Report NEP-ORE-2020-12-07

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Na Guo & Bo Zhang & Jamie Cross, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-99, Nov.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-13, Nov.
• Xiaobin Liu & Shuping Shi & Jun Yu, 2020, "Persistent and Rough Volatility," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 23-2020, Nov.
• Ge, S., 2020, "A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20114, Nov.
• Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020, "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 41/20.
• Xu, Mengshan & Otsu, Taisuke, 2020, "Score estimation of monotone partially linear index model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106698, Dec.
• Pesaran, M. H. & Yang, C. F., 2020, "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20102, Nov.
• Connor, G. & Li, S. & Linton, O., 2020, "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20103, Nov.
• Sulagna Dasgupta & Debasis Mishra, 2020, "Ordinal Bayesian incentive compatibility in random assignment model," Discussion Papers, Indian Statistical Institute, Delhi, number 20-06, Sep.
• Ding, Y., 2020, "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20112, Nov.
• Thomas Favory, 2020, "Multiproduct Firms and Discrete Choice Models of Demand: Existence and Uniqueness of the Bertrand-Nash Equilibrium," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-24.
• Paolo Bertoletti & Federico Etro, 2020, "Monopolistic Competition, As You Like It," Working Papers, University of Milano-Bicocca, Department of Economics, number 454, Nov.
• Richard S.J. Tol, 2020, "The Economic Impact of Weather and Climate," Video Library, Department of Economics, University of Sussex Business School, number 2093, Nov.
• Richard S.J. Tol, 2020, "The Economic Impact of Weather and Climate," Video Library, Department of Economics, University of Sussex Business School, number 2094, Nov.
• Aleksey Oshchepkov & Anna Shirokanova, 2020, "Multilevel Modeling For Economists: Why, When And How," HSE Working papers, National Research University Higher School of Economics, number WP BRP 233/EC/2020.
• Jan Ditzen, 2019, "xthst: Testing for slope homogeneity in Stata," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 011, Oct.
• Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2020, "Quantile Factor Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13870, Nov.
• Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
• Nuno Goncalves & Domingos Seward, 2019, "Forecasting unemployment in Portugal: A labour market flows approach," CFP Working Papers, Portuguese Public Finance Council, number 01/2019, Nov.
• Fuest, Angela & Schmidt, Torsten, 2020, "Inflation expectation uncertainty in a New Keynesian framework," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 867, DOI: 10.4419/96973004.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-26.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers, University of Milano-Bicocca, Department of Economics, number 453, Nov, revised Oct 2022.
• Shahe Emran, M. & Ferreira, Francisco H. G. & Jiang, Yajing & Sun, Yan, 2020, "Occupational dualism and intergenerational educational mobility in the rural economy: evidence from China and India," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107480, Nov.
• Qazi Haque & Leandro M. Magnusson, 2020, "Uncertainty shocks and inflation dynamics in the U.S," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-25.
• Amodio, Francesco & Martinez-Carrasco, Miguel A., 2020, "Workplace Incentives and Organizational Learning," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13898, Nov.
• Schön, Matthias, 2020, "Demographic change and the rate of return in PAYG pension systems," Discussion Papers, Deutsche Bundesbank, number 57/2020.
• Jorge Gonz'alez C'azares & Aleksandar Mijatovi'c, 2020, "Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation," Papers, arXiv.org, number 2011.06618, Nov, revised Mar 2021.
• Vera A. Shumilina, 2020, "Abductive Theory Of Meaning," HSE Working papers, National Research University Higher School of Economics, number WP BRP 192/HUM/2020.
• Dolado, Juan J. & Felgueroso, Florentino & Jimeno, Juan F., 2020, "The Spanish Labour Market at the Crossroads: COVID-19 Meets the Megatrends," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13869, Nov.
• John B. Davis, 2020, "The Sea Battle Tomorrow: The Identity of Reflexive Economic Agents," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2020-01, Feb.
• Ruochen Wu & Melvyn Weeks, 2020, "A Semi-Parametric Bayesian Generalized Least Squares Estimator," Papers, arXiv.org, number 2011.10252, Nov, revised Jan 2023.
