CEF'99 Program
Concurrent
Sessions
Revised : Tue Jun 29 16:00:36 EDT 1999
Notes:
(1) Downloadable papers may be accessed by selecting their titles.
(2) There are no concurrent sessions 4.
Computational Methods in Models with Stochastic Volatility
Games I
Financial Econometrics I
Stochastic Simulation in Rational Expectations
Modeling
The Computational Complexity of Markets
Bounded Rationality, Learning and Asset Prices
Dynamic Optimization
Innovation I
Nonlinear Dynamic Models: Alternative Solution Methods and Approximation Error
Financial and Econometric Analysis of Time Series
Environmental Economics
Algorithms I
Evolutionary Computing
Heterogeneity, Private Information and Financial Intermediation
Integrated Time Series Models I
Internet Economics I - Usage of the Internet
Computational Econometrics and Statistics I
Evolution of Trade and Social Networks in Agent-Based Economies
Evolutionary Computation I - Financial Engineering
Evolutionary Computation II - Agent-Based Modelling of Financial Markets
Models with Explicit Expectations I
Macroeconomic Policy, Uncertainty and Rational Expectations
Computational Econometrics and Statistics II
Agent-Based Models of Financial Markets
Complex Dynamics, Structural Change, and Cycles
Hysteresis in Models of Economic Analysis
Development
Learning, Optimizing Behavior and Macroeconomic Dynamics
Algorithms II
Computational Econometrics and Statistics III
Software Environments for Bayesian Econometrics
Models with Explicit Expectations II
Term-Structure Modeling
Option Pricing
Models with Explicit Expectations III
Algorithms III
Time Series Modeling of Interest Rates
Financial Econometrics II
Evolutionary Computation III - Agent-Based Modelling of Games
Internet Economics II - Electronic Commerce
Genetic Algorithms
Neural Nets
Models with Explicit Expectations IV
Integrated Time Series Models II
Economics and Effective Computability
Games II
Computation, Dynamic Modelling and Complex Dynamics
Optimal Monetary Policy Design
Evolutionary Computation IV - Agent-Based Modelling of Markets
Dynamical Models of Creative Destruction
Macro-Econometrics
Time Series
Evaluation of Software for Economists
Computational Econometrics and Statistics IV
Dimensionality
Financial Modeling
Agent-Based Modeling
Session 1.1, 6/24/99, 9:00-10:30 Fulton 115
Computational Methods in Models with Stochastic Volatility
Chair: Antonio Mele, THEMA
| Organized by: | Filippo Altissimo, Bank of Italy |
| | Fabio Fornari, Bank of Italy |
Christopher T. Downing, Board of Governors, Federal Reserve cdowning@frb.gov
Eric Jacquier, Boston College eric.jacquier@bc.edu
Nicholas G. Polson, University of Chicago ngp@gsbngp.uchicago.edu
Peter Rossi, University of Chicago per@gsbper.uchicago.edu
Antonio Mele, THEMA antonio.mele@u-paris10.fr
Fabio Fornari, Bank of Italy alti.3441@interbusiness.it
Session 1.2, 6/24/99, 9:00-10:30 Fulton 117
Games I
Chair: Jane M. Binner, Nottingham Business School
Jim Warnick, University of Pittsburgh jcwst22+@pitt.edu
Robert L. Slonim, Case Western Reserve University rls18@guinness.som.cwru.edu
W. A. van den Broek, Tilburg University w.a.vdnbroek@kub.nl
Iqbal Adjali, BT Laboratories iqbal.adjali@bt.com
A. A. Reeder, BT Laboratories tony.reeder@bt-sys.bt.co.uk
David Collings, BT Laboratories david.collings@bt-sys.bt.co.uk
M. H. Lyons, BT Laboratories michael.lyons@bt-sys.bt.co.uk
A. Varley, BT Laboratories maupx@csv.warwick.ac.uk
Jane M. Binner, Nottingham Business School jane.binner@ntu.ac.uk
C. B. Lee, University of Derby c.b.lee@derby.ac.uk
W. D. Murphy, University of Derby W.D.Murphy@derby.ac.uk
L. R. Fletcher, University of Salford l.r.fletcher@cms.salford.ac.uk
Session 1.3, 6/24/99, 9:00-10:30 Fulton 145
Financial Econometrics I
Chair: Dietmar P. J. Leisen, Stanford University
Juergen Topper, Arthur Andersen and University of Hannover juergen.topper@de.arthurandersen.com
Rosella Giacometti, Università di Bergamo rosella@ibguniv.unibg.it
Rosella Castellano, Università di Macerata castellano@unimc.it
Dietmar P. J. Leisen, Stanford University and University of Bonn leisen@hoover.stanford.edu
Session 1.4, 6/24/99, 9:00-10:30 Fulton 150
Stochastic Simulation in Rational Expectations
Chair: Michel Juillard, University Paris VIII and CEPREMAP
| Organized by: | Michel Juillard, University Paris VIII and CEPREMAP |
| | Douglas Laxton, International Monetary Fund |
Douglas Laxton, International Monetary Fund dlaxton@imf.org
Fabrice Collard, CEPREMAP fabrice.collard@cepremap.cnrs.fr
