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Editor: Christopher F. Baum
Description: Papers presented at Twelfth International Conference on Computing in Economics and Finance, Cyprus, June 2006
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Christopher F Baum .
Series handle: RePEc:sce:scecfa
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Content
2006
- 530 Implied binomial trees and calibration for the volatility smile
by C. Charalambous & N. Christofides & E. D. Constantinide & S. H. Martzoukos
- 529 Learning, structural instability and present value calculations
by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
- 528 O curse of dimensionality, where is thy sting?
by Kenneth Judd
- 527 Agent-Based Computational Economics: A Constructive Approach to Economic Theory
by Leigh Tesfatsion
- 526 Using wavelets to approximate the risk-neutral MGF for options
by Liya Shen & Emmanuel Haven
- 525 Unemployment Fluctuations with Staggered Nash Wage Bargaining
by Mark Gertler & Antonella Trigari
- 524 Demand Shocks and Monetary Policy
by Guido Lorenzoni
- 523 Long Memory and Structural Breaks in Commodity Futures Basis and Market
by Jerry Coakley & Jian Dollery & Neil Kellard
- 521 Optimal Monetary Policy in a Small Open Economy with Home Bias
by Ester Faia & Tommaso Monacelli
- 520 Prediction of bank rating transition probabilities
by Paraskevi Dimou & Alistair Milne & Francesca Campolongo
- 518 Nonlinear Effects in the Generalized Latent Variable Model
by Irini Moustaki & Dimitris Rizopoulos
- 517 The Independent Monetary Policy under the Fixed Exchange Regime
by Gang Gong & Jian Gao
- 516 Persistence of Monopoly, Innovation, and R-and-D Spillovers: Static versus Dynamic Analysis
by Kresimir Zigic & Viatcheslav Vinogradov & Eugen Kovac
- 515 Myopia in Marketing Channel: A Differential Game Analysis
by Sihem Taboubi & Guiomar MartÃn-Herrán & Georges Zaccour
- 514 Worst-case Robust Approach to the Equity Premium Puzzle
by Nalan Gulpinar & Turalay Kenc & Berc Rustem
- 512 On the valuation of constant maturity swaps
by Tetsuya Noguchi
- 511 Explaining Life-Cycle Profiles of Home-Ownership and Labour Supply
by IFS,Renata Bottazzi, Institute for Fiscal Studies,Hamish Low, University of Cambrdige & Renata Bottazzi & Orazio Attanasio & Hamish Low & Lars Nesheim & Matthew Wakefield
- 510 Financial Transparency and Stock Returns: An International Study
by Ivana Raonic & Christina Dargenidou & Stuart McLeay
- 509 On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics
by Elena Kalotychou & Ana-Maria Fuertes
- 508 On the Expectations Hypothesis in US Term Structure
by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn
- 507 Profitability of Index-based Size and Style Rotation Strategies in the UK Equity Markets
by Natasha Todorovic & Bhavesh Gokani
- 506 Valuation of participating contracts and risk capital assessment: the importance of market modelling
by Laura Ballotta
- 505 Gullibility and Welfare in an Environmental Taxation Game
by Christophe Deissenberg & Herbert Dawid & Pavel Å evÄ?Ãk
- 500 What are shocks capturing in DSGE modelling? Structure versus misspecification
by Domenico Giannone & Lucrezia Reichlin
- 499 A Structural Model of Credit Risk with Counter-Cyclical Risk Premia
by Turalay Kenc & Martin Sola & Marzia Raybaudi
- 497 A multiple testing procedure for neural network model selection
by Michele La Rocca & Cira Perna
- 496 The combination of volatility forecasts
by Alessandra Amendola & Giuseppe Storti
- 495 Financial Products with Guarantees: Applications, Models and Internet-based services
by Andrea Consiglio & Stavros A. Zenios
- 494 Secular Trends in U.S Saving and Consumption
by Kaiji Chen & Ayse Imrohoroglu & Selahattin Imrohoroglu
- 493 Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective
by Maria Heracleous & Andreas Koutris & Aris Spanos
- 492 A Broad-Spectrum Computational Approach for Market Efficiency
by Olivier Brandouy & Philippe Mathieu
- 489 Forecasting stock prices using Genetic Programming and Chance Discovery
by Alma Lilia Garcia-Almanza & Edward P.K. Tsang
- 488 Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve
by Kevin J. Lansing
- 487 Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel
- 486 Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy
by Sourour Baccar
- 484 Lag or Error? - Detecting the Nature of Spatial Correlation
by Mario Larch & Janette Walde
- 483 Towards A Grid Market
by Panos Parpas & Berc Rustem
- 482 Equilibria, Supernetworks, and Evolutionary Variational Inequalities
by Anna Nagurney & Zugang Liu
- 478 Estimating Multi-country VAR models
by Matteo Ciccarelli & Fabio Canova
- 477 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
by Andrea Cipollini & George Kapetanios
- 475 Learning Hyperinflations
by Atanas Christev
- 474 The Forward Premium Anomaly at Long Horizons
by Stuart Snaith & Neil Kellard & Jerry Coakley
- 473 A Robust Approach to Bond Portfolio Immunization
by Alejandro Balbás & Alfredo Ibáñez
- 472 A New Optimization Approach to Maximum Likelihood Estimation of Structural Models
by Ken Judd & Che-Lin Su
- 471 Optimal Income Taxation with Multidimensional Taxpayer Types
by Che-Lin Su & Kenneth L. Judd
- 470 Transitioning out of Poverty
by Mika Kato & David Brasington & Willi Semmler
- 469 Comparing Accuracy of Second Order Approximation and Dynamic Programming
by Willi Semmler & Stephanie Becker & Lars Gruene
- 467 Firm Dynamics with Infrequent Adjustment and Learning
by Eugenio Pinto
- 466 Asset price volatilities and trading volumes in heterogeneous agent economies
by Costas Xiouros
- 463 Is the relationship between ination and its uncertainty linear?
by M. Karanasos & S. Schurer
- 462 Analisys of Hidden Cointegration in Financial Time Series
by Pizzi Claudio & Procidano Isabella & Parpinel Francesca
- 460 Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models
by Jean-Francois Piferini
- 459 New Dimensions in Portfolio Optimization
by S. Nagornii & D. Widijanto
- 457 Optimising Microfoundations for Inflation Persistence
by Richard Mash
- 456 Smooth Transition Autoregressive (STAR) Models
by Dietmar Maringer & Mark Meyer
- 455 On-the-Job Search and the Cyclical Dynamics of the Labor Market
by Michael U. Krause & Thomas A. Lubik
- 453 Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction
by Michael Reiter
- 451 On learnability of E–stable equilibria
by Sergey Slobodyan & Atanas Christev
- 450 Group formation and Mass Media effects in Cultural Dynamics: The power of being subtle
by J.C. Gonzalez-Avella & Victor M. Eguiluz & M. San Miguel
- 449 Learning From the Expectations of Others
by Jim Granato & Eran Guse & Sunny Wong
- 446 Stochastic Gradient versus Recursive Least Squares Learning
by Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov
- 445 Labor Market Institutions and Aggregate Fluctuations in a Search and Matching Model
by Francesco Zanetti
- 444 Particle Swarm Optimization in Economics
by Mico Mrkaic
- 443 Macroeconomic Dynamics under Rational Inattention
by Bartosz Mackowiak & Mirko Wiederholt
- 442 Multiagent modelling for telecommunication market structure evolution
by Bogumil Kaminski & Maciek Latek
- 441 Linear-Quadratic Approximation, Efficiency and Target-Implementability
by Paul Levine & Joseph Pearlman & Richard Pierse
- 440 Optimal Control Response to Multiplicative Uncertainty with a Constant Term
by Fidel Gonzalez
- 438 Semi-Markov Regime Switching Regression Models
by Ingo Bulla
- 437 Structured Hidden Markov Models
by Jan Bulla & Ingo Bulla
- 436 Misspecification of Space: An Illustration Using Growth Convergence Regressions
by Jan Mutl
- 435 A Karush-Kuhn-Tucker test of convexity for univariate observations
by Sofia Georgiadou & Ioannis C. Demetriou
- 434 Foreign shock transmission in small open economies
by Alejandro Justiniano & Bruce Preston
- 432 Job Creation and Investment in Imperfect Capital and Labor Markets
by Silvio Rendon
- 431 Household debt, house prices, and consumption in the UK: a theoretical analysis of recent developments
by Fabrizio Zampolli & Matt Waldron
- 429 VaR competition: Measuring the degree of adjustment of Value at Risk methodologies
by Clara I. Gonzalez & Ricardo Gimeno
- 428 Financial Market Imperfections: Does it Matter for Firm Size Dynamics?
