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Report NEP-ORE-2021-04-19
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:
- Kadir Özen & Dilem Yıldırım, 2021, "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2101, Apr, revised Apr 2021.
- Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-01, Mar.
- Simon Freyaldenhoven, 2021, "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-15, Apr, DOI: 10.21799/frbp.wp.2021.15.
- Minglian Lin & Indranil SenGupta, 2021, "Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model," Papers, arXiv.org, number 2104.06293, Apr.
- Nikolas Kuschnig & Gregor Zens & Jesús Crespo Cuaresma, 2021, "Hidden in Plain Sight: Influential Sets in Linear Models," CESifo Working Paper Series, CESifo, number 8981.
- Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
- Shalini Sharma & Víctor Elvira & Emilie Chouzenoux & Angshul Majumdar, 2021, "Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting," Post-Print, HAL, number hal-03184841.
- Simar, Léopold & Wilson, Paul, 2021, "Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021003, Feb.
- Ahmad Naimzada & Marina Pireddu, 2021, "On the detrimental effects of concave emission charges in a dynamic Cournot duopoly model," Working Papers, University of Milano-Bicocca, Department of Economics, number 466, Apr.
- Charles-Cadogan, G., 2021, "Incoherent Preferences," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 69.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021, "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CESifo Working Paper Series, CESifo, number 8977.
- Tommaso M. Valletti & André Veiga, 2021, "Attention, Recall and Purchase: Experimental Evidence on Online News and Advertising," CESifo Working Paper Series, CESifo, number 8991.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series, CESifo, number 8985.
- Kai A. Konrad & Florian Morath, 2020, "The Volunteer's Dilemma in Finite Populations," Working Papers, Max Planck Institute for Tax Law and Public Finance, number tax-mpg-rps-2020-15, Dec.
- Haykaz Igityan & Hovhannes Manukyan, 2020, "Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth," Working Papers, Central Bank of Armenia, number 14, Jan.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021, "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-03, Apr.
- Harvey, A., 2021, "Score-driven time series models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2133, Apr.
- Bartel, Ann P. & Rossin-Slater, Maya & Ruhm, Christopher J. & Slopen, Meredith & Waldfogel, Jane, 2021, "The Impact of Paid Family Leave on Employers: Evidence from New York," IZA Discussion Papers, IZA Network @ LISER, number 14262, Apr.
- Raphaela Hennigs, 2019, "Conflict Prevention by Bayesian Persuasion," Working Papers, Max Planck Institute for Tax Law and Public Finance, number tax-mpg-rps-2019-16_1, Sep.
- Peter B. Dixon & Maureen T. Rimmer, 2021, "Who will pay for improved health standards in U.S. meat-processing plants? Simulation results from the USAGE model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-314, Mar.
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021, "Risky Business Cycles," Boston College Working Papers in Economics, Boston College Department of Economics, number 1029, Apr, revised 17 Sep 2024.
- Denuit, Michel & Robert, Christian Y., 2021, "Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021016, Mar.
- Geminiani, Elena & Marra, Giampiero & Moustaki, Irini, 2021, "Single and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108873, Mar.
- Corinna Ghirelli & María Gil & Samuel Hurtado & Alberto Urtasun, 2021, "Relación entre las medidas de contención de la pandemia, la movilidad y la actividad económica," Occasional Papers, Banco de España, number 2109, Mar.
- Tukiainen, Janne & Blesse, Sebastian & Bohne, Albrecht & Giuffrida, Leonardo M. & Jääskeläinen, Jan & Luukinen, Ari & Sieppi, Antti, 2021, "What are the priorities of bureaucrats? Evidence from conjoint experiments with procurement officials," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-033.
- Andreas Joseph & Eleni Kalamara & George Kapetanios & Galina Potjagailo & Chiranjit Chakraborty, 2021, "Forecasting UK inflation bottom up," Bank of England working papers, Bank of England, number 915, Mar.
- Haykaz Igityan, 2019, "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers, Central Bank of Armenia, number 11, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
- Maria José Montoya Villalobos, 2021, "Green consumption: The impact of trust and pessimism," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-9.
- Michal Kuchta, 2021, "Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/10, Apr, revised Apr 2021.
- Ricky Li, 2021, "Dynamic Random Choice," Papers, arXiv.org, number 2102.00143, Jan, revised Jun 2022.
- Hamster, Ulf A., 2021, "Pairwise comparison based ranking and scoring algorithms," OSF Preprints, Center for Open Science, number ev7fw, Apr, DOI: 10.31219/osf.io/ev7fw.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021, "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper, University Library of Munich, Germany, number 107180, Apr.
- Glenn Abela & William Gatt, 2021, "Saving behaviour in Malta: Insights from the Household Budgetary Survey," CBM Working Papers, Central Bank of Malta, number WP/02/2021.
- Harry X. WU & Zhan LI, 2021, "Reassessing China's GDP Growth Performance: an Exploration of The Underestimated Price Effect," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21018, Mar.