Report NEP-ORE-2020-11-09

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:

• Bo Zhang & Bao H. Nguyen, 2020, "Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-91, Oct.
• Bryan S. Graham, 2020, "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification," NBER Working Papers, National Bureau of Economic Research, Inc, number 27962, Oct.
• Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
• Zongwu Cai & Xiyuan Liu, 2020, "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202017, Oct, revised Oct 2020.
• S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020, "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 27991, Oct.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2020, "How Should Tax Progressivity Respond to Rising Income Inequality?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28006, Oct.
• Xin Huang & Duan Li & Daniel Zhuoyu Long, 2020, "Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems," Papers, arXiv.org, number 2010.08985, Oct.
• Tu, Yundong & Yao, Qiwei & Zhang, Rongmao, 2020, "Error-correction factor models for high-dimensional cointegrated time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106994, Jul.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
• Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports, Federal Reserve Bank of New York, number 944, Oct.
• Joshua C.C. Chan & Rodney W. Strachan, 2020, "Bayesian State Space Models in Macroeconometrics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-90, Oct.
• Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020, "Selective Attention in Exchange Rate Forecasting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/42, Oct, revised Oct 2020.
• Gregor Boehl, 2020, "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_224, Oct.
• Ariel Burstein & Vasco M. Carvalho & Basile Grassi, 2020, "Bottom-up Markup Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27958, Oct.
• Bédia François AKA & Gongbé Blaise MAKAYE & Koffi Christian N’DA & Yéfongnigui Arthur Constant OUATTARA & Nadjaman OUATTARA, 2020, "Impacts des dépenses publiques sur les inégalités en Côte d’Ivoire : le cas des secteurs sociaux," Working Paper, Agence française de développement, number 1e6ebc5a-0364-4047-80d6-c, Oct.
• Todd Henry & Peter C.B. Phillips, 2020, "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2020, "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers, Department of Economics, University of Birmingham, number 20-27, Oct.
• Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020, "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers, National Institute of Public Finance and Policy, number 20/323, Oct.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020, "Le taux neutre au Canada : mise à jour de 2020," Staff Analytical Notes, Bank of Canada, number 2020-24fr, Oct, DOI: 10.34989/san-2020-24.
• Peter Martey ADDO & Dominik BAUMANN & Juliet McMURREN & Stefaan G. VERHULST & Andrew YOUNG & Andrew J. ZAHURANEC, 2020, "Emerging Uses of Technology for Development: A New Intelligence Paradigm," Working Paper, Agence française de développement, number 7bb48f92-bd96-40ac-9784-a, Oct.
• Saccal, Alessandro, 2020, "A note on minimality in Dynare," MPRA Paper, University Library of Munich, Germany, number 103656, Oct.
• Kristoffersson, Ida & Daly, Andrew & Algers, Staffan & Svalgård-Jarcem, Stehn, 2020, "Representing travel cost variation in large-scale models of long-distance passenger transport," Papers, Research Programme in Transport Economics, number 2020:6, Oct.
• Ho, Thong & Nie, Zihan & Alpizar, Francisco & Carlsson, Fredrik & Khanh Nam, Pham, 2020, "Celebrity Endorsement in Promoting Pro-Environmental Behavior," Working Papers in Economics, University of Gothenburg, Department of Economics, number 795, Oct.
• Amirapu, Amrit & Asadullah, M Niaz & Wahhaj, Zaki, 2020, "Social Barriers to Female Migration: Theory and Evidence from Bangladesh," GLO Discussion Paper Series, Global Labor Organization (GLO), number 692.
• Alexandra Brausmann & Elise Grieg, 2020, "Resource Discoveries and the Political Survival of Dictators," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 20/345, Oct.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020, "The neutral rate in Canada: 2020 update," Staff Analytical Notes, Bank of Canada, number 2020-24, Oct, DOI: 10.34989/san-2020-24.
• Bryan S. Graham, 2020, "Sparse network asymptotics for logistic regression," Papers, arXiv.org, number 2010.04703, Oct.
• Felix Samy Soliman, 2020, "Intrafirm Leakage," CESifo Working Paper Series, CESifo, number 8619.
• Polezhaeva Natalia & Apevalova Elena & Radygin Alexandr, 2020, "The standards and practices of corporate governance: relevant current trends," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2020-1055, revised 2020.
• Bin Chen & Kenwin Maung, 2020, "Time-varying Forecast Combination for High-Dimensional Data," Papers, arXiv.org, number 2010.10435, Oct.
• Kang, Natasha & Marmer, Vadim, 2020, "Modeling Long Cycles," Economics working papers, Vancouver School of Economics, number vadim_marmer-2020-3, Oct, revised 26 Oct 2020.
• Etienne GÉRARD, 2020, "L’expansion de l’enseignement supérieur privé et le creusement des inégalités sociales," Working Paper, Agence française de développement, number c4fe396d-a68c-4cce-9d18-1, Oct.
• Anya Samek & Justin R. Sydnor, 2020, "Impact of Consequence Information on Insurance Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 28003, Oct.
• Benjamin M. Hébert, 2020, "Externalities as Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 27953, Oct.
• Nathan Canen & Kyungchul Song, 2020, "A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models," Papers, arXiv.org, number 2010.08868, Oct, revised Jul 2024.
• Philippe Kabore & Nicholas Rivers, 2020, "Manufacturing Output and Extreme Temperature: Evidence from Canada," Working Papers, University of Ottawa, Department of Economics, number 2006E.
• Thierry Kirat & Frédéric Marty, 2020, "L'originalisme des juges fédéraux américains ou l'établissement de fondements constitutionnels au libéralisme économique depuis les années 1970," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-43, Oct, revised Mar 2021.

Report NEP-ORE-2020-11-09

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: