Report NEP-ORE-2020-11-23

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 in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224528.
• Zhang, Bo & Nguyen, Bao H., 2020, "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-12.
• Alyssa Carlson, 2020, "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers, Department of Economics, University of Missouri, number 2008, Sep.
• Pihnastyi, Oleh & Khodusov, Valery & Subbotin, Sergey, 2020, "Linear Regression Model of the Conveyor Type Transport System," MPRA Paper, University Library of Munich, Germany, number 103881, Sep, revised 26 Sep 2020.
• Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper, University Library of Munich, Germany, number 103870, Oct.
• Jianmin Shi, 2020, "Optimal control of multiple Markov switching stochastic system with application to portfolio decision," Papers, arXiv.org, number 2010.16102, Oct.
• Bernd Schwaab & Xin Zhang & Andre Lucas, 2020, "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-076/III, Nov.
• Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020, "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 11-2020.
• Otto, Sven & Breitung, Jörg, 2020, "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224533.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
• Ferman, Bruno & Lima, Lycia & Riva, Flavio, 2020, "Experimental Evidence on Artificial Intelligence in the Classroom," MPRA Paper, University Library of Munich, Germany, number 103934, Nov.
• Diunugala, Hemantha Premakumara & Mombeuil, Claudel, 2020, "Modeling and predicting foreign tourist arrivals to Sri Lanka: A comparison of three different methods," MPRA Paper, University Library of Munich, Germany, number 103779, Oct.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• Hiroyuki Kasahara & Yoichi Sugita, 2020, "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series, CESifo, number 8667.
• Bastani, Spencer & Giebe, Thomas & Gürtler, Oliver, 2020, "A general framework for studying contests," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224601.
• Martin F. Hellwig, 2020, "Incomplete-Information Games in Large Populations with Anonymity," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2020_20, Aug, revised 09 Mar 2021.
• Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso, 2020, "A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets," Papers, arXiv.org, number 2011.04256, Nov.
• Huesmann, Katharina & Wambach, Achim, 2020, "Constraints on Matching Markets Based on Moral Concerns," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224636.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper, University Library of Munich, Germany, number 103889, Oct, revised 31 Oct 2020.
• Martin Bruns & Helmut Luetkepohl, 2020, "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2020-06, Nov.
• Ben Cheikh, Nidhaleddine & Ben Naceur, Sami & Kanaan, Oussama & Rault, Christophe, 2020, "Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets," IZA Discussion Papers, IZA Network @ LISER, number 13853, Nov.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020, "The macroeconomics of hedging income shares," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1283, Jun.
• Werner, Katharina & Strulik, Holger, 2020, "Renewable Resource Use with Imperfect Self-Control," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224628.
• Andre Veiga & Tommaso Valletti, 2020, "Attention, recall and purchase: Experimental evidence on online news and advertising," Working Papers, NET Institute, number 20-15, Oct.
• F.Javier Martínez de Albéniz & Carlos Rafels & Neus Ybern, 2019, "Assortative multisided assignment games. The extreme core points," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2019/395.
• Lo, Yuen & Medda, Francesca, 2020, "Uniswap and the rise of the decentralized exchange," MPRA Paper, University Library of Munich, Germany, number 103925, Nov.
• Philippe Bergault & Olivier Guéant, 2020, "Size matters for OTC market makers: general results and dimensionality reduction techniques," Working Papers, HAL, number hal-02987894, Nov.
• Philippe Bergault & Olivier Guéant, 2020, "Size matters for OTC market makers: general results and dimensionality reduction techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02987894, Nov.
• Berman, Ron & Heller, Yuval, 2020, "Naive Analytics Equilibrium," MPRA Paper, University Library of Munich, Germany, number 103824, Oct.
• Bühl, Vitus & Schmidt, Robert C., 2020, "Coordinating to avoid the catastrophe," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224649.
• Lilian Muchimba & Alexis Stenfors, 2020, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-13, Nov.
• Steven Lehrer & Tian Xie, 2020, "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper, Economics Department, Queen's University, number 1449, Oct.
• Birg, Laura & Voßwinkel, Jan, 2020, "Green Consumers, Emission Taxes, and Firm Relocation," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224639.
• Francesca Carta & Francesco D'Amuri & Till von Wachter, 2020, "workforce aging, pension reforms, and firm outcomes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1297, Sep.
• Garibaldi, Pietro & Moen, Espen R. & Pissarides, Christopher A., 2020, "Static and Dynamic Inefficiencies in an Optimizing Model of Epidemics," IZA Discussion Papers, IZA Network @ LISER, number 13844, Nov.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Papers, arXiv.org, number 2011.00435, Nov, revised Apr 2023.
• Christoph Engel & Eric Helland, 2020, "Does the Fundamental Transformation Deter Trade? An Experiment," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2020_23, Sep.
• Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020, "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 12-2020.
• Jesse F. Buchsbaum & Catherine Hausman & Johanna L. Mathieu & Jing Peng, 2020, "Spillovers from Ancillary Services to Wholesale Energy Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28027, Oct.
• Samad Sarferaz & Andreas Dibiasi, 2020, "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-479, Jun, DOI: 10.3929/ethz-b-000420180.
• Momsen, Katharina & Ohndorf, Markus, 2020, "Information Avoidance, Selective Exposure, and Fake(?) News - A Market Experiment," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224637.
• Brünner, Tobias & Levinsky, Rene, 2020, "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224618.
• Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020, "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2020, Oct.
• Sylvain Chassang & Lucia Del Carpio & Samuel Kapon, 2020, "Using Divide and Conquer to Improve Tax Collection: Theory and Laboratory Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 28042, Oct.
• Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020, "Bias correction for quantile regression estimators," Papers, arXiv.org, number 2011.03073, Nov, revised Feb 2025.
• Cueva, Selena, 2020, "Entendiendo la paradoja de la maternidad adolescente en Lima Metropolitana: un análisis de los efectos de vecindario en el 2013," Avances de Investigación, Grupo de Análisis para el Desarrollo (GRADE), number 0040.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020, "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1284, Jun.
• Item repec:ssa:lemwps:2020/31 is not listed on IDEAS anymore

• José María Alsonso-Maijide & Mikel Álvarez-Mozos & María Gloria Fiestras-Janeiro & Andrés Jiménez-Losada, 2019, "On Convexity in Games with Externalities," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2019/398.
• Becker, Johannes & Hopp, Daniel & Süß, Karolin, 2020, "How altruistic is indirect reciprocity? - Evidence from gift-exchange games in the lab," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224592.
• Baschieri, Davide & Magni, Carlo Alberto & Marchioni, Andrea, 2020, "Comprehensive Financial Modeling of Solar PV Systems," MPRA Paper, University Library of Munich, Germany, number 103886, Sep.
• Allen, David & Sandakchiev, Danail & Hooper, Vincent & Ivanov, Ivan, 2020, "The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature," MPRA Paper, University Library of Munich, Germany, number 103862, Oct.
• Andrej Cupák & Ján Klacso & Martin Suster, 2020, "Surveying the Impact of the Covid-19 Recession on the Financial Situation of Indebted Households," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2020, Nov.
• Rozo, Sandra V. & Urbina, Maria José, 2020, "Who Does Not like Migrants? Individual Demographics and Attitudes Towards Migration," IZA Discussion Papers, IZA Network @ LISER, number 13842, Nov.
• Item repec:hal:wpaper:hal-02891798 is not listed on IDEAS anymore

• Mitkova, Mariya, 2020, "Social Optimum in a Model with Hierarchical Firms and Endogenous Promotion Time," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224589.
• Janas, Moritz & Oljemark, Emilia, 2020, "Trust and Reputation under Asymmetric Information," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224518.

Report NEP-ORE-2020-11-23

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: