| Journal of Economic Dynamics & Control 2001 |
| Title | Subject | Authors |
|---|
| Accuracy of stochastic perturbation methods: The case of asset pricing models.(found to be more efficient than standard linear approximation)(Statistical Data Included) | Economics | Fabrice Collard, Michel Juillard |
| A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth.(Statistical Data Included) | Economics | Wen-Zhung Lin, C. C. Yang |
| Agent-based computational transaction cost economics.(Statistical Data Included) | Economics | Tomas B. Klos, Bart Nooteboom |
| Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson.(Statistical Data Included) | Economics | Timothy Cogley |
| American option pricing under GARCH by a Markov chain approximation.(Statistical Data Included) | Economics | Jin-Chuan Duan, Jean-Guy Simonato |
| A multi-agent model for decscribing transhumance in North Cameroon: Comparison of different rationality to develop a routine.(Statistical Data Included) | Economics | Juliette Rouchier, Francois Boujsquet, Melanie Requier-Desjardins, Martine Antona |
| Analytic derivatives of the matrix exponential for estimation of linear continuous-time models.(Statistical Data Included) | Economics | B. Chen, P. A. Zadrozny |
| Approximating and simulating the stochestic growth model: parameterized expectations, neural networks, and the genetic algorithm.(Statistical Data Included) | Economics | John Duffy, Paul D. McNelis |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.(Statistical Data Included) | Economics | Serena Ng, Jesus Gonzalo |
| Backward unraveling over time: The evolution of strategic behavior in the entry level British medical labor markets.(stability not seen to be required to succeed in the long run)(Statistical Data Included) | Economics | M. Utku Unver |
| Can world real interest rates explain business cycles in a small open economy?(Statistical Data Included) | Economics | William Blankenau, M. Ayhan Kose, Kei-Mu Yi |
| Competitive versus efficient extraction of a common property resource: The groundwater case.(increase in competition or size of storage capacity aects private exploitation)(Statistical Data Included) | Economics | Santiago J. Rubio, Benona Casino |
| Computer automation of general-to-specific model selection procedures.(evaluating computerized model-selection strategies)(Statistical Data Included) | Economics | David F. Hendry, Hans-Martin Krolzig |
| Convergence to symmetry in dynamic strategic models of R&D; The undiscounted case.(Statistical Data Included) | Economics | Nicholas S. Vonortas, Sumit Joshi |
| Discrete-time continuous-state interest rate models.(Statistical Data Included) | Economics | Michael A. Sullivan |
| Dynamic learning in a two-person experimental game. | Economics | |
| Environmental policy instruments in an international duopoly with feedback investment strategies.(Statistical Data Included) | Economics | Talitha Feenstra, Peter M. Kort, Aart de Zeeuw |
| Equilibrium with new investment opportunities. | Economics | Tan Wang |
| Estimating and testing rational expectations models when the trend specification is uncertain.(Statistical Data Included) | Economics | Timothy Cogley |
| Evolutionary dynamics of currency substitution.(Statistical Data Included) | Economics | Jasmina Arifovic |
| Evolving market structure: An ACE model of price disperson and loyalty.(agent-based computational economics)(Statistical Data Included) | Economics | Nicolaas J. Vriend, Alan P. Kirman |
| Evolving traders and the business school with genetic programming: a new architecture of the agent-based artificial stock market.(Statistical Data Included) | Economics | Shu-Heng Chen, Chia-Hsuan Yeh |
| Exchange rate based stabilizations under real frictions: The role of endogenous labor supply.(Statistical Data Included) | Economics | Amartya Lahiri |
| Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market.(Statistical Data Included) | Economics | John Bower, Derek Bunn |
| Explaining international comovements of output and asset returns: The role of money and nominal rigidities.(Statistical Data Included) | Economics | Robert Kollmann |
| Financial returns and efficiency as seen by an artificial technical analyst. | Economics | Spyros Skouras |
| Futures market equilibrium with heterogeneity and a spot market at harvest. | Economics | Henri Fouda, Lawrence Kryzanowski, Minh Chau To |
| Fuzzy inductive reasoning, expectation formation and the behavior of security prices.(Statistical Data Included) | Economics | Scott C. Linn, Nicholas S.P. Tay |
| Genetic algorithm learning and evolutionary games.(analyzing evolutionary dynamics)(Statistical Data Included) | Economics | Thomas riechmann |
| Genetically evolved models and normality of their fitted residuals. | Economics | M. A. Kaboudan |
| Gram-Charlier densities.(Statistical Data Included) | Economics | E. Jondeau, M Rockinger, Gram-Charlier densities |
| Gram-Charlier densities.(Statistical Data Included) | Economics | Michael Rockinger, Eric Jondeau |
| Hererogeneity in capital and skills in a neoclassical stochestic growth model. | Economics | |
| Indeterminacy in a model with sector-specific externalities. | Economics | Sharon G. Harrison |
| Inflation targeting with NAIRU uncertainty and endogenous policy credibility. | Economics | Peter Isard, Douglas Laxton, Ann-Charlotte Eliasson |
| Inperpolating exogenous variables in continuous time dynamc models.(Statistical Data Included) | Economics | Roderick McCrorie |
| Intersectoral external effects, multiplicities & indeterminacies. | Economics | Jean-Pierre Drugeon, Alain Venfitti |
| Learning to speculate: experiments with artificial and real agents.(Statistical Data Included) | Economics | John Duffy |
| Leveled commitment contracts with myopic and strategic agents.(Statistical Data Included) | Economics | martin R. Andersson, Tuomas W. Sandholm |
