Report NEP-ORE-2020-03-09

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:

• Marcelo Veracierto, 2020, "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2020-05, Feb, DOI: 10.21033/wp-2020-05.
• Benjamin M. Hébert & Michael Woodford, 2020, "Neighborhood-Based Information Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 26743, Feb.
• Bertille Antoine & Prosper Dovonon, 2020, "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-02, Feb.
• Mark A. Schneider & Manuel A. Nunez, 2020, "A Capital Asset Pricing Model with Idiosyncratic Risk and the Sources of the Beta Anomaly," Working Papers, Chapman University, Economic Science Institute, number 20-06.
• Yiqing Lin & Zhenjie Ren & Nizar Touzi & Junjian Yang, 2020, "Random horizon principal-agent problems," Papers, arXiv.org, number 2002.10982, Feb, revised Feb 2022.
• Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank H., 2020, "Heterogeneous expectations, housing bubbles and tax policy," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 156.
• Gossner, Olivier & Steiner, Jakub, 2018, "On the cost of misperception: general results and behavioural applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89837, Aug.
• Wenjing Wang & Minjing Tao, 2020, "Forecasting Realized Volatility Matrix With Copula-Based Models," Papers, arXiv.org, number 2002.08849, Feb.
• Robert J. Hodrick, 2020, "An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26750, Feb.
• González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020, "4GM: A New Model for the Monetary Policy Analysis in Colombia," Working papers, Red Investigadores de Economía, number 31, Feb.
• Giacomo Bonanno, 2020, "Filtered belief revision and generalized choice structures," Working Papers, University of California, Davis, Department of Economics, number 338, Feb.
• Bernd Funovits, 2020, "Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation," Papers, arXiv.org, number 2002.04346, Feb, revised Feb 2021.
• Niko Hauzenberger & Florian Huber & Luca Onorante, 2020, "Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models," Papers, arXiv.org, number 2002.08760, Feb, revised Aug 2020.
• Zanetti Chini, Emilio, 2020, "Dynamic Asymmetry and Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 98499, Jan.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Ichiroh Daitoh, 2020, "Rates of Population Decline in Solow and Semi-Endogenous Growth Models: Empirical Relevance and the Role of Child Rearing Cost," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2020-004, Jan.
• Jacopo Staccioli & Mauro Napoletano, 2018, "An agent-based model of intra day financial markets dynamics," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-34, Oct.
• Item repec:cpb:discus:380.rdf is not listed on IDEAS anymore

• Thoma, Johanna, 2019, "Judgementalism about normative decision theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102568, Dec.
• Glenn P. Jenkins & Chun-Yan kuo & Arnold C. Harberger, 2020, "Analyse Couts-Avantages Pour Les Decisions D’Investissement Chapitre 6:Faire Face À L'incertitude Et Au Risque Dans L'évaluation Des Investissements," Development Discussion Papers, JDI Executive Programs, number 2020-06, Jun.
• Camille Cornand & Paul Hubert, 2019, "On the external validity of experimental inflation forecasts : a comparison with five categories of field expectations," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-03, Feb.
• Jose H. Blanchet & Martin I. Reiman & Viragh Shah & Lawrence M. Wein & Linjia Wu, 2020, "Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities," Papers, arXiv.org, number 2002.03205, Feb, revised Jun 2021.
• Khaled Masoumifard & Mohammad Zokaei, 2020, "Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business," Papers, arXiv.org, number 2002.03295, Feb.
• Johannes Buckenmaier & Eugen Dimant & Ann-Christin Posten & Ulrich Schmidt, 2020, "Efficient Institutions and Effective Deterrence: On Timing and Uncertainty of Formal Sanctions," CESifo Working Paper Series, CESifo, number 8113.
• Timothy Grieder & Juan Ortega, 2020, "A Financial Stability Analysis of Zombie Firms in Canada," Staff Analytical Notes, Bank of Canada, number 2020-3, Feb, DOI: 10.34989/san-2020-3.
• Thompson, Erica L. & Smith, Leonard A., 2019, "Escape from model-land," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103310, Oct.
• Ronald Miranda & Leonel Muinelo-Gallo, 2019, "Exchange Rate Uncertainty and Cereal Exports: A Panel VAR Approach," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 19-29, Dec.
• Sarah Guillou & Tania Treibich, 2019, "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-09, Jun.
• De Paola, Maria & Nistico, Roberto & Scoppa, Vincenzo, 2020, "Fertility Decisions and Employment Protection: The Unintended Consequences of the Italian Jobs Act," IZA Discussion Papers, IZA Network @ LISER, number 12991, Feb.
• Item repec:bof:bofitp:2020_005 is not listed on IDEAS anymore

• Benedikt Heid & Frank Stähler, 2020, "Structural Gravity and the Gains from Trade under Imperfect Competition: Quantifying the Effects of the European Single Market," CESifo Working Paper Series, CESifo, number 8121.
• Shaolong Suna & Dan Bi & Ju-e Guo & Shouyang Wang, 2020, "Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach," Papers, arXiv.org, number 2002.08021, Feb, revised Mar 2020.
• Serhat Dogan & Emin Karagözoglu & Kerim Keskin & Cagri Saglam, 2020, "Bribing in Team Contests," CESifo Working Paper Series, CESifo, number 8096.
• Eric A. Hanushek & Jacob D. Light & Paul E. Peterson & Laura M. Talpey & Ludger Woessmann, 2020, "Long-run Trends in the U.S. SES-Achievement Gap," NBER Working Papers, National Bureau of Economic Research, Inc, number 26764, Feb.
• John H. Cochrane, 2020, "A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 26745, Feb.
• Item repec:ohe:conrep:002247 is not listed on IDEAS anymore

• Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri, 2020, "The Elusive Gains from Nationally-Oriented Monetary Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 2009, Jan.
• Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-11, Jul.
• Item repec:vie:viennp:2001 is not listed on IDEAS anymore

• Athreye, Suma & Fassio, Claudio & Roper, Stephen, 2020, "Small firms and patenting revisited," Papers in Innovation Studies, Lund University, CIRCLE - Centre for Innovation Research, number 2020/2, Feb.

Report NEP-ORE-2020-03-09

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: