Computing in Economics and Finance 1997 / Society for Computational Economics
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[50 most relevant papers]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. (). Arthur, Brian W. ; Tayler, Paul. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:57. Full description at Econpapers || Download paper | 288 | |
| 2 | EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study. (). Sorensen, Bent ; Andersen, Torben ; Chung, Hyung-Jin. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:6. Full description at Econpapers || Download paper | 244 | |
| 3 | Monetary Policy and Uncertainty about the Natural Unemployment Rate. (). Wieland, Volker. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:11. Full description at Econpapers || Download paper | 131 | |
| 4 | Flat Tax Reform: A Quantitative Exploration. (). Ventura, Gustavo. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:172. Full description at Econpapers || Download paper | 105 | |
| 5 | Reproducing Partial Observed Systems with Application to Interest Rate Diffusions. (). Tauchen, George ; Gallant, A.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:114. Full description at Econpapers || Download paper | 78 | |
| 6 | Precautionary Saving Credit Constraints and Investment: Theory and Evidence from Semi-Arid India. (). Pender, John ; Fafchamps, Marcel. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:37. Full description at Econpapers || Download paper | 72 | |
| 7 | Economic Dynamics with Learning: New Stability Results. (). Honkapohja, Seppo ; Evans, George. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:51. Full description at Econpapers || Download paper | 58 | |
| 8 | Testing Change in Time Series. (). Inoue, Atsushi. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:7. Full description at Econpapers || Download paper | 35 | |
| 9 | A Test for Strong Hysteresis. (). Piscitelli, Laura. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:2. Full description at Econpapers || Download paper | 34 | |
| 10 | American GARCH Option Pricing by a Markov Chain Approximation. (). Simonato, Jean-Guy ; Duan, Jin-Chuan ; Technology, . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:131. Full description at Econpapers || Download paper | 33 | |
| 11 | Information Processing and Organizational Structure. (). DeCanio, Stephen ; Watkins, William E.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:163. Full description at Econpapers || Download paper | 30 | |
| 12 | A Technique for Calibrating Derivative Security Pricing Models: Numerical Solution of an Inverse Problem. (). Lagnado, Ronald ; Osher, Stanley. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:101. Full description at Econpapers || Download paper | 22 | |
| 13 | Chaotic Learning Equilibria. (). Schonhofer, Martin. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:121. Full description at Econpapers || Download paper | 19 | |
| 14 | Interest Rate Dynamics and Derivatives Pricing. (). Chen, Lin. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:129. Full description at Econpapers || Download paper | 17 | |
| 15 | Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks. (). McCulloch, J. Huston ; Bidarkota, Prasad. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:116. Full description at Econpapers || Download paper | 17 | |
| 16 | Should Macroeconomic Policy Makers Consider Parameter Covariances?. (). Kendrick, David ; Amman, Hans. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:8. Full description at Econpapers || Download paper | 17 | |
| 17 | Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions. (). El-Hassan, Nadima ; Chiarella, Carl ; Kucera, Adam. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:132. Full description at Econpapers || Download paper | 14 | |
| 18 | Transitional Dynamics in Non-Scale Growth Models. (). Turnovsky, Stephen J ; Eicher, Theo. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:105. Full description at Econpapers || Download paper | 14 | |
| 19 | Mergers and Dynamic Oligopoly. (). . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:126. Full description at Econpapers || Download paper | 11 | |
| 20 | Optimization of Trading Systems and Portfolios. (). Moody, John ; Wu, Lizhong. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:55. Full description at Econpapers || Download paper | 10 | |
| 21 | A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model. (). Lee, Lung-Fei. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:158. Full description at Econpapers || Download paper | 10 | |
| 22 | Finite Sample Properties of the Efficient Method of Moments. (). Chumacero, Romulo. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:5. Full description at Econpapers || Download paper | 9 | |
| 23 | Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:93. Full description at Econpapers || Download paper | 9 | |
| 24 | Decentralized Interaction and Co-adaptation in the Repeated Prisoners Dilemma. (). Klos, Tomas. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:88. Full description at Econpapers || Download paper | 8 | |
| 25 | Technological Diversity in an Evolutionary Industry Model with Localized Learning and Network Externalities. (). Yildizoglu, Murat ; jonard, nicolas. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:13. Full description at Econpapers || Download paper | 8 | |
| 26 | Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market. (). Semmler, Willi ; Lettau, Martin ; Bielefeld, University of ; University of Bielefeld, . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:36. Full description at Econpapers || Download paper | 7 | |
| 27 | The Emergence of Economic Classes in an Agent-based Bargaining Model. (). Young, H. ; Axtell, Robert ; Robert Axtell, Joshua M. Epstein,, . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:61. Full description at Econpapers || Download paper | 4 | |
| 28 | Market Organizations for Perishable Goods. (). Kirman, Alan ; EHESS, ; Weisbuch, Gerard. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:60. Full description at Econpapers || Download paper | 4 | |
| 29 | Pricing Double Barrier Options: An Analytical Approach. (). Pelsser, Antoon. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:130. Full description at Econpapers || Download paper | 4 | |
| 30 | Procyclical Labor Productivity: Sources and Implications. (). Heer, Burkhard ; Linnemann, Ludger . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:178. Full description at Econpapers || Download paper | 4 | |
| 31 | Learning and Contagion Effects in Trasitions Between Regimes: A Schematic Model of Bank Runs. (). Schuschny, Andres ; D. Heymann, R. P. J. Perazzo,, . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:17. Full description at Econpapers || Download paper | 4 | |
| 32 | Numerical Solution of an Endogenous Growth Model with Threshold Learning. (). Chen, Baoline. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:27. Full description at Econpapers || Download paper | 4 | |
| 33 | Random Number Generators. (). Dwyer, Gerald ; Williams, K. B.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:157. Full description at Econpapers || Download paper | 4 | |
| 34 | The Emergence of a Firm as a Complex-Problem Solver. (). Luna, Francesco. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:166. Full description at Econpapers || Download paper | 4 | |
| 35 | A Methodology for Managing Risk in Electronic Transactions over the Internet. (). Huberman, Bernardo A. ; Lukose, Rajan M.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:25. Full description at Econpapers || Download paper | 3 | |
| 36 | Structural Breaks and VAR Modeling with Marginal Likelihoods. (). Polasek, Wolfgang. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:50. Full description at Econpapers || Download paper | 3 | |
| 37 | Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models. (). Fuhrer, Jeffrey ; Bleakley, Hoyt. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:35. Full description at Econpapers || Download paper | 3 | |
| 38 | Relaxation Algorithms in Finding Nash Equilibrium. (). Krawczyk, Jacek ; Berridge, Steffan. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:159. Full description at Econpapers || Download paper | 3 | |
| 39 | The Random-Time Binomial Model. (). Dietmar P. J. Leisen, . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:82. Full description at Econpapers || Download paper | 3 | |
| 40 | Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints. (). Kontoghiorghes, Erricos ; Parkinson, Dennis ; Dinenis, Elias. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:45. Full description at Econpapers || Download paper | 3 | |
| 41 | Optimal Open Loop Cheating in Dynamic Reversed LQG Stackelberg Games. (). Vallee, Thomas ; Deissenberg, Christophe ; Basar, Tamer. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:125. Full description at Econpapers || Download paper | 3 | |
| 42 | Dynamic Agency with Feedback. (). Taub, B.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:40. Full description at Econpapers || Download paper | 3 | |
| 43 | An Agent-Based Computational Model for the Evolution of Trade Networks. (). Tesfatsion, Leigh ; McFadzean, David . In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:110. Full description at Econpapers || Download paper | 3 | |
| 44 | Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data. (). Gordy, Michael ; Avery, Robert B.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:95. Full description at Econpapers || Download paper | 2 | |
| 45 | A Quantitative Analysis of Employment Guarantee Programs with an Application to Rural India. (). Maitra, Pushkar. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:84. Full description at Econpapers || Download paper | 2 | |
| 46 | A Microeconomic Theory of Learning-by-Doing: An Application of Nascent Technology Approach. (). Shell, Karl ; Lobo, Jose ; Auerswald, Phil. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:128. Full description at Econpapers || Download paper | 2 | |
| 47 | Occupation Time Derivatives. (). Linetsky, Vadim. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:103. Full description at Econpapers || Download paper | 2 | |
| 48 | Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models. (). Jerrell, Max E.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:91. Full description at Econpapers || Download paper | 2 | |
| 49 | How Small Shocks and Heterogeneous Expectations Can Create Large Swings in the Exchange Rates. (). Slok, Torsten. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:52. Full description at Econpapers || Download paper | 2 | |
| 50 | Forecasting Fundamental Asset Return Distributions. (). Kamstra, Mark ; Donaldson, Glen R.. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:176. Full description at Econpapers || Download paper | 2 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study. (). Sorensen, Bent ; Andersen, Torben ; Chung, Hyung-Jin. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:6. Full description at Econpapers || Download paper | 4 | |
| 2 | Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. (). Arthur, Brian W. ; Tayler, Paul. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:57. Full description at Econpapers || Download paper | 3 | |
| 3 | Monetary Policy and Uncertainty about the Natural Unemployment Rate. (). Wieland, Volker. In: Computing in Economics and Finance 1997. RePEc:sce:scecf7:11. Full description at Econpapers || Download paper | 2 |
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