Report NEP-ORE-2021-01-11

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:

• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202101, Jan.
• Mirco Rubin & Dario Ruzzi, 2020, "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1311, Dec.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020034, Nov.
• Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
• Aman Ullah & Tao Wang & Weixin Yao, 2020, "Modal Regression for Fixed Effects Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202102, Jun, revised Nov 2020.
• Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:05.
• Shaw, Charles, 2020, "Regimes, Non-Linearities, and Price Discontinuities in Indian Energy Stocks," MPRA Paper, University Library of Munich, Germany, number 104798, Dec.
• Andersson, Jonas & Olden, Andreas & Rusina, Aija, 2020, "Fraud detection by a multinomial model: Separating honesty from unobserved fraud," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/15, Dec.
• Kaustav Das & Nicolas Klein, 2020, "Do Stronger Patents Lead to Faster Innovation? The Effect of Duplicative Search," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/03, Mar.
• PINSHI, Christian P., 2020, "Préserver l’Économie à l’Ere de la COVID-19 : Une Pensée Optimale à la Fujita
  [Safeguarding the Economy in the Age of COVID-19: A Fujita-style Optimal Thinking]," MPRA Paper, University Library of Munich, Germany, number 105107, Apr, revised Jul 2020.
• Hafner, Christian & Wang, Linqi, 2020, "Dynamic portfolio selection with sector-specific regularization," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020032, Jan.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020, "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2020:26, Dec, revised 05 Jan 2021.
• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020, "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-119, Sep.
• Richard S.J. Tol, 2021, "General circulation models," Video Library, Department of Economics, University of Sussex Business School, number 2102, Jan.
• Young Shin Aaron Kim & Kum-Hwan Roh & Raphaël Douady, 2020, "Tempered Stable Processes with Time Varying Exponential Tails," Working Papers, HAL, number hal-03018495, Nov.
• Gossner, Olivier & Steiner, Jakub & Stewart, Colin, 2021, "Attention please!," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107907, Jul.
• Juodis, Arturas & Sarafidis, Vasilis, 2020, "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104908, Dec.
• H. R., Ganesha & Aithal, Sreeramana, 2020, "Artificial Intelligence-Based Consumer Communication by Brick-and-Mortar Retailers in India Leading to Syllogistic Fallacy and Trap – Insights from an Experiment," MPRA Paper, University Library of Munich, Germany, number 104794, Dec.
• Alexis Louaas & Pierre Picard, 2020, "A Pandemic Business Interruption Insurance," CESifo Working Paper Series, CESifo, number 8758.
• Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
• Ernest Liu & Aleh Tsyvinski, 2020, "Dynamical Structure and Spectral Properties of Input-Output Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 28178, Dec.
• Richard S.J. Tol, 2020, "Ozone hole and acid rain," Video Library, Department of Economics, University of Sussex Business School, number 2098, Apr.
• Aoyama, Tomohito, 2020, "Response time and revealed information structure," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-101, Dec.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2020, "Does Big Data Improve Financial Forecasting? The Horizon Effect," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-106, Nov.
• Kyvik Nordås, Hildegunn & Klügl, Franziska, 2020, "Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach," Working Papers, Örebro University, School of Business, number 2020:16, Dec.
• Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
• Armerin, Fredrik & Song, Han-Suck, 2020, "A framework for modelling cash flow lags," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/17, Dec.
• Harmenberg, Karl, 2020, "A Simple Theory of Pareto Earnings," Working Papers, Copenhagen Business School, Department of Economics, number 21-2020, Dec.
• Luca Benati, 2020, "Money Velocity and the Natural Rate of Interest," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2022, Dec.
• Duncan MacDonald & Christopher Prinz & Herwig Immervoll, 2020, "Can disability benefits promote (re)employment?: Considerations for effective disability benefit design," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 253, Dec, DOI: 10.1787/227e7990-en.
• Christelle Baunez & Mickael Degoulet & Stéphane Luchini & Matteo L. Pintus, 2020, "The Acceleration Index as a Test-Controlled Reproduction Number: Application to COVID-19 in France," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2045, Dec.
• Richard S.J. Tol, 2021, "The greenhouse effect," Video Library, Department of Economics, University of Sussex Business School, number 2101, Jan.
• Murhula, Pacifique, 2020, "Tendance de l'inflation sous-jacente en RDC: une modélisation à partir de l'approche VAR structurelle
  [Trend of Core inflation in DRCongo: a model based on the Structural VAR approach]," MPRA Paper, University Library of Munich, Germany, number 105005, Dec, revised 08 Jan 2021.
• Herings, Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent, 2020, "Do Stable Outcomes Survive in Marriage Problems with Myopic and Farsighted Players?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020033, Nov.
• Puhl, Pirmin & Lundborg, Martin, 2019, "Breitbandzugang über Satellit in Deutschland – Stand der Marktentwicklung und Entwicklungsperspektiven," WIK Discussion Papers, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH, number 444.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020, "Financial Risk-taking and Differential Bargaining Power within Households," Working Papers, Business School - Economics, University of Glasgow, number 2020_32, Dec.
• Alfani, Guido, 2020, "Epidemics, inequality and poverty in preindustrial and early industrial times," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 520.

Report NEP-ORE-2021-01-11

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: