Report NEP-CMP-2013-09-24This 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:
- A S Hurn & Kenenth A Lindsay & Andrew McClelland, 2013. "On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options," NCER Working Paper Series, National Centre for Econometric Research 90, National Centre for Econometric Research.
- Derek Anderson & Ben Hunt & Mika Kortelainen & Michael Kumhof & Douglas Laxton & Dirk Muir & Susanna Mursula & Stephen Snudden, 2013. "Getting to Know GIMF," IMF Working Papers, International Monetary Fund 13/55, International Monetary Fund.
- Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013. "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper 49822, University Library of Munich, Germany.
- Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013. "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers 19457, National Bureau of Economic Research, Inc.
- Louise Roos, 2013. "Construction of a database for a dynamic CGE model for South Africa," Centre of Policy Studies/IMPACT Centre Working Papers g-234, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Alexander Ludwig & Matthias Schön, 2013. "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Working Paper Series in Economics, University of Cologne, Department of Economics 65, University of Cologne, Department of Economics, revised 11 Jun 2014.
- Oskar Lecuyer & Philippe Quirion, 2013. "Can Uncertainty Justify Overlapping Policy Instruments to Mitigate Emissions?," Working Papers, Chaire Economie du Climat 1301, Chaire Economie du Climat.