Report NEP-CMP-2012-12-15This 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:
- Bin Li & Steven C. H. Hoi, 2012. "Online Portfolio Selection: A Survey," Science & Finance (CFM) working paper archive 1212.2129, Science & Finance, Capital Fund Management, revised May 2013.
- Mike Giles & Lukasz Szpruch, 2012. "Multilevel Monte Carlo methods for applications in finance," Science & Finance (CFM) working paper archive 1212.1377, Science & Finance, Capital Fund Management.
- Giampaolo Arachi & Valeria Bucci & Ernesto Longobardi & Paolo Panteghini & Maria Laura Parisi & Simone Pellegrino & Alberto Zanardi, 2012. "Fiscal Reforms during Fiscal Consolidation: The Case of Italy," CESifo Working Paper Series 3753, CESifo Group Munich.
- Kano, Takashi & Nason, James M., 2012. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-09, Graduate School of Economics, Hitotsubashi University.
- Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
- Estrades, Carmen, 2012. "Is MERCOSURâ€™s External Agenda Pro-Poor?: An assessment of the European Union-MERCOSUR free-trade agreement on poverty in Uruguay applying MIRAGE," IFPRI discussion papers 1219, International Food Policy Research Institute (IFPRI).
- Debowicz, Dario & Segal, Paul, 2012. "Structural change in Argentina, 1935â€“60: The role of import substitution and factor endowments," IFPRI discussion papers 1212, International Food Policy Research Institute (IFPRI).
- Item repec:hal:wpaper:hal-00759677 is not listed on IDEAS anymore
- Femenia, Fabienne, 2012. "Should private storage be subsidized to stabilize agricultural markets after price support schemes are removed?:," IFPRI discussion papers 1205, International Food Policy Research Institute (IFPRI).
- Item repec:fie:wpaper:1202 is not listed on IDEAS anymore
- Elisa Alòs & Rafael De Santiago & Josep Vives, 2012. "Calibration of stochastic volatility models via second order approximation: the Heston model case," Economics Working Papers 1346, Department of Economics and Business, Universitat Pompeu Fabra.
- Dirk Schoenmaker & Arjen Siegmann, 2012. "Can European Bank Bailouts work?," Tinbergen Institute Discussion Papers 12-111/IV/DSF43, Tinbergen Institute.