All papers
with underlined titles, unless otherwise noted, may be downloaded
as pdf files, verson 4 or higher. Please refer to my curriculum vitae
for more complete references to published papers.
"Money Demand
During Hyperinflation and Stabilization: Bolivia, 1980-1989",with
Carlos Asilis and Patrick Honohan, Economic Inquiry, 1992.
"Financial
Liberalization and Adjustment: The Cases of Chile and New Zealand",
with Klaus Schmidt-Hebbel, in Journal of International Money and
Finance,1993.
"Monetary
Policy Games with Broad Money Targets: A Linear Quadratic Control
Analysis of the United States and Japan" with Carlos M. Asilis, in Journal
of
Economic
Dynamics
and
Control,1994.
"Macroeconomic
Policy Games and Asset-Price Instability in the EMS: The Cases of
France,Germany, Italy, and Spain", with Carlos M. Asilis, in Economic
Modelling, 2002.
"The Effect of
the Nikkei and the S&P on the All Ordinaries: A Comparison of
Three Models" , with Guay
Lim, International Journal of Finance and Economics,1998.
Neural
Networks in Finance: Gaining Predictive Edge in the Market.
January 2005. Elsevier Acadmic
Press. Amazon.Com
link.
Matlab files (programs, utilities, and
data) cited in the book:
Please note
that these three sets of files should be unzipped to a common directory
in Matlab, such as "work", which is linked to the other matlab programs
in other paths
Last updated and debugged: Feb. 10,
2005
Erratum: missing reference to the
article by Professor Steven Walczak, discussed in pages 102-103 on
sample size for forecasting accuracy: Walczak, Steven (2001). "An
Empirical
Analysis of Data Requirements for Financial Forecasting with Neural
Networks", Journal of
Management Information Systems 17, 203-222.