| Life-cycle consumption under social interactions. | Economics | Michael Binder, M.Hashem Pesaran |
| Long-run growth and welfare effects of ublic policies with distortionary taxation.(Statistical Data Included) | Economics | Scott L. Baier, Gerhard Glomm |
| Necessary conditions for infinite-horizon discounted two-stage optimal control problems.(Statistical Data Included) | Economics | Miltiadis Makris |
| Non-steady-state equilibrium solution of a class of dynamic models.(using combined math analysis and numerical simulations)(Statistical Data Included) | Economics | Jenny X. Li |
| Numerical solution by iterative methods of a class of vintage capital models.(economics) | Economics | Raouf Boucekkine, Marc Germain, Omar Licandro, Alphonse Magnus |
| Oligopoly equilibria in non-renewable resource markets. | Economics | Seppo Salo, Olli Tahvonen |
| On learning to forecast in an endogenous growth model with externalities.(investigations of fluctuations) | Economics | |
| On optimal portfolio choice under stochastic interest rates.(Statistical Data Included) | Economics | Abraham Lioui, Patrice Poncet |
| Optimal forest rotation and land values under a borrowing constraint.(Statistical Data Included) | Economics | Seppo Salo, Olli Tahvonen, Jari Kuuluvainen |
| Optimal horizons for inflation targeting.(Statistical Data Included) | Economics | Nicoletta Batini, Edward Nelson |
| Optimal investment with minimum performance constraints.(Statistical Data Included) | Economics | Jucie Tepla |
| Optimal pricing strategy for durable-goods monopoly. | Economics | Ruqu Wang |
| Optimal restructuring under a political constraint.(Statistical Data Included) | Economics | Vivek H. Dehejia |
| Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system.(Statistical Data Included) | Economics | Serdar Sayan, Arzdar Kiraci |
| Quality signals in information cascades and the dynamics of the distribvution of motion picture box office revenues.(Statistical Data Included) | Economics | Arthur De Vany, Cassey Lee |
| Rent-seeking bureaucracies and oversight in a simple growth model.(Statistical Data Included) | Economics | Pierre-Daniel G. Sarte |
| Restart strategies and Internet congestion.(Statistical Data Included) | Economics | Bernardo A. Huberman, Sebastian M. Maurer |
| Robus monetary policy with misspecified models: Does model uncertainty always call for atenuated policy?(Tetlow, Robert J.)(von zur Muehlen, Peter)(Statistical Data Included) | Economics | |
| Ruling out pareto dominated monetary equilibria. | Economics | Bill Duport |
| Simplicity versus optimality: the choice of monetary policy rules when agents must learn. | Economics | Robert J. Tetlow, Peter von zur Muehlen |
| Social norms, fertility and economic development.(Statistical Data Included) | Economics | Theodore Palivos |
| Stability of equilibria in the overlapping generations model with endogenous labor supply.(Statistical Data Included) | Economics | Carine Nourry |
| Stable equilibrium in beliefs in extensive games with perfect information.(Statistical Data Included) | Economics | Xiao Luo, Changhu Ma |
| Stationary multi-choice bandit problems.(Statistical Data Included) | Economics | Dirk Bergemann, Juuso Valimaki |
| Structure, behavior, and market power in an evolutionary labor market with adaptive search.(Statistical Data Included) | Economics | Leigh Tesfatsion |
| Sustainable growth, renewable resources and pollution.(Statistical Data Included) | Economics | Alain D. Ayong Le Kama |
| Technology shocks and the business cycle: an empirical investigation. | Economics | Peter N. Ireland |
| Temporal aggregation in a multi-sector economy with endogenous growth.(Statistical Data Included) | Economics | Jean Mercenier, Philippe Michel |
| Temporary stabilization: a stochastic analysis.(inflation)(Statistical Data Included) | Economics | Francisco Venegas-Martinez |
| Term structure views of monetary policy under alternative models of agent expectations. | Economics | Sharon Kozicki, P.A. Tinsley |
| The CO2 abatement game: costs, incentives, and the enforceability of a sub-global coalition. | Economics | Mustafa H. Babiker |
| The effects of uncertainty on optimal consumption. | Economics | Robin Mason, Stephen Wright |
| The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters.(The distortionary effect of business cycle filters whcih depends both on the power transfer function of the filter and on the spectrum of the filtered time series, is measured by a metric based on optimal filtering.)(Statistical Data Included) | Economics | Torben mark Pedersen |
| The importance of the number of different agents in a heterogeneous asset-pricing model. | Economics | Wouter J. Den Haan |
| The net present value method versus the option value of waiting: A note on Farzin, Huisman and Kort (1998).(defering the adoption of new technology when taking into account the option value of waiting)(Statistical Data Included) | Economics | |
| The optimal consumption function in a Brownian model of accumulation Part A: The consumption function as solution of a boundary value problem.(Statistical Data Included) | Economics | Foldes Lucien |
| Time consistent side payments in a dynamic game of downsteam pollution.(Statistical Data Included) | Economics | Steffen Jorgensen, Georges Zaccour |
| Time to enter and business cycles.(Statistical Data Included) | Economics | David Cook |
| Transitional dynamics in a two-sector non-scale growth model. | Economics | Stephen J. Turnovsky, Theo S. Eicher |
| Translators: Market makers in merging markets.(Statistical Data Included) | Economics | |
| Trigger-target rules and the dynamics of aggregate money holdings.(Statistical Data Included) | Economics | Clinton A. Greene |
| Understanding self-fulfilling rational expectations equilibria in real business cycle models.(Statistical Data Included) | Economics | Yi Wen |
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
