Report NEP-ORE-2015-03-05This 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:
- Gordy, Michael B. & Szerszen, Pawel J., 2015. "Bayesian Estimation of Time-Changed Default Intensity Models," Finance and Economics Discussion Series 2015-2, Board of Governors of the Federal Reserve System (U.S.).
- Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
- Tapas Mishra & Claude Diebolt & Mamata Parhi, 2015. "Stochastic Economic Growth and Volatile Population Dynamics: Past Imperfect and Future Tense," Working Papers of BETA 2015-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Maheu, John M & Yang, Qiao, 2015. "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper 62408, University Library of Munich, Germany.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
- Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.