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. 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:

• 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 16-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
• Ignacio Presno & Anna Orlik, 2016. "On Credible Monetary Policies under Model Uncertainty," 2016 Meeting Papers 1280, Society for Economic Dynamics.
• 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 74773, University Library of Munich, Germany, revised 27 Oct 2016.
• V. Kerry Smith & Min Qiang Zhao, 2016. "Evaluating Economy-Wide Benefit Cost Analyses," NBER Working Papers 22769, National Bureau of Economic Research, Inc.
• Michaelides, Panayotis G. & Tsionas, Efthymios & Konstantakis, Konstantinos, 2016. "Financial Bubble Detection : A Non-Linear Method with Application to S&P 500," MPRA Paper 74477, University Library of Munich, Germany.
• Xavier Jara & Erik Schokkaert, 2016. "Putting subjective well-being to use for ex-ante policy evaluation," Working Papers of Department of Economics, Leuven 553932, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• 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 553966, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• 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 11, Saarland University of Applied Sciences (htw saar), Saarland Business School.
• Eric Weese & Masayoshi Hayashi & Masashi Nishikawa, 2016. "Inefficiency and Self-Determination: Simulation-based evidence from Meiji Japan," Discussion Papers 1627, Graduate School of Economics, Kobe University.
• Karel in 't Hout & Radoslav Valkov, 2016. "Numerical study of splitting methods for American option valuation," Papers 1610.09622, arXiv.org.
• Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016. "Multifractal cross wavelet analysis," Papers 1610.09519, arXiv.org, 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 1611.00389, arXiv.org, revised Nov 2019.
• Marcelo Zouain Pedroni & Sebastian Dyrda, 2016. "Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Shocks," 2016 Meeting Papers 1245, Society for Economic Dynamics.
• Semin Kim, 2016. "Ordinal Versus Cardinal Voting Rules: A Mechanism Design Approach," Working papers 2016rwp-94, Yonsei University, Yonsei Economics Research Institute.
• Beatrice Acciaio & Alexander M. G. Cox & Martin Huesmann, 2016. "Model-independent pricing with insider information: a Skorokhod embedding approach," Papers 1610.09124, arXiv.org, revised Jun 2020.