Volume 31; Issue 16

IFAC Proceedings Volumes

Volume 31; Issue 16
1

The Hopf Bifurcation in the Kaldor-Kalecki Model

Year:
1998
Language:
english
File:
PDF, 1.38 MB
english, 1998
2

Excess Volatility and Contagion Dynamics in Heterogeneous Agent Models

Year:
1998
Language:
english
File:
PDF, 1.32 MB
english, 1998
3

Less Than Human: Simple Adaptive Trading Agents for CDA Markets

Year:
1998
Language:
english
File:
PDF, 1.80 MB
english, 1998
4

Adaptive Portfolio Selection by Investment Groups *

Year:
1998
Language:
english
File:
PDF, 1.75 MB
english, 1998
5

Computing Option Reservation Prices in Incomplete Markets

Year:
1998
Language:
english
File:
PDF, 1.66 MB
english, 1998
6

R/S Analysis in Birth-Death Random Walks

Year:
1998
Language:
english
File:
PDF, 921 KB
english, 1998
7

Value at Risk and Extreme Values

Year:
1998
Language:
english
File:
PDF, 1.23 MB
english, 1998
8

Option Pricing Under Conditions of Systematic Asymmetry and Kurtosis

Year:
1998
Language:
english
File:
PDF, 2.29 MB
english, 1998
9

A Multiagent Model of a Foreign Exchange Market

Year:
1998
Language:
english
File:
PDF, 1.51 MB
english, 1998
10

A Stochastic Volatility Lattice

Year:
1998
Language:
english
File:
PDF, 1.30 MB
english, 1998
11

Diffusion and Waves of Innovations: A Learning Perspective

Year:
1998
Language:
english
File:
PDF, 1.75 MB
english, 1998
12

Choosing the Production Technology: Should Firms Imitate? *

Year:
1998
Language:
english
File:
PDF, 1.64 MB
english, 1998
13

Evolutionary Self-Organized Systems

Year:
1998
Language:
english
File:
PDF, 1.40 MB
english, 1998
14

Adaptive Governance: The Role of Loyalty

Year:
1998
Language:
english
File:
PDF, 1.66 MB
english, 1998
15

Neural Network Learning of Rational Expectations

Year:
1998
Language:
english
File:
PDF, 1.73 MB
english, 1998
17

Arbitrageurs in Segmented Markets

Year:
1998
Language:
english
File:
PDF, 1.32 MB
english, 1998
18

Multi-User Environments in Education and Experimental Economics

Year:
1998
Language:
english
File:
PDF, 1.99 MB
english, 1998
19

A Strictly Declarative Language for Multi-Agent Modelling

Year:
1998
Language:
english
File:
PDF, 1.72 MB
english, 1998
20

Fiscal Policy Interaction in the EMU

Year:
1998
Language:
english
File:
PDF, 1.53 MB
english, 1998
21

Off-Line Computation of Stackelberg Solutions with the Genetic Algorithm

Year:
1998
Language:
english
File:
PDF, 1.24 MB
english, 1998
23

Gossip, Sexual Recombination and the El Farol Bar: Modelling the Emergence of Heterogeneity

Year:
1998
Language:
english
File:
PDF, 1.40 MB
english, 1998
25

An Algorithm for Step Control in Numerical Solution of SDE

Year:
1998
Language:
english
File:
PDF, 1.36 MB
english, 1998
26

Indirect Inference for ARFIMA Processes

Year:
1998
Language:
english
File:
PDF, 1.71 MB
english, 1998
27

Optimized Multivariable Lag Structure Selection

Year:
1998
Language:
english
File:
PDF, 1.76 MB
english, 1998
28

A Neural Network Approach to Inflation Forecasting: Recent Evidence for the USA and UK

Year:
1998
Language:
english
File:
PDF, 1.61 MB
english, 1998
29

Is There Chaos on the German Labour Market?

Year:
1998
Language:
english
File:
PDF, 1.72 MB
english, 1998
30

Intersectoral Transactions and Asymmetries in the Output-Inflation Nexus

Year:
1998
Language:
english
File:
PDF, 1.54 MB
english, 1998
31

Nonlinear Dependence, Asymmetry and Thresholds in Australian Futures Markets

Year:
1998
Language:
english
File:
PDF, 2.02 MB
english, 1998
32

Free Banking vs Central Banking - Which Implications for the EMU?

