Report NEP-ORE-2020-01-06

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Jörg Breitung & Ralf Brüggemann, 2019. "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz 2019-05, Department of Economics, University of Konstanz.
• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
• Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.
• Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc & Villani, Mattias, 2019. "Hamiltonian Monte Carlo with Energy Conserving Subsampling," Working Paper Series 372, Sveriges Riksbank (Central Bank of Sweden).
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2019. "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo. 706, Universidad del CEMA.
• Armerin, Fredrik, 2019. "Stochastic discount factors and the optimal timing of irreversible investments," Working Paper Series 19/11, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Jawwad Noor, 2019. "Intuitive Beliefs," Cowles Foundation Discussion Papers 2216, Cowles Foundation for Research in Economics, Yale University.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019. "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers 1935, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Armerin, Fredrik & Gunnelin, Åke, 2019. "Competitive investment with varying risk premia," Working Paper Series 19/12, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Jiequn Han & Ruimeng Hu, 2019. "Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games," Papers 1912.01809, arXiv.org, revised Jun 2020.
• Charles Mason, 2019. "On Climate Agreements with Asymmetric Countries: Theory and Experimental Results," Working Papers 2019.22, FAERE - French Association of Environmental and Resource Economists.
• Andrey Itkin & Fazlollah Soleymani, 2019. "Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery," Papers 1912.08713, arXiv.org.
• Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019. "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers 201938, LPEM, Faculty of Economics and Business, University of Indonesia, revised 2019.
• Pol Antràs, 2019. "Conceptual Aspects of Global Value Chains," NBER Working Papers 26539, National Bureau of Economic Research, Inc.
• Panayotis Mertikopoulos & Heinrich H. Nax & Bary S. R. Pradelski, 2019. "Quick or Cheap? Breaking Points in Dynamic Markets," Cowles Foundation Discussion Papers 2217, Cowles Foundation for Research in Economics, Yale University.
• Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019. "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers 1912.02151, arXiv.org, revised Aug 2022.
• Crespo, Eduardo & Dvoskin, Ariel & Ianni, Guido, 2019. "Exclusion in “Ricardian” Trade Models," Centro Sraffa Working Papers CSWP39, Centro di Ricerche e Documentazione "Piero Sraffa".
• Hokari, Toru & Funaki, Yukihiko & Sudhölter, Peter, 2019. "Consistency, anonymity, and the core on the domain of convex games," Discussion Papers on Economics 13/2019, University of Southern Denmark, Department of Economics.
• Höfer, Tim & Madlener, Reinhard, 2019. "A Participatory Stakeholder Process for Evaluating Sustainable Energy Transition Scenarios," FCN Working Papers 6/2019, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Ghislain B. D. Aïhounton & Arne Henningsen, 2019. "Units of Measurement and the Inverse Hyperbolic Sine Transformation," IFRO Working Paper 2019/10, University of Copenhagen, Department of Food and Resource Economics.
• Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019. "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES 2019-32, ULB -- Universite Libre de Bruxelles.
• Bos, Iwan & Marini, Marco A. & Saulle, Riccardo, 2019. "Cartel Formation with Quality Differentiation," MPRA Paper 97820, University Library of Munich, Germany.
• Gilad Sorek & T. Randolph Beard, 2019. "Background Risk and Insurance Take-up under Limited Liability," Auburn Economics Working Paper Series auwp2019-05, Department of Economics, Auburn University.
• Gustavo Yamada & Juan F. Castro & Santiago Medina, 2019. "Cuando la educación no cumple su promesa: Brechas persistentes en habilidades básicas de peruanos del milenio," Working Papers 157, Peruvian Economic Association.
• Stephen J. Cole & Enrique Martinez-Garcia, 2019. "The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model," Globalization Institute Working Papers 375, Federal Reserve Bank of Dallas, revised 20 Mar 2021.
• Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
• Michael Donadelli & Patrick Grüning & Steffen Hitzemann, 2019. "Understanding Macro and Asset Price Dynamics During the Climate Transition," Bank of Lithuania Discussion Paper Series 18, Bank of Lithuania.
• Fischer, Thomas, 2019. "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers 2019:22, Lund University, Department of Economics.
• Lewis, Vivien & Villa, Stefania & Wolters, Maik H., 2019. "Labor productivity, effort and the euro area business cycle," Discussion Papers 44/2019, Deutsche Bundesbank.
• Kanai, Ryota & Fujisawa, Ippei & Tamai, Shinya & Magata, Atsushi & Yasumoto, Masahiro, 2019. "Artificial Consciousness as a Platform for Artificial General Intelligence," OSF Preprints e4jh2, Center for Open Science.
• Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers 11/RT/19, Central Bank of Ireland.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019. "Dynamic effects of persistent shocks," Working Papers 1944, Banco de España.
• Conchita D'Ambrosio & Giorgia Menta & Edward N. Wolff, 2019. "Income and Wealth Volatility: Evidence from Italy and the U.S. in the Past Two Decades," NBER Working Papers 26527, National Bureau of Economic Research, Inc.
• Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting energy commodity prices: A large global dataset sparse approach," CAMA Working Papers 2019-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yana Bagina, 2019. "Coping With Fears In Everyday Urban Mobility," HSE Working papers WP BRP 08/URB/2019, National Research University Higher School of Economics.
• Claudio A. Bonilla & Marcos Vergara & Richard Watt, 2019. "New Results on Entrepreneurship and Risk," Working Papers in Economics 19/20, University of Canterbury, Department of Economics and Finance.
• Ying Xu & Jennifer Corbett, 2019. "Using Network Method to Measure Financial Interconnection," NBER Working Papers 26499, National Bureau of Economic Research, Inc.