Contact information of Society for Computational Economics
Serial Information
Editor: Christopher F. Baum
Description: Papers presented at Twelfth International Conference on Computing in Economics and Finance, Cyprus, June 2006
Additional information is available for the following registered editor(s):
Christopher F Baum .
Series handle: RePEc:sce:scecfa
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:scecfa. 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
2006
- 256 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
by Y. Kahiri & A. Shmilovici & S. Hauser
- 254 Extreme observations in developed and emerging equity markets
by Pilar Grau-Carles
- 252 Pricing Basket spread options
by Kostas Giannopoulos
- 251 A Sensitivity Analysis of Non-uniformity in Random Portfolios
by Patrick Burns
- 250 On Coordination of Dynamic Marketing Channels and Two-part Wholesale Tariff
by Georges Zaccour
- 249 Analysis of Regime Switching Behaviour of Indian Stock Markets
by Arnab Kumar Laha
- 248 Technological Transfers, Limited Commitment and Growth
by Alexandre Dmitriev
- 244 Emerging cooperation in the prisoner's dilemma on dynamic networks
by Christoly Biely & Klaus Dragosits & Stefan Thurner
- 243 Monetary regime choice in the accession countries - a theoretical analysis
by Anna Lipinska
- 242 The Econometrics of the Old and New Phillips Curve
by Romulo A. Chumacero
- 240 A Computational Approach to Modeling Commodity Markets
by Karla Atkins & Achla Marathe & Chris Barrett
- 238 Language competition with bilinguals in social networks
by Xavier Castelló & VÃctor M. EguÃluz & Maxi San Miguel
- 236 A Structural Macro Model of the Yield Curve
by Hans Dewachter & Marco Lyrio
- 235 Modeling the strategic trading of electricity assets
by Fernando S. Oliveira & Derek W. Bunn & London Business School
- 233 Testing Financial Integration: Finite Sample Motivated Mothods
by Marie-Claude Beaulieu & Lynda Khalaf & Marie-Hélène Gagnon
- 232 Policies Against Poverty: an Evalution
by Dalit Contini & Matteo Richiardi
- 231 Democracy and Growth Volatility: exploring the links
by Malik Shukayev & Partha Chatterjee
- 229 Business cycle transmission from the euro area to CEECs
by Sandra Eickmeier & Joerg Breitung
- 228 Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices
by Sanjay K. Chugh
- 227 Demographic Uncertainty and Labour Market Imperfections in Small Open Economy
by Juha Kilponen & Helvi Kinnunen & Antti Ripatti
- 226 Re-examining the Structural and the Persistence Approach
by Tino Berger & Gerdie Everaert
- 225 Behavioral Consistent Market Equilibria under Procedural Rationality
by Mikhail Anufriev & Giulio Bottazzi
- 224 Impact of International Technological-Knowledge Diffusion on Southern Convergence
by Oscar Afonso & Paulo B Vasconcelos
- 223 Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies
by Espen Henriksen & Steve Spear
- 222 Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency
by David M. Arseneau & Sanjay K. Chugh
- 221 Inflation Targeting Versus Joining a Monetary Union: An Assessment of the Potential Benefits and Costs Using a DSGE Model
by Nicoletta Batini & Michael Kumhof & Douglas Laxton
- 220 Computational Finance Techniques for Valuing Customers
by David Colliings & Nicola Baxter
- 219 The Time Varying Volatility of Macroeconomic Fluctuations
by Alejandro Justiniano & Northwestern University
- 217 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan
- 216 Do Thick Venture Capital Markets Foster Innovation$\_?$ A Strategic Analysis
by Luca Colombo & Herbert Dawid
- 215 Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
by Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer
- 214 Caution or Activism? Monetary Policy Strategies in an Open Economy
by Martin Ellison & Lucio Sarno & Jouko Vilmunen
- 213 A Quantitive Assessment of the Qualitative Aspects of Chairman Greenspan's Communications
by Michelle Bligh & Gregory D. Hess
- 212 Consumption, (Dis)Aggregate Wealth and Asset Returns
by Ricardo M. Sousa
- 211 Relative Price Distortion and Optimal Monetary Policy in Open Economies
by Jinill Kim & Andrew Levin & Tack Yun
- 209 Medium term dynamics and inequalities under epidemics
by Raouf Boucekkine & Raouf Boucekkine
- 207 Inspecting the noisy mechanism: the stochastic growth model with partial information
by Liam Graham & Stephen Wright
- 206 Identification of Social Effects through Networks and Groups
by Yann Bramoullé & Bernard Fortin & Habiba Djebbari
- 205 Early literacy achievements, population density and the transition to modern growth
by Economics department, UCL, Louvain,David de la Croix, CORE & Raouf Boucekkine & David de la Croix & Dominique Peeters
- 204 Employment Fluctuations with Downward Wage Rigidity
by James Costain & Marcel Jansen
- 203 The term structure of inflation risk premia and macroeconomic dynamics
by Peter Hördahl & Oreste Tristani & David Vestin
- 202 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix
by Michael Creel & Universitat Autònoma de Barcelona
- 198 The Market Pricing of Mutual Insurance
by Charles S. Tapiero
- 197 Monetary Policy and the Term Structure of Interest Rates
by Federico Ravenna & University of California & Juha Seppala & University of Illinois
- 196 Back to square one: identification issues in DSGE models
by Fabio Canova & Luca Sala
- 195 Price level targeting and adaptive learning
by Vitor Gaspar
- 194 The Fractional OU Process: Term Structure Theory and Application
by Esben Hoeg & Per Frederiksen
- 193 The Information Contained in the Exercise of Executive Stock Options
by Kyriacos Kyriacou & Bryan Mase
- 192 Education and Crime over the Lifecycle
by Giovanni Gallipoli & Giulio Fella
- 191 The money-age distribution: Empirical facts and economic modelling
by Burkhard Heer & Alfred Maussner & Paul McNelis
- 190 A Decomposition Analysis of Energy Use in the Japanese Economy
by Makoto Tamura & Shinichiro Okushima
- 188 A Viable Solution to a Small Open-Economy Monetary Policy Problem
by Jacek B. Krawczyk & Kunhong Kim
- 187 The Empirical Relevance of the Lucas Critique
by Paolo Surico & Thomas Lubik
- 186 Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
by Dominique Pujal & Patrick Saint-Pierre
- 185 Computing the Distributions of Economic Models via Simulation
by John Stachurski & University of Melbourne
- 183 Optimal Monetary Policy under Adaptive Learning
by Vitor Gaspar & Frank Smets & David Vestin
- 182 Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market
by Daxue Wang
- 181 A Dynamic Heterogeneous Beliefs CAPM
by Carl Chiarella & Xue-Zhong He & Roberto Dieci & University of Technology Sydney
- 180 Generalized variance ratio tests in the presence of statistical dependence
by Periklis Kougoulis & John C. Nankervis & Jerry Coakley
- 179 CART analysis of qualitative variables to improve credit rating processes
by Giampaolo Gabbi & Massimo Matthias & Marco De Lerma
- 178 Social interaction, herd behaviour and the formation of agent expectations
by Mark Bowden & Stuart McDonald
- 177 Testing for Recent Trends in US Productivity Growth
by Simon van Norden
- 175 Do european business cycles look like one $\_?$
by Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia
- 174 Inequality Constraints in Recursive Economies
by Rendahl Pontus
- 173 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
by J. Huston McCulloch & Ohio State University
- 171 On Artificial Structural Unemployment
by Maciej K. Dudek & ówna Handlowa
- 167 The Firm Size Distribution and Productivity Growth
by Yaz Terajima & Danny Leung & Cesaire Meh
- 166 Inflation Globalization and the Fall of Country Specific Fluctuations
by Haroon Mumtaz & Paolo Surico
- 162 Nominal Rigidities in an Estimated Two Country
by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani
- 161 Structural Estimation and Evaluation of Calvo-Style Inflation Models
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
- 158 The Great Moderation and the ‘Bernanke Conjecture’
by Luca Benati & Paolo Surico
- 157 Monetary Policy under Balance Sheet Uncertainty
by Saki Bigio & Marco Vega
- 155 Agent-based Investigation of Price Inflation In Health Insurance
by Carl A. Johnston & Interdisciplinary Center for Economic Science
- 154 Transition Economy Convergence in a Two-Country Model
by Jan Bruha & Jiri Podpiera
- 153 The Macroeconomics of Latin America
by Juan F. Rubio-Ramirez & Diego Vilan
- 152 Real Price and Wage Rigidities in a Model with Matching Frictions
by Keith Kuester & Goethe University
- 151 Spurious regression and econometric trends
by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato
- 150 Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy
by Maria Demertzis & Nicola Viegi
- 149 The Costs of EMU for Transition Countries
by Alexandra Lopes
- 148 Optimal Exchange Rate Stabilization in a Dollarized Economy with Inflation Targets
by Nicoletta Batini & Joseph Pearlman & Paul Levine
- 147 An Objective Function for Simulation Based Inference on Exchange Rate Data
by Manfred Gilli & Peter Winker & Vahidin Jeleskovic
- 146 Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
by Kai Christoffel & Keith Kuester & Tobias Linzert
- 144 Employment stickiness in small manufacturing firms
by Philip Vermeulen
- 142 The estimated general equilibrium effects of fiscal policy: the case of the euro area
by Lorenzo Forni & Libero Monteforte
- 141 Trade and Environmental Policies under Incomplete Information
by Sule Aytaskin & Benan Zeki Orbay
- 140 Evolutionary Learning in Principal/Agent Models
by Jasmina Arifovic & Alex Karaivanov
- 139 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
by Peter Zadrozny & Baoline Chen
- 137 Numerical Methods for American Spread Options under Jump Diffusion Processes
by Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics & Gerald H. L. Cheang & Carl Chiarella & Gunter Meyer & Andrew Ziogas
- 136 Monetary Policy and the Distribution of Money and Capital
by Miguel Molico & Yahong Zhang
- 135 The effects of monetary policy shocks on flow of funds: the case of Italy
by Riccardo Bonci & Francesco Columba
- 133 An approximate consumption function
by Mario Padula & Università di Salerno
- 132 Combining microsimulation and CGE models: Effects on equality of VAT reforms
by Turid Avitsland & Jorgen Aasness
- 131 A State-Level Analysis of the Great Moderation
by Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis
- 129 The robust permanent income model revisited
by Marco P. Tucci
- 128 The Role of Consumer's Risk Aversion on Price Rigidity
by Alves, Sergio A Lago & Bugarin, Mirta N S
- 127 Mathematical methods of market risk valuation in application to Russian stock market
by Andrey M. Boyarshinov
- 126 Interest Rates and Investment Redux
by Simon Gilchrist & Egon Zakrajsek & Fabio Natalucci
- 123 Unemployment, Capital and Hours: On the quantitative performance of a DSGE
by Philip Jung
- 120 Exchange Rate Regimes, Determinacy, and Learnability in a Two-Block World Economy
by Eric Schaling & Marco Hoeberichts
- 118 Artificial Neural Network Enhanced Parametric Option Pricing
by Panayiotis C. Andreou & Chris Charalambous & Spiros H. Martzoukos
- 116 Optimal Pension Policy in a Life-Cycle Economy with Demographic Uncertainty
by Alexander Ludwig & Michael Reiter
- 113 Private information and the use of a so called 'information function'
by Emmanuel Haven
- 112 Macroeconomic fluctuations and firm entry: theory and evidence
by Vivien Lewis
- 109 Analysing Welfare Reform in a Microsimulation-AGE Model
by Melanie Arntz & Stefan Boeters & Nicole Gürtzgen & Stefanie Schubert
- 108 Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis
by Carl Chiarella & Roberto Dieci & Tony He
- 107 Determinants of Public Health Outcomes: A Macroeconomic Perspective
by Francesco Ricci & Marios Zachariadis
- 106 Volatility Forecast with Long Memory: Evidence from Jordan Stock Market
by Mahmoud Helan
- 105 Macroeconomic Models and the Yield Curve
by Jagjit Chadha & Sean Holly
- 104 Inflation Targeting, Learning and Q Volatility in Small Open Economies
by Paul D. McNelis & Guay Lim
- 103 Ideological and Pragmatic Decision-making in Networks
by Allen Wilhite
- 102 The predictive power of the present value model of stock prices
by Geraldine Ryan
- 101 Multiple Equilibria in a Modified Solow-Swan Model
by Thomas Bassetti
- 100 Goodwin's models through viability analysis: some lights for contemporary political economics regulations
by Hélène Clément-Pitiot & Patrick Saint Pierre
- 96 Introducing heterogeneous discrete-choice making agents in applied GE models
by Riccardo Magnani & Jean Mercenier
- 95 Natural volatility, welfare and taxation
by Olaf Posch & Klaus Wälde
- 94 Financial applications of flexible copula families based on mixing
by Arakelian Veni & Karlis Dimitris
- 92 Should the Private Sector Provide Public Capital?
by Santanu Chatterjee
- 91 Sustainable management of fisheries: an illustration of viability concepts and methods
by Michel De Lara & Luc Doyen & Therese Guilbaud & Marie-Joelle Rochet
- 87 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model
by Pau Rabanal
- 86 A Ricardian Perspective of the Fiscal Theory of the Price Level
by Stefan Niemann
- 84 The External Finance Premium and the Macroeconomy: US post-WWII Evidence
by Ferre De Graeve
- 83 Macroeconomic factors in the term structure of interest rates when agents learn
by Thomas Laubach & Robert J. Tetlow & John C. Williams
- 81 Identification Problems in SDGE Models with an illustration to a small Macro model
by Andreas Beyer & Roger E.A. Farmer
- 78 Modelling option prices using neural networks
by L.F. Hoogerheide & H.K. van Dijk
- 77 Endogenous growth and time to build: the AK case
by Mauro Bambi
- 76 Detrending and Output Growth-Rate Distributions
by Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini
- 75 Distortionary Taxation, Debt, and the Price Level
by A. Schabert & L. v. Thadden
- 74 Testing foe Stochastic Dominance Efficiency
by Nikolas Topaloglou & Olivier Scaillet & University of Geneva
- 72 The Optimal Long-Run Inflation Rate for the U.S. Economy
by Roberto M. Billi
- 71 Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation
by Sunghyun Henry Kim & Jinill Kim
- 69 Markov-Switching Structural Vector Autoregressions: Theory and Application
by Juan F. Rubio-Ramirez & Daniel Waggoner & Tao Zha
- 68 Pricing the CBT T-Bonds Futures
by Ramzi Ben Abdallah & Hatem Ben Ameur & Michèle Breton
- 67 Space-filling Techniques in Visualizing Output from Computer Based Economic Models
by Ric D Herbert & Richard Webber & Wei Jiang
- 65 The Role of Expectations in a Macroeconomic Model with Inventories
by Luca Colombo & Gerd Weinrich
- 64 Inference in GARCH when some coefficients are equal to zero
by Christian Francq & Jean-Michel Zakoïan
- 63 Stochastic unit-root bilinear processes
by Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan
- 61 Skewed policy responses and IT in Latin America
by Marco Vega
- 60 The Quest for Status and Endogenous Labor Supply: The Relative Wealth Framework
by Walter H. Fisher & IHS-Vienna & Franz X. Hof
- 59 Monetary Policy Switch, the Taylor Curve, and the Great Moderation
by Efrem Castelnuovo
- 58 A new framework for firm value using copulas
by Elena Maria De Giuli & Mario Maggi & Dean Fantazzini
- 57 A Unified Copula Framework for VaR forecasting
by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli
- 56 Rational Inattention, Portfolio Choice, and the Equity Premium
by Yulei Luo
- 55 Bifurcation analysis of New Keynesian models
by William A. Barnett & Evgeniya A. Duzhak
- 54 A closed form approach to valuing and hedging basket options
by Svetlana Borovkova & Ferry Permana
- 51 The discounted economic stock of money with VAR forecasting
by William A. Barnett & Unja Chae & John W. Keating
- 49 Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974
by Adrian Peralta-Alva & Sami Alpanda
- 48 A Geometric Approach to Computing Center Manifolds
by Pedro Gomis Porqueras & Alex Haro
- 47 Exploring the International Linkages of the Euro Area: a Global VAR Analysis
by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
- 46 Estimation of Precautionary Demand by Financial Anxieties
by Y. Morita & Md. J. Rahman & S. Miyagawa
- 45 Monetary Policy and the Illusionary Exchange Rate Puzzle
