Report NEP-ORE-2021-02-01

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:

• Zea Bermúdez, Patricia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Veiga, Helena, 2021, "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31804, Jan.
• Pacifico, Antonio, 2020, "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper, University Library of Munich, Germany, number 104379.
• Natalya Zelenyuk & Valentin Zelenyuk, 2021, "Bank Performance Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022021, Jan.
• Marc Hallin, 2021, "Measure Transportation and Statistical Decision Theory," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-04, Jan.
• Tzougas, George & Jeong, Himchan, 2021, "An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108210, Jan.
• Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020, "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:25.
• Jess Benhabib & Xuewen Liu & Pengfei Wang, 2020, "Self-Fulfilling Risk Panics: An Expected Utility Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 28284, Dec.
• Gabriel Montes Rojas, 2019, "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2019-44, May.
• Lukas Boeckelmann & Arthur Stalla-Bourdillon, 2021, "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers, Banque de France, number 798.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2020, "Pricing Currency Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 28260, Dec.
• André, Marine-Charlotte & Traficante, Guido, 2020, "Forward Guidance in Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 104600, Dec.
• Andreeva, Andriyana & Asenov, Oleg, 2020, "Digital control over the working process technological and legal aspects," MPRA Paper, University Library of Munich, Germany, number 105080.
• Tulio Cravo & Christopher J. O'Leary & Ana Cristina Sierra & Leandro Justino Veloso, 2020, "Heterogeneous impacts on layoffs of changes in Brazilian unemployment insurance eligibility rules," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 20-318, Jan.
• Thomas St rdal Gundersen & Even Soltvedt Hvinden, 2021, "OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2021, Jan.
• RÜdiger Bachman & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020, "The Welfare and Distributional Effects of Fiscal Volatility: A Quantitative Evaluation," Working Papers, School of Economic Sciences, Washington State University, number 2020-2, Mar.
• Isao Shoji & Masahiro Nozawa, 2020, "A geometric analysis of nonlinear dynamics and its application to financial time series," Papers, arXiv.org, number 2012.11825, Dec.
• Ho, Mun & Britz, Wolfgang & Delzeit, Ruth & Leblanc, Florian & Roson, Roberto & Schuenemann, Franziska & Weitzel, Matthias, 2020, "Modelling Consumption and Constructing Long-Term Baselines in Final Demand," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 228656, DOI: 10.21642/JGEA.050103AF.
• R. Lamotte & A. de Palma & N. Geroliminis, 2020, "Impacts of Metering-Based Dynamic Priority Schemes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-14.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for US Business Cycle Fluctuations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-102, Nov.
• Nicola Comincioli & Paolo Panteghini & Sergio Vergalli, 2020, "Debt Shifting and Transfer Pricing in a Volatile World," CESifo Working Paper Series, CESifo, number 8807.
• Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185R2 Publication Status, Jul, revised Jan 2021.
• Arnold Cédrick SOH VOUTSA, 2020, "Approval Voting & Majority Judgment in Weighted Representative Democracy," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-15.
• Arnold Cédrick SOH VOUTSA, 2020, "Deegan-Packel & Johnston spatial power indices and characterizations," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-16.
• Chuluunbayar, Delgerjargal, 2020, "Asymmetric transmission and effects of resource shocks: Case of Mongolia," MPRA Paper, University Library of Munich, Germany, number 104641, Oct.
• Jidong Zhou, 2021, "Mixed Bundling in Oligopoly Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2270, Jan.
• Andres, Christian & Bazhutov, Dmitry & Cumming, Douglas & Köchling, Gerrit & Limbach, Peter, 2024, "Does Speculative News Hurt Productivity? Evidence from Takeover Rumors," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-02, revised 2024.
• Nicola Comincioli & Paolo M. Panteghini & Sergio Vergalli, 2020, "Debt and Transfer Pricing: Implications on Business Tax Policy," Working Papers, Fondazione Eni Enrico Mattei, number 2020.16, Oct.
• Hadar Avivi & Patrick M. Kline & Evan Rose & Christopher R. Walters, 2021, "Adaptive Correspondence Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 28319, Jan.
• Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021, "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers, Bank for International Settlements, number 917, Jan.
• Sebastian Rohe & Jannika Mattes, 2021, "What about the regional level? Regional configurations of Technological Innovation Systems," PEGIS, Institute for Economic Geography and GIScience, Department of Socioeconomics, Vienna University of Economics and Business, number geo-disc-2021_01.

Report NEP-ORE-2021-02-01

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: