Journal of Economic Dynamics & Control 1997 - 1998: Vol 22 Index

5 Pages·0.79 MB·English

JOURNAL OF
Economic
Dynamics
Journal of Economic Dynamics and Control & Control
22 (1998) 1613-1616
Author index to volume 22 (1998)
Agénor, P.-R., Santaella, J.A., Efficiency wages, disinflation and labor mobility
Alemdar, N.M. and Ozyildirim, S., A genetic game of trade, growth and externalities 811
Amir, R., A new look at optimal growth under uncertainty 67
Arifovic, J., Eaton, B.C., The evolution of type communication in a sender/receiver game of
common interest with cheap talk 1187
Armstrong, J., Black, R., Laxton, D., Rose, D., A robust method for simulating forward-
looking models 489
Ashley, R., A new technique for postsample model selection and validation 647
Baldursson, F.M., Irreversible investment under uncertainty in oligopoly 627
Bar-llan, A., Strange, W.C., A model of sequential investment 437
Black, R., see Armstrong, J. 489
Brock, W.A. and Hommes, C.H., Heterogeneous beliefs and routes to chaos in a simple
asset pricing model 1235
Bullard, J., Duffy, J.. A model of learning, emulation with artificial adaptive agents 179
Burdett, K., Coles, M.G., Separation cycles 1069
Burnside, C., Solving asset pricing models with Gaussian shocks 329
Cannarsa, P., Giannini, M., Tessitore, M.E., Dynamic optimization and forward looking
processes 49
Canova, F. and Ubide, A.J., International business cycles, financial markets and household
production 545
Cassou, S.P., Lansing, K.J., Optimal fiscal policy, public capital, and the productivity
slowdown 911
Cherian, J.A., Book Review 645
Chiodi, G., Book review 1511
Christou, C., Swamy, P.A.V.B., Tavlas, G.S., A general framework for predicting returns
from multiple currency investments 977
Coles, M.G., see Burdett, K. 1069
Cripps, M.W., Markov bargaining games 341
Cuoco, D., Cvitanic, J., Optimal consumption choices for a ‘large’ investor 401
Cvitanic, J., see Cuoco, D. 401
Deissenberg, C., Nyssen, J., A simple model of Schumpeterian growth with complex
dynamics 247
Demertzis, M., Hallett, A.H., Asymmetric transmission mechanisms and the rise in Euro-
pean unemployment: A case of structural differences or of policy failures? 869
Duc, F., Ghiglino, C., Optimality of barter steady states 1053
Duffy, J., see Bullard, J. 179
0165-1889/98/$ — see front matter © Elsevier Science B.V. All rights reserved
1614 Autindhex oto rvolu me 22 (1998) 1613-1616
Eaton, B.C., see Arifovic, J. 1187
Elliott, R.J., Hunter, W.C., Jamieson, B.M., Drift and volatility estimation in discrete time 209
Engwerda, J.C., On the open-loop Nash equilibrium in LQ-games 729
Engwerda, J.C., Computational aspects of the openloop Nash equilibrium in linear quad-
ratic games 1487
Fagnart, J.-F., Licandro, O., Sneessens, H.R., Capacity utilization and market power 123
Farzin, Y.H., Huisman, K.J.M., Kort, P.M., Optimal timing of technology adoption 779
Flam, S.D., Averaged predictions and the learning of equilibrium play 833
Fukuta, Y., A simple discrete-time approximation of continuous-time bubbles 937
Ghiglino, C., see Duc, F. 1953
Giannini, M., see Cannarsa, R. 49
Gilli, M., Pauletto, G., Krylov methods for solving models with forward-looking variables 1275
Ginsburgh, V., P. Michel, Optimal policy business cycles 503
Gomez, F.B., Book review 1507
Hahm, J.-H., Consumption adjustment to real interest rates: Intertemporal substitution
revisited 293
Hairault, J.-O., Langot, F., Portier, F., Time to implement and aggregates fluctuations 109
Hallett, A.H., see Demertzis, M. 869
Henaff, P., Hedging exotic derivatives through stochastic optimization 1453
Hickson, C., Book Review 801
Holmer, M.R., see Zenios, S.A. 1517
Hommes, C.H., see Brock, W.A. 1235
Hori, H., A Hicksian two-sector model of unemployment, cycles and growth 369
Huberman, B.A., Computation as economics 1169
Hughes Hallett, A.J., Piscitelli, L., Simple reordering techniques for expanding the conver-
gence radius of first-order iterative techniques 1319
Huisman, K.J.M., see Farzin, Y.H. 779
Hunter, W.C., see Elliott, R.J. 209
Ireland, P.N., Sustainable monetary policies 87
Izvorski, I., A nonuniform grid method for solving PDE’s 1445
Jamieson, B.M., see Elliott, R.J. 209
Jin, X., Consumption and portfolio turnpike theorems in a continuous-time finance model 1001
Juillard, M., Laxton, D., McAdam, P., Pioro, H., An algorithm competition: First-order
iterations versus Newton-based techniques 1291
Kaganovich, M., Sustained endogenous growth with decreasing returns and heterogeneous
capital 1575
Kasa, K., Optimal policy with limited commitment 887
Kort, P.M., see Farzin Y.H. 779
Langot, F., see Hairault, J.-O. 109
Lansing, K.J., see Cassou, S.P. 911
Laxton, D., see Armstrong, J. 489
Laxton, D., see Juillard, M. 1291
Lee Kong Kim, C., Book Review
Author index to volume 22 (1998) 1613-1616
Leisen, D.P.J., Pricing the American put option: A detailed convergence analysis for
binomial models
Li, J.. Numerical analysis of a nonlinear operator equation arising from a monetary
model
Licandro, O., see Fagnart, J.-F.
