and Finance, Seattle, July 2003
Additional information is available for the following registered editor(s):
Christopher F Baum .
Series handle: RePEc:sce:scecf3
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sce:scecf3. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sceeeea.html .
Content
2003
- 312 Intrinsic Heterogeneity in Expectation Formation
by George Evans & William Branch
- 310 Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes
by Sarno, Lucio & Wohar, Mark
- 308 A Non-Linear Model of Economic Production Processes
by A.Ponzi & A.Yasutomi
- 307 Robust Bootstrap Inference On Long Run Dependence Using Panels
by Ana-maria Fuertes
- 306 Real options: Institutional implications for vertical integration of supply chains in competitive environments
by Oliver Musshoff & Alfons Balmann
- 305 Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options
by Oliver Musshoff & Martin Odening & Alfons Balmann & Norbert Hirschauer
- 303 Inflation Dynamics in Seven Industrialised Open Economies
by Ryan Banerjee & Nicoletta Batini
- 301 Feedback Rules and Time Consistent Policymaking in an Open Economy
by Tatiana Kirsanova & Andrew P. Blake
- 300 Volatility and Policy Regimes: the UK joining the Euro
by Sean Holly & Luisa Corrado
- 299 Forward-Looking Rules in a 2-country Context
by N Batini & P Levine
- 298 Is Inflation Persistence Intrinsic in Industrial Economies?
by Andrew Levin & Jeremy Piger
- 297 Learning to Forecast and Cyclical Behavior of Output and Inflation
by Klaus Adam
- 296 Monetary policy, investment and non-fundamental shocks
by Fernando Alexandre
- 295 The Believability of Central Bank Forecasts
by James Yetman
- 294 Shocking Escapes
by Bruce McGough
- 292 Delegation of Monetary Policy: More than a Relocation of the Time-Inconsistency Problem
by Zeno Rotondi & John Driffill
- 291 Robust Monetary Policy with Competing Reference Models
by John C. Williams & Andrew T. Levin
- 290 Equity Prices and Monetary Policy: An Overview with an Exploratory Model
by Pedro Bacao & Fernando Alexandre
- 289 Habit Formation, Catching up with the Joneses, and Non-Scale Growth
by Francisco Alvarez & Goncalo Monteiro
- 287 Instability of Sunspot Equilibria in RBC Models Under Adaptive Learning
by Wei Xiao & John Duffy
- 286 What is the contribution of a k order approximation
by Michel Juillard
- 285 User Cost of Capital and Cost Function : Does the Margin in the Modelling Yields Robust Results?
by Sourour Baccar
- 284 Hedge Fund Classification using K-means Clustering Method
by Nandita Das
- 283 On a CAPM monitoring based on the EWMA process control
by Bakhodir A Ergashev
- 281 Goodness-of-fit of the Heston model
by Nathan L. Joseph & Gilles Daniel & David S. Bree
- 280 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
by Fabio Milani
- 279 Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies
by gary anderson
- 278 Structural Factor-Augmented VAR (SFAVAR)
by Fabio Milani & Francesco Belviso
- 277 The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply
by Marcelo Bianconi & Stephen J. Turnovsky
- 276 Variety of Agent-based Models for Computer Simulation of FX Rate
by Lukas, L.
- 274 Wavelet Estimation of Integrated Volatility
by Asger Lunde & Esben Hoeg
- 273 The Beveridge Curve, Job Creation, and the Propagation of Shocks
by Shigeru Fujita
- 271 When a Fad Ends: An Agent-Based Model of Imitative Behavior
by Margo Bergman
- 270 Along the New Keynesian Phillips Curve with Nominal and Real Rigidities
by George A. Slotsve & James M. Nason
- 268 Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence
by Giulio Bottazzi & Giorgio Fagiolo & Giovanni Dosi
- 267 Are Rational Expectations Equilibria with Private Information Eductively Stable?
by Maik Heinemann
- 266 Consumer Behaviour, Interpersonal Interaction and Fashions
by Thomas Brenner
- 264 Strategic Interactions between Fiscal and Monetary Policies in a Monetary Union
by Doris A. Behrens & Reinhard Neck
- 263 Optimal Monetary Policy with Imperfect Common Knowledge
by Klaus Adam
- 262 Small Noise Asymptotics for a Stochastic Growth Model
by Noah Williams
- 260 Factor based leading indicators for euro area business cycle: A comparative assessment
by Angelini & Henry & Mestre
- 259 Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation
by Sunghyun Henry Kim & Jinill Kim
- 258 Robust Monetary Policy Rules in the Area Wide Model
by Peter McAdam & Alistair Dieppe & Jerome Henry
- 257 Commonality, Information and Cross-Sectional Return / Volume Interactions
by Xiaojun He & Chunnan Chen
- 256 Output gaps:theory versus practice
by Raf Wouters & Frank Smets
- 255 Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
by Serena Ng & Jean Boivin
- 252 Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices
by S. Manzan & P. Boswijk & C.H. Hommes
- 251 Asymptotic Principal Components Estimation of Large Factor Models
by Victor Solo & Chris Heaton
- 250 Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
by Gary S. Anderson
- 249 Big Government as an Accidental Controller in Minsky's Financial
by Steve Keen
- 248 Model Based Predictive Control of Unemployment
by Gareth D Leeves & Ric D Herbert
- 247 Successive Correlated Defaults: Pricing Trends and Simulation
by Kay Giesecke
- 246 Credit Contagion and Aggregate Losses
by Stefan Weber & Kay Giesecke
- 245 Expectations and Currency Crisis - An experimental approach
by Michael Maschek & Jasmina Arifovic
- 244 Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms
by John Ledyard & Jasmina Arifovic
- 242 Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle
by Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti
- 241 Treasury Auctions, Uniform or Discriminatory?: An Agent-based Approach
by Deddy Koesrindartoto
- 240 Uncertainty, Political Preferences, and Economic Stabilization
by Seung-Rae Kim
- 239 Perturbation Methods and Change of Variable Transformations
by Kenneth L. Judd
- 238 Solution Methods for Models with Quasi-Geometric Discounting
by Kenneth L. Judd
- 236 Comparing Artificial Intelligence Systems for Stock Portfolio Selection
by Chiu-Che Tseng
- 235 Exchange Rate Regimes and Relative Prices: An Industry-Level Empirical Investigation
by Prasad S. Bhattacharya & Cem A. Karayalcin
- 230 Real Wage Dynamics in a Monetary Business Cycle Model with Search Frictions
by Thomas A. Lubik & Michael U. Krause
- 229 Competitive Convergence and Divergence: Capability and Position Dynamics
by Patricia Langohr
- 228 Capital Ownership under Market Incompleteness: Does it matter?
by Eva Carceles-Poveda
- 227 the road to adopting the euro: monetary policy and exchange rate regimes in EU candidate countries
by federico ravenna & fabio natalucci
- 225 Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach
by Frank Schorfheide & Thomas A. Lubik
- 222 Peer effects and selection effects in youth smoking
by Brian Krauth
- 221 Network formation, preferential meeting and equilibrium selection
by Pascale Roux & Nicolas Carayol
- 220 Impact of Strategic Inventory Level and Acceptable Wages in Contract Renewals
by Ozyildirim, S. & Gunalay, Y.
- 219 Statistical Nonlinearities in the Business Cycle
by Diego Valderrama
- 218 On Optimal Dynamic Pricing of Perishable Assets with Menu Costs - Monotone Price Changes
by Emre Berk & Ulku Gurler
- 217 Testing stationarity of AR(1) process with symmetric stable disturbance
by Michal Greszta
- 215 Parameter Uncertainty and the Central Bank's Objective Function
by John C. Williams & Andrew T. Levin
- 213 Coordinated Investing with Feedback and Learning
by David Goldbaum
- 211 Endogenous Trading Constraints in Asset Markets
by Eva Carceles-Poveda & Arpad Abraham
- 210 Innovation and market structure in the dynamics of the Japanese IT-sector: an empirical analysis from 1978 to 2000
by Monika Friedrich-Nishio & Burkhard Schade
- 209 Learning Dynamics, Nonlinear Misspecification, and Trading
by John C. Wallace & Christophre Georges
- 208 Dynamic Programming And Shape-Preserving Interpolation
by Michael Reiter
- 207 Robust Control: A Note on the Response of the Control to Changes in the Free Parameter
by Arnulfo Rodriguez & Fidel Gonzalez
- 206 Macroeconomics and the Yield Curve
by Tao Wu & Glenn Rudebusch
- 205 The Economy as a Whole - Simulating Schumpetarian Dynamics
by Charlotte Bruun