Year:
1998
Language:
english
File:
PDF, 1.56 MB
english, 1998
33

General Equilibrium Analysis of India's Trade Reforms

Year:
1998
Language:
english
File:
PDF, 983 KB
english, 1998
34

Economic Modelling with Fuzzy Logic

Year:
1998
Language:
english
File:
PDF, 1.60 MB
english, 1998
35

Excess Volatility and the French Stock Exchange Before World War I

Year:
1998
Language:
english
File:
PDF, 912 KB
english, 1998
36

Questioning the Quantity Equation Using an Agent-Based Computational Model

Year:
1998
Language:
english
File:
PDF, 1.67 MB
english, 1998
39

Direct and Filtered Bootstrap in Time Series Models

Year:
1998
Language:
english
File:
PDF, 1.39 MB
english, 1998
41

On the Influence of Stochastic Parameters on Optimal Macroeconomic Policies

Year:
1998
Language:
english
File:
PDF, 1.66 MB
english, 1998
42

An Approach to Continuous Minimax: The Basic Algorithm

Year:
1998
Language:
english
File:
PDF, 1.50 MB
english, 1998
43

Introduction

Year:
1998
Language:
english
File:
PDF, 227 KB
english, 1998
47

CAPM Model Extensions

Year:
1998
Language:
english
File:
PDF, 892 KB
english, 1998
48

Learning How to Learn - Improved Mutation Within GA Learning

Year:
1998
Language:
english
File:
PDF, 1.06 MB
english, 1998
49

WIN MCD and MACSIM Computer Tools for Teaching Macroeconomics

Year:
1998
Language:
english
File:
PDF, 1.06 MB
english, 1998
50

Computational Differentiation M -Files for MATLAB

Year:
1998
Language:
english
File:
PDF, 1.23 MB
english, 1998
51

Gains From International Macroeconomic Policy Coordination in an Interdependent World

Year:
1998
Language:
english
File:
PDF, 1.85 MB
english, 1998
52

On Infomational Uniqueness in Differential Games

Year:
1998
Language:
english
File:
PDF, 605 KB
english, 1998
53

On Scalar Feedback Nash Equilibria in the Infinite Horizon LQ-Game

Year:
1998
Language:
english
File:
PDF, 1.52 MB
english, 1998
54

Stabilizing Chaotic Business Cycles Using a Neural Network

Year:
1998
Language:
english
File:
PDF, 731 KB
english, 1998
55

Responding to Large and Small Shocks When Business Cycles are Non-Linear

Year:
1998
Language:
english
File:
PDF, 1.20 MB
english, 1998
56

The Rational Expectations Hypothesis: A New Formalization

Year:
1998
Language:
english
File:
PDF, 1.60 MB
english, 1998
58

Endogenous Reserves and the Collapse of the Exchange Rate Mechanism: A Stochastic Analysis

Year:
1998
Language:
english
File:
PDF, 1.50 MB
english, 1998
59

Target Zone Models with Price Inertia: Extended Numerical Solutions

Year:
1998
Language:
english
File:
PDF, 1.60 MB
english, 1998
60

Estimation of Jump-Diffusion Processes Based on Indirect Inference

Year:
1998
Language:
english
File:
PDF, 1.68 MB
english, 1998
62

Author Index

Year:
1998
File:
PDF, 139 KB
1998
63

Money as Medium of Exchange - An Analysis with Genetic Algorithms

Year:
1998
Language:
english
File:
PDF, 1.69 MB
english, 1998
64

Dynamic Consistency Under Asymmetric Information

Year:
1998
Language:
english
File:
PDF, 934 KB
english, 1998
66

Statistical Evaluation of Symbolic Regression Forecasting of Time-Series

Year:
1998
Language:
english
File:
PDF, 1.37 MB
english, 1998
67

Comparison of Tests for Model Specification in Multivariate Time Series

Year:
1998
Language:
english
File:
PDF, 1.64 MB
english, 1998
68

Is the Time-To-Build Model Empirically Viable?

Year:
1998
Language:
english
File:
PDF, 1.60 MB
english, 1998
69

Simulating Computable Overlapping Generations Models with Troll

Year:
1998
Language:
english
File:
PDF, 1.67 MB
english, 1998
70

A Recursive Algorithm for Default Risk Adjustment in Interest Rate Swaps

Year:
1998
Language:
english
File:
PDF, 2.05 MB
english, 1998
71

Application of Information in Time Series Analysis

Year:
1998
Language:
english
File:
PDF, 1.47 MB
english, 1998
72

Finding and Verifying All Solutions of a System of Nonlinear Equations

Year:
1998
Language:
english
File:
PDF, 1.16 MB
english, 1998