Printed from https://ideas.repec.org/n/nep-cmp/2005-04-16.html
Report NEP-CMP-2005-04-16
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- Victor Aguirregabiria & Pedro Mira, 2005, "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics, University Library of Munich, Germany, number 0502017, Feb.
- P. Marcelo Oviedo, 2005, "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0501004, Jan.
- Krzysztof Burnecki & Rafal Weron, 2005, "Modeling the risk process in the XploRe computing environment," Risk and Insurance, University Library of Munich, Germany, number 0502001, Feb.
- Jean-Michel Dalle & Paul A. David, 2005, "SimCode: Agent-based Simulation Modelling of Open-Source Software Development," Industrial Organization, University Library of Munich, Germany, number 0502008, Feb.
- Jean-Michel Dalle & Paul David, 2005, "The Allocation of Software Development Resources In ‘Open Source’ Production Mode," Industrial Organization, University Library of Munich, Germany, number 0502011, Feb.
- Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005, "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics, University Library of Munich, Germany, number 0503002, Mar.
- 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, University Library of Munich, Germany, number 0504010, Apr.
- Item repec:dgr:umamet:2005012 is not listed on IDEAS anymore
- Fæhn, Taran & Gómez-Plana, Antonio G. & Kverndokk, Snorre, 2005, "Can a carbon permit system reduce Spanish unemployment?," Memorandum, Oslo University, Department of Economics, number 26/2004, Dec.
- Erlandsen, Solveig & Nymoen, Ragnar, 2005, "Consumption and population age structure," Memorandum, Oslo University, Department of Economics, number 27/2004, Apr.
- Jørgensen, Øystein & Ognedal, Tone & Strøm, Steinar, 2005, "Labor supply when tax evasion is an option," Memorandum, Oslo University, Department of Economics, number 06/2005, Apr.
- Frankel, David M. & Burdzy, Krzysztof, 2005, "Shocks and Business Cycles," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12274, Jan.
- DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.
- Item repec:eab:macroe:58 is not listed on IDEAS anymore
- Item repec:eab:macroe:62 is not listed on IDEAS anymore
- Carl Chiarella & Giulia Iori, 2005, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 152, Feb.
- Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005, "Modeling electricity prices with regime switching models," Econometrics, University Library of Munich, Germany, number 0502005, Feb.
- Matteo M. Pelagatti & Stefania Rondena, 2005, "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics, University Library of Munich, Germany, number 0503007, Mar.
- Eric Hillebrand, 2005, "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance, University Library of Munich, Germany, number 0501015, Jan.
- Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005, "Fast drift approximated pricing in the BGM model," Finance, University Library of Munich, Germany, number 0502005, Feb.
- Raoul Pietersz & Patrick J. F. Groenen, 2005, "Rank Reduction of Correlation Matrices by Majorization," Finance, University Library of Munich, Germany, number 0502006, Feb.
- 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, University Library of Munich, Germany, number 0501011, Jan.
- Pedro S. Amaral & Erwan Quintin, 2005, "Finance Matters," Macroeconomics, University Library of Munich, Germany, number 0502007, Feb.
- Paolo Surico, 2005, "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Macroeconomics, University Library of Munich, Germany, number 0504014, Apr.
- Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova, 2003, "Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/09, Dec.