Report NEP-ORE-2012-11-24This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012. "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers 2012-46, Department of Economics and Business Economics, Aarhus University.
- Marjon Ruijter & Kees Oosterlee (CWI), 2012. "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper 225, CPB Netherlands Bureau for Economic Policy Analysis.
- George W. Evans & Kaushik Mitra, 2012. "E-stability in the Stochastic Ramsey Model," CDMA Working Paper Series 201209, Centre for Dynamic Macroeconomic Analysis.
- Alberto Locarno, 2012. "Monetary policy in a model with misspecified, heterogeneous and ever-changing expectations," Temi di discussione (Economic working papers) 888, Bank of Italy, Economic Research and International Relations Area.