Report NEP-CMP-2011-09-05This 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.
The following items were announced in this report:
- Quamrul H. Ashraf & David N. Weil & Joshua Wilde, 2011. "The Effect of Interventions to Reduce Fertility on Economic Growth," NBER Working Papers 17377, National Bureau of Economic Research, Inc.
- Ericson, Peter & Flood, Lennart, 2011. "Taxes, Wages and Working Hours," IZA Discussion Papers 5930, Institute for the Study of Labor (IZA).
- Tim, Xiao, 2011. "An efficient lattice algorithm for the libor market model," MPRA Paper 32972, University Library of Munich, Germany.
- Wolfgang Härdle & Maria Osipenko, 2011. "Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hwee Kwan Chow & Paul D. McNelis, 2010. "Need Singapore Fear Floating? A DSGE-VAR Approach," Working Papers 29-2010, Singapore Management University, School of Economics.
- Abdelkoddousse Ahdida & Aurélien Alfonsi, 2011. "A Mean-Reverting SDE on Correlation matrices," Working Papers hal-00617111, HAL.