Printed from https://ideas.repec.org/n/nep-ore/2018-04-16.html
Report NEP-ORE-2018-04-16
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:
- Dominik Bertsche & Robin Braun, 2018, "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-03, Apr.
- Halkos, George & Kitsos, Christos, 2018, "Mathematics vs. Statistics in tackling Environmental Economics uncertainty," MPRA Paper, University Library of Munich, Germany, number 85280, Mar.
- Elliott, Matt & Nava, Francesco, 2019, "Decentralized bargaining in matching markets: efficient stationary equilibria and the core," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87219, Jan.
- Giovanni Angelini & Paolo Gorgi, 2018, "DSGE Models with Observation-Driven Time-Varying parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-030/III, Mar.
- Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018, "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86981, Aug.
- Raouf Boucekkine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2018, "Stochastic Petropolitics: The Dynamics of Institutions in Resource-Dependent Economies," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1810, Apr.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
- Bontemps, Christian, 2018, "Moment-based tests under parameter uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 18-883, Mar.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Endogenous Uncertainty," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1805, Mar, DOI: 10.26509/frbc-wp-201805.
- Valentino Dardanoni & Paola Manzini & Marco Mariotti & Christopher J. Tyson, 2018, "Inferring Cognitive Heterogeneity from Aggregate Choices," Working Paper Series, Department of Economics, University of Sussex Business School, number 1018, May.
- Axel A. Araneda & Marcelo J. Villena, 2018, "Computing the CEV option pricing formula using the semiclassical approximation of path integral," Papers, arXiv.org, number 1803.10376, Mar.
- Louis Raymond Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2017, "Multidimensional Risk Aversion: The Cardinal Sin," Working Papers, University of Verona, Department of Economics, number 12/2017, Jul.
- Li, Weiming & Gao, Jing & Li, Kunpeng & Yao, Qiwei, 2016, "Modelling multivariate volatilities via latent common factors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68121, Oct.