Report NEP-ORE-2019-10-07

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:

• Andrea Bastianin, 2019, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers, University of Milano-Bicocca, Department of Economics, number 408, May, revised 06 May 2019.
• Enrique G. Mendoza & Sergio Villalvazo, 2019, "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 26310, Sep.
• Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
• Karlsson, Sune & Österholm, Pär, 2019, "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers, Örebro University, School of Business, number 2019:7, Sep.
• Rubini, Loris & Moro, Alessio, 2019, "Stochastic Structural Change," MPRA Paper, University Library of Munich, Germany, number 96144, Sep.
• Laura Garcia-Jorcano & Alfonso Novales, 2019, "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-23, Sep.
• Skinner, Chris J., 2018, "Analysis of categorical data for complex surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89707, Sep.
• Piotr Zwiernik & Majid M. Al-Sadoon, 2019, "The Identification Problem for Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 1114, Sep.
• Majid Al-Sadoon & Piotr Zwiernik, 2019, "The identification problem for linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1669, Sep.
• Jang, Jiwook & Dassios, Angelos & Zhao, Hongbiao, 2018, "Moments of renewal shot-noise processes and their applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87428.
• Sam Ganzfried & Conner Laughlin & Charles Morefield, 2019, "Parallel Algorithm for Approximating Nash Equilibrium in Multiplayer Stochastic Games with Application to Naval Strategic Planning," Papers, arXiv.org, number 1910.00193, Oct, revised Mar 2020.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019, "Financial Frictions and the Wealth Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26302, Sep.
• Aleksandar Petreski, 2019, "Search in apartment swap market," ERES, European Real Estate Society (ERES), number eres2019_290, Jan.
• Annette Krauss & Donald J. Brown, 2019, "Social Exclusion, Ambiguity and (IR)rationality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2202R, Sep, revised Oct 2019.
• Mo Zheng & Han-Suck Song & Fredrik Armerin, 2019, "Backtesting Value-at-Risk and expected shortfall: an empirical comparison using non-parametric and parametric models," ERES, European Real Estate Society (ERES), number eres2019_366, Jan.
• Stefan Nagel & Zhengyang Xu, 2019, "Asset Pricing with Fading Memory," NBER Working Papers, National Bureau of Economic Research, Inc, number 26255, Sep.
• Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019, "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers, University of Pretoria, Department of Economics, number 201970, Sep.
• Congressional Budget Office, 2019, "CBO’s Medicare Beneficiary Cost-Sharing Model: A Technical Description: Working Paper 2019-08," Working Papers, Congressional Budget Office, number 55659, Oct.
• Zhou, W. & O’Neill, E. & Moncaster, A. & Reiner, D. & Guthrie, P., 2019, "Applying Bayesian Model Averaging to Characterise Urban Residential Stock Turnover Dynamics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1986, Oct.
• Jakob J. Kolb & Finn Muller-Hansen & Jurgen Kurths & Jobst Heitzig, 2019, "Macroscopic approximation methods for the analysis of adaptive networked agent-based models: The example of a two-sector investment model," Papers, arXiv.org, number 1909.13758, Sep, revised Aug 2020.
• Martin Huber & Mark Schelker & Anthony Strittmatter, 2019, "Direct and Indirect Effects Based on Changes-in-Changes," CESifo Working Paper Series, CESifo, number 7855.
• Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
• Sucarrat, Genaro, 2019, "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper, University Library of Munich, Germany, number 96148, Sep.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019, "Fiscal Stimulus under Sovereign Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 26307, Sep.
• Similan Rujiwattanapong, 2019, "Unemployment Dynamics and Unemployment Insurance Extensions under Rational Expectations," 2019 Meeting Papers, Society for Economic Dynamics, number 232.
• Akshay Bansal & Diganta Mukherjee, 2019, "Optimizing Execution Cost Using Stochastic Control," Papers, arXiv.org, number 1909.10762, Sep.
• Clara Ponsatí & Enriqueta Aragonès, 2019, "Preference Shocks that Destroy Party Systems," Working Papers, Barcelona School of Economics, number 1118, Sep.
• Levy, Gilat & Razin, Ronny, 2018, "Information diffusion in networks with the Bayesian Peer Influence heuristic," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86554, Mar.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/060, Jan.
• Lucia Dalla Pellegrina & Giorgio, Di Maio & Paolo Landoni & Beatrice Rama, 2019, "Activating women cognitive abilities: Impact of a financial literacy pilot program in India," Working Papers, University of Milano-Bicocca, Department of Economics, number 412, May, revised May 2019.
• Mengxiao Liu & Daniel Trefler, 2019, "What's the Big Idea? Multi-Function Products, Firm Scope and Firm Boundaries," NBER Working Papers, National Bureau of Economic Research, Inc, number 26320, Sep.
• Mark Burke & Franz Fuerst, 2019, "Time Intensity of Affordable Housing Utilisation," ERES, European Real Estate Society (ERES), number eres2019_343, Jan.
• Julian Andres VILLAMIL & Luis Felipe QUINTERO & Gustavo Adolfo HERNANDEZ-DIAZ, 2019, "Generación de empleos y clústeres," Archivos de Economía, Departamento Nacional de Planeación, number 17506, Sep.
• Neil Dunse & Colin Jones, 2019, "The Revolution in Warehousing: Changing Nature of Demand for and Supply of Logistics Real Estate," ERES, European Real Estate Society (ERES), number eres2019_336, Jan.

Report NEP-ORE-2019-10-07

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: