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Report NEP-CMP-2016-11-06
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:
- Toshiyuki Sakiyama & Tetsuya Yamada, 2016, "Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-13, Oct.
- Ignacio Presno & Anna Orlik, 2016, "On Credible Monetary Policies under Model Uncertainty," 2016 Meeting Papers, Society for Economic Dynamics, number 1280.
- Caesar, Cororaton & David, Orden, 2016, "Potential Economic Effects of the Reduction in Agricultural and Nonagricultural Trade Barriers in the Transatlantic Trade and Investment Partnership," MPRA Paper, University Library of Munich, Germany, number 74773, Apr, revised 27 Oct 2016.
- V. Kerry Smith & Min Qiang Zhao, 2016, "Evaluating Economy-Wide Benefit Cost Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 22769, Oct.
- Michaelides, Panayotis G. & Tsionas, Efthymios & Konstantakis, Konstantinos, 2016, "Financial Bubble Detection : A Non-Linear Method with Application to S&P 500," MPRA Paper, University Library of Munich, Germany, number 74477.
- Xavier Jara & Erik Schokkaert, 2016, "Putting subjective well-being to use for ex-ante policy evaluation," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 553932.
- Stefan Creemers, 2016, "The preemptive stochastic resource-constrained project scheduling problem: an efficient globally optimal solution procedure," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 553966, Oct.
- Correia, Isabel & Melo, Teresa, 2016, "A computational comparison of formulations for a multi-period facility location problem with modular capacity adjustments and flexible demand fulfillment," Technical Reports on Logistics of the Saarland Business School, Saarland University of Applied Sciences (htw saar), Saarland Business School, number 11.
- Eric Weese & Masayoshi Hayashi & Masashi Nishikawa, 2016, "Inefficiency and Self-Determination: Simulation-based evidence from Meiji Japan," Discussion Papers, Graduate School of Economics, Kobe University, number 1627, Sep.
- Karel in 't Hout & Radoslav Valkov, 2016, "Numerical study of splitting methods for American option valuation," Papers, arXiv.org, number 1610.09622, Oct.
- Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016, "Multifractal cross wavelet analysis," Papers, arXiv.org, number 1610.09519, Oct, revised Feb 2018.
- Nicola Cantarutti & Jo~ao Guerra & Manuel Guerra & Maria do Ros'ario Grossinho, 2016, "Option pricing in exponential L\'evy models with transaction costs," Papers, arXiv.org, number 1611.00389, Nov, revised Nov 2019.
- Marcelo Zouain Pedroni & Sebastian Dyrda, 2016, "Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Shocks," 2016 Meeting Papers, Society for Economic Dynamics, number 1245.
- Semin Kim, 2016, "Ordinal Versus Cardinal Voting Rules: A Mechanism Design Approach," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-94, Nov.
- Beatrice Acciaio & Alexander M. G. Cox & Martin Huesmann, 2016, "Model-independent pricing with insider information: a Skorokhod embedding approach," Papers, arXiv.org, number 1610.09124, Oct, revised Jun 2020.