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C. Mathematical And Quantitative Methods

Contents:

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C1 General

Ahmed, Ehsan, Roger Koppl, J. Barkley Rosser, Jr., and Mark White, "Complex Bubble
Persistence in Closed-End Country Funds" , Journal of Economic Behavior and Organization, Vol. 32, pp. 19-37.

Baumol, W. J. and Benhabib, J., "Chaos, Significance, Mechanism and Economic
Applications", Journal of Economic Perspectives, Vol. 3, pp.77-105. (ABS)

Brock, W., "Nonlinearities and Complex Dynamics in Economics and Finance" in Anderson,
Philip, Kenneth J. Arrow and David Pines, eds. The Economy as an Evolving Complex
System. Santa Fe Institute Studies in the Sciences of Complexity, Vol. 5, Redwood City
California, Addison Wesley, 1988. (HB 21 E84 1987)

Brock, W. A. "Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos
in Economics and Finance", Estudios Economicos, Vol. 8, No. 1, 1993, pp. 3-55. (DEH HAS)

(P)Brock, W. A. "Distinguishing Random and Deterministic Systems: Abridged Version",
Journal of Economic Theory, Vol. 40, October 1986, pp. 168-195.

Chen, Ping, "Empirical and Theoretical Evidence of Economic Chaos", System Dynamics
Review, Vol. 4, No. 1-2, 1988, pp. 81-108. (NIL)

Chen, Ping, "Searching for Chaos: A Challenge to Econometric Practice and Nonlinear
Tests", Chapter 15 in Day, Richard H. and Ping Chen, (editors), Nonlinear Dynamics and
Evolutionary Economics, Oxford University Press, New York, 1993, pp. 217-253. (NIL)

Crutchfield, James, Farmer, J. Doyne, Packard, Norman H. and Shaw, Robert S., "Chaos",
Scientific American, Vol. 255, No. 6, 1986, pp. 38-49. (SCIENCE LIBRARY)

Crutchfield, J. "Is Anything Ever New? Considering Emergence", in Complexity: Metaphors,
Models and Reality, edited by C. Cowan, D. Pines and D. Metzler. Santa Fe Studies in
Complexity, Proceedings Vol. 19, Reading Mass. Addison Wesley, 1994. (QH546 .C645 1994 - Checked Out)

(P) Day, R.H."The Emergence of Chaos from Classical Economic Growth", Quarterly Journal of Economics, 1983, Vol. 98, pp. 201-213. (ABS)

(P) Day, R.,and Wayne Shafer, "Ergodic Fluctuations in Deterministic Economic Models",
Journal of Economic Behavior and Organization, Vol. 8, pp. 339-361. 1987. (ABS)

Day, Richard H. and Tsong Yau Lin, "An Adaptive Neoclassical Model of Growth
Fluctuations" in N. Dimitri and A Vercelli (eds.) Alternative Approaches to Macroeconomics, Oxford University Press, 1992. (DEH-ABS)

Day, Richard H. and Jean-Luc Walter, "Economic Growth in the Very Long Run: On the
Multiple Phase Interaction of Population, Technology, and Social Infrastructure" in Barnett,
W., K. Shell and J. Geweke, Economic Complexity: Chaos, Sunspots, Bubbles and
Nonlinearity, Cambridge University Press, Cambridge, 1989.pp. 253-290. (DEH HAS)

(P) Durlauf, S. N., "Nonergodic Economic Growth", Review of Economic Studies, Vol. 60,
1993, pp. 349-366. (DEH HAS)

Durlauf, S. N., "Output Persistence, Economic Structure and the Choice of Stabilization
Policy", Brookings Papers on Economic Activity, Vol. 2, 1989, pp. 69-116. (MIC 547)

Durlauf, S. N., "Multiple Equilibria and Persistence in Aggregate Fluctuations", American
Economic Review, Vol. 81, 1991, pp. 70-74. (DEH-ABS)

