Report NEP-CMP-2005-04-25
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email or RSS
Other reports in NEP-CMP
The following items were announced in this report:
- DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
- Item repec:eab:macroe:62 is not listed on IDEAS anymore
- Desmet, Raphaël & Jousten, Alain & Perelman, Sergio, 2005. "The Benefits of Separating Early Retirees from the Unemployed: Simulation Results for Belgian Wage Earners," IZA Discussion Papers 1571, Institute for the Study of Labor (IZA).
- P. Marcelo Oviedo, 2005. "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," GE, Growth, Math methods 0501004, EconWPA.
- Elisa Luciano & Wim Schoutens, 2005. "A Multivariate Jump-Driven Financial Asset Model," ICER Working Papers - Applied Mathematics Series 6-2005, ICER - International Centre for Economic Research.
- D. Debels & M. Vanhoucke, 2005. "A Bi-Population Based Genetic Algorithm for the Resource-Constrained Project Scheduling Problem," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/294, Ghent University, Faculty of Economics and Business Administration.
- Boris Majcen & Miroslav Verbic & Sasa Knezevic, 2005. "The Effects of Foreign Trade Liberalization and Financial Flows between Slovenia and the EU after the Accession," International Trade 0501011, EconWPA.
- Fæhn, Taran & Gómez-Plana, Antonio G. & Kverndokk, Snorre, 2005. "Can a carbon permit system reduce Spanish unemployment?," Memorandum 26/2004, Oslo University, Department of Economics.
- Christian P. Fries & Joerg Kampen, 2005. "Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)," Finance 0504010, EconWPA.
- Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics 0502005, EconWPA.
- Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics 0502017, EconWPA.
- Rómulo A. Chumacero & Klaus Schmidt-Hebbel, 2004. "General Equilibrium Models: An Overview," Working Papers Central Bank of Chile 307, Central Bank of Chile.
- Krzysztof Burnecki & Rafal Weron, 2005. "Modeling the risk process in the XploRe computing environment," Risk and Insurance 0502001, EconWPA.
- Item repec:dgr:umamet:2005012 is not listed on IDEAS anymore
- Raoul Pietersz & Patrick J. F. Groenen, 2005. "Rank Reduction of Correlation Matrices by Majorization," Finance 0502006, EconWPA.
- Item repec:eab:macroe:58 is not listed on IDEAS anymore
- Robert J. Shiller, 2005. "The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation," Cowles Foundation Discussion Papers 1504, Cowles Foundation for Research in Economics, Yale University.
- D. Debels & M. Vanhoucke, 2005. "A Decomposition-Based Heuristic For The Resource-Constrained Project Scheduling Problem," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/293, Ghent University, Faculty of Economics and Business Administration.
- Jean-Michel Dalle & Paul David, 2005. "The Allocation of Software Development Resources In ‘Open Source’ Production Mode," Industrial Organization 0502011, EconWPA.
- Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics.
- Jean-Michel Dalle & Paul A. David, 2005. "SimCode: Agent-based Simulation Modelling of Open-Source Software Development," Industrial Organization 0502008, EconWPA.
- Paolo Surico, 2005. "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Macroeconomics 0504014, EconWPA.
- Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005. "Fast drift approximated pricing in the BGM model," Finance 0502005, EconWPA.
- Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, EconWPA.
- Carl Chiarella & Giulia Iori, 2005. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series 152, Quantitative Finance Research Centre, University of Technology, Sydney.
- Frankel, David M. & Burdzy, Krzysztof, 2005. "Shocks and Business Cycles," Staff General Research Papers 12274, Iowa State University, Department of Economics.
- Donald J. Brown & Ravi Kannan, 2005. "Decision Methods for Solving Systems of Walrasian Inequalities," Cowles Foundation Discussion Papers 1508, Cowles Foundation for Research in Economics, Yale University.
- Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, EconWPA.
- Pedro S. Amaral & Erwan Quintin, 2005. "Finance Matters," Macroeconomics 0502007, EconWPA.
- Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005. "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics 0503002, EconWPA.
- Gernot Klepper & Sonja Peterson, 2005. "Emissions Trading, CDM, JI, and More – The Climate Strategy of the EU," Working Papers 2005.55, Fondazione Eni Enrico Mattei.
- Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova, 2003. "Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio," Working Papers 2003/09, Czech National Bank, Research Department.
- Jørgensen, Øystein & Ognedal, Tone & Strøm, Steinar, 2005. "Labor supply when tax evasion is an option," Memorandum 06/2005, Oslo University, Department of Economics.