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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

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, Department of Economics, University of Konstanz, number 2019-05, Dec.
• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2215, Oct.
• Sebastian Ankargren & Paulina Jon'eus, 2019, "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers, arXiv.org, number 1912.02231, Dec.
• Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc & Villani, Mattias, 2019, "Hamiltonian Monte Carlo with Energy Conserving Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 372, Apr.
• 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., Universidad del CEMA, number 706, Dec.
• Armerin, Fredrik, 2019, "Stochastic discount factors and the optimal timing of irreversible investments," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/11, Dec.
• Jawwad Noor, 2019, "Intuitive Beliefs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2216, Dec.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019, "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1935.
• Armerin, Fredrik & Gunnelin, Åke, 2019, "Competitive investment with varying risk premia," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/12, Dec.
• Paulo Parente & Richard J. Smith, 2019, "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/19, Oct.
• Jiequn Han & Ruimeng Hu, 2019, "Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games," Papers, arXiv.org, number 1912.01809, Dec, revised Jun 2020.
• Charles Mason, 2019, "On Climate Agreements with Asymmetric Countries: Theory and Experimental Results," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2019.22, Dec.
• Andrey Itkin & Fazlollah Soleymani, 2019, "Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery," Papers, arXiv.org, number 1912.08713, Dec.
• 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, LPEM, Faculty of Economics and Business, University of Indonesia, number 201938, revised 2019.
• Pol Antràs, 2019, "Conceptual Aspects of Global Value Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 26539, Dec.
• Panayotis Mertikopoulos & Heinrich H. Nax & Bary S. R. Pradelski, 2019, "Quick or Cheap? Breaking Points in Dynamic Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2217, Dec.
• Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019, "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers, arXiv.org, number 1912.02151, Dec, revised Aug 2022.
• Eduardo Crespo & Ariel Dvoskin & Guido Ianni, 2019, "Exclusion in “Ricardian” Trade Models," Centro Sraffa Working Papers, Centro di Ricerche e Documentazione 'Piero Sraffa', number CSWP39, Dec.
• Hokari, Toru & Funaki, Yukihiko & Sudhölter, Peter, 2019, "Consistency, anonymity, and the core on the domain of convex games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2019, Dec.
• Tim Höfer & Reinhard Madlener, 2019, "A Participatory Stakeholder Process for Evaluating Sustainable Energy Transition Scenarios," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 6/2019, May.
• Ghislain B. D. Aïhounton & Arne Henningsen, 2019, "Units of Measurement and the Inverse Hyperbolic Sine Transformation," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/10, Dec.
• 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, ULB -- Universite Libre de Bruxelles, number 2019-32, Dec.
• Bos, Iwan & Marini, Marco A. & Saulle, Riccardo, 2019, "Cartel Formation with Quality Differentiation," MPRA Paper, University Library of Munich, Germany, number 97820, Dec.
• Gilad Sorek & T. Randolph Beard, 2019, "Background Risk and Insurance Take-up under Limited Liability," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-05, Dec.
• 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, Peruvian Economic Association, number 157, Dec.
• 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, Federal Reserve Bank of Dallas, number 375, Dec, revised 20 Mar 2021, DOI: 10.24149/gwp375r2.
• Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019, "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 376, Dec, DOI: 10.24149/gwp376.
• Michael Donadelli & Patrick Grüning & Steffen Hitzemann, 2019, "Understanding Macro and Asset Price Dynamics During the Climate Transition," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 18, Dec.
• Fischer, Thomas, 2019, "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers, Lund University, Department of Economics, number 2019:22, Dec.
• Lewis, Vivien & Villa, Stefania & Wolters, Maik H., 2019, "Labor productivity, effort and the euro area business cycle," Discussion Papers, Deutsche Bundesbank, number 44/2019.
• Kanai, Ryota & Fujisawa, Ippei & Tamai, Shinya & Magata, Atsushi & Yasumoto, Masahiro, 2019, "Artificial Consciousness as a Platform for Artificial General Intelligence," OSF Preprints, Center for Open Science, number e4jh2, Nov, DOI: 10.31219/osf.io/e4jh2.
• Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers, Central Bank of Ireland, number 11/RT/19, Oct.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019, "Dynamic effects of persistent shocks," Working Papers, Banco de España, number 1944, Dec.
• 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, National Bureau of Economic Research, Inc, number 26527, Dec.
• Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019, "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-90, Dec.
• Item repec:hig:wpaper:08/urb/2018 is not listed on IDEAS anymore

• Claudio A. Bonilla & Marcos Vergara & Richard Watt, 2019, "New Results on Entrepreneurship and Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/20, Dec.
• Ying Xu & Jennifer Corbett, 2019, "Using Network Method to Measure Financial Interconnection," NBER Working Papers, National Bureau of Economic Research, Inc, number 26499, Nov.

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: