Report NEP-ORE-2021-06-14

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:

• Mateusz Buczyński & Marcin Chlebus, 2021, "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-08.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021, "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers, Federal Reserve Bank of Philadelphia, number 21-21, Jun, DOI: 10.21799/frbp.wp.2021.21.
• Gulliksson, Mårten & Oleynik, Anna & Mazur, Stepan, 2021, "Portfolio Selection with a Rank-deficient Covariance Matrix," Working Papers, Örebro University, School of Business, number 2021:12, Jun.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020, "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2242R, Jul, revised Oct 2020.
• Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2288, May.
• Accolley, Delali, 2021, "Some Markov-Switching Models for the Toronto Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 108072, Mar.
• Noritaka Kudoh & Hiroaki Miyamoto, 2021, "Robots and Unemployment," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2021-5, May, revised May 2021.
• Griffin, Jim E. & Mitrodima, Gelly, 2020, "A Bayesian quantile time series model for asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105610, Jun.
• Giuseppe Berlingieri & Luca Marcolin & Emanuel Ornelas, 2021, "Service Offshoring and Export Experience," CESifo Working Paper Series, CESifo, number 9126.
• Julien Combe & Jan Christoph Schlegel, 2021, "Reallocation with Priorities," Working Papers, Center for Research in Economics and Statistics, number 2021-09, Jun.
• Michał Woźniak & Marcin Chlebus, 2021, "HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-10.
• Olivier Cardi & Romain Restout, 2021, "Sectoral Fiscal Multipliers and Technology in Open Economy," Working Papers, Lancaster University Management School, Economics Department, number 327798298.
• Yuanhua Feng & Wolfgang Karl Härdle, 2021, "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 142, May.
• Rajesh B & Muralidhara B L, 2021, "Image Inpainting via Generative Multi-column with the aid of Deep Convolutional Neural Networks," BASE University Working Papers, BASE University, Bengaluru, India, number 07/2021, May.
• Henrique Guerreiro & João Guerra, 2021, "Least squares Monte Carlo methods in stochastic Volterra rough volatility models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0176, May.
• Dwenger, Nadja & Bittschi, Benjamin & Rincke, Johannes, 2020, "Water the Flowers You Want to Grow? Evidence on Private Recognition and Donor Loyalty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14996, Jul.
• Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021, "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-186, Apr.
• Acharya, Viral & Qian, Jun & Su, Yang & Yang, Zhishu, 2020, "In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risks in China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14957, Jun.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_07, May.
• Martin Bruns & Helmut Lütkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1949.
• Serra-Garcia, Marta & Szech, Nora, 2021, "Choice architecture and incentives increase COVID-19 vaccine intentions and test demand," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2021-302.
• Rasul, Imran & Alfonsi, Livia & Bandiera, Oriana & Bassi, Vittorio & Sulaiman, Munshi & Vitali, Anna, 2020, "Tackling Youth Unemployment: Evidence from a Labor Market Experiment in Uganda," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14973, Jun.
• Luis Santos Pinto, 2021, "Are Overconfident Players More Likely to Win Tournaments and Contests?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.06a, May.
• Micael Castanheira De Moura & Laurent Bouton & Garance Génicot, 2021, "Electoral Systems and Inequalities in Government Interventions," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/324653, Dec.
• Acharya, Viral & Byoun, Soku & Xu, Zhaoxia, 2020, "The Sensitivity of Cash Savings to the Cost of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15059, Jul.
• Maggie Sklar, 2021, "“YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability," Policy Discussion Paper Series, Federal Reserve Bank of Chicago, number PDP-2021-01, Mar, DOI: 10.21033/pdp-2021-01.
• Alejandra Bellatin & Stephanie Houle, 2021, "Overlooking the online world: Does mismeasurement of the digital economy explain the productivity slowdown?," Staff Analytical Notes, Bank of Canada, number 2021-10, May, DOI: 10.34989/san-2021-10.
• Adams-Prassl, Abigail & Boneva, Teodora & Rauh, Christopher & Golin, Marta, 2020, "Work Tasks That Can Be Done From Home: Evidence on Variation Within & Across Occupations and Industries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14901, Jun.
• Makariou, Despoina & Barrieu, Pauline & Tzougas, George, 2021, "A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110763, Jun.
• Giovanni Ferri & Raffaele Lagravinese & Giuliano Resce, 2021, "Did the COVID-19 Shock Impair the Stock Performance of Companies with Older CEOs?," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 02-2021, Jun, revised Jun 2021.
• G. Cornelis van Kooten & Mark E. Eiswerth & Jonathon Izett & Alyssa R. Russell, 2021, "Climate Change and the Social Cost of Carbon: DICE Explained and Expanded," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2021-01, Jun.
• Zhang, Chuyuan & Lee, Sang-Ho, 2021, "Downstream Subsidization and Upstream Privatization with a Vertically Integrated Foreign Firm," MPRA Paper, University Library of Munich, Germany, number 108193, Jun.
• Albagli, Elias & Calani, Mauricio & Hadzi-Vaskov, Metodij & Marcel, Mario & Ricci, Luca Antonio, 2020, "Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14967, Jun.
• Congressional Budget Office, 2021, "Understanding Federal Estate and Gift Taxes," Reports, Congressional Budget Office, number 57129, Jun.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2021, "The Overnight Drift in U.S. Equity Returns," Liberty Street Economics, Federal Reserve Bank of New York, number 20210526, May.
• Marco Cipriani & Gabriele La Spada, 2021, "Sophisticated and Unsophisticated Runs," Liberty Street Economics, Federal Reserve Bank of New York, number 20210602, Jun.
• Malmendier, Ulrike M. & Laudenbach, Christine & Niessen-Ruenzi, Alexandra, 2020, "The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14939, Jun.
• Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistically into Finance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0175, May.
• Jin, Ding, 2021, "Metamodeling: A useful tool for applying innovative simulation techniques in agricultural economics," Working Papers of Agricultural Policy, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy, number WP2021-02.
• Seuffert, Stefan, 2020, "German Pension Simulation: Arbeitspapier zur Methodik eines anwartschaftsbasierten Projektionsmodells der gesetzlichen Rentenversicherung," FZG Discussion Papers, University of Freiburg, Research Center for Generational Contracts (FZG), number 73.
• Jenkins, Stephen P. & Rios-Avila, Fernando, 2021, "Finite Mixture Models for Linked Survey and Administrative Data: Estimation and Post-estimation," IZA Discussion Papers, IZA Network @ LISER, number 14404, May.
• Hinnosaar, Toomas, 2020, "Stackelberg Independence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14978, Jul.
• Item repec:fpb:wpaper:2104 is not listed on IDEAS anymore

• Nikoleta Anesti & Eleni Kalamara & George Kapetanios, 2021, "Forecasting UK GDP growth with large survey panels," Bank of England working papers, Bank of England, number 923, May.
• Adrien Lorenceau & Ji-Yeun Rim & Toma Savitki, 2021, "Aspirations des jeunes et réalité de l’emploi en Afrique," OECD Development Policy Papers, OECD Publishing, number 38, Jun, DOI: 10.1787/6a14eee9-fr.
• Winkler, Malte & Peterson, Sonja & Thube, Sneha, 2021, "Gains associated with linking the EU and Chinese ETS under different assumptions on restrictions, allowance endowments, and international trade," Kiel Working Papers, Kiel Institute for the World Economy, number 2185.
• Yasui, Yuta, 2021, "Controlling Fake Reviews," MPRA Paper, University Library of Munich, Germany, number 108177, May.
• Ingrid Harvold Kvangraven & Surbhi Kesar, 2021, "Standing in the Way of Rigor? Economics’ Meeting with the Decolonizing Agenda," Working Papers, New School for Social Research, Department of Economics, number 2110, May.
• Kren, Janez & Lawless, Martina & McCann, Fergal & McQuinn, John & O'Toole, Conor, 2021, "New Survey Evidence on COVID-19 and Irish SMEs: Measuring the Impact and Policy Response," Research Technical Papers, Central Bank of Ireland, number 3/RT/21, Apr.
• Francine D. Blau & Lawrence M. Kahn & Nikolai Boboshko & Matthew Comey, 2021, "The Impact of Selection into the Labor Force on the Gender Wage Gap," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1946.
• David Adeabah & Charles Andoh & Simplice A. Asongu & Isaac Akomea-Frimpong, 2021, "Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/004, Jan.
• Michael Chui, 2021, "Money, technology and banking: what lessons can China teach the rest of the world?," BIS Working Papers, Bank for International Settlements, number 947, Jun.

Report NEP-ORE-2021-06-14

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: