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Report NEP-ORE-2020-10-05
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:
- Darvay, Zsolt & Illés, Tibor & Rigó, Petra Renáta, 2020, "Predictor-corrector interior-point algorithm for sufficient linear complementarity problems based on a new type of algebraic equivalent transformation technique," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/03, Sep.
- Ivo Bakota, 2020, "Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp669, Sep.
- Hie Joo Ahn & Yun Liu & Yeonwoo Rho, 2020, "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-082, Sep, DOI: 10.17016/FEDS.2020.082.
- Marc-Aurèle Divernois, 2020, "A Deep Learning Approach to Estimate Forward Default Intensities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-79, Jul.
- Kimberly A. Berg & Nelson C. Mark, 2020, "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27844, Sep.
- Marina Agranov & Ran Eilat & Konstantin Sonin, 2020, "A Political Model of Trust," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-50.
- Alfelt, Gustav & Mazur, Stepan, 2020, "On the mean and variance of the estimated tangency portfolio weights for small samples," Working Papers, Örebro University, School of Business, number 2020:8, Sep.
- Anoek Castelein & Dennis Fok & Richard Paap, 2020, "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-061/III, Sep.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper, University Library of Munich, Germany, number 102827, Sep.
- Treb Allen & Costas Arkolakis & Xiangliang Li, 2020, "On the Equilibrium Properties of Network Models with Heterogeneous Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 27837, Sep.
- Carolina Caetano & Gregorio Caetano & Eric R. Nielsen, 2020, "Correcting for Endogeneity in Models with Bunching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-080, Sep, DOI: 10.17016/FEDS.2020.080.
- Diego Zabaljauregui, 2020, "Optimal market making under partial information and numerical methods for impulse control games with applications," Papers, arXiv.org, number 2009.06521, Sep.
- Roman Horvath & Ali Elminejad & Tomas Havranek, 2020, "Publication and Identification Biases in Measuring the Intertemporal Substitution of Labor Supply," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/32, Sep, revised Sep 2020.
- Sergei Glebkin & Semyon Malamud & Alberto Teguia, 2020, "Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-80, Sep.
- Victoria Dobrynskaya, 2020, "Is Downside Risk Priced In Cryptocurrency Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 79/FE/2020.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers, Federal Reserve Bank of Cleveland, number 20-27, Sep, DOI: 10.26509/frbc-wp-202027.
- Paul J.J. Welfens, 2020, "The Optimum Import Tariff in the Presence of Outward Foreign Direct Investment," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei269, Jan.
- Meinhardt, Holger Ingmar, 2020, "On the Replication of the Pre-Kernel and Related Solutions," MPRA Paper, University Library of Munich, Germany, number 102676, Aug.
- Alexander Klein & Guy Tchuente, 2020, "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers, arXiv.org, number 2009.06570, Sep.
- Vellore Arthi & John Parman, 2020, "Disease, Downturns, and Wellbeing: Economic History and the Long-Run Impacts of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27805, Sep.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020, "Uncertainty and Monetary Policy During Extreme Events," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-80, Sep.
- Ryan Chahrour & Kyle Jurado, 2020, "Optimal Foresight," Boston College Working Papers in Economics, Boston College Department of Economics, number 1017, Sep.
- David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020, "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-82, Sep, revised May 2023.
- Hanny John Mediodia & Viktoria Kahui & Ilan Noy, 2020, "Sea Surface Temperature and Tuna Catch in the Eastern Pacific Ocean under Climate Change," CESifo Working Paper Series, CESifo, number 8533.
- Jan Philipp Fritsche & Mathias Klein & Malte Rieth, 2020, "Government Spending Multipliers in (Un)certain Times," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1901.
- Harsh Desai & Erik Forsberg, 2020, "Multidimensional fragility in 2020," OECD Development Co-operation Working Papers, OECD Publishing, number 79, Sep, DOI: 10.1787/b4fbdd27-en.
- Cosmin L. Ilut & Rosen Valchev, 2020, "Economic Agents as Imperfect Problem Solvers," NBER Working Papers, National Bureau of Economic Research, Inc, number 27820, Sep.
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020, "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers, Deutsche Bundesbank, number 50/2020.
- Item repec:ema:worpap:2020-05 is not listed on IDEAS anymore
- Majid M. Al-Sadoon, 2020, "Regularized Solutions to Linear Rational Expectations Models," Papers, arXiv.org, number 2009.05875, Sep, revised Oct 2020.
- YiLi Chien & In-Koo Cho & B. Ravikumar, 2020, "Convergence to Rational Expectations in Learning Models: A Note of Caution," Working Papers, Federal Reserve Bank of St. Louis, number 2020-027, Aug, revised 19 Sep 2020, DOI: 10.20955/wp.2020.027.
- del Barrio Castro, Tomás & Rachinger, Heiko, 2020, "Aggregation of Seasonal Long-Memory Processes," MPRA Paper, University Library of Munich, Germany, number 102890, Apr.
- Paul J.J. Welfens, 2019, "BREXIT-Wirtschaftsperspektiven für Deutschland und NRW: Mittel- und langfristige Effekte & Politikoptionen," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei260, Jun.
- Papadopoulos, Georgios, 2020, "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper, University Library of Munich, Germany, number 102749, Sep.
- Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020, "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper, University Library of Munich, Germany, number 102797, Sep.
- Yaya, OlaOluwa S & Olalude, Gbenga A & Olayinka, Hameed A & Jimoh, Toheeb A & Adebiyi, Aliu A, 2020, "Household Expenditure In Africa: Evidence Of Mean Reversion," MPRA Paper, University Library of Munich, Germany, number 102876, Sep.