Report NEP-ORE-2021-05-17

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:

• Dong, C. & Li, S., 2021, "Specification Lasso and an Application in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2139, May.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2021, "Macroeconomic Uncertainty and Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15692, Jan.
• Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15571, Dec.
• Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas, 2021, "A first-stage representation for instrumental variables quantile," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 46, Mar.
• Amodio, Francesco & Martinez-Carrasco, Miguel, 2020, "Workplace Incentives and Organizational Learning," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15498, Nov.
• Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
• Woodford, Michael & Azeredo da Silveira, Rava & Sung, Yeji, 2020, "Optimally Imprecise Memory and Biased Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15459, Nov.
• Guastadisegni, Lucia & Cagnone, Silvia & Moustaki, Irini & Vasdekis, Vassilis, 2022, "Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110358, Apr.
• Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020, "Common Component Structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15529, Dec.
• Konrad, Kai A. & Morath, Florian, 2020, "The Volunteer’s Dilemma in Finite Populations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15536, Dec.
• Kilian, Lutz & Inoue, Atsushi, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15545, Dec.
• Bodnar, Olha & Bodnar, Taras, 2021, "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers, Örebro University, School of Business, number 2021:5, May.
• Schmitz, Patrick W., 2020, "Contracting under Adverse Selection: Certifiable vs. Uncertifiable Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15514, Dec.
• Juthathip Jongwanich & Archanun Kohpaiboon & Ayako Obashi, 2020, "Technological Advancement, Import Penetration, and Labour Markets: Evidence from Thai Manufacturing," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2020-09, Aug.
• Henrique Guerreiro & Jo~ao Guerra, 2021, "Least squares Monte Carlo methods in stochastic Volterra rough volatility models," Papers, arXiv.org, number 2105.04511, May.
• Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2021, "All sequential allotment rules are obviously strategy-proof," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 49, Apr.
• Frédéric Marty, 2021, "Évolution des politiques de concurrence en droit de l'UE : de la Wettbewerbsordnung ordolibérale à la More Economic Approach néolibérale ?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-22, May.
• Paul J.J. Welfens, 2021, "Nationale und globale Impfstoffbeschaffung in einer Pandemie-Situation: Rationale Patent-Ersatzoption (Vorabfassung)," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei295, Feb.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2020, "Nowcasting Macroeconomic Aggregates in Argentina: Comparing the predictive ability of different models," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4335, Nov.
• Yevgeny Tsodikovich & Xavier Venel & Anna Zseleva, 2021, "Repeated Games with Switching Costs: Stationary vs History-Independent Strategies," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2129, May.
• Rybacki, Jakub & Gniazdowski, Michał, 2021, "Macroeconomic Forecasting in Poland: Lessons From the COVID-19 Outbreak," MPRA Paper, University Library of Munich, Germany, number 107682, May.
• Bodnar, Olha & Eriksson, Viktor, 2021, "Bayesian model selection: Application to adjustment of fundamental physical constants," Working Papers, Örebro University, School of Business, number 2021:7, May.
• Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao, 2021, "A parallel-network continuous quantitative trading model with GARCH and PPO," Papers, arXiv.org, number 2105.03625, May, revised May 2021.
• Florian Bourgey & Stefano De Marco, 2021, "Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model," Papers, arXiv.org, number 2105.05356, May, revised Jan 2025.
• Agustín Bonifacio & Nadia Guiñazú & Noelia Juarez & Pablo Neme & Jorge Oviedo, 2021, "The lattice of worker-quasi-stable matchings," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 64, Apr.
• Tymon Sloczynski & Tymon Słoczyński, 2021, "When Should We (Not) Interpret Linear IV Estimands as LATE?," CESifo Working Paper Series, CESifo, number 9064.
• Schmitz, Patrick W. & Nieken, Petra, 2020, "Contracting under Asymmetric Information and Externalities: An Experimental Study," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15492, Nov.
• Juan Argentino Vega & Sonia Griselda Araujo Furlan & Cintia Vanesa Zavi, 2020, "Formulación de propuestas sobre el régimen de coparticipación federal de impuestos orientadas a una futura legislación," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4425, Nov.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2108, revised May 2021.
• Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021, "Estimating macro models and the potentially misleading nature of Bayesian estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15684, Jan.
• Saccal, Alessandro, 2019, "The mercantile dilemma: formalisations and historical conclusions," MPRA Paper, University Library of Munich, Germany, number 107639, Jul.
• Bobkova, Nina & Bardhi, Arjada, 2021, "Local Evidence and Diversity in Minipublics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15704, Jan.
• Reisinger, Markus & Berg, Tobias & Streitz, Daniel, 2020, "Spillover Effects in Empirical Corporate Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15549, Dec.
• Dilger, Alexander, 2021, "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2021.
• Timothy Grieder & Mikael Khan & Juan Ortega & Callie Symmers, 2021, "Évaluation préliminaire de l’impact de la COVID-19 sur la santé financière des entreprises canadiennes," Staff Analytical Notes, Bank of Canada, number 2021-8fr, May, DOI: 10.34989/san-2021-8.
• Niklas Amberg & Thomas Jansson & Mathias Klein & Anna Rogantini Picco, 2021, "Five Facts about the Distributional Income Effects of Monetary Policy," CESifo Working Paper Series, CESifo, number 9062.
• Masaaki Fukasawa & Jim Gatheral, 2021, "A rough SABR formula," Papers, arXiv.org, number 2105.05359, May.
• Monacelli, Tommas & Jamilov, Rustam, 2020, "Bewley Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15428, Nov.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2020, "Is there consumer risk-pooling in the open economy? The evidence reconsidered," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15550, Dec.
• Willman, Paul & Bryson, Alex & Forth, John, 2020, "UK unions, collective action and the cost disease," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100874, Jun.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15610, Dec.

Report NEP-ORE-2021-05-17

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: