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1999 | Frictionless Commerce? A Comparison of Internet and Conventional Retailers RePEc:sce:scecf9:1022 [Citation Analysis] | 105 |
1999 | Optimal Monetary Policy with Staggered Wage and Price Contracts RePEc:sce:scecf9:1151 [Citation Analysis] | 76 |
1999 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model RePEc:sce:scecf9:223 [Citation Analysis] | 50 |
1999 | Using Simulation Methods for Bayesian Econometric Models RePEc:sce:scecf9:832 [Citation Analysis] | 35 |
1999 | Computational Experiments and Reality RePEc:sce:scecf9:401 [Citation Analysis] | 35 |
1999 | Simple Monetary Policy Rules Under Model Uncertainty RePEc:sce:scecf9:841 [Citation Analysis] | 26 |
1999 | Learning and Excess Volatility RePEc:sce:scecf9:224 [Citation Analysis] | 21 |
1999 | On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices RePEc:sce:scecf9:643 [Citation Analysis] | 19 |
1999 | A Method for Taking Models to the Data RePEc:sce:scecf9:1233 [Citation Analysis] | 16 |
1999 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts RePEc:sce:scecf9:1113 [Citation Analysis] | 16 |
1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor RePEc:sce:scecf9:1344 [Citation Analysis] | 14 |
1999 | Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis RePEc:sce:scecf9:621 [Citation Analysis] | 12 |
1999 | Optimal Horizons for Inflation Targeting RePEc:sce:scecf9:1052 [Citation Analysis] | 12 |
1999 | Stochastic Volatility: Univariate and Multivariate Extensions RePEc:sce:scecf9:112 [Citation Analysis] | 11 |
1999 | Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models RePEc:sce:scecf9:332 [Citation Analysis] | 10 |
1999 | Evolution and Time Horizons in an Agent-Based Stock Market RePEc:sce:scecf9:1342 [Citation Analysis] | 10 |
1999 | Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations RePEc:sce:scecf9:824 [Citation Analysis] | 9 |
1999 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models RePEc:sce:scecf9:1241 [Citation Analysis] | 7 |
1999 | Hysteresis in Economic Systems RePEc:sce:scecf9:723 [Citation Analysis] | 7 |
1999 | Using Symbolic Regression to Infer Strategies from Experimental Data RePEc:sce:scecf9:1033 [Citation Analysis] | 6 |
1999 | Hysteresis and Unemployment: a Preliminary Investigation RePEc:sce:scecf9:721 [Citation Analysis] | 5 |
1999 | Wilkinsons Tests and Econometric Software RePEc:sce:scecf9:1312 [Citation Analysis] | 5 |
1999 | Real Implications of the Zero Bound on Nominal Interest Rates RePEc:sce:scecf9:1152 [Citation Analysis] | 5 |
1999 | Computer Automation of General-to-Specific Model Selection Procedures RePEc:sce:scecf9:314 [Citation Analysis] | 4 |
1999 | Competing R&D Strategies in an Evolutionary Industry Model RePEc:sce:scecf9:343 [Citation Analysis] | 4 |
1999 | Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity RePEc:sce:scecf9:1143 [Citation Analysis] | 4 |
1999 | Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work RePEc:sce:scecf9:511 [Citation Analysis] | 4 |
1999 | Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing RePEc:sce:scecf9:251 [Citation Analysis] | 4 |
1999 | An Approximate Wavelet MLE of Short- and Long-Memory Parameters RePEc:sce:scecf9:1243 [Citation Analysis] | 3 |
1999 | Perturbation Solution of Nonlinear Rational Expectations Models RePEc:sce:scecf9:334 [Citation Analysis] | 3 |
1999 | The Nature of Markets in the World Wide Web RePEc:sce:scecf9:521 [Citation Analysis] | 3 |
1999 | Hybrid Methods for Continuous Space Dynamic Programming RePEc:sce:scecf9:1332 [Citation Analysis] | 2 |
1999 | Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty RePEc:sce:scecf9:722 [Citation Analysis] | 2 |
1999 | Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models RePEc:sce:scecf9:111 [Citation Analysis] | 2 |
1999 | S-Estimation in the Linear Regression Model with Long-Memory Error Terms RePEc:sce:scecf9:512 [Citation Analysis] | 2 |
1999 | Learning with Bounded Memory in Stochastic Models RePEc:sce:scecf9:221 [Citation Analysis] | 2 |
1999 | Time-Series Modelling of Daily Tax Revenues RePEc:sce:scecf9:312 [Citation Analysis] | 2 |
1999 | Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds RePEc:sce:scecf9:942 [Citation Analysis] | 2 |
1999 | The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty RePEc:sce:scecf9:1153 [Citation Analysis] | 2 |
1999 | Minimum-Variance Kernels and Economic Risk Premia RePEc:sce:scecf9:953 [Citation Analysis] | 2 |
1999 | Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation? RePEc:sce:scecf9:353 [Citation Analysis] | 2 |
1999 | Modeling the Economics of Internet Companies RePEc:sce:scecf9:152 [Citation Analysis] | 1 |
1999 | Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules RePEc:sce:scecf9:843 [Citation Analysis] | 1 |
1999 | Genetic Algorithms and Economic Evolution RePEc:sce:scecf9:1011 [Citation Analysis] | 1 |
1999 | Asymptotic Inference for Nonstationary Fractionally Integrated Processes RePEc:sce:scecf9:513 [Citation Analysis] | 1 |
2000 | A re-evaluation of empirical tests of the Fisher hypothesis RePEc:sce:scecf9:944 [Citation Analysis] | 1 |
1999 | Beyond Experimental Economics: Trading Institutions and Multiagent Systems RePEc:sce:scecf9:1351 [Citation Analysis] | 1 |
1999 | Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection RePEc:sce:scecf9:313 [Citation Analysis] | 1 |
1999 | Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk RePEc:sce:scecf9:133 [Citation Analysis] | 1 |
1999 | Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility RePEc:sce:scecf9:943 [Citation Analysis] | 1 |