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Report NEP-ORE-2020-09-14
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:
- Hartwig, Benny, 2020, "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers, Deutsche Bundesbank, number 34/2020.
- Rutger Jan Lange, 2020, "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-052/III, Aug, revised 19 May 2021.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 394, Aug, revised 05 Aug 2024, DOI: 10.24149/gwp394r3.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series, CESifo, number 8475.
- Ayse Kabukcuoglu & Enrique Martínez García, 2020, "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 396, Aug, DOI: 10.24149/gwp396.
- Item repec:bno:worpap:2018_12 is not listed on IDEAS anymore
- Karol Kielak & Robert Ślepaczuk, 2020, "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-28.
- Andrey Pankratov, 2020, "Securities lending and information transmission: a model of endogenous short-sale constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-69, Aug.
- Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020, "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers, Deutsche Bundesbank, number 42/2020.
- Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020, "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 160.
- Robert C. Smit & Francesco Ravazzolo & Luca Rossini, 2020, "Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS72, Sep.
- Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020, "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers, University of Verona, Department of Economics, number 13/2020, Jun.
- Cellini, Roberto, 2020, "Whom Should I Merge With? How product substitutability affects merger profitability," MPRA Paper, University Library of Munich, Germany, number 102416, Jun, revised Aug 2020.
- Farkas, Mátyás & Tatar, Balint, 2020, "Bayesian estimation of DSGE models with Hamiltonian Monte Carlo," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 144.
- Daniele Vernon-Bido & Andrew J. Collins, 2020, "Finding Core Members of Cooperative Games using Agent-Based Modeling," Papers, arXiv.org, number 2009.00519, Aug.
- Samuel Fern'andez-Lorenzo & Diego Porras & Juan Jos'e Garc'ia-Ripoll, 2020, "Hybrid quantum-classical optimization for financial index tracking," Papers, arXiv.org, number 2008.12050, Aug, revised Oct 2021.
- Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper, Norges Bank, number 2019/2, Jan.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie, 2020, "MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 27486, Jul.
- Federico, Salvatore & Ferrari, Giorgio, 2020, "Taming the Spread of an Epidemic by Lockdown Policies," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 639, Jul.
- Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020, "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/16, Aug.
- Gilbert L. Skillman, 2020, "The Nash Bargaining Solution in Labor Market Analysis," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2020-005, Apr.
- Emran, M. Shahe & Ferreira, Francisco H. G. & Jiang, Yajing & Sun, Yan, 2020, "Occupational Dualism and Intergenerational Educational Mobility in the Rural Economy: Evidence from China and India," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13550, Jul.
- syed, irfan, 2020, "A new framework of analysis of Political Risk in OECD Countries," MPRA Paper, University Library of Munich, Germany, number 102636, Mar, revised 03 Apr 2020.
- Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2020, "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 27685, Aug.
- Semyon Malamud & Michael Tseng & Yuan Zhang, 2020, "Price Discovery for Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-66, Aug.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020, "Uncertainty and Monetary Policy during Extreme Events," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2020-11, Aug.
- Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020, "Principal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-67, Aug.
- Baert, Stijn & Picchio, Matteo, 2020, "A Signal of (Train)Ability? Grade Repetition and Hiring Chances," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13488, Jul.
- Havranek, Tomas & Irsova, Zuzana & Laslopova, Lubica & Zeynalova, Olesia, 2020, "The Elasticity of Substitution between Skilled and Unskilled Labor: A Meta-Analysis," MPRA Paper, University Library of Munich, Germany, number 102598, Aug.