Durlauf, S. N., "Path Dependence in Aggregate Output", Industrial and Corporate Change,
Vol. 1, 1994, pp. 149-172. (DEH HAS)

Durlauf, S. N., "A Theory of Persistent Income Inequality", Journal of Economic Growth, Vol
1, 1996, pp. 75-93. (DEH-ABS)

Durlauf, S. N. "Neighborhood Feedbacks, Endogenous Stratification, and Income
Inequality", in Dynamic Disequilibrium Modelling: Proceedings of the Ninth International
Symposium on Economic Theory and Econometrics, edited by W. Barnett, G. Gandolfo and C. Hillinger, Cambridge Mass. Cambridge University Press, 1996. (NIL)

Ford, Joseph, "Ergodicity for Economists" in New Quantitative Techniques for Economic
Analysis, New York: Academic Press, 1981. (HB135 N48)

Goodwin, R. M., Chaotic Economic Dynamics, Oxford University Press, Oxford, 1990.
(HB145 .G66 1990)

Goodwin, R. M., "The nonlinear accelerator and the persistence of business cycles" ,
Econometrica, Vol. 19, 1951, pp. 1-17. (MIC 360)

Goodwin, Richard M. and Pier Mario Pacini, "Nonlinear Economic Dynamics and Chaos:
An Introduction" , in N. Dimitri and A Vercelli (eds.) Alternative Approaches to
Macroeconomics, Oxford University Press, 1992, pp. 236-291.. (DEH-ABS)

Scheinkman, J. A., "Nonlinearities in Economic Dynamics", Economic Journal, 1990.
(DEH-ABS)

Woodford Michael, Equilibrium Models of Endogenous Fluctuations ,in N. Dimitri and A
Vercelli (eds.) Alternative Approaches to Macroeconomics, Oxford University Press, 1992, pp. 183-235. (DEH-ABS)

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C2 Econometric Methods: Single Equation Models


(P) Barnett, W. A. et al. Robustness of Nonlinearity and Chaos Tests to Measurement
error, Inference Method and Sample Size , Journal of Economic Behavior and Organization,
July 1995, Vol. 27, No. 2, pp. 301-320. (New item)

(P) Serletis, A. "Is There Chaos in Economic Time Series?", Canadian Journal of Economics,
Special Issue, Part I, April 1996, Vol. 29, pp. S210-212.

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C3 Econometric Methods: Multiple Equation Models

Crowder, W. J., "The Dynamic Effects of Aggregate Demand and Supply Disturbances:
Another Look", Economic Letters, September 1995, Vol. 49, No. 3, pp. 231-237. (ILL)

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C4 Econometric and Statistical Methods: Special Topics

Kohzadi, N. et al. Neural Networks for Forecasting: An Introduction , Canadian Journal
of Agricultural Economics, Vol. 43, No. 3, pp. 463-474. (NIL)

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C5 Econometric Modelling

Verkooijen, William, " A Neural Network Approach to Long Run Exchange Rate
Prediction", Computational Economics, February 1996, Vol. 9, No. 1, pp. 51-65. (DEH HAS)

(P) Kramer, W. and Rundle, R. Chaos and the Compass Rose , Economic Letters, February
1997, Vol. 54, No. 2, pp. 113-118. (New item)

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C53 Forecasting and Other Model Applications

Zhang, G.; Patuwo, B.E. and Hu, M.Y., "Forecasting with Artificial Neural Networks: The State of the Art," International Journal of Forecasting, March 1998, Vol. 14, No. 1, pp. 35-62. (New Item)

 

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C6 Mathematical Methods and Programming

Blok, Mark W. J., Dynamic Models of the Firm: Determining Optimal Investment, Financing
and Production Policies by Computer, Lecture Notes in Economics and Mathematical
Systems, Vol. 434, Heidelburg and New York, Springer, 1996. (NIL)

Brock, W. A., Hsieh, D. and B. LeBaron, Nonlinear Economic Dynamics, Chaos, and
Instability, MIT Press, Cambridge Massachusetts, 1991. (HB145 .B74 1991)

Bullard, J. and Butler, A. "Nonlinear Economic Dynamics and Chaos in Economic Models:
Implications for Policy Decisions", Economic Journal, Vol. 1203, 1993, pp. 849-867. (DEH-
ABS)

Day Richard. and Eliasson, Gunnar (eds.) The Dynamics of Market Economies, Elsevier
North-Holland, Amsterdam, 1986. (ABS)

Fisher, Franklin, The Disequilibrium Foundations of Equilibrium Economics, Cambridge
University Press, Cambridge, 1983. (HB145 F55 1983)

Gandolfo, Giancarlo, Economic Dynamics, Third edition, New York and Heidelburg,
Springer, 1996. (ILL)

Gandolfo, Giancarlo, Mathematical Methods and Models in Economic Dynamics, North
Holland Publishing Company, 1971 (HB74.M3 G28)

Grandmont, Jean-Michael (ed.) Nonlinear Economic Dynamics, Academic Press Boston,
1987. (DEH HAS)

Grandmont, Jean-Michel and Pierre Malgrange, Nonlinear Economic Dynamics an
Introduction in Grandmont, Jean-Michael (ed.) Nonlinear Economic Dynamics, Academic
Press Boston, 1987. , pp. 3-12. (DEH ABS)

Hommes, Cars H.. Chaotic Dynamics in Economic Models: Some Simple Case Studies,
Walters Noordhoff, 1991.

Khalil, E. L., "Non-linear Dynamics versus Development Processes: Two Kinds of Change.",
Manchester School of Economic and Social Studies, September 1996, Vol. 64, No. 3, pp. 309-
322. (DEH-ABS)

Lorenz, H. W., Nonlinear Dynamical Economics and Chaotic Motion, Second Edition,
Springer: Berlin, 1993.(ILL)

Medio, Alfredo and Giampolo Gallo, Chaotic Dynamics: Theory and Applications to
Economics, Cambridge University Press, 1993

Mirowski, Philip, "From Mandelbrot to Chaos in Economic Theory" Southern Economic
Journal, 1990, Vol. 57, No. 2, pp. 289-307. (DEH-ABS)

Mirowski Phiip, Mathematical Formalism and Economic Explanation in the Reconstruction
of Economic Theory edited by Philip Mirowski, Norwell, Mass, Kluwer, 1986 (LIB. HAS)

Mirowski, Philip (editor) Reconstruction of Economic Theory, Norwell, Mass, Kluwer, 1986
(HB171 .R38 1986)

Mirowski, Philip, The How When and Why of Mathematics in Economics , Journal of
Economic Perspectives, 1990. (DEH HAS)

Puu, Tonu, Non Linear Economic Dynamics, 4rd ed, Berlin, Springer-Verlag, 1998. (DEH-
ABS)

Puu, Tonu, Introduction-Nonlinear Dynamics in Puu, Tonu, Non Linear Economic
Dynamics, 3rd ed, Berlin, Springer-Verlag, 1993, pp1-9. (DEH-ABS)

Rosser, J. Barkley Jr., From Catastrophe to Chaos: A General Theory of Economic
Discontinuities, Boston, Kluwer Academic Publishers, 1991. (DEH HAS)

Rosser, J. Barkley Jr., "Chaos Theory and Rationality in Economics". In E. Eliott and J. D.
Kiel, Chaos Theory in the Social Sciences, Ann Arbor, University of Michigan Press, 1995
(H61.25 .C48 1996 - Checked out)

(P) Rosser, J. Barkley, Jr. "The Dialog Between the Economic and Ecological Theories of
Evolution", Journal of Economic Behavior and Organization, 1992, Vol. 17, pp. 195-215.
(DEH HAS)

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C63 Computational Techniques

Benaroch, M. Artificial Intelligence in Economics: Truth or Dare , Journal of Economic
Dynamics and Control, April 1996, Vol. 20, No. 4, pp. 601-605. (NIL)

Judd, K. L. Computational Economics and Economic Theory: Substitutes or
Compliments? , Journal of Economic Dynamics and Control, June 1997, pp. 907-942, (NIL)

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C7 Game Theory

C70 General

Binmore, Ken, Modeling Rational Players , Economics and Philosophy, Vol. 3, 1987, pp. 9-
55.

Hopkins, E. "Evolving Game Theory", Journal of Economic Surveys, March 1997, Vol. 11,
No. 1, pp. 101-106. (DEH-ABS)

Sigmund, K. and Young, H. P. Evolutionary Game Theory in Biology and Economics:
Introduction , Games and Economic Behavior, November 1995, , Vol. 11, No. 2, pp. 103-110.
(NIL)

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C71 Cooperative Games

(P) Guth, W. An Evolutionary Approach to Explaining Cooperative Behavior by Reciprocal
Incentives , International Journal of Game Theory, 1995, Vol. 24, No. 4, pp. 323-344. (DEH
HAS)

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C72 Noncooperative Games

Arrow, Kenneth et al. eds., The Rational Foundations of Economic Behavior: Proceedings of
the IEA Conference held in Turin, Italy, St. Martin's Press, London, 1996. (ABS)

Axelrod, R. M., "The Evolution of Strategies in the Iterated Prisoner's Dilemma," in L. D.
Davis (ed.) Genetic Algorithms and Simulated Annealing, Los Altos: Morgan Kaufmann, 1987,
pp. 32-41. (DEH HAS)

Axelrod, R., The Evolution of Cooperation, Penguin Books, London, 1990. (H1131 .A89 1984
- DEH HAS)

Axelrod, R., and D. Dion. "The Further Solution of Cooperation", Science, Vol 242, 1988,
pp. 1385-1390,. (Science Library has)

(P) Axelrod, R. "An Evolutionary Approach to Norms", American Political Science Review,
Vol. 80, 1986, pp. 1095-1011. (DEH HAS)

Axelrod, Robert and William D. Hamilton, The Evolution of Cooperation , Science, Vol.
211, pp. 1390-1396. (Science Library)

(P) Bendor, J. and Swistak, P. The Evolutionary Stability of Cooperation , American
Political Science Review, June 1997, Vol. 91, No. 2, pp. 290-307. (New item)

(P) Berninghaus, S. K. and Scwalbe, U. Evolution, Interaction and Nash Equilibria , Journal
of Economic Behavior and Organization, January 1996, Vol. 29, No. 1, pp. 57-85. (New item)

Bomze, Immanuel M., and Burger, Reinhard, "Stability by Mutation in Evolutionary Games",
Games and Economic Behavior., November 1995, Vol. 11, No. 2, pp. 146-172. (DEH HAS)

Bomze, I. M. and Weibull, J. W., "Does Neutral Stability Imply Lyapunov Stability?", Games
and Economic Behavior, November 1995, Vol. 11, No. 2, pp. 17 3-192. (DEH HAS)

(P) Cooper, D. J., Supergames Played by Finite Automata with Finite Costs of Complexity
in an Evolutionary Setting , Journal of Economic Theory, January 1996, Vol. 68, No. 1, pp.
266-275. (New item)

Cressman, R. "Evolutionary Game Theory with Two Groups of Individuals", Games
Economic Behavior, Vol. 11, November 1995, pp. 237-253. (DEH HAS)

(P) Cressman R. Evolutionary Stability in the Finitely Repeated Prisoner s Dilemma
Game , Journal of Economic Theory, January 1996, Vol. 68, No. 1, pp. 234-248. (New item)

(P) Dana, Rose-Anne and Montruccio, Luigi, "Dynamic Complexity in Duopoly Games",
Journal of Economic Theory, Vol. 40, pp. 40-56, 1986. (ABS)

Dana, Rose-Anne and Montruccio, Luigi, "Dynamic Complexity in Duopoly Games", In
Jean-Michael Grandmont (ed.) Nonlinear Economic Dynamics, Academic Press Boston,
1987. (ILL)

Friedman, Daniel, "Evolutionary Games in Economics", Econometrica, Vol. 59, pp. 637-666.
(MIC 30)

(P) Guttman, J. M., Rational Actors, Tit for Tat types and the Evolution of Cooperation ,
Journal of Economic Behavior and Organization, January 1996, Vol. 29, No. 1, pp. 1-12. (New
item)

Ho, T. H., "Finite Automata Play Repeated Prisoner's Dilemma with Information Processing
Costs", Journal of Economic Dynamics and Control, Vol. 20, No. 1-3, Jan-March 1996.
(NIL)(needs page numbers)

(P) Hofbauer, J. and Weibull, J. W., "Evolutionary Selection against Dominated Strategies",
Journal of Economic Theory, November 1996, Vol. 71, No. 2, pp. 558-573.

(P) Jehiel, P. "Limited Horizon Forecast in Repeated Alternate Games", Journal of
Economic Theory, Vol. 67, No. 2, December 1995

Kim, Y. G., "Evolutionary Analyses of Tacit Communication in Van Huyk, Battalio, and
Biels Game Experiments", Games and Economic Behavior, October 1996, Vol. 16, No. 2, pp.
218-237.(NIL) (NIL)

Matsui, A. "On Cultural Evolution: Social Norms, Rational Behavior, and Evolutionary
Game Theory,", Journal of Japanese and International Economies, September 1996, Vol. 10,
No. 3, pp. 262-294. (DEH HAS)

McKelvey, R. and Palfrey, T. "An Experimental Study of the Centipede Game",
Econometrica, Vol. 60, pp. 803-836, 1992 (MIC 360)

(P) Miller, J. H., "The Coevolution of Automata in the Repeated Prisoner's Dilemma",
Journal of Economic Bhavior and Organization, January 1996, Vol. 29, No. 1, pp. 87-112.
(New item)

Moulin, H., "Cost Sharing Under Increasing Returns: A Comparison of Simple
Mechanisms", Games and Economic Behavior, April 1996, Vol. 13, No. 2, pp. 225-251. (DEH
HAS)

Sigmund, K. and Young, H. P. "Evolutionary Game Theory in Biology and Economics:
Introduction", Games and Economic Behavior November 1995, Vol. 11, pp. 103-110. (DEH
HAS)

Smith, John Maynard, Evolution and the Theory of Games, Cambridge University
Press, 1982. (QH 371 M325)

Sugden, R. The Economics of Rights, Co-operation and Welfare, Oxford, Basil Blackwell,
1986. (ILL)

Sugden, R. Rational Choice; A Survey of Contributions From Economics and Philosophy ,
Economic Journal, ,1991, Vol. 101, pp. 751-785. (MIC 517)

Wu, J. and R. Axelrod. "How to Cope with Noise in the Iterated Prisoner's Dilemma",
Journal of Conflict Resolution, Vol. 39, 1995, pp. 183-189. (MIC 554)

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C73 Stochasic and Dynamic Games

Bergin, J. and Lipman, B. L., "Evolution with State-Dependent Mutations", Econometrica,
July, 1996, Vol. 64, No. 4, pp. 943-956. (MIC 360)

Friedman, D., Equilibrium in Evolutionary Games: Some Experimental Results , Economic
Journal, January 1996, Vol. 106, No. 434, pp. 1-25. (MIC 517) (new item)

(P) Robson, A. J. and Vega-Redondo, F. "Efficient Equilibrium Selection in Evolutionary
Games with Random Matching", Journal of Economic Theory, July 1996, Vol. 70, No. 1, pp.
65-92.

(P) Robson, A. J. "The Evolution of Strategic Behavior", Canadian Journal of Economics,
February, 1995, Vol. 28, No. 1, pp. 17-41. (DEH HAS)

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