Report NEP-ORE-2020-12-21

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:

• Laura Liu, 2020, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2020-003, Mar.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
• Enrico Tosti, 2020, "The reconstruction of back data for Italy’s balance of payments and international investment position (1970-1999)," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 581, Nov.
• Lee, K. & Linton, O. & Whang, Y-J., 2020, "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20121, Dec.
• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-03.
• Di Maria, Corrado & Zarkovic, Maja & Hintermann, Beat, 2020, "Are Emissions Trading Schemes Cost-effective?," Working papers, Faculty of Business and Economics - University of Basel, number 2020/13.
• Johannes Hörner & Nicolas Klein & Sven Rady, 2020, "Overcoming Free-Riding in Bandit Games," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_135v2, Dec.
• Iskander Karibzhanov, 2020, "Towards a HANK Model for Canada: Estimating a Canadian Income Process," Discussion Papers, Bank of Canada, number 2020-13, Dec, DOI: 10.34989/sdp-2020-13.
• Youichiro Higashi & Kazuya Hyogo & Gil Riella, 2020, "Dynamically Consistent Menu Preferences," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1047, Dec.
• Hess T. Chung & Cristina Fuentes-Albero & Matthias Paustian & Damjan Pfajfar, 2020, "Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-100, Dec, DOI: 10.17016/FEDS.2020.100.
• Christoph Belak & Lukas Mich & Frank T. Seifried, 2019, "Optimal Investment for Retail Investors with Flooredand Capped Costs," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-06.
• Arianna Agosto & Paolo Giudici & Emanuela Raffinetti, 2020, "A rank graduation accuracy measure," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 179, Jan.
• Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2020, "Optimally Imprecise Memory and Biased Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 28075, Nov.
• Arianna Agosto & Daniel Felix Ahelegbey, 2020, "Default count-based network models for credit contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 180, Feb.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020, "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers, Deutsche Bundesbank, number 62/2020.
• Young Shin Aaron Kim & Kum-Hwan Roh & Raphaël Douady, 2020, "Tempered Stable Processes with Time Varying Exponential Tails," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03018495, Nov.
• Congressional Budget Office, 2020, "How CBO Analyzes the Costs of Proposals for Single-Payer Health Care Systems That Are Based on Medicare’s Fee-for-Service Program: Working Paper 2020-08," Working Papers, Congressional Budget Office, number 56811, Dec.
• Nicola, Giancarlo & Cerchiello, Paola & Aste, Tomaso, 2020, "Information network modeling for U.S. banking systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107563, Nov.
• Atsushi Inoue & Lutz Kilian, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2030, Dec, DOI: 10.24149/wp2030.
• Item repec:bon:boncrc:crctr224_2019_135v1 is not listed on IDEAS anymore

• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
• Nicholas John Tierney & Dianne Cook & Tania Prvan, 2020, "brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 43/20.
• Robin Greenwood & Benjamin Iverson & David Thesmar, 2020, "Sizing up Corporate Restructuring in the COVID Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 28104, Nov.
• Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020, "From Heterogeneous Firms to Heterogeneous Trade Elasticities: The Aggregate Implications of Firm Export Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28081, Nov.
• Isabelle Do Santos, 2020, "Préface : Economie informelle et performances budgétaires : Une analyse par les régressions quantiles en panel," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-53.
• Shige Peng & Shuzhen Yang, 2020, "Distributional uncertainty of the financial time series measured by G-expectation," Papers, arXiv.org, number 2011.09226, Nov, revised Jul 2021.
• Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020, "Will the Secular Decline In Exchange Rate and Inflation Volatility Survive COVID-19?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28108, Nov.
• Sean ELLIOTT & Christian GOURIEROUX, 2020, "Uncertainty on the Reproduction Ratio in the SIR Model," Working Papers, Center for Research in Economics and Statistics, number 2020-31, Dec.
• Laura Kreiling & Douglas K. R. Robinson & David Winickoff, 2020, "Collaborative platforms for innovation in advanced materials," OECD Science, Technology and Industry Policy Papers, OECD Publishing, number 95, Dec, DOI: 10.1787/bb5225f1-en.
• Anish Rai & Ajit Mahata & Md Nurujjaman & Om Prakash, 2020, "Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic," Papers, arXiv.org, number 2012.03012, Dec, revised Sep 2021.
• Pahl, Stefan & Brandi, Clara & Schwab, Jakob & Stender, Frederik, 2020, "Cling together, swing together: The contagious effects of COVID-19 on developing countries through global value chains," IDOS Discussion Papers, German Institute of Development and Sustainability (IDOS), number 21/2020, DOI: 10.23661/dp21.2020.