Luenberger, D.G., Products of trees for investment analysis
Lux, T., Time variation of second moments from a noise trader/infection model
Marks, R., Evolved perception and behaviour in oligopolies
McAdam, P., see Juillard, M.
McAdam, P., Book review
McKendall, R., see Zenios, S.A.
Michel, P., see Ginsburgh, V.
Michener, R. and Ravikumar, B., Chaotic dynamics in a cash-in-advance economy
Nagurney, A., Zhang, D., A massively parallel implementation of a discrete-time algorithm
for the computation of dynamic elastic demand traffic problems modeled as projected
dynamical systems
Nyssen, J., see Deissenberg, C.
Ozyildirim, S., see Alemdar, N.M.
Pauletto, G., see Gilli, M.
Perli, R., Increasing returns, home production and persistence of business cycles
Pingle, M., Tesfatsion, L., Active intermediation in a monetary overlapping generations
economy
Pioro, H., see Juillard, M.
Piscitelli, L., see Hughes Hallett, A.J.
Portier, F., see Hairault, J.-O.
Postel-Vinay, F., Transitional dynamics of the search model with endogenous growth
Radner, R., Profit maximization with bankruptcy and variable scale
Rankin, N., Nominal rigidity and monetary uncertainty in a small open economy
Ravikumar, B., see Michener, R.
Reichlin, P., Rustichini, A., Diverging patterns with endogenous labor migration
Rose, D., see Armstrong, J.
Rustichini, A., see Reichlin, P.
Saito, M., A simple model of incomplete insurance: The case of permanent shocks
Salyer, K.D., Crash states and the equity premium: Solving one puzzle raises another
Santaella, J.A., see Agénor, P.-R.
Saura, D., Vazquez, F.J ., Vegas, J.M., Non-chaotic oscillations in some regularized Hicks
models: A restatment of the ceiling and floor conditions 667
Schmedders, K., Computing equilibria in the general equilibrium model with incomplete
asset markets 1375
Siow, A., Zhu, X., The creation of plants and firms 141
Sneessens, H.R.., see Fagnart, J.-F. 123
Sordi, S., Book review 321
Strange, W.C., see Bar-Ilan, A. 437
Swamy, P.A.V.B., see Christou, C. 977
1616 Author index to volume 22 (1998) 1613-1616
Tallon, J.-M., Do sunspots matter when agents are Choquet-expected utility maximizers? 357
Tavlas, G.S., see Christou, C. 977
Tesfatsion, L., see Pingle, M. 1543
Tessitore, M.E., see Cannarsa, P. 49
Tsur, Y., Zemel, A., Pollution control in an uncertain environment 967
Tucci, M.P., Adaptive control in the presence of time-varying parameters 39
Ubide, A.J., see Canova, F. 545
Vazquez, F.J., see Saura, D. 667
Vassiadou-Zeniou, C., see Zenios, S A. 1517
Vegas, J.M., see Saura, D. 667
Wen, Y., Investment cycles 1139
Willassen, Y., The stochastic rotation problem: A generalization of Faustmann’s formula to
stochastic forest growth 573
Wu, Y., Zhang, J., Endogenous growth and the welfare costs of inflation: a reconsideration 465
Yashiv, E., Capital controls policy — An intertemporal perspective 219
Zadrozny, P.A., An eigenvalue method of undetermined coefficients for solving linear
rational expectations models 1353
Zapatero, F., Effects of financial innovations on market volatility when beliefs are hetero-
geneous 597
Zemel, A., see Tsur, Y. 967
Zenois, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C., Dynamic models for
fixed-income portfolio management under uncertainty 1517
Zhang, D., see Nagurney, A. 1467
Zhang, J., see Wu, J. 465
Zhou, C., Dynamic portfolio choice and asset pricing with differential information 1027
Zhu, X., see Siow, A.