Report NEP-ORE-2020-11-16

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:

• Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon, 2020, "Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-676, Nov.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Working Papers, University of California at Riverside, Department of Economics, number 202025, Sep.
• Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2020, "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Working Papers, University of Toronto, Department of Economics, number tecipa-679, Nov.
• Eduard Gracia Rodríguez, 2020, "The Cycle of Rents: a Model of Rational Bull-and-Bear Cycles in an Efficient Market," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2020/400.
• Richard S.J. Tol, 2020, "The Schelling Conjecture," Video Library, Department of Economics, University of Sussex Business School, number 2079, Oct.
• Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2020, "Time consistent equilibria in dynamic models with recursivepayoffs and behavioral discounting," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-055, Nov, DOI: 10.33119/kaewps2020055.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2020, "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers, Federal Reserve Bank of Philadelphia, number 20-35, Sep, DOI: 10.21799/frbp.wp.2020.35.
• Bergsma, Wicher, 2020, "Regression with I-priors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102136, Apr.
• de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
• Mengheng Li & Ivan Mendieta-Muñoz, 2019, "Are long-run output growth rates falling?," Working Papers, International Network for Economic Research - INFER, number 2019.07.
• Richard S.J. Tol, 2020, "Estimates of the economic impact of climate change," Video Library, Department of Economics, University of Sussex Business School, number 2075, Oct.
• Richard S.J. Tol, 2020, "Impacts of climate change," Video Library, Department of Economics, University of Sussex Business School, number 2069, Oct.
• Richard S.J. Tol, 2020, "Ramsey rule," Video Library, Department of Economics, University of Sussex Business School, number 2085, Oct.
• Berardi, Michele, 2020, "Uncertainty and sentiments in asset prices," MPRA Paper, University Library of Munich, Germany, number 103798, Oct.
• Richard S.J. Tol, 2020, "Ethics and climate policy," Video Library, Department of Economics, University of Sussex Business School, number 2092, Oct.
• Richard S.J. Tol, 2020, "Secondary benefits," Video Library, Department of Economics, University of Sussex Business School, number 2084, Oct.
• Richard S.J. Tol, 2020, "How to adapt to climate change," Video Library, Department of Economics, University of Sussex Business School, number 2071, Oct.
• Richard S.J. Tol, 2020, "Optimal climate policy," Video Library, Department of Economics, University of Sussex Business School, number 2083, Oct.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020, "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper, University Library of Munich, Germany, number 103813, Oct.
• Hang Bai & Lu Zhang, 2020, "Searching for the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 28001, Oct.
• Nazif Durmaz & Henry Thompson, 2020, "Relative Prices and Empirical Trade Patterns," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-06, Oct.
• Richard S.J. Tol, 2020, "Certainty equivalents," Video Library, Department of Economics, University of Sussex Business School, number 2089, Oct.
• Perone, G., 2020, "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/18, Nov.
• Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020, "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers, Örebro University, School of Business, number 2020:13, Oct.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
• Richard S.J. Tol, 2020, "The Dismal Theorem," Video Library, Department of Economics, University of Sussex Business School, number 2090, Oct.
• Pennerstorfer, Dieter & Schindler, Nora & Weiss, Christoph R. & Yontcheva, Biliana, 2020, "Income inequality and product variety: Empirical evidence," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 353.
• Christopher Dobronyi & Christian Gouri'eroux, 2020, "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers, arXiv.org, number 2010.13937, Oct, revised Jan 2021.
• Souza, Thiago de Oliveira, 2020, "Dollar carry timing," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2020, Oct.
• Birru, Justin & Young, Trevor, 2020, "Sentiment and Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-10, May, DOI: 10.2139/ssrn.3601933.
• Strulik, Holger & Werner, Katharina, 2020, "Renewable resource use with imperfect self-control," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 408.
• Paolo E. Giordani & Francesco Rullani, 2020, "The Digital Revolution and COVID-19," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Nov.
• Ia Vardishvili, 2020, "Entry Decision, the Option to Delay Entry, and Business Cycles," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-07, Oct.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202024, Sep.
• Schuster, Gabriele & Fox, Caterina & Kalteis, Marion & Kumbartzki, Jürgen & Lucas, Christian & Scheunert, Uta & Wießner, Sabine, 2020, "Campusübergreifende Lehrforschung im Bachelor- und Master-Modul "Marktforschung und -analyse" zum Thema E-Mobilität: Darstellung der unterschiedlichen didaktischen Vorgehensweisen und der Ergebnisse der Studierenden," IU Discussion Papers - Marketing & Communication, IU International University of Applied Sciences, number 2/2020.
• Amjadi, Golnaz, 2020, "Is Industrial Energy Inefficiency Transient or Persistent? Evidence from Swedish Manufacturing," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2020:15, Nov.

Report NEP-ORE-2020-11-16

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: