Browse Econ Literature
More features
Printed from https://ideas.repec.org/n/nep-ore/2008-10-13.html
Report NEP-ORE-2008-10-13
This is the archive forNEP-ORE, a report on new working papers in the area of Operations Research.Walter Frisch issued this report. It is usually issued weekly.Subscribe to this report:email,RSS, orMastodon, orBluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models,"Working Papers 0814, University of Brescia, Department of Economics.
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models,"Economics Series Working Papers 403, University of Oxford, Department of Economics.
- Castro, Vítor, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?,"The Warwick Economics Research Paper Series (TWERPS) 872, University of Warwick, Department of Economics.
- Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods,"Working Papers 0815, University of Brescia, Department of Economics.
- Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation,"CPB Discussion Paper 112, CPB Netherlands Bureau for Economic Policy Analysis.
- Flavia Cortelezzi & Giovanni Villani, 2008. "Valuation of R&D Sequential Exchange Options using Monte Carlo approach,"Quaderni DSEMS 04-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.