Patrick Fève, Nantes University and CEPREMAP patrick.feve@cepremap.cnrs.fr
François Langot, University of Le Mans and CEPREMAP francois.langot@cepremap.cnrs.fr
Jenny Li, Pennsylvania State University li@math.psu.edu
Michel Juillard, University Paris VIII and CEPREMAP michel.juillard@cepremap.cnrs.fr
Fabrice Collard, CEPREMAP fabrice.collard@cepremap.cnrs.fr
Session 1.5, 6/24/99, 9:00-10:30 Fulton 235
Modeling
Chair: Jean-Louis Brillet, INSEE
Arjan B. Berkelaar, Erasmus University berkelaar@few.eur.nl
K. P. Bart Oldenkamp, Erasmus University oldenkamp@few.eur.nl
Cees L. Dert, Free University of Amsterdam c.dert@abnamro.nl
Deniz Yuret, Massachusetts Institute of Technology deniz@ai.mit.edu
Ayla Ogus, Boston College ogus@bcaxp1.bc.edu
Michael de la Maza, Redfire Capital Management Group redfiregrp@aol.com
Sunanda Roy, University of Southern California rsunanda@rcf.usc.edu
Jean-Louis Brillet, INSEE jean-louis.brillet@insee.fr
Session 2.1, 6/24/99, 11:00-12:30 Fulton 115
The Computational Complexity of Markets
Chair: Blake Le Baron, Brandeis University
| Organized by: | Nienke Oomes, University of Wisconsin |
| | Koye Somefun, University of Notre Dame |
Rob Axtell, Brookings Institution and Santa Fe Institute raxtell@brook.edu
Nienke Oomes, University of Wisconsin noomes@ssc.wisc.edu
Koye Somefun, University of Notre Dame dsomefun@darwin.cc.nd.edu
Philip Mirowski, University of Notre Dame philip.e.mirowski.1@nd.edu
Session 2.2, 6/24/99, 11:00-12:30 Fulton 117
Bounded Rationality, Learning and Asset Prices
Chair: James Bullard, Federal Reserve Bank of St. Louis
| Organized by: | Emilio Barucci, University of Florence |
| | Volker Wieland, Federal Reserve Board |
Kaushik Mitra, University of Helsinki kaushik.mitra@helsinki.fi
Seppo Honkapohja, University of Helsinki seppo.honkapohja@helsinki.fi
SaangJoon Baak, International University of Japan sbaak@iuj.ac.jp
Xue-Zhong He, University of Technology, Sydney tony.he1@uts.edu.au
Carl Chiarella, University of Technology, Sydney carl.chiarella@uts.edu.au
James Bullard, Federal Reserve Bank of St. Louis bullard@stls.frb.org
John Duffy, University of Pittsburgh jduffy+@pitt.edu
Session 2.3, 6/24/99, 11:00-12:30 Fulton 145
Dynamic Optimization
Chair: Jorge Soares, George Washington University
| Organized by: | Emilio Cerda, Universidad Complutense de Madrid |
| | Francisco Alvarez, Universidad Complutense de Madrid |
Rosario Romera, Universidad Carlos III de Madrid mrromera@est-econ.uc3m.es
Esther Ruiz, Universidad Carlos III de Madrid ortega@est-econ.uc3m.es
Francisco Alvarez, Universidad Complutense de Madrid eccua17@emducms1.sis.ucm.es
Emilio Cerda, Universidad Complutense de Madrid ececo08@emducms1.sis.ucm.es
Cristina Mazon, Universidad Complutense de Madrid cmazon@ccee.ucm.es
Jorge Soares, George Washington University jsoares@gwu.edu
Session 2.4, 6/24/99, 11:00-12:30 Fulton 150
Innovation I
Chair: G. R. Bassiry, California State University, Santa Barbara
Alfred Norman, University of Texas, Austin norman@eco.utexas.edu
Mridul Chowdhury, University of Texas, Austin mridul@cs.utexas.edu
Khurram Mahmood, University of Texas, Austin kmahmood@eco.utexas.edu
Myong-Hun Chang, Cleveland State University m.chang@popmail.csuohio.edu
Joseph Harrington, Jr., Johns Hopkins University joe.harrington@jhu.edu
Francesco Luna, University of Venice fluna@unive.it
Andrea Zanatta, University of Venice zanattaandrea@iol.it
Glenn T. Mitchell, University of California, Santa Barbara mitchell@econ.ucsb.edu
Session 2.5, 6/24/99, 11:00-12:30 Fulton 235
Nonlinear Dynamic Models: Alternative Solution Methods and Approximation Error
Chair: Baoline Chen, University of Indiana
| Organized by: | Volker Wieland, Federal Reserve Board |
Jinill Kim, University of Virginia jk9n@virginia.edu
Sunghyun Henry Kim, Brandeis University hkim@brandeis.edu
Jinill Kim, University of Virginia jk9n@virginia.edu
Sunghyun Henry Kim, Brandeis University hkim@brandeis.edu
Andrew Levin, Federal Reserve Board levina@frb.gov
Peter J. Stemp, University of Melbourne p.stemp@ecomfac.unimelb.edu.au
Ric D. Herbert, University of Western Sydney r.herbert@uws.edu.au
Baoline Chen, University of Indiana bchen@indiana.edu
Robert A. Becker, Indiana University becker@indiana.edu
Session 3.1, 6/24/99, 14:00-15:30 Fulton 115
Financial and Econometric Analysis of Time Series
Chair: Hans-Martin Krolzig, University of Oxford
| Organized by: | Jurgen A. Doornik, Nuffield College, Oxford |
Siem Jan Koopman, CentER, Tilburg s.j.koopman@kub.nl
Marius Ooms, Erasmus University, Rotterdam ooms@few.eur.nl
Björn de Groot, Erasmus University, Rotterdam 144192bg@student.eur.nl
Siem Jan Koopman, CentER, Tilburg s.j.koopman@kub.nl
Pieter J. van der Sluis, Tilburg University sluis@kub.nl
George J. Jiang, Groningen University g.jiang@eco.rug.nl
Hans-Martin Krolzig, University of Oxford hans-martin.krolzig@nuffield.ox.ac.uk
David Hendry, Nuffield College, Oxford david.hendry@nuffield.oxford.ac.uk
Session 3.2, 6/24/99, 14:00-15:30 Fulton 117
Environmental Economics
Chair: Christophe Deissenberg, University of Aix-Marseille II
| Organized by: | Christophe Deissenberg, University of Aix-Marseille II |
Christopher Pawlowski, University of California, Berkeley chrisp@newton.berkeley.edu
Süheyla Özyildirim, Bilkent University suheyla@bilkent.edu.tr
Nedim M. Alemdar, Bilkent University alemdar@bilkent.edu.tr
Christophe Deissenberg, University of Aix-Marseille II deissenb@romarin.univ-aix.fr
Laurent Cellarier, University of Nantes and USC cellarie@almaak.usc.edu
Session 3.3, 6/24/99, 14:00-15:30 Fulton 145
Algorithms I
Chair: Peter A. Zadrozny, Bureau of Labor Statistics
James A. Calpin, MITRE Corporation calpinj@ajax.mitre.org
Marnie R. Salisbury, MITRE Corporation marnie@mitre.org
John A. Vitkevich, Jr., MITRE Corporation jvitkev@mitre.org
David Woodward, MITRE Corporation woodward@mitre.org
Victor Aguirregabiria, University of Chicago vaguirre@midway.uchicago.edu
Pedro Mira, CEMFI mira@cemfi.es
Jean-Louis Brillet, INSEE jean-louis.brillet@insee.fr
Peter A. Zadrozny, Bureau of Labor Statistics zadrozny_p@bls.gov
Baoline Chen, Rutgers University baoline@crab.rutgers.edu
Session 3.4, 6/24/99, 14:00-15:30 Fulton 150
Evolutionary Computing
Chair: Han La Poutre, CWI Amsterdam
| Organized by: | Han La Poutre, CWI Amsterdam |
Tomas Klos, University of Groningen t.b.klos@bdk.rug.nl
Shareen Joshi, Santa Fe Institute and Reed College shareen@santafe.edu
Jeffrey Parker, Reed College jeffrey.parker@directory.reed.edu
Mark Bedau, Reed College mab@reed.edu
Murat Yildizoglu, Louis Pasteur University yildi@cournot.u-strasbg.fr
David van Bragt, CWI Amsterdam bragt@cwi.nl
Cees van Kemenade, CWI Amsterdam kemenade@cwi.nl
Han La Poutre, CWI Amsterdam han.la.poutre@cwi.nl
Session 3.5, 6/24/99, 14:00-15:30 Fulton 235
Heterogeneity, Private Information and Financial Intermediation
Chair: Marcelo Bianconi, Tufts University
| Organized by: | Marcelo Bianconi, Tufts University |
Marco Espinosa-Vega, Federal Reserve Bank of Atlanta marco.espinosa@atl.frb.org
Bruce D. Smith, University of Texas, Austin bsmith@mundo.eco.utexas.edu
Chong K. Yip, Chinese University of Hong Kong chongkeeyip@cuhk.edu.hk
Carol Scotese Lehr, Virginia Commonwealth University cslehr@vcu.edu
Theodore Palivos, Louisiana State University eopali@unix1.sncc.lsu.edu
Marcelo Bianconi, Tufts University mbiancon@emerald.tufts.edu
Session 5.1, 6/25/99, 8:00-9:15 Fulton 115
Integrated Time Series Models I
Chair: Uwe Hassler, Free University Berlin
| Organized by: | Uwe Hassler, Free University Berlin |
Mehmet Caner, Bilkent University mcaner@bilkent.edu.tr
Lutz Kilian, University of Michigan lkilian@umich.edu
Philipp Sibbertsen, University of Dortmund sibberts@amadeus.statistik.uni-dortmund.de
Francesc Marmol, Universidad Carlos III fmarmol@est-econ.uc3m.es
Juan J. Dolado, Universidad Carlos III dolado@eco.uc3m.es
Session 5.2, 6/25/99, 8:00-9:15 Fulton 117
Internet Economics I - Usage of the Internet
Chair: Mingzhi Li, University of Texas at Austin
| Organized by: | Thorsten Wichmann, Berlecon Research |
Bernardo A. Huberman, Xerox PARC huberman@parc.xerox.com
Lada A. Adamic, Xerox PARC ladamic@parc.xerox.com
Bernardo A. Huberman, Xerox PARC huberman@parc.xerox.com
Sebastian M. Maurer, Xerox PARC semaurer@parc.xerox.com
Mingzhi Li, University of Texas at Austin ming@eco.utexas.edu
Alok Gupta, University of Connecticut alok@sba.uconn.edu
Boris Jukic, George Mason University bjukic@som.gmu.edu
Dale O. Stahl, University of Texas at Austin stahl@eco.utexas.edu
Andrew B. Whinston, University of Texas at Austin abw@uts.cc.utexas.edu
Session 5.3, 6/25/99, 8:00-9:15 Fulton 145
Computational Econometrics and Statistics I
Chair: David A. Belsley, Boston College
| Organized by: | David A. Belsley, Boston College |
Jean-François Richard, University of Pittsburgh fantin+@pitt.edu
Marc Paolella, Christian Albrechts University paolella@stat-econ.uni-kiel.de
Ronald W. Butler, Colorado State University walrus@statsun.stat.colostate.edu
Nikolay Gospodinov, Boston College gospodin@bc.edu
Session 5.4, 6/25/99, 8:00-9:15 Fulton 150
Evolution of Trade and Social Networks in Agent-Based Economies
Chair: Leigh Tesfatsion, Iowa State University
| Organized by: | Leigh Tesfatsion, Iowa State University |
Catherine Dibble, University of California, Santa Barbara cath@econ.ucsb.edu
Roger A. McCain, Drexel University mccainra@drexel.edu
Leigh Tesfatsion, Iowa State University tesfatsi@iastate.edu
Session 5.5, 6/25/99, 8:00-9:15 Fulton 235
Evolutionary Computation I - Financial Engineering
Chair: Chun-Feng Lu, Masterlink Securities Corporation
| Organized by: | Shu-Heng Chen, National Chengchi University |
| | Chia-Hsuan Yeh, National Chengchi University |
Ana Marostica, University of Buenos Aires amarost@econ.uba.ar
Fernando Tohme, Universidad Nacional del Sur ftohme@criba.edu.ar
Chueh-Inong Taso, National Chengchi University g5751002@grad.cc.nccu.edu.tw
Chun-Feng Lu, Masterlink Securities Corporation nancylu@email.masterlink.com.tw
Session 6.1, 6/25/99, 9:15-10:30 Fulton 115
Evolutionary Computation II - Agent-Based Modelling of Financial Markets
Chair: Shu-Heng Chen, National Chengchi University
| Organized by: | Shu-Heng Chen, National Chengchi University |
| | Chia-Hsuan Yeh, National Chengchi University |
Jasmina Arifovic, Simon Fraser University arifovic@sfu.ca
Jing Yang, Concordia University jingy@vax2.concordia.ca
Shu-Heng Chen, National Chengchi University chchen@cc.nccu.edu.tw
Chia-Hsuan Yeh, National Chengchi University g3258501@grad.cc.nccu.edu.tw
Session 6.2, 6/25/99, 9:15-10:30 Fulton 117
Models with Explicit Expectations I
Chair: Sean Holly, University of Cambridge
| Organized by: | Michael Binder, University of Maryland |
| | Peter Tinsley, University of Cambridge |
Jeff Fuhrer, Federal Reserve Bank of Boston jeff.fuhrer@bos.frb.org
Arturo Estrella, Federal Reserve Bank of New York arturo.estrella@ny.frb.org
Doug Hostland, Department of Finance, Canada hostland.douglas@fin.gc.ca
Chris Matier, Department of Finance, Canada matier.chris@fin.gc.ca
Sean Holly, University of Cambridge sean.holly@econ.cam.ac.uk
Paul Turner, University of Sheffield p.turner@sheffield.ac.uk
Luisa Corrado, University of Cambridge lc242@econ.cam.ac.uk
Session 6.3, 6/25/99, 9:15-10:30 Fulton 145
Macroeconomic Policy, Uncertainty and Rational Expectations
Chair: Hans Amman, University of Amsterdam
| Organized by: | Volker Wieland, Federal Reserve Board |
Robert Tetlow, Federal Reserve Board rtetlow@frb.gov
Peter von zur Muehlen, Federal Reserve Board pmuehlen@frb.gov
Walter K. Waymeyer, waltkw@aol.com
Donald S. Allen, Federal Reserve Bank of St. Louis allen@stls.frb.org
Hans Amman, University of Amsterdam amman@fee.uva.nl
David Kendrick, University of Texas kendrick@eco.utexas.edu
Session 6.4, 6/25/99, 9:15-10:30 Fulton 150
Computational Econometrics and Statistics II
Chair: Stephen G. Hall, Imperial College Management School
| Organized by: | David A. Belsley, Boston College |
J. H. Chesnut, United States Naval Academy m991050@nadn.navy.mil
J. Guillermo Llorente, Universidad Autónoma de Madrid guiller@uam.es
J. del Hoyo, Universidad Autónoma de Madrid juan.hoyo@uam.es
Stephen G. Hall, Imperial College Management School s.g.hall@ic.ac.uk
Jennifer V. Greenslade, Bank of England
S. G. Brian Henry, London Business School bhenry@lbs.ac.uk
Session 6.5, 6/25/99, 9:15-10:30 Fulton 235
Agent-Based Models of Financial Markets
Chair: Blake LeBaron, Brandeis University
| Organized by: | Andrew W. Lo, Massachusetts Institute of Technology |
J. Doyne Farmer, Prediction Company jdf@predict.com
Rajesh Chakrabarti, The Anderson School at UCLA rchakrab@anderson.ucla.edu
Andrew Lo, Massachusetts Institute of Technology alo@life.ai.mit.edu
Nicholas Chan, Massachusetts Institute of Technology nicholas@ai.mit.edu
Blake LeBaron, Brandeis University blebaron@brandeis.edu
Tomaso Poggio, Massachusetts Institute of Technology tp-temp@ai.mit.edu
Session 7.1, 6/25/99, 11:00-12:30 Fulton 115
Complex Dynamics, Structural Change, and Cycles
Chair: Carl Chiarella, University of Technology, Sydney
| Organized by: | Emilio Barucci, University of Florence |
| | Theo Eicher, University of Washington in Seattle |
Max Keilbach, ZEW and Technical University of Berlin keilbach@zew.de
Mark Howard, University of Massachusetts mmh@econs.umass.edu
Piero Manfredi, University of Pisa manfredi@ec.unipi.it
Luciano Fanti, University of Pisa lfanti@ec.unipi.it
Carl Chiarella, University of Technology, Sydney carl.chiarella@uts.edu.au
Peter Flaschel, University of Bielefeld pflaschel@wiwi.uni-bielefeld.de
Session 7.2, 6/25/99, 11:00-12:30 Fulton 117
Hysteresis in Models of Economic Analysis
Chair: A. J. Hughes Hallett, University of Strathclyde
| Organized by: | Laura Piscitelli, University of Strathclyde |
| | A. J. Hughes Hallett, University of Strathclyde |
Rod Cross, University of Strathclyde economics@strath.ac.uk
Julia Darby, University of Glasgow j.darby@socsci.gla.ac.uk
Jonathan Ireland, University of Strathclyde j.m.ireland@strath.ac.uk
Laura Piscitelli, University of Strathclyde laura.piscitelli@strath.ac.uk
Matthias Göcke, University of Munster 09mago@wiwi.uni-muenster.de
Ansgar Belke, University of Bochum ansbel@aol.com
Rod Cross, University of Strathclyde economics@strath.ac.uk
Michael Grinfeld, University of Strathclyde michael@conley.maths.strath.ac.uk
Laura Piscitelli, University of Strathclyde hbp95187@strath.ac.uk
Session 7.3, 6/25/99, 11:00-12:30 Fulton 145
Development
Chair: Meral Karasulu, International Monetary Fund and Bogaziçi University
Michael Sandfort, Southern Methodist University sandfort@post.cis.smu.edu
Olga Kiuila, Warsaw University kiuila@wne.uw.edu.pl
Aminur Rahman, University of Oxford aminur.rahman@spc.oxford.ac.uk
Rosella Giacometti, Università di Bergamo rosella@ibguniv.unibg.it
Dino Pinelli, Fondazione ENI Enrico Mattei pinelli.dino@feem.it
Session 7.4, 6/25/99, 11:00-12:30 Fulton 235
Learning, Optimizing Behavior and Macroeconomic Dynamics
Chair: Volker Wieland, Federal Reserve Board
| Organized by: | Emilio Barucci, University of Florence |
| | Volker Wieland, Federal Reserve Board |
Bartholomew Moore, Fordham University baya315@aol.com
Huntley Schaller, Carleton University schaller@ccs.carleton.ca
Maik Heinemann, Universität Hannover maik@vwl.uni-hannover.de
Volker Wieland, Federal Reserve Board vwieland@frb.gov
Session 8.1, 6/25/99, 14:00-15:30 Fulton 115
Algorithms II
Chair: Gary Anderson, Board of Governors, Federal Reserve
Richard E. Hawkins, Iowa State University hawk@eyry.econ.iastate.edu
Jack Dekkers, Iowa State University jdekkers@iastate.edu
James B. Kleibenstein, Iowa State University cpease@iastate.edu
Ann M. Bell, Caelum Research abell@mail.arc.nasa.gov
William A. Sethares, University of Wisconsin, Madison sethares@ece.wisc.edu
Gary Anderson, Board of Governors, Federal Reserve m1gsa00@frb.gov
Session 8.2, 6/25/99, 14:00-15:30 Fulton 117
Computational Econometrics and Statistics III
Chair: Lynda Khalaf, Université Laval
| Organized by: | David A. Belsley, Boston College |
Filippo Altissimo, Bank of Italy alti.3441@interbusiness.it
Maria Odejar, Kansas State University mariaana@ksu.edu
Ullrich Heilemann, Universität Duisburg and RWI heil@rwi-essen.de
Heinz Josef Münsch, RWI muench@rwi-essen.de
Michael B. E. Ackermann, Universität Duisburg and RWI ackerman@rwi-essen.de
Jean-Marie Dufour, Université de Montréal dufour@CRDE.umontreal.ca
Lynda Khalaf, Université Laval lynda.khalaf@ecn.ulaval.ca
Session 8.3, 6/25/99, 14:00-15:30 Fulton 145
Software Environments for Bayesian Econometrics
Chair: John Geweke, University of Minnesota and FRB
| Organized by: | John Geweke, University of Minnesota and FRB |
Siddhartha Chib, Washington University chib@simon.wustl.edu
John Geweke, University of Minnesota and FRB geweke@atlas.socsci.umn.edu
William McCausland, University of Minnesota mccaus@atlas.socsci.umn.edu
Asli Ogunc, Louisiana State University aogunc@lsu.edu
Dek Terrell, Louisiana State University mdterre@unix1.sncc.lsu.edu
R. Carter Hill, Louisiana State University eohill@unix1.sncc.lsu.edu
Session 8.4, 6/25/99, 14:00-15:30 Fulton 150
Models with Explicit Expectations II
Chair: Sharon Kozicki, Federal Reserve Bank of Kansas City
| Organized by: | Michael Binder, University of Maryland |
| | Peter Tinsley, University of Cambridge |
Peter Isard, International Monetary Fund pisard@imf.org
Douglas Laxton, International Monetary Fund dlaxton@imf.org
Ann-Charlotte Eliasson, Ann-Charlotte.Eliasson@hhs.se
S. G. Brian Henry, London Business School bhenry@lbs.ac.uk
Stephen G. Hall, Imperial College s.g.hall@ic.ac.uk
James Nixon, London Business School jnixon@lbs.ac.uk
David Reifschneider, Board of Governors of the Federal Reserve System dreifschneider@frb.gov
John C. Williams, Board of Governors of the Federal Reserve System jwilliams@frb.gov
Sharon Kozicki, Federal Reserve Bank of Kansas City skozicki@frbkc.org
Peter Tinsley, University of Cambridge peter.tinsley@econ.cam.ac.uk
Session 8.5, 6/25/99, 14:00-15:30 Fulton 235
Term-Structure Modeling
Chair: Doug Rolph, University of Washington
Raji Ramachandran, Florida State University bhethana@worldnet.att.net
Paul Beaumont, Florida State University beaumont@scri.fsu.edu
Ioulia Ioffe, York University iioulia@pascal.math.yorku.ca
Alexandra E. MacKay, University of Toronto amackay@mgmt.utoronto.ca
Eliezer Z. Prisman, York University eprisman@yorku.ca
Doug Rolph, University of Washington rolph@u.washington.edu
Session 9.1, 6/26/99, 8:00-9:30 Fulton 115
Option Pricing
Chair: Manfred Gilli, University of Geneva
Roy Kouwenberg, Erasmus University Rotterdam kouwenberg@few.eur.nl
Jacek Gondzio, University of Edinburgh gondzio@maths.ed.ac.uk
Ton Vorst, Erasmus University Rotterdam vorst@few.eur.nl
Antonio Mele, THEMA Antonio.Mele@u-paris10.fr
Fabio Fornari, Bank of Italy alti.3441@interbusiness.it
Michael Sullivan, Florida International University sullivan@fiu.edu
Manfred Gilli, University of Geneva manfred.gilli@metri.unige.ch
Kai Hencken, University of Basel
Philippe Huber and Evis Kellezi, University of Geneva
Matthias Kroedel, University of Geneva matthias.kroedel@metri.unige.ch
Giorgio Pauletto, Yale University and University of Geneva giorgio.pauletto@metri.unige.ch
Session 9.2, 6/26/99, 8:00-9:30 Fulton 117
Models with Explicit Expectations III
Chair: Jang-Ting Guo, University of California, Riverside
| Organized by: | Michael Binder, University of Maryland |
| | Sharon Kozicki, Federal Reserve Bank of Kansas City |
Michael Binder, University of Maryland binder@glue.umd.edu
Sergey Slobodyan, Washington University sergey@wueconc.wustl.edu
Burkhard Flieth, Max Planck Institute flieth@commerce.uq.edu.au
John Foster, University of Queensland foster@commerce.uq.edu.au
Marcelle Chauvet, University of California, Riverside chauvet@mail.ucr.edu
Jang-Ting Guo, University of California, Riverside guojt@mail.ucr.edu
Session 9.3, 6/26/99, 8:00-9:30 Fulton 145
Algorithms III
Chair: Mark Fisher, Federal Reserve Bank of Atlanta
Berç Rustem, Imperial College br@doc.ic.ac.uk
Tetsuya Noguchi, Imperial College tn4@doc.ic.ac.uk
Michael Selby, Imperial College mjpselby@viningsparks.com
Serdar Sayan, Bilkent University sayan@bilkent.edu.tr
Arzdar Kiraci, Bilkent University arzdar@bilkent.edu.tr
Harry J. Paarsch, University of Iowa hjp@paarsch.biz.uiowa.edu
Alberto M. Segre, University of Iowa segre@dollar.biz.uiowa.edu
Mark Fisher, Federal Reserve Bank of Atlanta me.fisher@atl.frb.org
Session 9.4, 6/26/99, 8:00-9:30 Fulton 150
Time Series Modeling of Interest Rates
Chair: Meral Karasulu, International Monetary Fund and Bogaziçi University
| Organized by: | Basma Bekdache, Wayne State University |
Claudia Panseri, Fondazione ENI Enrico Mattei panseri.claudia@feem.it
Giovanni Urga, University of Bergamo gurga@lbs.ac.uk
Annalisa Cristini, University of Bergamo annalisa@unibg.it
Douglas Laxton, International Monetary Fund dlaxton@imf.org
Michael Bleany, University of Nottingham lezmb@len1.econ.nottingham.ac.uk
Robert A. Connolly, University of North Carolina connollr@icarus.bschool.unc.edu
Nuray Güner, Middle East Technical University nguner@man.metu.edu.tr
Basma Bekdache, Wayne State University bbekdac@econ.wayne.edu
Christopher F. Baum, Boston College baum@bc.edu
Session 9.5, 6/26/99, 8:00-9:30 Fulton 235
Financial Econometrics II
Chair: Mark Kamstra, Simon Fraser University
Peter Woehrmann, University of Bielefeld pwoehrmann@wiwi.uni-bielefeld.de
Willi Semmler, University of Bielefeld wsemmler@wiwi.uni-bielefeld.de
Simone Manganelli, University of California, San Diego smangane@ucsd.edu
Robert F. Engle, University of California, San Diego rengle@weber.ucsd.edu
Cesare Robotti, Boston College robotti@bc.edu
Pierluigi Balduzzi, Boston College balduzzp@mail1.bc.edu
Mark Kamstra, Simon Fraser University kamstra@sfu.ca
R. Glen Donaldson, University of British Columbia glen@donaldson.commerce.ubc.ca
Session 10.1, 6/26/99, 9:30-10:45 Fulton 115
Evolutionary Computation III - Agent-Based Modelling of Games
Chair: Tzai-Der Wang, University of Paisley
| Organized by: | Shu-Heng Chen, National Chengchi University |
| | Chia-Hsuan Yeh, National Chengchi University |
Thomas Riechmann, University of Hannover riechmann@vwl.uni-hannover.de
Chih-Chi Ni, National Chengchi University g2258503@grad.cc.nccu.edu.tw
Shu-Heng Chen, National Chengchi University chchen@cc.nccu.edu.tw
Tzai-Der Wang, University of Paisley wang-ci0@wpmail.paisley.ac.uk
Colin Fyfe, University of Paisley fyfe-ci0@wpmail.paisley.ac.uk
John Paul Marney, University of Paisley marn-em0@wpmail.paisley.ac.uk
Session 10.2, 6/26/99, 9:30-10:45 Fulton 117
Internet Economics II - Electronic Commerce
Chair: Michael Smith, Massachusetts Institute of Technology
| Organized by: | Thorsten Wichmann, Berlecon Research |
Rafael Tenorio, University of Notre Dame tenorio.1@nd.edu
Robert F. Easley, University of Notre Dame easley.2@nd.edu
Michael Smith, Massachusetts Institute of Technology mds@mit.edu
Erik Brynjolfsson, Massachusetts Institute of Technology erikb@mit.edu
Session 10.3, 6/26/99, 9:30-10:45 Fulton 145
Genetic Algorithms
Chair: John Duffy, University of Pittsburgh
M. A. Kaboudan, Penn State Lehigh Valley mak7@psu.edu
Stefan Kooths, Westfälische Wilhelms-Universität kooths@uni-muenster.de
John Duffy, University of Pittsburgh jduffy+@pitt.edu
Jim Warnick, University of Pittsburgh jcwst22+@pitt.edu
Session 10.4, 6/26/99, 9:30-10:45 Fulton 150
Neural Nets
Chair: Thomas G. Wier, Northeastern State University
Jonathan Hill, University of Colorado jonathan.hill@colorado.edu
Tung Liu, Ball State University tliu@bsu-cs.bsu.edu
Chung-Ming Kuan, National Taiwan University ckuan@ccms.ntu.edu.tw
Thomas G. Wier, Northeastern State University wier@cherokee.nsuok.edu
Vir V. Phoha, Northeastern State University phoha@cherokee.nsuok.edu
Session 10.5, 6/26/99, 9:30-10:45 Fulton 235
Models with Explicit Expectations IV
Chair: John Landon-Lane, The University of New South Wales
| Organized by: | Michael Binder, University of Maryland |
| | Sharon Kozicki, Federal Reserve Bank of Kansas City |
Gary Anderson, Board of Governors of the Federal Reserve System m1gsa00@frb.gov
Nicoletta Batini, Bank of England nicoletta.batini@bankofengland.co.uk
Edward Nelson, Bank of England edward.nelson@btinternet.com
John Landon-Lane, The University of New South Wales j.landon-lane@unsw.edu.au
Session 11.1, 6/26/99, 11:15-12:30 Fulton 115
Integrated Time Series Models II
Chair: Uwe Hassler, Free University Berlin
| Organized by: | Uwe Hassler, Free University Berlin |
Uwe Hassler, Free University Berlin uwe@wiwiss.fu-berlin.de
Robert A. Connolly, University of North Carolina connollr@icarus.bschool.unc.edu
Paisan Limratanamongkol, University of North Carolina paisan@email.unc.edu
Hans-Martin Krolzig, University of Oxford hans-martin.krolzig@nuffield.oxford.ac.uk
Session 11.2, 6/26/99, 11:15-12:30 Fulton 117
Economics and Effective Computability
Chair: Francesco Luna, University of Venice
| Organized by: | Francesco Luna, University of Venice |
Marcel K. Richter, University of Minnesota richter@mec.econ.umn.edu
Kam-Chau Wong, Chinese University of Hong Kong b707721@mailserv.cuhk.edu.hk
Kislaya Prasad, Florida State University kprasad@coss.fsu.edu
Francesco Luna, University of Venice fluna@unive.it
Session 11.3, 6/26/99, 11:15-12:30 Fulton 145
Games II
Chair: M. Utku Ünver, University of Pittsburgh
Hisao Ishibuchi, Osaka Prefecture University hisaoi@ie.osakafu-u.ac.jp
Chi-Hyon Oh, Osaka Prefecture University oh@ie.osakafu-u.ac.jp
Tomoharu Nakashima, Osaka Prefecture University nakashi@ie.osakafu-u.ac.jp
M. Utku Ünver, University of Pittsburgh umust+@pitt.edu
Session 11.4, 6/26/99, 11:15-12:30 Fulton 150
Computation, Dynamic Modelling and Complex Dynamics
Chair: Emilio Barucci, University of Florence
| Organized by: | Emilio Barucci, University of Florence |
Fernando Tohme, Universidad Nacional del Sur ftohme@criba.edu.ar
Silvia London, Universidad Nacional del Sur slondon@criba.edu.ar
Domenico Colucci, University of Florence colucci@facec.cce.unifi.it
Ching-Wei Tan, National Chengchi University g4258506@grad.cc.nccu.edu.tw
Session 11.5, 6/26/99, 11:15-12:30 Fulton 235
Optimal Monetary Policy Design
Chair: Andrew Levin, Federal Reserve Board
| Organized by: | Volker Wieland, Federal Reserve Board |
Andrew Levin, Federal Reserve Board levina@frb.gov
Christopher J. Erceg, Federal Reserve Board ercegc@frb.gov
Dale W. Henderson, Federal Reserve Board hendersd@frb.gov
Alexander L. Wolman, Federal Reserve Bank of Richmond e1alw02@rich.frb.org
Volker Wieland, Federal Reserve Board vwieland@frb.gov
Andrew Levin, Federal Reserve Board levina@frb.gov
John C. Williams, Federal Reserve Board m1jcw99@frb.gov
Session 12.1, 6/26/99, 14:00-15:15 Fulton 115
Evolutionary Computation IV - Agent-Based Modelling of Markets
Chair: Chia-Hsuan Yeh, National Chengchi University
| Organized by: | Shu-Heng Chen, National Chengchi University |
| | Chia-Hsuan Yeh, National Chengchi University |
Kimitaka Uno, National Defense Academy kimi@cc.nda.ac.jp
Akira Namatame, National Defense Academy nama@cmr4w1.cc.nda.ac.jp
Masayuki Ishinishi, National Defense Academy mishi@cs.nda.ac.jp
Akira Namatame, National Defense Academy nama@cmr4w1.cc.nda.ac.jp
Session 12.2, 6/26/99, 14:00-15:15 Fulton 117
Dynamical Models of Creative Destruction
Chair: Pierre Malgrange, CEPREMAP
| Organized by: | Pierre Malgrange, CEPREMAP |
| | Raouf Boucekkine, Universidad Carlos III |
Fabrice Collard, CEPREMAP fabrice.collard@cepremap.cnrs.fr
Patrick Fève, Nantes University and CEPREMAP patrick.feve@cepremap.cnrs.fr
François Langot, University of Le Mans and CEPREMAP francois.langot@cepremap.cnrs.fr
Corrine Perraudin, CEPREMAP perraudi@ensae.fr
E. Bengoechea, Universidad Carlos III de Madrid ebb@eco.uc3m.es
R. Boucekkine, Universite Catholique de Louvain boucekkine@ires.ucl.ac.be
Session 12.3, 6/26/99, 14:00-15:15 Fulton 145
Macro-Econometrics
Chair: Peter Ireland, Boston College
Sunghyun Henry Kim, Brandeis University hkim@brandeis.edu
M. Ayhan Kose, Brandeis University akose@lemberg.brandeis.edu
M. Ayhan Kose, Brandeis University akose@lemberg.brandeis.edu
Bill Blankenau, University of Wisconsin-Whitewater blankenw@uwwvax.uww.edu
Kei-Mu Yi, Federal Reserve Bank of New York kei-mu.yi@ny.frb.org
Peter Ireland, Boston College peter.ireland@bc.edu
Session 12.4, 6/26/99, 14:00-15:15 Fulton 235
Time Series
Chair: Mark J. Jensen, University of Missouri
Todd E. Clark, Federal Reserve Bank of Kansas City tclark@frbkc.org
Michael McCracken, Louisiana State University mmccrac@unix1.sncc.lsu.edu
Esben P. Hoeg, Aarhus School of Business eh@hha.dk
Mark J. Jensen, University of Missouri jensen@haar.econ.missouri.edu
Session 13.1, 6/26/99, 16:45-18:15 Fulton 115
Evaluation of Software for Economists
Chair: Charles G. Renfro, Alphametrics Corporation
| Organized by: | Charles G. Renfro, Alphametrics Corporation |
Ric D. Herbert, University of Western Sydney r.herbert@uws.edu.au
B. D. McCullough, Federal Communications Commission bmccullo@fcc.gov
Charles G. Renfro, Alphametrics Corporation 74242.2260@compuserve.com
Session 13.2, 6/26/99, 16:45-18:15 Fulton 117
Computational Econometrics and Statistics IV
Chair: Erricos Kontoghiorghes, University of Neuchatel
| Organized by: | David A. Belsley, Boston College |
Max E. Jerrell, Northern Arizona University max.jerrell@nau.edu
Theophile Azomahou, University Louis Pasteur azomahou@cournot.u-strasbg.fr
Denis Bolduc, Université Laval denis@ecn.ulaval.ca
Dimitri Sanga, Université Laval
Erricos Kontoghiorghes, University of Neuchatel erricos.kontoghiorghes@info.unine.ch
Session 13.3, 6/26/99, 16:45-18:15 Fulton 145
Dimensionality
Chair: Bill Goffe, University of Southern Mississippi
Jose-Manuel Rey, Universidad Complutense de Madrid j-man@ccee.ucm.es
Manuel Morán, Universidad Complutense de Madrid
Mario J. Miranda, The Ohio State University miranda.4@osu.edu
Paul L. Fackler, North Carolina State University fackler-pl@are1.cals.ncsu.edu
Romulo A. Chumacero, University of Chile rchumace@decon.facea.uchile.cl
Bill Goffe, University of Southern Mississippi bill.goffe@usm.edu
Session 13.4, 6/26/99, 16:45-18:15 Fulton 150
Financial Modeling
Chair: Luis M. Viceira, Harvard Business School
Michael Haliassos, University of Cyprus haliassos@aya.yale.edu
Christis Hassapis, University of Cyprus christis@ucy.ac.cy
Blake LeBaron, Brandeis University blebaron@brandeis.edu
P. Ruben Mercado, Bryn Mawr College pmercado@brynmawr.edu
David Kendrick, University of Texas kendrick@eco.utexas.edu
John Y. Campbell, Massachusetts Institute of Technology jyc@mit.edu
Joao Cocco, Harvard University cocco@fas.harvard.edu
Francisco Gomes, Harvard University fgomes@nber.org
Pascal Maenhout, Harvard University pmaenhou@kuznets.fas.harvard.edu
Luis M. Viceira, Harvard Business School lviceira@hbs.edu
Session 13.5, 6/26/99, 16:45-18:15 Fulton 235
Agent-Based Modeling
Chair: Charlotte Bruun, Aalborg University
Adolfo López Paredes, ETS Ingenieros Industriales adlo@dali.eis.uva.es
Cesáreo Hernández Iglesias, ETS Ingenieros Industriales cesareo@dali.eis.uva.es
David Collings, BT Laboratories david.collings@bt-sys.bt.co.uk
A. A. Reeder, BT Laboratories tony.reeder@bt-sys.bt.co.uk
Iqbal Adjali, BT Laboratories iqbal.adjali@bt.com
P. Crocker, BT Laboratories
M. H. Lyons, BT Laboratories michael.lyons@bt-sys.bt.co.uk
Richard Stahnke, Columbia University rws6@columbia.edu
Charlotte Bruun, Aalborg University cbruun@socsci.auc.dk
Francesco Luna, University of Venice fluna@unive.it
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