Report NEP-ORE-2019-05-06

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:

• A Clements & D Preve, 2019, "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series, National Centre for Econometric Research, number 120, Apr.
• Vygintas Gontis & Aleksejus Kononovicius, 2019, "Bessel-like birth-death process," Papers, arXiv.org, number 1904.13064, Apr, revised Oct 2019.
• Bingyan Han & Hoi Ying Wong, 2019, "Mean-variance portfolio selection under Volterra Heston model," Papers, arXiv.org, number 1904.12442, Apr, revised Jan 2020.
• Fernando Rios-Avila, 2019, "Recentered Influence Functions in Stata: Methods for Analyzing the Determinants of Poverty and Inequality," Economics Working Paper Archive, Levy Economics Institute, number wp_927, Apr.
• Simon Freyaldenhoven, 2019, "A Generalized Factor Model with Local Factors," Working Papers, Federal Reserve Bank of Philadelphia, number 19-23, Apr, DOI: 10.21799/frbp.wp.2019.23.
• Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
• Lars Peter Hansen & Thomas J. Sargent, 2019, "Macroeconomic Uncertainty Prices when Beliefs are Tenuous," NBER Working Papers, National Bureau of Economic Research, Inc, number 25781, Apr.
• Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1907, Apr.
• Arturas Juodis & Yiannis Karavias, 2019, "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 59, Apr.
• Jessica E. Pac & Ann P. Bartel & Christopher J. Ruhm & Jane Waldfogel, 2019, "Paid Family Leave and Breastfeeding: Evidence from California," NBER Working Papers, National Bureau of Economic Research, Inc, number 25784, Apr.
• Hebert, Benjamin & Woodford, Michael, 2018, "Information Costs and Sequential Information Sampling," Research Papers, Stanford University, Graduate School of Business, number 3751, Nov.
• Light, Bar & Weintraub, Gabriel, 2018, "Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics," Research Papers, Stanford University, Graduate School of Business, number 3731, Oct.
• Chen, Yongmin & Li, zhuozheng & Zhang, Tianle, 2019, "A Search Model of Experience Goods," MPRA Paper, University Library of Munich, Germany, number 93547, Apr.
• A Clements & M Doolan, 2018, "Combining Multivariate Volatility Forecasts using Weighted Losses," NCER Working Paper Series, National Centre for Econometric Research, number 119, Dec.
• Plamen Nikolov & Paolo Pasimeni, 2019, "Fiscal Stabilization in the United States: Lessons for Monetary Unions," Economics Working Paper Archive, Levy Economics Institute, number wp_926, Apr.
• George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2019, "Time-varying cointegration and the UK great ratios," Bank of England working papers, Bank of England, number 789, Apr.
• Ellis, Andrew, 2017, "Foundations for optimal inattention," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85334, Oct.
• Natalia Salazar & Diego Gut�errez & Fedesarrollo, 2018, "La financiación de las grandes ciudades: revisión de la literatura, comparación internacional y experiencias exitosas," Informes de Investigación, Fedesarrollo, number 17253, Nov.
• Jamie Coen & Caterina Lepore & Eric Schaanning, 2019, "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers, Bank of England, number 793, Apr.
• Papageorgiou, Ioulia & Moustaki, Irini, 2019, "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87592, Mar.
• Guglielmo Maria Caporale & Daria Teterkina, 2019, "Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods," CESifo Working Paper Series, CESifo, number 7612.
• Fei Sun & Xiaozhi Fan & Weitao Liu, 2019, "Set-valued risk statistics with the time value of money," Papers, arXiv.org, number 1905.00486, Apr, revised Aug 2021.
• Tamilina, Larysa & Tamilina, Natalya, 2018, "Path Break versus Path Drift: A Comparative Approach to Explain Variations in Institutional Effects on Economic Growth," MPRA Paper, University Library of Munich, Germany, number 93561, Jan.
• Guida Nogueira & António Portugal Duarte, 2019, "Vantagens Comparativas Reveladas e suas Determinantes: Uma Aplicação à Economia Portuguesa," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0119, May, revised May 2019.
• Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
• Athey, Susan & Imbens, Guido W., 2018, "Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption," Research Papers, Stanford University, Graduate School of Business, number 3712, Aug.
• Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019, "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201907, Apr, revised Apr 2019.
• Kniesner, Thomas J., 2019, "Behavioral Economics and the Value of a Statistical Life," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12280, Apr.
• Alexis Derumigny & Lucas Girard & Yannick Guyonvarch, 2019, "On the construction of confidence intervals for ratios of expectations," Working Papers, Center for Research in Economics and Statistics, number 2019-07, Apr.
• Larcker, David F. & Watts, Edward M., 2019, "Where's the Greenium?," Research Papers, Stanford University, Graduate School of Business, number 3766, Feb.

Report NEP-ORE-2019-05-06

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: