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Content
2004
- 98 Comparison of Optimal Control Solutions in a Labor Market Model
by Gareth D Leeves & Ric D Herbert
- 97 Inflation targeting
by Harris Dellas & Fabrice Collard
- 96 Durable Consumption As A Status Good: A Study Of Neoclassical Cases
by Walter H. Fisher
- 95 Extending the OLAP framework for automated explanatory tasks
by Hennie Daniels & Emiel Caron
- 94 Do hedging instruments stabilize markets?
by Florian Wagener & William Brock & Cars Hommes
- 92 Distribution and Fluctuation of Firm Size in the Long-Run
by W. Souma & H. Aoyama & L. Gruene
- 91 Market Dynamics and Stock Price Volatility
by J. Barkley Rosser, Jr. & Honggang Li
- 90 Backward dynamics, inverse limits and global sunspots
by Alfredo Medio
- 89 Empirical Calibration of Simulation Models
by Thomas Brenner & Claudia Werker
- 88 Cognitive Learning and the Emergence of Cooperation - An Simulation Approach
by Thomas Brenner
- 87 Working women and their fertility choices
by Marji Lines
- 84 Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities
by Gabriele R. & Fagiolo G. & Dosi G.
- 83 Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts
by Luca Benati
- 82 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
by Michiel D. de Pooter & Rengert Segers
- 81 Efficiency in Public Sector: A Neural Network Approach
by Francisco J. Delgado
- 79 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide
- 78 Using systems engineering software to build a model of the monetary circuit
by Steve Keen
- 76 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero
- 75 Learning-by-Doing, Hi-Tech Consumption and Productivity Resurgence
by Francesco Venturini
- 74 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
by Lennart F. Hoogerheide & Johan F. Kaashoek
- 73 Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming
by Carl Chiarella & Chih-ying Hsiao
- 71 Computational Economics: Help for the Underestimated Undergraduate
by P. Ruben Mercado & David A. Kendrick
- 70 Monetary policy and the expectations hypothesis
by D. Vestin & Hordahl & P.
- 69 Model Evolution of Heterogeneous Beliefs in an Network Economy
by Jie-Shin Lin
- 68 Robust investment policies with bound forecasts
by Nalan Gulpinar & Berc Rustem
- 67 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates
by Roberto M. Billi & Klaus Adam
- 66 A formal model of modularity
by Koen Frenken & Luigi Marengo
- 65 Exchange Rate Policy and the Zero Bound on Nominal Interest Rates
by Volker Wieland (Goethe University Frankfurt) & Günter Coenen (European Central Bank)
- 64 Monetary policy with endogenous Nairu
by Wenlang Zhang & Willi Semmler
- 62 Exchange rate overshooting and the costs of floating
by Nouriel Roubini & Michele Cavallo & Kate Kisselev
- 61 Advertising Dynamics and Competitive Advantage
by Ulrich Doraszelski & Sarit Markovich
- 60 Uninsurable Investment Risk
by Cesaire Meh (co-author Vincenzo Quadrini)
- 59 Asset Pricing with Delayed Consumption Decisions
by Willi Semmler & Lars Grüne
- 58 Which order is too much? An application to a model with staggered price and wage contratcs
by Florian PELGRIN & Michel JUILLARD
- 56 Are New Keynesian Phillips Curves Identified ?
by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf
- 55 Fiscal Policy in a Two-Sector Economy with Public Capital and Congestion
by Mihaela Pintea
- 54 Uncovered interest parity tests and exchange rate expectations
by Philip Marey
- 53 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
by PeterTillmann
- 52 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation
by Jesus Vazquez
- 51 Does Employment Protection Inhibit Technical Diffusion?
by Roberto M Samaniego
- 49 Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies
by Efrem Castelnuovo
- 48 Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management
by Dietmar Leisen
- 47 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
by Daniela Hristova
- 46 Approximate Versus Exact Equilibria
by K.Schmedders & F.Kubler
- 45 On Asymmetric Business Cycle Effects on Convergence Rates: Some European Evidence
by Ramón MarÃa-Dolores & Israel Sancho
- 44 How much can firms know?
by Bridget Rosewell & Paul Ormerod
- 41 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages
by Giuseppe Bruno
- 40 Asymmetric Jump Processes: Option Pricing Implications
by Brice Dupoyet
- 39 Modelling the health related benefits of environmental policies and their feedback effects, a CGE analysis for the EU countries with GEM-E3
by Denise Van Regemorter & Inge Mayeres
- 38 Computing Center Manifolds: A Macroeconomic Example
by Alex Haro & Pere Gomis-Poruqeras
- 36 Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders
by Harry J. Paarsch & Bjarne Brentstrup
- 35 Strongly rational expectations equilibria with endogenous acquisition of information
by Gabriel Desgranges & Maik Heinemann
- 32 Monetary Policy, Taxes, and the Business Cycle
by Michael R. Pakko & William T. Gavin & Finn E. Kydland
- 31 Why are long rates sensitive to monetary policy?
by Ulf Soderstrom & Tore Ellingsen
- 30 A Bayesian algorithm for a Markov Switching GARCH model
by Dhiman Das
- 28 Public Opinion Formation in Policy Issues. An evolutionary approach
by F. Fatas-Villafranca
- 27 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series
by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU
- 26 The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach
by Jarita Duasa
- 25 Financing Constraints and Corporate Growth
by Winston Moore & Roland Craigwell
- 24 Technological and Social Costs and Benefits of Patent Systems
by Murat Yildizoglu & Thomas Vallée
- 23 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
by Aaron Smallwood
- 22 A Steady State Approach to Trend / Cycle Decomposition
by Jeremy Piger & James Morley
- 20 Why Does Private Consumption Rise After a Government Spending Shock?
by Nooman Rebei & Hafedh Bouakez
- 19 Monetary policy and the transition to rational expectations
by Giuseppe Ferrero
- 18 Targeting Inflation by Forecast Feedback Rules in Small Open Economies
by Kai Leitemo
- 16 Are European business cycles close enough to be just one?
by Maximo Camacho & Gabriel Perez-Quiros
- 14 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
by Frank Westerhoff
- 13 The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion
by J. Huston McCulloch
- 12 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
by Jules SADEFO KAMDEM
- 11 Target Zone Interventions and Coordination of Expectations
by Stefan Reitz & Frank Westerhoff
- 10 Markovian Optimal Taxation
by Salvador Ortigueira
- 8 Tied Versus Untied Foreign Aid: Consequences for a Growing Economy
by Stephen J. Turnovsky & Santanu Chatterjee
- 6 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
by Mikael Petitjean & Pierre Giot
- 3 Can Long-Run Restrictions Identify Technology Shocks?
by Christopher J. Erceg & Luca Guerrieri
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