Author Index to Volume 27

Journal of Economic Dynamics & Control 28 (2004) 2511–2515

Author index to volume 27 (2003)$ Abaffy, J., Bertocchi, M., Dupa$cov!a, J., Giacometti, R., Hu$skov!a, M., Moriggia, V., A nonparametric model for analysis of the EURO bond market Alemdar, N.M., Sirakaya, S., On-line computation of Stackelberg equilibria with synchronous parallel genetic algorithms Amato, J.D., Laubach, T., Estimation and control of an optimization-based model with sticky prices and wages Amman, H.M., Kendrick, D.A., Mitigation of the Lucas critique with stochastic control methods Barone-Adesi, G., Bermudez, A., Hatgioannides, J., Two-factor convertible bonds valuation using the method of characteristics/finite elements Batini, N., Harrison, R., Millard, S.P., Monetary policy rules for an open economy Benchekroun, H., Gaudet, G., On the profitability of production perturbations in a dynamic natural resource oligopoly Benhamou, E., Duguet, A., Small dimension PDE for discrete Asian options Berkelaar, A., Kouwenberg, R., Retirement saving with contribution payments and labor income as a benchmark for investments Bermudez, A., see Barone-Adesi, G. Bertocchi, M., see Abaffy, J. Bidarkota, P.V., McCulloch, J.H., Consumption asset pricing with stable shocksFexploring a solution and its implications for mean equity returns Bischi, G.-I., Dawid, H., Kopel, M., Gaining the competitive edge using internal and external spillovers: a dynamic analysis Blackburn, K., Bose, N., A model of trickle-down through learning Blomvall, J., Lindberg, P.O., Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990–1999 Bose, N., see Blackburn, K. Boucekkine, R., de la Croix, D., Information technologies, embodiment and growth Branch, W.A., Local convergence properties of a cobweb model with rationally heterogeneous expectations 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 Cadiou, L., D!ees, S., Laffargue, J.-P., A computational general equilibrium model with vintage capital Caputo, M.R., The comparative dynamics of closed-loop controls for discounted infinite horizon optimal control problems Caucutt, E.M., Kumar, K.B., Higher education subsidies and heterogeneity: a dynamic analysis Cellini, R., Lambertini, L., A differential game approach to investment in product differentiation 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.

1113 1503 1181 2035 1801 2059 1237 2095 1069 1801 1113 399 2171 445 1099 445 2007 63 875 87 1961 1335 1459 51 987 29

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 smallopen economies by a sample-independent approach Chesney, M., see Louberg!e, H. Chiarella, C., He, X.-Z., Dynamics of beliefs and learning under aL -processes F the heterogeneous case Coakley, J., Fuertes, A.-M., P!erez, M.-T., Numerical issues in threshold autoregressive modeling of time series Coleman, T.F., see Windcliff, H. Coto-Mart!ınez, J., Dixon, H., Profits, markups and entry: fiscal policy in an open economy Cremonini, D., see Cesari, R. Cvitani!c, J., Goukasian, L., Zapatero, F., Monte Carlo computation of optimal portfolios in complete markets

1663 157 503 2219 1133 573 987 971

Dacorogna, M., see Genc-ay, 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. D!ees, S., see Cadiou, L. de la Croix, D., see Boucekkine, R. De Waegenaere, A., see Wielhouwer, J.L. Dixon, H., see Coto-Mart!ınez, J. Duguet, A., see Benhamou, E. Dupa$cov!a, J., see Abaffy, J. Dwyer Jr., G.P., Williams, K.B., Portable random number generators

909 667 1881 1217 2171 1961 2007 243 573 2095 1113 645

Ehrmann, M., Smets, F., Uncertain potential output: implications for monetary policy 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

1611

2151 1253 1771

Feichtinger, G., see Haunschmied, J.L. Forsyth, P.A., see Windcliff, H. Fuertes, A.-M., see Coakley, J.

701 1133 2219

Gaivoronski, A.A., Stella, F., On-line portfolio selection using stochastic programming Garc!ıa, D., Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule Gaudet, G., see Benchekroun, H. Genc-ay, 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-Ram! ırez, 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 Cvitani!c, J. Guidolin, M., Timmermann, A., Option prices under Bayesian learning: implied volatility dynamics and predictive densities

1013

Hamilton, J.D., Comment on ‘‘A comparison of two business cycle dating methods’’ Harding, D., Pagan, A., A comparison of two business cycle dating methods Harding, D., Pagan, A., Rejoinder to James Hamilton

1391

1855 1237 909 1113 1517 1833 1941 1045 971 717 1691 1681 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 Hu$skov!a, M., see Abaffy, J. Jondeau, E., Rockinger, M., Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements Jondeau, E., Rockinger, M., User’s guide Jrgensen, 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 Kopel, M., see Bischi, G.-I. Kort, P.M., see Wielhouwer, J.L. Kort, P.M., see Haunschmied, J.L. Kouwenberg, R., see Gondzio, J. Kouwenberg, R., see Berkelaar, A. Krawczyk, J.B., Shimomura, K., Why countries with the same technology and preferences can have different growth rates Kumar, K.B., see Caucutt, E.M. Kutschinski, E., Uthmann, T., Polani, D., Learning competitive pricing strategies by multi-agent reinforcement learning 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 Laubach, T., see Amato, J.D. Lee, H.-Y., see Chang, W.-Y. Lindberg, P.O., see Blomvall, J.

2513 1941 2059 701 1317 1801 701 503 329 1639 357 329 467 1437 109 283 2195 303 1113

1699 1739 801 1289 1939 771 1367 2035 533 1317 2171 243 701 1045 1069 1899 1459 2207 853 1961 853 87 51 619 1181 1663 1099

2514

Author index / Journal of Economic Dynamics & Control 28 (2004) 2511–2515

Lioui, A., Poncet, P., Dynamic asset pricing with non-redundant forwards Louberg!e, H., Villeneuve, S., Chesney, M., Long-term risk management of nuclear waste: a real options approach

1163

Malcolm, W.P., see Elliott, R.J. Mart!ınez-Garc!ıa, M.P., The general instability of balanced paths in endogenous growth models: the role of transversality conditions Maurer, S.M., Huberman, B.A., Competitive dynamics of web sites McCulloch, J.H., see Bidarkota, P.V. Miao, J., see Epstein, L.G. Millard, S.P., see Batini, N. Mitra, K., see Honkapohja, S. Moriggia, V., see Abaffy, J.

1391 599 2195 399 1253 2059 1437 1113

! Najim, K., see Gomez-Ram! ırez, E. Nishimura, K., Shimomura, K., Indeterminacy in a dynamic small open economy Novales, A., Ruiz, J., Dynamic Laffer curves

1833 271 181

Olsen, R., see Genc-ay, R. Onozaki, T., Sieg, G., Yokoo, M., Stability, chaos and multiple attractors: a single agent makes a difference Oomes, N., Local trade networks and spatially persistent unemployment Ozlale, U., Price stability vs. output stability: tales of federal reserve administrations

157

909 1917 2115 1595

Pagan, A., see Harding, D. Pagan, A., see Harding, D. Perraudin, W., see Lambrecht, B. P!erez, M.-T., see Coakley, J. Petrosjan, L., Zaccour, G., Time-consistent Shapley value allocation of pollution cost reduction Pictet, O., see Genc-ay, R. Piscitelli, L., see Hughes Hallett, A.J. Polani, D., see Kutschinski, E. Poncet, P., see Lioui, A. . . Potzelberger, K., Sogner, L., Stochastic equilibrium: learning by exponential smoothing ! Poznyak, A.S., see Gomez-Ram! ırez, E. Pratap, S., Do adjustment costs explain investment-cash flow insensitivity?

381 909 303 2207 1163 1743 1833 1993

Rachev, S.T., see Tokat, Y. Rockinger, M., see Jondeau, E. Rockinger, M., see Jondeau, E. Ruiz, J., see Novales, A.

937 1699 1739 181

Salo, S., Tahvonen, O., On the economics of forest vintages Schwartz, E.S., see Tokat, Y. Sen, P., Welfare-improving debt policy under monopolistic competition Seo, B., Nonlinear mean reversion in the term structure of interest rates Shimomura, K., see Nishimura, K. Shimomura, K., see Krawczyk, J.B. Sieg, G., see Onozaki, T. Sirakaya, S., see Alemdar, N.M. Smets, F., see Ehrmann, M. . . Sogner, L., see Potzelberger, K. St-Amour, P., see Breton, M. Stella, F., see Gaivoronski, A.A. Stemp, P.J., Herbert, R.D., Calculating short-run adjustments: Sensitivity to nonlinearities in a representative agent framework

1411 937 143 2243 271 1899 1917 1503 1611 1743 875 1013

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

1411 207 651

1681 1695 619 2219

357

Author index / Journal of Economic Dynamics & Control 28 (2004) 2511–2515

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

937 843 1391

Uthmann, T., see Kutschinski, E.

2207

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 Louberg!e, H. Vorst, T., see Gondzio, J.

423 875 823 1133 1133 157 1045

Wagener, F.O.O., Skiba points and heteroclinic bifurcations, with applications to the shallow lake system W.alde, 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 coalitionsFa sequential closed-loop game approach Yokoo, M., see Onozaki, T. Zaccour, G., see Petrosjan, L. Zaccour, G., see Jrgensen, S. Zapatero, F., see Cvitani!c, J. Zemel, A., see Tsur, Y. Zenios, S.A., High-performance computing for financial planning

717

551

1533 1 1663 243 645 1133 423 109 1563 1917 381 801 971 551 907