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Report NEP-CMP-2013-11-09
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:
- Matias Leppisaari, 2013, "Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing," Papers, arXiv.org, number 1310.8604, Oct.
- Mojsoska Blazevski, Nikica & Petreski, Marjan & Petreska, Despina, 2013, "Increasing labour market activity of the poor and females: let’s make work pay in Macedonia," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM16/13, Oct.
- Festel, Gunter & Würmseher, Martin & Rammer, Christian & Boles, Eckhard & Bellof, Martin, 2013, "Modelling production cost scenarios for biofuels and fossil fuels in Europe," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-075.
- Burkitbayeva, Saule & Kerr, William A., 2013, "The Accession of Kazakhstan, Russia and Ukraine to the WTO: What will it Mean for the World Trade in Wheat?," Commissioned Papers, Canadian Agricultural Trade Policy Research Network, number 158891, Sep, DOI: 10.22004/ag.econ.158891.
- Carla Canelas & François Gardes & Silvia Salazar, 2013, "A Microsimulation on Tax Reforms in LAC Countries: A New Approach Based on Full Expenditures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00881014, Jul.
- Lofgren, Hans, 2013, "Creating and using fiscal space for accelerated development in Liberia," Policy Research Working Paper Series, The World Bank, number 6678, Oct.
- Belik, Ivan & Hexmoor, Henry, 2013, "The Multifactor Model of the Agent’s Power in Social Networks," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/11, Oct.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.