Report NEP-CMP-2015-12-20

This 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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
• Ruoxuan Xiong & Eric P. Nichols & Yuan Shen, 2015. "Deep Learning Stock Volatility with Google Domestic Trends," Papers 1512.04916, arXiv.org, revised Feb 2016.
• Wouter den Haan & Michal Kobielarz & Pontus Rendahl, 2015. "Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models," Discussion Papers 1536, Centre for Macroeconomics (CFM).
• Ibanez, Francisco, 2015. "Calibrating the Dynamic Nelson-Siegel Model: A Practitioner Approach," MPRA Paper 68377, University Library of Munich, Germany.
• Frank T. Denton & Byron G. Spencer, 2015. "A Simulation Analysis of the Longer-Term Effects of Immigration on Per Capita Income in an Aging Population," Department of Economics Working Papers 2015-14, McMaster University.
• Jared C. Carbone & Nicholas Rivers, 2015. "Climate policy and competitiveness: Policy guidance and quantitative evidence (Payne Institute Policy Brief)," Payne Institute Policy Briefs 2014-05, Colorado School of Mines, Division of Economics and Business.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.