Report NEP-CMP-2018-04-02

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:

• Ming-Yuan Yang & Sai-Ping Li & Li-Xin Zhong & Fei Ren, 2018. "Modelling stock correlations with expected returns from investors," Papers 1803.02019, arXiv.org, revised Mar 2018.
• Yongyang Cai & Simon Scheidegger & Sevin Yeltekin & Philipp Renner & Kenneth Judd, 2017. "Optimal Dynamic Fiscal Policy with Endogenous Debt Limits," 2017 Meeting Papers 1543, Society for Economic Dynamics.
• Gasior, Katrin & Recchia, Pasquale, 2018. "The use of hypothetical household data for policy learning – EUROMOD HHoT baseline indicators," EUROMOD Working Papers EM6/18, EUROMOD at the Institute for Social and Economic Research.
• Tuano, Philip Arnold P. & Muyrong, Marjorie S. & Clarete, Ramon L., 2018. "Economic Impact of Typhoon Ondoy in Pasig and Marikina Cities Using a Multiweek CGE Model Analysis," Philippine Journal of Development PJD 2016 Vol. 43 No. 2a, Philippine Institute for Development Studies.
• Serafín Frache & Javier García-Cicco & Jorge Ponce, 2017. "Countercyclical Prudential Tools in an Estimated DSGE Model," Documentos de Trabajo (working papers) 0917, Department of Economics - dECON.
• NESTEROV Yurii,, 2018. "Implementable tensor methods in unconstrained convex optimization," LIDAM Discussion Papers CORE 2018005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• David Barrera & Stéphane Crépey & Babacar Diallo & Gersende Fort & Emmanuel Gobet & Uladzislau Stazhynski, 2018. "Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations," Working Papers hal-01710394, HAL.
• Daniel Ladley & Peter L. Rousseau, 2018. "Panic and propagation in 1873: a computational network approach," Vanderbilt University Department of Economics Working Papers 18-00004, Vanderbilt University Department of Economics.
• Marcelo Veracierto, 2017. "Adverse Selection, Risk Sharing and Business Cycles," 2017 Meeting Papers 1574, Society for Economic Dynamics.
• Keegan Mendonca & Vasileios E. Kontosakos & Athanasios A. Pantelous & Konstantin M. Zuev, 2018. "Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation," Papers 1803.03364, arXiv.org, revised Mar 2018.
• Blagica Petreski & Pavle Gacov, 2018. "Sustainability of the pension system in Macedonia: A comprehensive analysis and reform proposal with MK-PENS - dynamic microsimulation model," Finance Think Policy Studies 2018-02, Finance Think - Economic Research and Policy Institute.
• Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
• Göke, Leonard & Madlener, Reinhard, 2017. "High Taxes on Cloudy Days: Dynamic State-Induced Price Components in Power Markets," FCN Working Papers 18/2017, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised 01 May 2020.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.