- 202 Is There A Role For Asset Prices In Monetary Rules? Some Welfare Analysis Based On Perturbation Methods
by Paolo Pesenti & Michel Juillard & Douglas Laxton
- 201 An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
by Christina Nikitopoulos-Sklibosios & Carl Chiarella
- 199 The Evolution of Expectations Towards Expiration
by Roy van der Weide & Remco Peters
- 198 Security Prices as Probabilities
by Christopher Rude
- 196 How does the spirit of capitalism affect stock market prices in a small-open economy
by Turalay Kenc & Sel Dibooglu
- 195 Dynamic Neural Network Based Inflation Forecasts for the UK
by Binner, J & Gazely
- 193 The Use of a Genetic Algorithm to Find Short Term Price Strategies in the Dynamic and Repeated Single Good Market
by Richard E. Hawkins
- 192 Computation of the Information Matrix for the Models of Spatial Interactions
by Oleg Smirnov
- 190 In Search of the Natural Rate of Unemployment
by James Morley & Thomas King
- 189 A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes
by Yi Deng
- 188 A Dynamic Monetary Exchange Economy with a Moving Horizon Time Structure
by Sander van der Hoog
- 187 Demographic and Economic Uncertainties in a large scale computable OLG Model
by Jean Chateau
- 185 Robust Monetary Policy Rules for the Short and Long Run
by Noah Williams & Alexei Onatski
- 183 The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
by Michael W. McCracken & Todd E. Clark
- 182 The Timing of Childbearing among Heterogeneous Women
by Ping Wang & Charles Mullin
- 181 Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?
by Karl Whelan & Jeremy Rudd
- 180 The correlation dimension of returns with stochastic volatility
by Cees Diks
- 179 Valuing Interest Rates Derivatives
by Leonardo Souza & Gustavo Raposo
- 178 Aggregate Uncertainty, Individual Uncertainty and the Housing Market
by Brian Peterson
- 175 Evaluating the extremal index in GARCH processes through double random walk
by Fabrizio Laurini
- 174 Status and Risk-Taking in a Stochastic Growth Model
by Christiane Clemens
- 173 Occupational Choice under Risk in an Overlapping Generations Economy with Monopolistic Competition
by Christiane Clemens
- 172 Consistent High-Frequency Calibration
by Kevin X.D. Huang & David Aadland
- 171 Evolving Post-World War II U.K. Economic Performance
by Luca Benati
- 170 Complex Dyanmics in a Simple Model of Economic Specialization
by Andrea Mario Lavezzi
- 169 Structural Breaks in Inflation Dynamics
by Luca Benati & George Kapetanios
- 168 Evaluating Economic Feasibility of Environmentally Sustainable Scenarios by a Backcasting Approach with ESCOT (Economic assessment of Sustainability poliCies Of Transport)
by Burkhard Schade & Wolfgang Schade
- 167 Endogenous Fertility in a Stochastic Endogenous Growth Model with Human Capital
by Andreas Schaefer
- 166 Innovation Process "Fuel Cell Vehicle": What Strategy Promises To Be Most Successful?
by Maik Schneider & Burkhard Schade
- 165 Status Preference and World Economic Dynamics
by Walter H. Fisher
- 164 Housing Markets and Labor Mobility
by Heikki Kauppi & Markus Haavio
- 162 Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
by Christopher A. Sims & Jinill Kim & Sunghyun Kim
- 161 How can we increase the elderly's participation rate? The effectiveness of incentive schemes in a model of retirement behavior and wealth
by Thepthida Sopraseuth & Jean-Olivier Hairault & Francois Langot
- 160 A New Interpretation of the Exchange Rate - Yield Differential Nexus
by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes
- 158 Aggregate and disaggregate information in euro-area monetary policy-making
by Paolo ANGELINI & Paolo DEL GIOVANE
- 156 Unemployment and Inventories in the Business Cycle
by Gerd Weinrich & Luca Colombo
- 155 Agent-Based Modeling of Lottery Markets
by Bin-Tzong Chie & Shu-Heng Chen
- 153 Economic Growth and the Evolution of Preferences under Uncertainty
by John Foster & Stuart McDonald & Rodney Beard
- 152 Asset and liability management for a defined benefit pension fund using heuristic optimization
by Ricardo Ratner Rochman
- 151 Optimal Tenure Choice with Random Mobility
by S. Ozyilidirim & Z. Onder
- 150 The Monopolist's Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework
by Denis Phan & Stephane Pajot & Jean-Pierre Nadal
- 145 An Intertemporal Competition Model for Water Levels
by M. Tidball & J.B. Krawczyk
- 144 Welfare effects of alternative pension reforms : Assessing the transition costs for French socio-occupational groups
by Thomas WEITZENBLUM & Pierre-Yves HENIN
- 143 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
by Forni M. & Hallin M.