by Hilde C. Bjørnland
- 44 Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics
by Carl Chiarella & Andrew Ziogas
- 43 Fiscal Policy in an estimated open-economy model for the EURO area
by Ratto Marco & Roeger Werner & Veld Jan
- 42 Global sensitivity analysis for macro-economic models
by Marco Ratto
- 40 Optimal Monetary Policy when Agents are Learning
by Krisztina Molnar & Sergio Santoro
- 38 Inflation Targeting under Imperfect Knowledge
by Athanasios Orphanides & John C. Williams
- 37 Teaching simulation methods in economics
by Michael Reiter
- 36 Teaching Computational Economics to Graduate Students
by David A. Kendrick
- 35 Teaching Computational Economics
by Viktor Winschel & Alexander Ludwig
- 34 Optimal Fiscal and Monetary Policy in the Presence of Remittances
by Michael Gapen & Thomas Cosimano & Ralph Chami
- 33 The Triple-Parity Law
by Jean-Christian Lambelet & Alexander Mihailov
- 32 Robustness of computer algorithms to simulate optimal experimentation problems
by Thomas Cosimano & Michael Gapen & David Kendrick & Volker Wieland
- 31 Tax-Deferred Savings and Early Retirement
by Gaobo Pang & University of Maryland
- 30 Recursive Thick Modeling and the Choice of Monetary Policy in Mexico
by Arnulfo Rodriguez & Pedro N. Rodriguez
- 29 Precautionary Saving Unfettered
by James Feigenbaum
- 27 Equity Culture and the Distribution of Wealth
by Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias
- 25 Asset pricing with adaptive learning
by Eva Carceles Poveda & Chryssi Giannitsarou
- 23 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
by Alex Michaelides & Francisco Gomes & Valery Polkovnichenko
- 22 Semiparametric estimation in perturbed long memory series
by Josu Arteche
- 21 Sticky Expectations and Consumption Dynamics
by Christopher D. Carroll & Johns Hopkins University
- 20 Expected Bequests and Current Wealth in SHARE
by Dimitrios Christelis & Guglielmo Weber
- 19 Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises
by Emine Boz
- 18 Inflation Premium and Oil Price Volatility
by Paul Castillo & Carlos Montoro
- 17 From Money Aggregates to Interest Rate Rules in a Small Open Economy: A Second Order Approach
by Carlos Montoro & Paul Castillo & Vicente Tuesta
- 16 The Coordination Channel of Foreign Exchange Intervention
by Stefan Reitz & M.P Taylor
- 15 Learning and Stock Market Volatility
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini
- 14 Monetary Policy and Model Uncertainty in a Small Open Economy
by Richard Dennis & Kai Leitemo & Ulf Söderström
- 13 Cooperative home financing
by M. Shahid Ebrahim
- 12 Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?
by Yunus Aksoy & Kurmas Akdogan
- 11 Are Indexed Bonds a Remedy for Sudden Stops?
by C. Bora Durdu
- 10 A sustainable management of renewable resource with a quota market
by L. Doyen & J.C. Pereau
- 8 Existence of Equilibrium for Integer Allocation Problems
by Somdeb Lahiri
- 7 The trade-off technological Vs environmental efficiency at glance
by Raouf Boucekkine & Thomas Vallee
- 6 The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules
by Ramón Maria-Dolores & Jesus Vazquez
- 5 New Evidence on the Puzzles: Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig
- 3 Disagreement and Biases in Inflation Expectations
by Carlos Capistrán & Allan Timmermann
- 1 Comparing Value-at-Risk Methodologies
by Luiz Renato Lima & Breno Pinheiro Néri
Printed from https://ideas.repec.org/s/sce/scecfa2.html