• Van Rens, Thijs & Oswald, Andrew J., 2020, "Age-Based Policy in the Context of the Covid-19 Pandemic," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1315.
• Nicola Borri & Giorgio Di Giorgio, 2020, "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 2005, Oct.
• Cristea, R. G., 2020, "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20108, Nov.
• Martin, Ian & Ross, Steve, 2019, "Notes on the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90208, Dec.
• Tao Chen & Jiyoun Myung, 2020, "Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty," Papers, arXiv.org, number 2011.04804, Nov, revised Mar 2022.
• L. Bauwens & E. Otranto, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202007.
• Ben Hambly & Renyuan Xu & Huining Yang, 2020, "Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon," Papers, arXiv.org, number 2011.10300, Nov, revised Jun 2021.
• Gabler, Janos & Raabe, Tobias & Röhrl, Klara, 2020, "People Meet People: A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13899, Nov.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2020, "Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-10.
• Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020, "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201116, Nov.
• Marielle MONTGINOUL & Sébastien LOUBIER & Frédéric MAUREL & Dominique ROJAT, 2020, "La gestion des ressources en eau souterraine : six situations du bassin méditerranéen analysées sous l'angle de l’économie néo-institutionnelle et de la théorie des contrats," Working Paper, Agence française de développement, number 059700a1-e1f8-4694-9d90-a, Nov.
• Antonio Diez de los Rios, 2020, "A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation," Staff Working Papers, Bank of Canada, number 20-50, Nov, DOI: 10.34989/swp-2020-50.
• Monisankar Bishnu & Cagri Kumru, 2020, "A Note on the Annuity Role of Estate Tax - ONLINE SUPPLEMENT," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2020-676, Nov.
• Ekaterina A. Aleksandrova & Venera I. Bagranova & Christopher J. Gerry, 2020, "The Effect Of Health Shocks On Labour Market Outcomes In Russia," HSE Working papers, National Research University Higher School of Economics, number WP BRP 237/EC/2020.
• Buncic, Daniel, 2020, "Econometric issues with Laubach and Williams’ estimates of the natural rate of interest," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 397, Nov.
• Gurgone, Andrea & Iori, Giulia, 2020, "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 164.
• Simone Pellegrino, 2020, "Il coefficiente di Gini: le origini," Working papers, Società Italiana di Economia Pubblica, number 101, Nov.
• van Basshuysen, Philippe, 2019, "Book review: radical markets: uprooting capitalism and democracy for a just society," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101024, May.
• Yann Décarie & Pierre-Carl Michaud, 2020, "Counting the Dead: COVID-19 and Mortality in Québec and British Columbia," CIRANO Working Papers, CIRANO, number 2020s-58, Nov.
• Ryadh M. Alkhareif & William A. Barnett, 2020, "Nowcasting Real Gdp For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202018, Nov, revised Nov 2020.
• Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020, "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1164, Nov.
• Köppl-Turyna, Monika & Kantorowicz, Jarosław, 2020, "The effect of quotas on female representation in local politics," Research Papers, EcoAustria – Institute for Economic Research, number 15.
• David Boto-Garcìa & Alessandro Bucciol & Luca Zarri, 2020, "Managerial Beliefs and Firm Performance: Field Evidence from Professional Elite Soccer," Working Papers, University of Verona, Department of Economics, number 19/2020, Nov.
• Spengel, Christoph & Fischer, Leonie & Stutzenberger, Kathrin, 2020, "Breaking borders? The European Court of Justice and internal market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-059.
• John B. Davis, 2019, "�Openness� as a Methodological Principle of Sraffa�s Economic Thinking," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2019-03, Oct.
• Zheng, Yanqiao & Zhang, Xiaoqi & Zhu, Yu, 2020, "Overeducation, Major Mismatch, and Return to Higher Education Tiers: Evidence from Novel Data Source of a Major Online Recruitment Platform in China," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13868, Nov.
• Aldén, Lina & Bastani, Spencer & Hammarstedt, Mats, 2020, "Ethnic Background and the Value of Self-Employment Experience: Evidence from a Randomized Field Experiment," Working Paper Series, Research Institute of Industrial Economics, number 1369, Nov.

Report NEP-ORE-2020-12-07

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: