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Report NEP-ORE-2018-04-02
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:
- Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
- 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, Ghent University, Faculty of Economics and Business Administration, number 18/944, Mar.
- Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers, Bank of England, number 716, Mar.
- 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, Tinbergen Institute, number 18-027/III, Mar.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
- Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018, "Long memory in financial markets: A heterogeneous agent model perspective," MPRA Paper, University Library of Munich, Germany, number 84886, Feb.
- Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018, "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1159.
- Collie, David R., 2018, "Maximum-Revenue Tariffs versus Free Trade," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/8, Mar.
- Christmann, Robin, 2018, "Prosecution and Conviction under Hindsight Bias in Adversary Legal Systems," MPRA Paper, University Library of Munich, Germany, number 84870, Feb.