Welcome to the latest issue of CHEER.
As Chris Mitchell explains in his Report, CHEER will continue to come out twice each year, but the new ECONOMICS LTSN has taken over the role of joint publishers of CHEER (together with the Caleco Group at Portsmouth) from CTI Economics. From next year there will also be a sister journal to CHEER to cover the non-technology-based aspects of teaching and learning in economics. I wanted it to be called BEER (Bulletin of Economics Education Research) but wiser counsels have prevailed and it will probably just be the "Bulletin of Economics Education".
There are two refereed papers in this issue of CHEER, both with a flavour of finance about them. Michael Osborne shows how a computer algebra program like Mathcad, Mathematica, Maple or Matlab can be used to help visualise financial concepts such as the internal rate of return that fall into the complex plane when expressed algebraically. Then David Smith looks at the potential of spreadsheets such as Excel for conducting simulation studies when exploring risk in investment appraisal.
In our short note section Martin Poulter, Libby Miller and Emma Place announce the arrival of the Internet Economist, a new on-line "teach yourself" tutorial on Internet information skills for economists. Martin has also written a short note in which he unravels many of the many acronyms that have crept into CHEER in the last few years. [I noticed he has left off CHEER itself but then it is spelled out on the cover!]
Kate Garland reports on the CHI2000 Conference on Human Factors in Computing Systems that took place in The Hague earlier this year. We also include a special two page search-by-subject guide for economists prepared by members of the International Bibliography of the Social Sciences (IBSS). [Web Editor's note: This a PDF file rather than HTML. You will need to download the free Adobe Acrobat Reader plug-in for your browser if you do not already have it.]
In our software reviews section, together with Yasushi Ninomiya, I review the new release of the STAMP program for Structural Time Series modelling.
There will be one more issue of CHEER this year. The deadline for copy is Friday 15th September. If you would like to submit a paper, short note, report or review, please contact me by letter, e-mail, telephone or fax. My e-mail address is Guy.Judge@port.ac.uk . Note that all papers are refereed.
I should like to apologise to James Reiss, and to readers of CHEER, for a number of misprints that crept into the printed version of his article in the previous issue of CHEER. These errors were introduced into some of the formulae when the paper was transmitted electronically prior to printing. We have tightened up on our procedures and we hope this will prevent such a thing happening again. The corrected version of the paper may be found in our online archive.