Report NEP-ORE-2019-08-26

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:

• Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019, "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13890, Jul.
• Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019, "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26123, Jul.
• Bucci, Andrea, 2019, "Realized Volatility Forecasting with Neural Networks," MPRA Paper, University Library of Munich, Germany, number 95443, Aug.
• Edwin Alexander Veloza Moreno, 2019, "Aplicación del modelo estocástico de difusion -salto de merton para la simulación del valor del índice colcap," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-23.
• Chudik, Alexander & Georgiadis, Georgios, 2019, "Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables," Working Paper Series, European Central Bank, number 2307, Aug.
• James G. MacKinnon & Matthew D. Webb, 2020, "When and How to Deal with Clustered Errors in Regression Models," Working Paper, Economics Department, Queen's University, number 1421, May.
• Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020, "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper, Economics Department, Queen's University, number 1420, Oct.
• Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2019, "Serving the (Un)Deserving? The Allocation of Credit in Markets with Asymmetrically Informed Lenders," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 539, Aug.
• Hans Carlsson & Philipp Christoph Wichardt, 2019, "Strict Incentives and Strategic Uncertainty," CESifo Working Paper Series, CESifo, number 7715.
• Xuehai Zhang, 2019, "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 126, Aug.
• Rodrigues, David & Seruca, Manuel, 2019, "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper, University Library of Munich, Germany, number 95392.
• Shehu Usman Rano, Aliyu, 2019, "Do presidential elections affect stock market returns in Nigeria?," MPRA Paper, University Library of Munich, Germany, number 95466, May, revised 07 Aug 2019.
• Dirk Bergemann & Philipp Strack, 2019, "Progressive Participation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2189, Aug.
• Mahdavi, Sadegh & Bayat, Alireza & Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Economic Operation of Self-Sustained Microgrid Optimal Operation by Multiobjective Evolutionary Algorithm Based on Decomposition," MPRA Paper, University Library of Munich, Germany, number 95393.
• Khalid, Asma & Beg, Ismat, 2018, "Influence model of evasive decision makers," MPRA Paper, University Library of Munich, Germany, number 95493, Nov, revised 15 Jun 2019.
• Tamás Krisztin & Philipp Piribauer, 2019, "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers, WIFO, number 586, Aug.
• Ricco, Giovanni & ,, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13853, Jul.
• John P. Conley, 2019, "Encryption, Hashing, PPK, and Blockchain: A Simple Introduction," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00013, Aug.
• Jin, Ding & Hedtrich, Johannes & Henning, Christian H. C. A., 2018, "Applying meta-modeling for extended CGE-modeling: Sampling techniques and potential application," Working Papers of Agricultural Policy, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy, number WP2018-03.
• Angelika Endres & Joachim Heinzel, 2019, "The Impact of Product Qualities on Downstream Bundling in a Distribution Channel," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 124, Aug.
• Ngo Van Long, 2019, "A Dynamic Game with Interaction between Kantian Players and Nashian Players," CESifo Working Paper Series, CESifo, number 7729.
• Costas Meghir & Ahmed Mushfiq Mobarak & Corina D. Mommaerts & Melanie Morten, 2019, "Migration and Informal Insurance: Evidence from a Randomized Controlled Trial and a Structural Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26082, Jul.
• Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2019, "Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?," MPRA Paper, University Library of Munich, Germany, number 95407, May.
• Seruca, Manuel & Mota, Andrade & Rodrigues, David, 2019, "Solving the Economic Scheduling of Grid-Connected Microgrid Based on the Strength Pareto Approach," MPRA Paper, University Library of Munich, Germany, number 95391.
• Loermann, Julius & Maas, Benedikt, 2019, "Nowcasting US GDP with artificial neural networks," MPRA Paper, University Library of Munich, Germany, number 95459, May.
• Fatima Zahra Azayite & Said Achchab, 2019, "A hybrid neural network model based on improved PSO and SA for bankruptcy prediction," Papers, arXiv.org, number 1907.12179, Jul.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2018, "Análisis de complementariedad del Programa de Desarrollo de Zonas Prioritarias y del Programa de Zonas de Atención Prioritaria en el Programa Cruzada Nacional contra el Hambre en municipios indígenas en el Estado de Veracruz México," MPRA Paper, University Library of Munich, Germany, number 88803, Feb.
• Belke, Ansgar & Göcke, Matthias, 2019, "Interest Rate Hysteresis in Macroeconomic Investment under Uncertainty," GLO Discussion Paper Series, Global Labor Organization (GLO), number 377.
• Bettina Klaus & Alexandru Nichifor, 2019, "Serial Dictatorship Mechanisms with Reservation Prices," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 19.04, Aug.
• Kyungsub Lee & Byoung Ki Seo, 2019, "Performance of tail hedged portfolio with third moment variation swap," Papers, arXiv.org, number 1908.05105, Aug.
• Carey Caginalp & Gunduz Caginalp, 2019, "Derivation of non-classical stochastic price dynamics equations," Papers, arXiv.org, number 1908.01103, Aug, revised Aug 2020.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13834, Jul.
• Mao, Haiou & Görg, Holger, 2019, "Friends like this: The impact of the US-China trade war on global value chains," KCG Working Papers, Kiel Centre for Globalization (KCG), number 17.

Report NEP-ORE-2019-08-26

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: