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Report NEP-ORE-2017-10-08
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:
- Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
- Roberto Roson & Dominique van der Mensbrugghe, 2017, "Demand-Driven Structural Change in Applied General Equilibrium Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:11.
- Luo, Ye & Spindler, Martin, 2017, "L2-Boosting for Economic Applications," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168194.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
- Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2016, "Symmetric Information Bubbles: Experimental Evidence," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1613, Dec.
- Elmar Mertens & James M. Nason, 2017, "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-60, Sep.
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2017, "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," MPRA Paper, University Library of Munich, Germany, number 81638, Sep.
- Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2017, "Rectangular latent Markov models for time-specific clustering," Working Papers, University of Toronto, Department of Economics, number tecipa-589, Sep.
- Yang Hu & Les Oxley, 2017, "Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?," Working Papers in Economics, University of Waikato, number 17/19, Sep.
- Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12339, Sep.
- Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2017, "Semiparametric count data modeling with an application to health service demand," hche Research Papers, University of Hamburg, Hamburg Center for Health Economics (hche), number 15.
- Kraft, Holger & Weiss, Farina, 2017, "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 181, DOI: 10.2139/ssrn.3034165.
- Giuseppe Albanese & Marika Cioffi & Pietro Tommasino, 2017, "Legislators' behaviour and electoral rules: evidence from an Italian reform," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1135, Sep.
- Kharina Dwinanda Putri, 2017, "Do Web Atmospherics Affect Purchase Intention? The Role of Color and Product Display," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jmmr143, May.
- Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168206.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
- Timo Teräsvirta, 2017, "Nonlinear models in macroeconometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-32, Sep.