Report NEP-ORE-2021-05-31

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:

• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021, "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers, Örebro University, School of Business, number 2021:10, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021, "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers, Örebro University, School of Business, number 2021:9, May.
• Larsson, Martin & Ruf, Johannes, 2021, "Relative arbitrage: sharp time horizons and motion by curvature," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108546, Jul.
• Jiang, Peiyun & Kurozumi, Eiji, 2021, "A new test for common breaks in heterogeneous panel data models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-107, May.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021, "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers, IZA Network @ LISER, number 14364, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Martin Bruns & Helmut Luetkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-04, May.
• Schroth, Enrique & Albuquerque, Rui & Fos, Vyacheslav, 2020, "Value creation in Shareholder Activism: A Structural Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14995, Jul.
• Item repec:rim:rimwps:21-12 is not listed on IDEAS anymore

• Mark Armstrong & John Vickers, 2021, "Patterns of Competitive Interaction," Economics Series Working Papers, University of Oxford, Department of Economics, number 936, May.
• Bergemann, Dirk & Strack, Philipp, 2020, "Progressive Participation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15111, Jul.
• Zhang, Xiaomeng & Palivos, Theodore & Liu, Xiangbo, 2021, "Aging and Automation in Economies with Search Frictions," MPRA Paper, University Library of Munich, Germany, number 107950, May.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2020, "Expectations, Stagnation and Fiscal Policy: a Nonlinear Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15171, Aug.
• Alyssa Carlson & Riju Joshi, 2021, "Sample Selection in Linear Panel Data Models with Heterogeneous Coefficients," Working Papers, Department of Economics, University of Missouri, number 2103.
• Stauskas, Ovidijus, 2021, "Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors," Working Papers, Lund University, Department of Economics, number 2021:9, May.
• Beyhum, Jad & Gautier, Eric, 2021, "Factor and factor loading augmented estimators for panel regression," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1219, May.
• Berliant, Marcus, 2021, "Commuting and internet traffic congestion," MPRA Paper, University Library of Munich, Germany, number 107937, May.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202107, May.
• Qiu, Chen & Otsu, Taisuke, 2022, "Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110494, Jan.
• Magnac, Thierry & He, YingHua, 2020, "Application Costs and Congestion in Matching Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15082, Jul.
• Böheim, René & Christl, Michael, 2021, "Mismatch Unemployment in Austria: The Role of Regional Labour Markets for Skills," IZA Discussion Papers, IZA Network @ LISER, number 14361, May.
• Emil Heesche & Peter Bogetoft, 2021, "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2021/04, May.
• Pierre-Alexandre Balland & Ron Boschma, 2021, "Do scientific capabilities in specific domains matter for technological diversification in European regions?," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 2116, May, revised May 2021.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15163, Jun.
• Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021, "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 169.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• René Böheim & Michael Christl, 2021, "Mismatch unemployment in Austria: The role of regional labour markets for skills," JRC Working Papers on Labour, Education and Technology, Joint Research Centre, number 2021-08, May.
• Staubli, Stefan & Lalive, Rafael & Magesan, Arvind, 2020, "The Impact of Social Security on Pension Claiming and Retirement: Active vs. Passive Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15120, Aug.
• Griffith, Rachel & Levell, Peter & Norris Keiller, Agnes, 2020, "Potential consequences of post-Brexit trade barriers for earnings inequality in the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15126, Aug.

Report NEP-ORE-2021-05-31

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: