Report NEP-ORE-2018-04-02This 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:
- Marta Banbura & Andries van Vlodrop, 2018. "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers 18-025/IV, Tinbergen Institute.
- Martin Iseringhausen, 2018. "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility – Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/944, Ghent University, Faculty of Economics and Business Administration.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers 716, Bank of England.
- Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series 6874, CESifo.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018. "Long memory in financial markets: A heterogeneous agent model perspective," MPRA Paper 84886, University Library of Munich, Germany.
- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
- Collie, David R., 2018. "Maximum-Revenue Tariffs versus Free Trade," Cardiff Economics Working Papers E2018/8, Cardiff University, Cardiff Business School, Economics Section.
- Christmann, Robin, 2018. "Prosecution and Conviction under Hindsight Bias in Adversary Legal Systems," MPRA Paper 84870, University Library of Munich, Germany.