Report NEP-ORE-2021-03-01

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:

• Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 21-02R, Feb, revised 09 Aug 2021, DOI: 10.26509/frbc-wp-202102r.
• Isaac M. Sonin & Konstantin Sonin, 2020, "A Continuous-Time Model of Financial Clearing," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-101.
• Zacharias Psaradakis & Marian Vavra, 2020, "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2020, Dec.
• Mykola Babiak & Roman Kozhan, 2021, "Growth Uncertainty, Rational Learning, and Option Prices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp682, Jan.
• Talat Genc & Pietro De Giovanni, 2021, "Dynamic pricing and green investments under conscious, emotional, and rational consumers," Working Papers, University of Guelph, Department of Economics and Finance, number 2101.
• Richard S.J. Tol, 2021, "The economic impact of weather and climate," Video Library, Department of Economics, University of Sussex Business School, number 2108, Feb.
• Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020, "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series, Bank of Russia, number wps65, Dec.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 74981.
• Jaqueson Galimberti, 2021, "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers, Auckland University of Technology, Department of Economics, number 2021-01, Feb.
• N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
• Huang, W. & Linton, O. & Zhang, Z., 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2113, Feb.
• M Prem & E Colonnelli & S Lagaras & J Ponticelli & M Tsoutsoura, 2021, "Revealing Corruption: Firm and Worker Level Evidence from Brazil," Documentos de Trabajo, Universidad del Rosario, number 18673, Jan.
• Wang, Wenjie, 2021, "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper, University Library of Munich, Germany, number 106227, Feb.
• Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020, "An Adversarial Approach to Structural Estimation," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-144.
• Christopher Adams & Evan Herrnstadt, 2021, "CBO’s Model of Drug Price Negotiations Under the Elijah E. Cummings Lower Drug Costs Now Act: Working Paper 2021-01," Working Papers, Congressional Budget Office, number 56905, Feb.
• Edoardo Rainone, 2021, "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1319, Feb.
• Enrico D’Elia & Francesca Faedda & Giacomo Giannone, 2020, "Un modello statistico per il monitoraggio delle entrate tributarie (MoME)," Working Papers, Ministry of Economy and Finance, Department of Finance, number wp2020-5, May.
• Franz Dietrich & Christian List, 2021, "Dynamically rational judgment aggregation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21002, Feb.
• Pawel Dziewulski & John K.-H. Quah, 2021, "Comparative statics with linear objectives: normal demand, monotone marginal costs, and ranking multi-prior beliefs," Working Paper Series, Department of Economics, University of Sussex Business School, number 0121, Feb.
• Denise Desjardins & Georges Dionne & Yang Lu, 2021, "Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-2, Feb.
• Daniyal Khan, 2021, "The Twin Endogeneities Hypothesis: A Theory of Central Bank Evolution," Working Papers, New School for Social Research, Department of Economics, number 2102, Feb.
• Javier Ojea-Ferreiro, 2021, "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Pablo S. Castro & Ajit Desai & Han Du & Rodney Garratt & Francisco Rivadeneyra, 2021, "Estimating Policy Functions in Payments Systems Using Reinforcement Learning," Staff Working Papers, Bank of Canada, number 21-7, Feb, DOI: 10.34989/swp-2021-7.
• Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021, "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021004, Feb.
• Carina Neisser, 2021, "The Elasticity of Taxable Income: A Meta-Regression Analysis," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 067, Feb.
• Komal Malik & Kolagani Paramahamsa, 2021, "Selling two complementary goods," Discussion Papers, Indian Statistical Institute, Delhi, number 21-01, Feb.
• Yoonseok Lee & Donggyu Sul, 2021, "Trimmed Mean Group Estimation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 237, Feb.
• Johannes Buckenmaier & Eugen Dimant & Ann-Christin Posten & Ulrich Schmidt, 2021, "Efficient Institutions and Effective Deterrence: On Timing and Uncertainty of Formal Sanctions," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 065, Feb.
• Nancy Stokey, 2020, "Technology Diffusion," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-94.

Report NEP-ORE-2021-03-01

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: