Report NEP-CMP-2011-09-16This 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:
- Graupner, Marten, 2011.
"The Spatial Agent-based Competition Model (SpAbCoM)
[Das räumliche agenten-basierte Wettbewerbsmodell SpAbCoM]," IAMO Discussion Papers 135, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO).
- Carlos Léon & Clara Machado, 2011. "Designing an expert knowledge-based Systemic Importance Index for financial institutions," BORRADORES DE ECONOMIA 008953, BANCO DE LA REPÚBLICA.
- Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, School of Economics and Management, University of Aarhus.
- Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, School of Economics and Management, University of Aarhus.
- Kay Giesecke & Konstantinos Spiliopoulos & Richard B. Sowers & Justin A. Sirignano, 2011. "Large Portfolio Asymptotics for Loss From Default," Papers 1109.1272, arXiv.org, revised Feb 2015.
- Ericson, Peter & Flood, Lennart, 2011. "Taxes, Wages and Working Hours," Working Papers in Economics 514, University of Gothenburg, Department of Economics.
- Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2011. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Working Papers wp2011_08_02, Department of Economics, Florida State University.
- Item repec:ner:dauphi:urn:hdl:123456789/5524 is not listed on IDEAS anymore
- Lluís Bermúdez & Antoni Ferri & Montserrat Guillén, 2011. "A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation," Working Papers XREAP2011-12, Xarxa de Referència en Economia Aplicada (XREAP), revised Sep 2011.
- Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.
- Item repec:dgr:kubcen:2011097 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2011098 is not listed on IDEAS anymore
- Paul Beaumont & Yaniv Jerassy-Etzion, 2011. "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers wp2011_08_03, Department of Economics, Florida State University.