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Report NEP-ORE-2016-01-29
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016, "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-002.
- Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014, "Forecasting with EC-VARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-07, Feb, revised 22 Feb 2014.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
- Farley Grubb, 2016, "Colonial Virginia's Paper Money Regime, 1755-1774: Value Decomposition and Performance," Working Papers, University of Delaware, Department of Economics, number 16-01.
- Wei Li & Yulei Luo & Jun Nie, 2015, "Elastic attention, risk sharing, and international comovements," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-16, Dec, DOI: 10.18651/RWP2015-16.
- Kokonas, Nikos & Polemarchakis, Herakles, 2015, "Suboptimality with land," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1103.
- Rafael Aigner, 2016, "The Fehmarn Belt Duopoly - Can the Ferry Compete with a Tunnel?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1539.
- Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015, "Models, Inattention and Expectation Updates," Discussion Papers, Centre for Macroeconomics (CFM), number 1602, Dec.
- Tomasz Wieladek, 2016, "The varying coefficient Bayesian panel VAR model," Bank of England working papers, Bank of England, number 578, Jan.
- Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016, "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4516, Jan.