Table Of Content

JOURNAL OF Economic Dynamics l Journal of Economic Dynamics & Control & Control ER 28 (2004) 2511-2515 www.elsevier.com/locate/econbase Author index to volume 27 (2003) Abaffy, J., Bertocchi, M., Dupatova, J., Giacometti, R., HuSkova, M., Moriggia, V., A nonparametric model for analysis of the EURO bond market 1113 Alemdar, N.M., Sirakaya, S., On-line computation of Stackelberg equilibria with synchronous parallel genetic algorithms 1503 Amato, J.D., Laubach, T., Estimation and control of an optimization-based model with sticky prices and wages 1181 Amman, H.M., Kendrick, D.A., Mitigation of the Lucas critique with stochastic control methods 2035 Barone-Adesi, G., Bermudez, A., Hatgioannides, J., Two-factor convertible bonds valuation using the method of characteristics/finite elements 1801 Batini, N., Harrison, R., Millard, S.P., Monetary policy rules for an open economy 2059 Benchekroun, H., Gaudet, G., On the profitability of production perturbations in a dynamic natural resource oligopoly 1237 Benhamou, E., Duguet, A., Small dimension PDE for discrete Asian options 2095 Berkelaar, A., Kouwenberg, R., Retirement saving with contribution payments and labor income as a benchmark for investments 1069 Bermudez, A., see Barone-Adesi, G. 1801 Bertocchi, M., see Abaffy, J. 1113 Bidarkota, P.V., McCulloch, J.H., Consumption asset pricing with stable shocks—ex- ploring a solution and its implications for mean equity returns 399 Bischi, G.-I., Dawid, H., Kopel, M., Gaining the competitive edge using internal and external spillovers: a dynamic analysis 2171 Blackburn, K., Bose, N., A model of trickle-down through learning 445 Blomvall, J.. Lindberg, P.O., Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999 1099 Bose, N., see Blackburn, K. 445 Boucekkine, R., de la Croix, D., Information technologies, embodiment and growth 2007 Branch, W.A., Local convergence properties of a cobweb model with rationally heterogeneous expectations 63 Breton, M., St-Amour, P., Vencatachellum, D., Dynamic production teams with strategic behavior Brezzi, M., Lai, T.L., Optimal learning and experimentation in bandit problems 87 Cadiou, L., Dees, S., Laffargue, J.-P., A computational general equilibrium model with vintage capital 1961 Caputo, M.R., The comparative dynamics of closed-loop controls for discounted infinite horizon optimal control problems 1335 Caucutt, E.M., Kumar, K.B., Higher education subsidies and heterogeneity: a dynamic analysis 1459 Cellini, R., Lambertini, L., A differential game approach to investment in product differentiation 51] Cesari, R., Cremonini, D., Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation Cetorelli, N., Could Prometheus be bound again? A contribution to the convergence controversy Due to production error this index was not included in Vol. 27, No. 12. 2512 Author index | Journal of Economic Dynamics & Control 28 (2004) 2511-2515 Chang, W.-Y., Lee, H.-Y., Wang, Y.-L., Solving the real business cycles model of small- open economies by a sample-independent approach Chesney, M., see Loubergé, H. Chiarella, C., He, X.-Z., Dynamics of beliefs and learning under a,-processes the heterogeneous case Coakley, J., Fuertes, A.-M., Pérez, M.-T., Numerical issues in threshold autoregressive modeling of time series Coleman, T.F., see Windcliff, H. Coto-Martinez, J.. Dixon, H., Profits, markups and entry: fiscal policy in an open economy Cremonini, D., see Cesari, R. Cvitanic, J., Goukasian, L., Zapatero, F., Monte Carlo computation of optimal portfolios in complete markets Dacorogna, M., see Gencay, R. Damgaard , A., Utility based option evaluation with proportional transaction costs Das, M., Optimal growth with decreasing marginal impatience Davis, L.S., The division of labor and the growth of government Dawid, H., see Bischi, G.-I. Dees, S., see Cadiou, L. de la Croix, D., see Boucekkine, R. 2007 De Waegenaere, A., see Wielhouwer, J.L. 243 Dixon, H., see Coto-Martinez, J. 573 Duguet, A., see Benhamou, E. 2095 Dupatova, J., see Abaffy, J. 1113 Dwyer Jr., G.P., Williams, K.B., Portable random number generators 645 Ehrmann, M., Smets, F., Uncertain potential output: implications for monetary policy 1611 Elliott, R.J.. Malcolm, W.P., Tsoi, A.H., Robust parameter estimation for asset price models with Markov modulated volatilities Engle-Warnick, J., Inferring strategies from observed actions: a nonparametric, binary tree classification approach Epstein, L.G., Miao, J., A two-person dynamic equilibrium under ambiguity Esteghamat , K., A boundary crossing model of counterparty risk Feichtinger, G., see Haunschmied, J.L. Forsyth, P.A., see Windcliff, H. Fuertes, A.-M., see Coakley, J. Gaivoronski, A.A., Stella, F., On-line portfolio selection using stochastic programming Garcia, D., Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule Gaudet, G., see Benchekroun, H. Gencay, R., Dacorogna, M., Olsen, R., Pictet, O., Foreign exchange trading models and market behavior Giacometti, R., see Abaffy, J. Gokan, Y., The speed of convergence and alternative government financing Gomez-Ramirez, E., Najim, K., Poznyak, A.S., Saddle-point calculation for constrained finite Markov chains Gomis-Porqueras, P., Haro, A., Global dynamics in macroeconomics: an overlapping generations example Gondzio, J., Kouwenberg, R., Vorst, T., Hedging options under transaction costs and stochastic volatility Goukasian, L., see Cvitanic, J. Guidolin, M., Timmermann, A., Option prices under Bayesian learning: implied volatility dynamics and predictive densities Hamilton, J.D., Comment on “A comparison of two business cycle dating methods” 1691 Harding, D., Pagan, A., A comparison of two business cycle dating methods 1681 Harding, D., Pagan, A., Rejoinder to James Hamilton 1695 Author index | Journal of Economic Dynamics & Control 28 (2004) 2511-2515 Haro, A., see Gomis-Porqueras, P. Harrison, R., see Batini, N. Hartl, R.F., see Haunschmied, J.L. Harvey, A., see Koopman, S.J. Hatgioannides, J., see Barone-Adesi, G. Haunschmied, J.L., Kort, P.M., Hartl, R.F., Feichtinger, G., A DNS-curve in a two-state capital accumulation model: a numerical analysis He, X.-Z., see Chiarella, C. Henderson, V., Hobson, D.G., Real options with constant relative risk aversion Hendricks, L., Taxation and the intergenerational transmission of human capital Herbert, R.D., see Stemp, P.J. Hobson, D.G., see Henderson, V. Holt, R.W.P., Investment and dividends under irreversibility and financial constraints Honkapohja, S., Mitra, K., Learning with bounded memory in stochastic models Horsley, A., Wrobel, A.J., Efficiency rents of pumped-storage plants and their uses for operation and investment decisions Huang, K.X.D., On infinite-horizon minimum-cost hedging under cone constraints Huberman, B.A., see Maurer, S.M. Hughes Hallett, A.J., Piscitelli, L., Testing for hysteresis against nonlinear alternatives HuSkova, M., see Abaffy, J. Jondeau, E., Rockinger, M., Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements Jondeau, E., Rockinger, M., User’s guide Jorgensen, S., Zaccour, G., Channel coordination over time: incentive equilibria and credibility Joshi, S., The stochastic turnpike property without uniformity in convex aggregate growth models Juillard, M., Computing in economics and finance Kejak, M., Stages of growth in economic development Kelly, D.L., On environmental Kuznets curves arising from stock externalities Kendrick, D.A., see Amman, H.M. Kim, J., Functional equivalence between intertemporal and multisectoral investment adjustment costs Koopman, S.J., Harvey, A., Computing observation weights for signal extraction and filtering 1317 Kopel, M., see Bischi, G.-I. 2171 Kort, P.M., see Wielhouwer, J.L. 243 Kort, P.M., see Haunschmied, J.L. 701 Kouwenberg, R., see Gondzio, J. 1045 Kouwenberg, R., see Berkelaar, A. 1069 Krawczyk, J.B., Shimomura, K., Why countries with the same technology and preferences can have different growth rates 1899 Kumar, K.B., see Caucutt, E.M. 1459 Kutschinski, E., Uthmann, T., Polani, D., Learning competitive pricing strategies by multi-agent reinforcement learning 2207 Kwan, Y.K., Lai, E.L.-C., Intellectual property rights protection and endogenous economic growth Laffargue, J.-P., see Cadiou, L. Lai, E.L.-C., see Kwan, Y.K. Lai, T.L., see Brezzi, M. Lambertini, L., see Cellini, R. Lambrecht, B., Perraudin, W., Real options and preemption under incomplete information 619 Laubach, T., see Amato, J.D. 1181 Lee, H.-Y., see Chang, W.-Y. 1663 Lindberg, P.O., see Blomvall, J. 1099 2514 Author index | Journal of Economic Dynamics & Control 28 (2004) 2511-2515 Lioui, A., Poncet, P., Dynamic asset pricing with non-redundant forwards Louberge, H., Villeneuve, S., Chesney, M., Long-term risk management of nuclear waste: a real options approach Malcolm, W.P., see Elliott, R.J. 139] Martinez-Garcia, M.P., The general instability of balanced paths in endogenous growth models: the role of transversality conditions 599 Maurer, S.M., Huberman, B.A., Competitive dynamics of web sites 2195 McCulloch, J.H., see Bidarkota, P.V. 399 Miao, J., see Epstein, L.G. 1253 Millard, S.P., see Batini, N. 2059 Mitra, K., see Honkapohja, S. 1437 Moriggia, V., see Abaffy, J. 1113 Najim, K., see Gomez-Ramirez, E. 1833 Nishimura, K., Shimomura, K., Indeterminacy in a dynamic small open economy 271 Novales, A., Ruiz, J., Dynamic Laffer curves 181 Olsen, R., see Gencay, R. 909 Onozaki, T., Sieg, G., Yokoo, M., Stability, chaos and multiple attractors: a single agent makes a difference 1917 Oomes, N., Local trade networks and spatially persistent unemployment 2115 Ozlale, U., Price stability vs. output stability: tales of federal reserve administrations 1595 Pagan, A., see Harding, D. 1681 Pagan, A., see Harding, D. 1695 Perraudin, W., see Lambrecht, B. 619 Pérez, M.-T., see Coakley, J. 2219 Petrosjan, L., Zaccour, G., Time-consistent Shapley value allocation of pollution cost reduction 381 Pictet, O., see Gencay, R. 909 Piscitelli, L., see Hughes Hallett, A.J. 303 Polani, D., see Kutschinski, E. 2207 Poncet, P., see Lioui, A. 1163 Pétzelberger, K., S6gner, L., Stochastic equilibrium: learning by exponential smoothing 1743 Poznyak, A.S., see Gomez-Ramirez, E. 1833 Pratap, S., Do adjustment costs explain investment-cash flow insensitivity? 1993 Rachev, S.T., see Tokat, Y. 937 Rockinger, M., see Jondeau, E. 1699 Rockinger, M., see Jondeau, E. 1739 Ruiz, J., see Novales, A. 181 Salo, S., Tahvonen, O., On the economics of forest vintages 1411 Schwartz, E.S., see Tokat, Y. 937 Sen, P., Welfare-improving debt policy under monopolistic competition 143 Seo, B., Nonlinear mean reversion in the term structure of interest rates 2243 Shimomura, K., see Nishimura, K. 271 Shimomura, K., see Krawezyk, J.B. 1899 Sieg, G., see Onozaki., T. 1917 Sirakaya, S., see Alemdar, N.M. 1503 Smets, F., see Ehrmann, M. 1611 Sdgner, L., see Pétzelberger, K. 1743 St-Amour, P., see Breton, M. 875 Stella, F., see Gaivoronski, A.A. 1013 Stemp, P.J.. Herbert, R.D., Calculating short-run adjustments: Sensitivity to non- linearities in a representative agent framework Tahvonen, O., see Salo, S. Tamura, R., Human capital and the switch from agriculture to industry Thille, H., Forward trading and storage in a Cournot duopoly Author index | Journal of Economic Dynamics & Control 28 (2004) 2511-2515 Timmermann, A., see Guidolin, M. Tokat, Y., Rachev, S.T., Schwartz, E.S., The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach Tsionas, E.G., Exact solution of asset pricing models with arbitrary shock distributions Tsoi, A.H., see Elliott, R.J. Tsur, Y., Zemel, A., Optimal transition to backstop substitutes for nonrenewable resources Uthmann, T., see Kutschinski, E. van der Laan, G., Withagen, C., Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach Vencatachellum, D., see Breton, M. Vendrik, M.C.M., Dynamics of a household norm in female labour supply Verma, A., see Windcliff, H. Vetzal, K.R., see Windcliff, H. Villeneuve, S., see Loubergeé, H. Vorst, T., see Gondzio, J. Wagener, F.O.O., Skiba points and heteroclinic bifurcations, with applications to the shallow lake system Wiilde, K., The economic determinants of technology shocks in a real business cycle model Wang, Y.-L., see Chang, W.-Y. Wielhouwer, J.L., De Waegenaere, A., Kort, P.M., Optimal tax depreciation under a progressive tax system Williams, K.B., see Dwyer Jr., G.P. Windcliff, H., Vetzal, K.R., Forsyth, P.A., Verma, A., Coleman, T.F., An object-oriented framework for valuing shout options on high-performance computer architectures Withagen, C., see van der Laan, G. Wrobel, A.J., see Horsley, A. Yang, Z., Reevaluation and renegotiation of climate change coalitions—a sequential closed-loop game approach Yokoo, M., see Onozaki, T. Zaccour, G., see Petrosjan, L. Zaccour, G., see Jorgensen, S. Zapatero, F., see Cvitanic, J. Zemel, A., see Tsur, Y. Zenios, S.A., High-performance computing for financial planning