- 141 Enforcing monotonicity of decision models: algorithm and performance, A case study of hedonic price model
by Hennie Daniels & Marina Velikova
- 140 Dynamics of a Small Open Economy
by Kodera J. & Vosvrda M.
- 139 A politico-economic equilibrium of unemployment insurance with precautionary savings and liquidity constraint
by Thomas Weitzenblum
- 138 The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan
by Volker Wieland & Gunter Coenen
- 137 Persistence, the Transmission Mechanism and Robust Monetary Policy
by Frank Smets & Ignazio Angeloni & Gunter Coenen
- 136 Translating Agents' Actions to Strategic Measures: @Agent-Based Modeling with Genetic Algorithms to Analyze Competing Companies
by Kenichi Naitoh & Takao Terano
- 135 A Numerical Solution to American Style Options on Commodities
by Kevin Burrage & Jamie Alcock & Monica Barbu
- 133 Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
by Boragan Aruoba & Jesus Fernandez-Villaverde
- 132 Learning Dynamics and Endogenous Currency Crises
by In-Koo Cho & Kenneth Kasa
- 130 The Non-Linearity of the Financial Accelerator
by Fabio Natalucci & Andrew Levin
- 129 Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?
by James Bullard & Stefano Eusepi
- 128 An Empirical Study of Darwin's Theory of Mate Choice
by Linda Y. Wong
- 127 Lattice Methods for Computing Markovian Equilibrium in Dynamic Games
by Kevin L. Reffett & Manjira Datta & Leonard J. Mirman
- 126 Inflation in the 1970s in the U.S.: misspecification, learning and sunspots
by Peter von zur Muehlen & Robert J. Tetlow
- 125 Inflation Scares and Monetary Policy
by John C. Williams & Athanasios Orphanides
- 123 Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data
by Baoline Chen & Peter A. Zadrozny
- 122 Monetary Policy Implications of Endogenous Capital Accumulation
by J. David López-Salido & Andrew Levin
- 118 A Real Time Tax Smoothing Based Fiscal Policy Rule
by Elena Loukoianova & Shaun P Vahey
- 114 A Classification System for Economic Stochastic Control Models
by Hans M. Amman & David A. Kendrick
- 113 An agent-based model of information contagion in a network of consumers
by Carolina Castaldi & Floortje Alkemade
- 112 Tick Size and Market Performance
by Chia-Hsuan Yeh
- 111 The great influence of less risk averse agents
by Frank Niehaus
- 110 Issues in Evaluating Multifactor Options in a PDE Framework
by M. Gilli & C. Chiarella & J. Dewynne
- 109 Kolmogorov-Wiener Filters for Finite Time Series
by Christoph Schleicher
- 108 Structural Time-Series Models with Common Trends and Common Cycles
by Christoph Schleicher
- 107 A Functional-Modularity Approach to Preferences
by Bin-Tzong Chie & Shu-Heng Chen
- 106 Endogenous Nontradability and Macroeconomic Implications
by Reuven Glick & Paul Bergin
- 102 Stochastic Optimisation and Worst-Case Analysis in Monetary Policy
by S. Zakovic & B. Rustem
- 101 Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve
by Richard Taylor & David E. Giles
- 100 Bundling and Pricing for Information Brokerage: Customer Satisfaction as a Means to Profit Optimization
by J.A. La Poutre & D.J.A. Somefun
- 99 Optimal Settlement Duration Under Holdout Threat
by Suheyla Ozyildirim
- 98 Relative Payoffs and Evolutionary Spite --- Evolutionary Equilibria in Games with Finitely Many Players
by Christiane Clemens & Thomas Riechmann
- 97 Genetic Programming Software to Forecast Time Series
by M. A. Kaboudan
- 94 Second- and Higher-Order Consumption Functions: A Precautionary Tale
by James Feigenbaum
- 93 The Optimal Monetary Policy Response to Shifts in Trend MFP Growth: A DGE Analysis
by Rochelle Edge & Thomas Laubach
- 92 Alternative Sources of the Lag Dynamics of Inflation
by Peter Tinsley & Sharon Kozicki
