Computational Economics

2018-2019

This contest was held in conjunction with the 2019 conference in Ottawa. The results:

Winner: Matthew Oldham, George Mason University, "Quantifying the Concerns of Dimon and Buffett with Data and Computation"
Finalist: Natascha Hinterlang, Deutsche Bundesbank and Goethe University Frankfurt, "Predicting Monetary Policy Using Articial Neural Networks"
Finalist: Soyoung Lee, Ohio State, "The Role of Firm Heterogeneity in Earnings Inequality"

2017-2018

This contest was held in conjunction with the 2018 conference in Milan.

Winner: Alessandro Villa and Vytautas Valaitis, Duke University, "Machine Learning Projection Methods for Macro-Finance Models"
Finalist: Magdalena Tywoniuk, Department of Finance, University of Geneva & Swiss Finance Institute, "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?"
Finalist: Nobuhide Okahata, Ohio State University, "An Alternative Solution Method for Continuous-Time Heterogeneous Agent Models with Aggregate Shocks"

2016-2017

This contest was held in conjunction with the 2017 conference in New York.

Winner: Gregor Boehl, CeNDEF Amsterdam, "Monetary Policy and Speculative Stock Markets"
Finalist: Felix Mauersberger, Pompeu Fabra, "Monetary Policy Rules in a Non-Rational World"
Finalist: Jesper Riedler, ZEW Mannheim, "Evaluating Regulation within an Artificial Financial System"

2015-2016

This contest was held in conjunction with the 2016 conference in Bordeaux.

Winner: Peter Zorn, Goethe University Frankfurt, "Investment under Rational Inattention: Evidence from US Sectoral Data"
Finalist: Jeremy Boccanfuso, Paris School of Economics, "The Expectation Formation Process along the Business Cycle: More Information or Better Information?"
Finalist: Wieland Hoffmann, University of Mannheim, "What Drives the Volatility and Persistence of House Price Growth?"

2014-2015

This contest was held in conjunction with the 2015 conference in Taipei.

Winner: Markus Riegler, London School of Economics, "The Impact of Uncertainty Shocks on the Job-Finding Rate and Separation Rate"
Finalist: Philip Harting, Bielefeld University, Germany, "Stabilization Policies and Long Term Growth: Policy Implications from an Agent-based Macroeconomic Model"
Finalist: Camillo Jiménez-Morales, University of Maryland, "Information Frictions, Nominal Shocks, and the Role of Inventories in Price-Setting Decisions"

2013-2014

This contest was held in conjunction with the 2014 conference in Oslo.

Daan in 't Velda, University of Amsterdam, "Limitations of Demand Constraints in Stabilising Financial Markets with Heterogeneous Beliefs"
In Hwan Jo and Tatsuro Senga, Ohio State University, Size Distribution and Firm Dynamics in an Economy with Credit Shocks
Jasmina Hasanhodzic, Boston University, "Increasing Borrowing Costs and the Equity Premium"

2012-2013

This contest was held in conjunction with the 2013 conference in Vancouver.

Winner: Thomas G. Ruchti, California Institute of Technology, "Estimating an Equilibrium Model of Limit Order Markets"
Finalist: Galen Sher and Pedro Vitória, University of Oxford, "An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns"
Finalist: Marcin Wolski, University of Amsterdam and Bielefeld University, "Monetary Policy, Banking and Heterogeneous Agents"

2011-2012

This contest was held in conjunction with the 2012 conference in Prague.

Petr Sedláček, University of Amsterdam, Firm Age, Business Cycles and Aggregate Labor Market Dynamics
Tae-Seok Jang and Stephen Sacht, University of Kiel, Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area
Charles Brendon, University of Oxford, Applying Perturbation Analysis to Dynamic Optimal Tax Problems

2010-2011

This contest was held in conjunction with the 2011 conference in San Francisco.

Joseph Vavra, Yale University, Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation
Damian R. Pierri, Ministry of Economy and Public Finance, University of Buenos Aires and University of San Andres, Theoretical Error Bounds for the Value and Policy Function Iteration Algorithms: An Application for Recursive Dynamic Models with Inequality Constraints
Co-Pierre Georg, Friedrich-Schiller-University Jena, The Effect of the Interbank Network Structure on Contagion and Common Shocks

2009-2010

No award was made this year.

2008-2009

This contest was held in conjunction with the July 2009 conference in Sydney.

Gaetano Gaballo, Università di Siena, Endogenous Switching of Volatility Regimes: Rational Expectations and Behavioral Sunspots

2007-2008

This contest was held in conjunction with the July 2008 conference in Paris.

Antonella Tutino, Princeton University, The Rigidity of Choice. Life cycle savings with information-processing limits
Francesco Bianchi, Bad Beta, Good Beta, and Rare Events
Antonio Mele, Repeated Moral Hazard and Recursive Lagrangeans (tie)

2006-2007

This contest was held in conjunction with the June 2007 conference in Montreal.

Andriy Norets, University of Iowa, Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables

2005-2006

This contest was held in conjunction with the June 2006 conference in Limassol, Cyprus.

Pontus Rendahl, European University Institute, Inequality Constraints in Recursive Economies
C. Bora Durdu, University of Maryland, Are Indexed Bonds a Remedy for Sudden Stops?
Mauro Bambi, European University Institute, Endogenous Growth and Time to Build: the AK Case

2004-2005

This contest was held in conjunction with the June 2005 conference in Washington, D.C.

Oleksandr Zhylyevskyy, University of Virginia, Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske-Johnson Scheme
Roberto Billi, Goethe-University, Frankfurt am Main, The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates
Che-Lin Su, Stanford University, A Sequential NCP Algorithm for Solving Equilibrium Problems with Equilibrium Constraints

2003-2004

This contest was held in conjunction with the July 2004 conference at the University of Amsterdam.

S. Boragan Aruoba, Univ. of Pennsylvania, "Data Uncertainty in General Equilibrium"
S. van der Hoog, CeNDEF,University of Amsterdam, "Credit and Cash-in-Advance in Disequilibrium Models"
J. Sadefo Kamdem, Univ. de Reims/Univ. d'Evry, "Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors"

2002-2003

This contest was held in conjunction with the July 2003 conference at the University of Washington. The Society is proud to announce the winners of this contest.

Fabrizio Laurini, University of Padova Evaluating the Extremal Index in GARCH Processes Through Double Random Walk"
Patricia Langohr, Kellogg School of Management "Competitive Convergence and Divergence: Capability and Position Dynamics"
Christoph Schleicher, University of British Columbia "Kolmogorov-Wiener Filters for Finite Time Series"

2001-2002

The Society is proud to announce the winners of the 2001-2002 contest. The winners received a total of €2,500.

Arpad Abraham "Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting," University Pompeu Fabra and London Business School
Christopher A. Laincz "Market Structure and Endogenous Productivity Growth," Duke University
Stuart McDonald and Rodney Beard "Numerical Simulation of the Term Structure of Interest Rates Using Random Fields" University of Queensland, Australia

2000-2001

The Society is proud to announce the winners of the 2000-2001 contest. Each author received a check for $1,000. They are:

Kwang Woo Park "Population Genetics and Economic Growth," Claremont Graduate University
Toke Ward Petersen "General Equilibrium Tax Policy with Hyperbolic Consumers," University of Copenhagen
Ted Turocy "Implications of Approximate Equilibrium Concepts in Sealed-Bid Auctions," Northwestern University

1999-2000

The Society is proud to announce the winners of the 1999-2000 contest. Each set of authors received a check for $1,000. They are:

Jim Engle-Warnick "Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach," University of Pittsburgh
Nienke A. Oomes "Local Interactions and Global Persistence," University of Wisconsin-Madison
Martin Ellison and Natacha Valla "Learning, Uncertainty and Central Bank Activism in an Economy with Strategic Interactions," European University Institute

1998-99

The Society is proud to announce the winners of the 1997-1998 contest. Each received a check for $1,000. They are:

David M. Drukker, "Neighborhood Effects Can Increase Inequality and Hurt Those at the Bottom," University of Texas
M. Utku Unver "Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets", University of Pittsburgh

1997-98