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 Martínez García, 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.