by Kim P. Huynh & Robert J. Petrunia
- 427 The effect of supply and demand in a dynamic limit order based financial market
by Dan Ladley & Klaus Reiner & Schenk-Hoppé
- 426 Business Cycles in the Equilibrium Model of Labor Search and Self-Insurance
by Makoto Nakajima
- 425 International Wealth Effects
by Jiri Slacalek
- 424 Labor Demand Dynamics And the Structure of Adjustment Costs: Evidence From French Firms
by Nicolas Roys
- 423 Competing or Colluding in a Stochastic Environment
by Adriana Breccia & Hector Salgado-Banda
- 422 Multi-Sectoral Cascading and Price Dynamics - A Bayesian Econometric Evaluation
by Alejandro Justiniano & Michael Kumhof & Federico Ravenna
- 420 Learning, the Stock Market and Monetary Policy
by Marco Airaudo & Salvatore Nistico' & Luis-Felipe Zanna
- 419 Dynamic equilibrium conditions used for building a family of FX rate simulation models
by Lukas Ladislav
- 418 Sticky Prices vs. Limited Participation:What Do We Learn From the Data?
by Niki Papadopoulou
- 417 Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining
by Serge Hayward
- 416 Exchange-Rate-Based Stabilization, Durables Consumption, and Stylized Facts
by Manoj Atolia & Edward F. Buffie
- 415 Labor Market Search, Inflation and Emloyment Dynamics
by Günes Kamber & Chahnez Boudaya
- 414 Robust monetary policy under Knightian uncertainty
by Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim
- 412 Duopolistic competition in an electricity markets with heterogeneous cost functions
by Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti
- 410 Comparative study of central decision makers versus groups of evolved agents trading in equity markets
by Cyril Schoreels & Jonathan M. Garibaldi
- 409 New strategies for the detection of influential observations
by Marc Hofmann & Cristian Gatu & Erricos John Kontoghioghes
- 408 Differential Population Dynamics and Trade between Large and Small Countries
by Serdar Sayan
- 407 Forecasting Inflation: the Relevance of Higher Moments
by Jane M. Binner & C. Thomas Elger & Barry E. Jones & Birger Nilsson
- 406 Dismissal Protection or Wage Flexibility
by Jens Rubart
- 404 A Stochastic Programming Framework for International PortfolioManagement
by Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios
- 403 Welfare Gains from Monetary Commitment in a Model of the Euro-Area
by Paul Levine & Peter McAdam & Joseph Pearlman
- 402 Oil Price Shocks, Monetary Policy Rules and Welfare
by Fiorella de Fiore & Giovenni Lombardo & Viktors Stebunovs
- 401 Estimation of Industry Distribution of Statistical Discrepancy in National Accounts
by Baoline Chen
- 400 Flat Tax Reforms in the U.S.: a Boon for the Income Poor
by Javier Diaz-Gimenez & Josep Pijoan-Mas
- 399 Currency Predictions for Multi-Currency Instruments
by Baldur P. Magnusson
- 398 Co evolution of Genetic Programming Based Agents in an Artificial Stock Market
by Martinez Jaramillo Serafin. & Tsang Edward P. K. & Markose, Sheri.
- 396 Local Polynomials vs Neural Networks: some empirical evidences
by Giordano Francesco & Parrella Maria Lucia
- 395 Parallel particle filters for likelihood evaluation in DSGE models: An assessment
by Ingvar Strid
- 394 Monotonic Power in tests for structural change in the mean based on orthonormal series filtering
by Elena Andreou
- 393 Discrete-Time Implementation of Continuous-Time Portfolio Strategies
by Beate Breuer & Nicole Branger & Christian Schlag
- 392 Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model
by Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid
- 390 A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function
by George Monokroussos
- 388 A component GARCH model with time varying weights
by Giuseppe Storti & Luc Bauwens
- 387 Real-Time Measurement of Business Conditions
by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
- 386 Impact of oil prices in an estimated EU12 open economy model
by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld
- 384 Multinational Corporations and the Moderation of U.S. Output Volatility
by Luis San Vicente Portes
- 383 Endogenous Labor Market Participation and the Business Cycle
by Christian Haefke & Michael Reiter
- 382 Evaluating the Predictive Abilities of Semiparametric Multivariate Models
by Valentyn Panchenko
- 380 Dynamic cointegration and relevant vector machine: the relationship between gold and silver
by Isabella Procidano & Margherita Gerolimetto & Silio Rigatti Luchini
- 379 Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
by Anna Staszewska
- 377 An Alternative to Stationarization
by Michel Juillard
- 376 Speculative Hyperinflations: When Can We Rule Them Out?
by Oscar J. Arce
- 374 E-consumers' search and emerging structure of B-to-C coalitions
by Jacques Laye & Charis Lina & Herve Tanguy
- 370 Testing the impact of disaggregated investment on Economic growth
by Meryem Duygun Fethi & Salih Turan Katirciglu & Sami Fethi
- 369 Credit Cycles in a OLG Economy with Money and Bequest
by Anna Agliari & Tiziana Assenza & Domenico Delli Gatti & Emiliano Santoro
- 368 Approximately Exact Inference in Dynamic Panel Models
by Simon Broda & Marc Paolella & Yianna Tchopourian
- 367 Learning to Forecast the Exchange Rate: Two Competing Approaches
by Paul De Grauwe & Agnieszka Markiewicz
- 364 Bank Profitability and Taxation
by Ugo Albertazzi & Leonardo Gambacorta
- 362 Government expenditure, capital adjustment, and economic growth
by Ingrid Ott & Susanne Soretz
- 361 The emergence of knowledge exchange: an agent-based model of a software market
by Maria Chli & Philippe De Wilde
- 360 The impact of expectations in an agent-based model
by Gottfried Haber
- 359 Comparing Time Series
by K. Fokianos
- 358 Asset pricing implications of a New Keynesian model
by Bianca De Paoli & Alasdair Scott & Olaf Weeken
- 357 A Genetic Algorithm for UPM/LPM Portfolios
by David Moreno & David Nawrocki & Ignacio Olmeda
- 355 A Data-Driven Optimization Heuristic for Downside Risk Minimization
by M. Gilli & E. Kellezi & H. Hysi
- 353 Uncertainty and Judgment Aggregation in Monetary Policy Committees
by Carl Andreas Claussen & Øistein Røisland
- 352 Monetary Policy and the Term Structure: A Fully Structural DSGE approach
by Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia
- 351 Income Risk and Household Debt with Endogenous Collateral Constraints
by Thomas Hintermaier & Winfried Koeniger
- 350 Economic activity and Recession Probabilities: spread predictive power in Italy
by Costanza Torricelli & Marianna Brunetti
- 349 Optimal banks behaviour and procyclicality
by Chiara Pederzoli & Costanza Torricelli
- 348 Emergence in multi-agent systems, part II: Axtell, Epstein and Young's revisited
by Jean Louis Dessalles & Serge Galam & Denis Phan
- 347 Euro area inflation persistence in an estimated nonlinear
by Gianni Amisano & Oreste Tristani
- 346 Labor Taxation, Matching and Shocks in the New Keynesian Model
by Juuso Vanhala
- 345 Pricing problems of perpetual Bermudan options
by Yoshifumi Muroi & Takashi Yamada
- 344 Non-constant volatility models a comparison
by Paolo Foschi
- 343 Exchange Rate Variability in a Dollarized Small Open Economy
by Luca Martino Francesco Colantoni
- 341 Breaking trend panel unit root tests
by Pui Sun Tam & University of Macau
- 340 Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets
by Hendri Adriaens & Bertrand Melenberg & Bas Donkers
- 338 Regional Inflation Dynamics within and across Euro Area and a Comparison with the US
by Guenter Beck & Massimiliano Marcellino
- 336 Simulating the Formation of Risk Perception
by Jie-Shin Lin
- 334 An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy
by Wing Leong Teo
- 333 Finite Memory Distributed Systems
by Victor Dorofeenko & Jamsheed Shorish
- 332 The Conquest of U.S. Inflation in an Estimated DSGE Model with Labor Market Search
by Fabio Milani
- 331 Asset Prices and asset Correlations in Illiquid Markets
by Celso Brunetti & Alessio Caldarera
- 328 Fiscal Policy and Microstructure of Treasury Bonds
by Oscar Mauricio Valencia
- 323 Threshold Autoregressive Models of the Commodities Futures Basis
by Alfonso Gutierrez & Jerry Coakley & Neil Kellard
- 322 Optimal Endogenous Carbon Taxes for Electric Power Supply Chains with Power Plants
by Zugang Liu & Trisha Woolley & Anna Nagurney
- 321 (Un)naturally low?
by Silvia Sgherri & Marco J. Lombardi
- 320 Complete Markets, Enforcement Constraints and Intermediation
by Arpad Abraham & Eva Carceles-Poveda
- 319 Analysing Website Choice and Consumer Loyalty: the Case of Book and CD Markets
by Asmaa Khariji
- 318 The Dynamics of Wealth and Income distribution in a Neoclassical Growth Model
by Stephen Turnovsky & Cecilia Garcia Penalosa
- 317 Applications of Kernel Methods in Financial Risk Management
by Andreas Mitschele & Stephan Chalup & Frank Schlottmann & Detlef Seese
- 316 Prospects of a Canada-US Customs Union: a Computable General Equilibrium Assessment
by Evangelia Papadaki & Marcel, Merette & Hernandez, Jorge & Yu Lan
- 314 Aggregating Phillips Curves
by FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin
- 312 Sufficient Conditions and Necessary Conditions for delta-stability
by Anna Bogomolova & Dmitri Kolyuzhnov
- 311 Competition among Payment Networks using Generalized Population Based Incremental Learning
by Biliana Alexandrova Kabadjova & Andreas Krause & Edward Tsang
- 309 Assessing the structural VAR approach to exchange rate pass-through
by Ida Wolden Bache
- 307 The Impact of Cost Reducing R\&D Spillovers on the Ergodic Distribution of Market Structures
by Christopher A. Laincz & Ana Rodrigues
- 306 Optimal Monetary Policy Response to Distortionary Tax Changes
by Michael Krause & Wolfgang Lemke
- 304 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory
by Christian de Peretti & Carole Siani
- 303 Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach
by Denis Bolduc & Moshe Ben-Akiva
- 302 Social Security and the search behavior of advanced-age workers in Spain
by Alfonso Sanchez Martin & J. Ignacio Garcia Perez
- 301 Bootstrapping Neural tests for conditional heteroskedasticity
by Carole Siani & Christian de Peretti
- 298 Approximating tax effects in an infinitely lived agent growth model using Chebyshev collocation
by Mitja Steinbacher
- 297 Multivariate Generalizations of the Markov-Switching Model
by Mohamad Khaled
- 296 Simulating job-search models using simulating annealing
by Matej Steinbacher & University of Maribor
- 295 Using Perturbation Methods in the Model of Technological Change
by Matjaz Steinbacher
- 294 ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms
by Andi Kabili & Jaya Krishnakumar
- 292 Monetary Policy with Heterogeneous Agents and Credit Constraints
by Yann Algan & Xavier Ragot
- 291 A Reliable Technique for Accurately Computing Unconditional Variances
by Gary S. Anderson
- 290 Resource Exploitation and Growth: Domestic Innovation vs. Foreign Direct Investment
by Francisco Cabo & MarÃa Pilar MartÃnez-GarcÃa & Guiomar MartÃn-Herrán
- 288 Parallel algorithms for downdating the least-squares estimator of the regression model
by Petko Yanev & Erricos John Kontoghirghes
- 287 Advanced estimates of regional accounts: an alternative approach by spatial panels
by Riccardo Corradini
- 285 Nonlinear State-Space Models for Microeconometric Panel Data
by Florian Heiss
- 282 A graph approach to generate all possible subset regression models
by Cristian Gatu & Petko Yanev & Erricos J. Kontoghiorghes
- 281 On the stability of the wealth effect
by Pedro Bação & Fernando Alexandre & Vasco J. Gabriel
- 277 Validating and Calibrating Agent-based Models: a Case Study
by Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi
- 276 Using genetic algorithms to improve the term structure of interest rates fitting
by Ricardo Gimeno & Juan M. Nave
- 275 Firm Value and Default Correlation
by Lars Grüne & Willi Semmler & Lucas Bernard
- 274 The air pollution emission permits market in the EU and moral hazard
by Francisco Alvarez & Ester Camiña
- 273 Scenario Generation Methods for Public Debt Management
by Massimo Bernaschi & Marco Papi & Davide Vergni
- 271 Forecasting VARMA processes: VAR models vs. subspace-based state space models
by Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo
- 270 Nelson and Siegel, no-arbitrage and risk premium
by Le Grand François
- 268 Degenerate Kolmogorov equations in option pricing
by Andrea Pascucci & Francesco Corielli
- 267 Foreign direct investment in the presence of technological spillovers and international competition
by Herbert Dawid & Alfred Greiner & Benteng Zou
- 266 Base rate neglect for the wealth of populations
by Diemo Urbig
- 265 A Spectral Method for Bonds
by Javier de Frutos
- 264 Nonlinear Dynamical Model of Economy with Embodied Technological Progress
by Jan Kodera & Miloslav Vosvrda
- 261 Opinion Formation in Business Surveys: Empirical Evidence from German Micro Data
by Klaus Wohlrabe
- 260 The Volatility Structure of the Fixed Income Markets under the HJM Framework
by Thuy Duong To & Carl Chiarella & Hing Hung
- 259 A Bayesian Approach to Counterfactual Analysis of Structural Change
by Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis & James Morley & Jeremy Piger
- 258 Learning Parameters in Non Linear Ecological Models
by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock
- 257 What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis
by Dario Caldara & Christophe Kamps
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