- 91 Estimating nonlinear dynamic economies: A likelihood approach
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez
- 90 The US Business Cycle: an agent-based model of heterogenous firms operating under uncertainty
by paul ormerod
- 89 How stable are monetary policy rules: Estimating the time-varying coefficients in a monetary policy reaction function for the U.S
by I-Lok Chang & P.A.V.B. Swamy & George S. Tavlas
- 88 Multi-Asset Market Dynamics
by Frank Westerhoff
- 86 Complex Dynamics and Financial Fragility in an Agent Based Model
by Mauro Gallegati & Gianfranco Giulioni
- 85 Organizational Depressions
by Roberto M Samaniego
- 83 Calibration, forecasts and sensitivity analysis in overlapping generations models
by Alexander Ludwig
- 81 A Decompositional Approach to the Estimation of Technological Change
by Shinichiro Okushima & Makoto Tamura
- 79 Examining Risk Attitudes
by Margo Bergman
- 74 Genetic Programming and International Short-Term Capital Flow
by Tzu-Wen Kuo & Shu-Heng Chen,
- 72 Habit Formation and the Persistence of Monetary Shocks
by hafedh bouakez & emanuela cardia
- 71 Optimal Experimentation and the Perturbation Method
by Thomas F. Cosimano
- 70 Conditional distribution resampling for time series
by Cees Diks & Svetlana Borovkova
- 69 The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan
- 68 Endogenous Networks in Random Population Games
by Marco Valente & Giorgio Fagiolo & Luigi Marengo
- 66 The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution
by Johann Peter Murmann & Thomas Brenner
- 65 An Empirical Examination of Term Structure Models with Regime Shifts
by Martin Sola & John Driffil & Turalay Kenc
- 64 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
by Eric Swanson & Gary Anderson & Andrew Levin
- 63 Schelling's Spatial Proximity Model of Segregation Revisited
by Romans Pancs & Nicolaas J. Vriend
- 62 Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market
by Ya-Chi Huang & Shu-Heng Chen
- 61 Does Exchange Rate Risk Matter for Welfare?
by Ivan Tchakarov & Paul Bergin
- 59 Signal Extraction can Generate Volatility Clusters
by J. Huston McCulloch & Prasad V. Bidarkota
- 58 Global Warming Policy and Distributional Effects: A General Equilibrium Analysis
by Shinichiro Okushima
- 55 Indeterminacy and interest rate rules: The role of fiscal policy
by Maik Heinemann
- 54 Solving Asset Pricing Models with Stochastic Dynamic Programming
by Lars Grune & Willi Semmler
- 53 Business Cycles, Wage Stickiness and Nonclearing Labor Market
by Willi Semmler & Gang Gong
- 52 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence
by hafedh bouakez
- 49 How Important is Precommitment for Monetary Policy?
by Ulf Soderstrom & Richard Dennis
- 48 Information Security and Economics in Computer Networks: An Interdisciplinary Survey and a Proposal of Integrated Optimization of Investment
by Kanta Matsuura
- 47 Indeterminacy, Demand Shocks, and International Business Cycles
by Wei Xiao
- 45 A Stochastic Seasonal Model for Commodity Option Pricing
by Monica Barbu & Kevin Burrage
- 44 Forecasting Demand for Natural Gas Using GP-Econometric Integrated Systems
by M. A. Kaboudan
- 43 The States vs. the states: On the Welfare Cost of Business Cycles in the U.S
by Michel A. Robe & Stephane Pallage
- 41 Capital Utilization, Economic Growth and Convergence
by Santanu Chatterjee
- 40 Endogenous life expectancy and the wealth of nations
by Fidel Perez-Sebastian & Chris Papageorgiou
- 39 McKean’s Method applied to American Call Options on Jump-Diffusion Processes
by Andrew Ziogas & Carl Chiarella
- 38 Public and Private Information in Monetary Policy Models
by Hyun Song Shin & Jeffery D. Amato
Printed from https://ideas.repec.org/s/sce/scecf3.html
