Report NEP-ORE-2019-07-29

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-014, Jul.
• Olivier Ledoit & Michael Wolf, 2019, "Shrinkage estimation of large covariance matrices: keep it simple, statistician?," ECON - Working Papers, Department of Economics - University of Zurich, number 327, Jul, revised Jun 2021.
• Shengjie Hong & Liangjun Su & Yaqi Wang, 2019, "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2019, Mar.
• Bucci, Andrea, 2019, "Cholesky-ANN models for predicting multivariate realized volatility," MPRA Paper, University Library of Munich, Germany, number 95137, Jul.
• Barron, Kai, 2019, "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2016-309r, revised 2019.
• Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28638, Jul.
• Zhang, Rongmao & Robinson, Peter & Yao, Qiwei, 2019, "Identifying cointegration by eigenanalysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87431, Apr.
• Jianjun Miao & Jieran Wu & Eric Young, 2018, "Multivariate Rational Inattention," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-07, Dec, revised Jan 2019.
• Jianjun Miao & Hao Xing, 2019, "Dynamic Rationally Inattentive Discrete Choice: A Posterior-Based Approach," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-05, Jun.
• Leyla Jianyu Han & Kenneth Kasa, 2019, "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers, Department of Economics, Simon Fraser University, number dp19-04, Jul.
• Xing, Hao & Žitković, Gordan, 2018, "A class of globally solvable Markovian quadratic BSDE systems and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 73440, Jan.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019, "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers, Department of Economics - University of Zurich, number 328, Jul, revised Jan 2020.
• Joshua C. C. Chan, 2019, "Asymmetric Conjugate Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-51, Jul.
• Leandro Carvalho & Dan Silverman, 2019, "Complexity and Sophistication," NBER Working Papers, National Bureau of Economic Research, Inc, number 26036, Jul.
• Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019, "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 375.
• Kang, Kee-Youn, 2019, "Cryptocurrency, Delivery Lag, and Double Spending History," MPRA Paper, University Library of Munich, Germany, number 93598, May.
• Eliasson, Jonas, 2019, "Modelling reliability benefits," MPRA Paper, University Library of Munich, Germany, number 94817, Mar.
• Jianjun Miao, 2019, "Multivariate LQG Control under Rational Inattention in Continuous Time," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-06, Feb.
• Schilirò, Daniele, 2019, "Luigi L. Pasinetti: An intellectual biography by Mauro L. Baranzini and Amalia Mirante. An analysis and comment," MPRA Paper, University Library of Munich, Germany, number 95330, Jul.
• Stark, Oded & Szczygielski, Krzysztof, 2019, "The likelihood of divorce and the riskiness of financial decisions," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 121.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1213.
• Joshua Brault & Hashmat Khan, 2019, "The Real Interest Rate Channel is Structural in Contemporary New-Keynesian Models," Carleton Economic Papers, Carleton University, Department of Economics, number 19-05, Jul.
• Peter Knaus & Angela Bitto-Nemling & Annalisa Cadonna & Sylvia Fruhwirth-Schnatter, 2019, "Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP," Papers, arXiv.org, number 1907.07065, Jul, revised Nov 2020.
• Victor von Loessl & Heike Wetzel, 2019, "Revenue decoupling and energy consumption: Empirical evidence from the U.S. electric utilities sector," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201918.
• Alexis Bogroff & Dominique Guégan, 2019, "Artificial Intelligence, Data, Ethics. An Holistic Approach for Risks and Regulation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 19.
• Easterlin, Richard A., 2019, "Three Revolutions of the Modern Era," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12435, Jun.
• Woroniuk, D. & Karam, A. & Jamasb, T., 2019, "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1964, Jul.
• Rosa Duarte & Vicente Pinilla & Ana Serrano, 2019, "Revisiting water and economic growth from a long-term perspective," Documentos de Trabajo de la Sociedad de Estudios de Historia Agraria, Sociedad de Estudios de Historia Agraria, number 1903, Jul.
• Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146R, Oct, revised Jul 2019.
• Neuberger, Doris & Reifner, Udo, 2019, "Systemic usury and the European Consumer Credit Directive," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 161, revised 2019.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
• Lochner, Ben & Merkl, Christian & Stüber, Heiko & Gürtzgen, Nicole, 2019, "A note on recruiting intensity and hiring practices: Cross-sectional and time-series evidence," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2019, revised 2019.
• Miao Ke & Liangjun Su & Wendun Wang, 2019, "Panel threshold regressions with latent group structures," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2019, Jul.
• Tamás Solymosi, 2019, "Weighted nucleoli and dually essential coalitions (extended version)," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1914, May.
• David W. Berger & Luigi Bocola & Alessandro Dovis, 2019, "Imperfect Risk-Sharing and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 26032, Jul.
• Bos, Iwan & Peeters, Ronald, 2019, "Price Competition in a Vertizontally Differentiated Duopoly," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 017, Jun, DOI: 10.26481/umagsb.2019017.
• Fenge, Robert & Friese, Max, 2021, "Should unemployment insurance be centralized in a state union? Unearthing a principle of efficient federation building," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 162, revised 2021.
• Genge, Ewa & Bartolucci, Francesco, 2019, "Are attitudes towards immigration changing in Europe? An analysis based on bidimensional latent class IRT models," MPRA Paper, University Library of Munich, Germany, number 94672, Jun.
• Aithal, Sreeramana & Aithal, Shubhrajyotsna, 2019, "Innovation in B.Tech. Curriculum as B.Tech. (Hons) by integrating STEAM, ESEP & IPR features," MPRA Paper, University Library of Munich, Germany, number 95156, Jun.
• Walker, S. & Griffin, Susan & Asaria, Miqdad & Tsuchyia, Aki & Sculpher, Mark, 2019, "Striving for a societal perspective: a framework for economic evaluations when costs and effects fall on multiple sectors and decision-makers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100541, Oct.
• Escaith, Hubert, 2019, "Extraction-cum-substitution: A KISS approach to mapping the impacts of bilateral trade conflicts," MPRA Paper, University Library of Munich, Germany, number 95162, Jul.
• Item repec:sfu:sfudps:dp19-03 is not listed on IDEAS anymore

• Haacke, Jürgen, 2019, "Time to revisit “hedging"," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101139.
• Feliu-Soler, Albert & Cebolla, Ausias & McCracken, Lance M. & D'Amico, Francesco & Knapp, Martin & López-Montoyo, Alba & García-Campayo, Javier & Soler, Joaquim & Baños, Rosa M. & Pérez-Aranda, Adrián, 2018, "Economic impact of third-wave cognitive behavioral therapies: a systematic review and quality assessment of economic evaluations in randomized controlled trials," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87626, Jan.

Report NEP-ORE-2019-07-29

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: