1. Preface

   • David A. Belsley

   OriginalPaper Pages: 1 - 2

2. Numerical Analysis of Strategic Contingent Claims Models

   • Ronald W. Anderson
   • Cheng Tu

   OriginalPaper Pages: 3 - 19

3. Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts

   • Sharon Kozicki
   • P.A. Tinsley

   OriginalPaper Pages: 21 - 40

4. Alternative Approaches to Modeling time Variation in the Case of the U.S. Real Interest Rate

   • Basma Bekdache

   OriginalPaper Pages: 41 - 51

5. Modelling Federal Reserve Discount Policy

   • Christopher F. Baum
   • Meral Karasulu

   OriginalPaper Pages: 53 - 70

6. Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model

   • Mario J. Miranda

   OriginalPaper Pages: 71 - 87

7. A Stochastic Nonlinear Regression Estimator Using Wavelets

   • Zuohong Pan
   • Xiaodi Wang

   OriginalPaper Pages: 89 - 103

8. Walvelet Analysis of Commodity Price Behavior

   • Russell Davidson
   • Walter C. Labys
   • Jean-Baptiste Lesourd

   OriginalPaper Pages: 103 - 128

9. The Path Integral Approach to Financial Modeling and Options Pricing

   • Vadim Linetsky

   OriginalPaper Pages: 129 - 163

10. 1997–98 SCE Graduate Student Prize in Computational Economics

    Legacy Pages: 165 - 165