Report NEP-ORE-2021-07-12

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:

• Jamie L. Cross & Chenghan Hou & Gary Koop, 2021, "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2021, Jun.
• Soeren Johansen & Anders Rygh Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," Discussion Papers, University of Copenhagen. Department of Economics, number 21-07, Jun.
• Søren Johansen & Anders Ryghn Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-10, Jul.
• Alejandro Vicondoa & Andrea Gazzani, 2020, "Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 533.
• Szymon Lis & Marcin Chlebus, 2021, "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-11.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
• Armstrong, Mark & Zhou, Jidong, 2021, "Consumer Information and the Limits to Competition," MPRA Paper, University Library of Munich, Germany, number 108395, Jun.
• Armstrong, Mark & Vickers, John, 2021, "Patterns of Competitive Interaction," MPRA Paper, University Library of Munich, Germany, number 108398, May.
• Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021, "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/16, Jul.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021, "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 457, Jun.
• Centorrino, Samuele & Perez Urdiales, Maria, 2021, "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid), Agricultural Economics Society - AES, number 312072, Mar, DOI: 10.22004/ag.econ.312072.
• Claudia Herresthal, 2021, "Hidden Testing and Selective Disclosure of Evidence," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_145v2, Jun.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
• Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2021, "Testing external habits in an asset pricing model," Discussion Papers, Department of Economics, University of Birmingham, number 21-11, Jun.
• Poulos, Jason & Albanese, Andrea & Mercatanti, Andrea & Li, Fan, 2021, "Retrospective Causal Inference via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment," IZA Discussion Papers, IZA Network @ LISER, number 14472, Jun.
• Paidipaty, Poornima & Ramos Pinto, Pedro, 2021, "Revisiting the “Great Levelling” the limits of Piketty’s Capital and Ideology for understanding the rise of late 20th century inequality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110941, Jan.
• Marek Pycia & M. Bumin Yenmez, 2021, "Matching with externalities," ECON - Working Papers, Department of Economics - University of Zurich, number 392, Jun.
• Centorrino, Samuele & Perez Urdiales, Mari­a & Bravo-Ureta, Boris & Wall, Alan, 2021, "Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid), Agricultural Economics Society - AES, number 312058, Mar, DOI: 10.22004/ag.econ.312058.
• Leonardo Gasparini & Irene Brambilla & Guillermo Falcone & Carlo Lombardo & Andrés César, 2021, "The Risk of Automation in Latin America," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0281, Jun.
• Francesca Lilla, 2021, "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1336, Jun.
• Daniel Becker & Alois Kneip & Valentin Patilea, 2021, "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers, arXiv.org, number 2106.10723, Jun.
• Olivier Guéant & Iuliia Manziuk, 2020, "Optimal control on graphs: existence, uniqueness, and long-term behavior," Post-Print, HAL, number hal-03252606, DOI: 10.1051/cocv/2019071.
• Jinyong Hahn & Ruoyao Shi, 2021, "Breusch and Pagan’s (1980) Test Revisited," Working Papers, University of California at Riverside, Department of Economics, number 202110, Jun.
• Christopher L. Culp & Mihir Gandhi & Yoshio Nozawa & Pietro Veronesi, 2021, "Option-Implied Spreads and Option Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 28941, Jun.
• Malick Fall & Waël Louhichi & Jean-Laurent Viviani, 2021, "Forecasting the intra-day effective bid ask spread by combining density forecasts," Post-Print, HAL, number hal-03257268, Oct, DOI: 10.1080/00036846.2021.1929821.
• Item repec:dpr:wpaper:1083r is not listed on IDEAS anymore

• Hickel, Jason, 2021, "The anti-colonial politics of degrowth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110918, Jun.
• Claudia Herresthal, 2020, "Hidden Testing and Selective Disclosure of Evidence," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_145v1, Jan.
• Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021, "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/14, Jun.
• Fiaschi, Davide & Tealdi, Cristina, 2021, "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers, IZA Network @ LISER, number 14479, Jun.
• Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021, "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-11, Jul.
• Ofori, Isaac Kwesi, 2021, "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235482.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/044, Jan.
• Vrinda Dhingra & Amita Sharma & Shiv K. Gupta, 2021, "Sectoral portfolio optimization by judicious selection of financial ratios via PCA," Papers, arXiv.org, number 2106.11484, Jun, revised Jan 2023.
• Juan Camilo Pardo, 2021, "¬øExuberancia de los precios de la vivienda en Colombia?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19319, Jun.
• Valeriya Azarova & Mathias Mier, 2021, "Unraveling the Black Box of Power Market Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 357.
• Ludwig Straub & Robert Ulbricht, 2020, "Endogenous Uncertainty and Credit Crunches," Boston College Working Papers in Economics, Boston College Department of Economics, number 1036, Jun, revised 13 Jan 2023.
• Hassan Rashid & Miguel D. Ramirez, 2021, "Investigating the Causality Between Remittances, Infant Mortality Rates, and Economic Growth in India: A Cointegration and Vector Error Correction Model Analysis," Working Papers, Trinity College, Department of Economics, number 2102, Jul.
• Roberto Roson & Camille Van der Vorst, 2021, "The COVID crumbling of tourism in Andalusia: an assessment of economic and environmental consequences," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021: 18.
• Xu Zhang, 2021, "A New Measure of Monetary Policy Shocks," Staff Working Papers, Bank of Canada, number 21-29, Jun, DOI: 10.34989/swp-2021-29.
• Guimaraes, Bernardo & Jardanovski, Gabriel, 2021, "Who matters in dynamic coordination problems?," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 543, Jun.
• Item repec:cam:camdae:2150 is not listed on IDEAS anymore

• Santiago Tobón Zapata & Maria Antonia Escobar Bernal & Martin Vanegas Arias, 2021, "Criminal capital persistence: Evidence from 90,000 inmates’ releases," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19297, Jun.
• Thomas MELONIO & Laetitia TREMEL, 2021, "Climat, biodiversité, inégalités… comment remettre les ODD sur les rails," Working Paper, Agence française de développement, number 8a7b6391-abb3-4031-b937-9, Jun.
• Oksana Loginova, 2021, "Branded Websites, Marketplace Selling and Price Competition," Working Papers, Department of Economics, University of Missouri, number 2106.
• Philipp Otto & Wolfgang Schmid, 2021, "Generalized Spatial and Spatiotemporal ARCH Models," Papers, arXiv.org, number 2106.10477, Jun.
• Masato Takahashi & Takuji Kondo & Ko Munakata & Tomohiro Okubo & Yuto Iwasaki, 2021, "Revision of the Consumption Activity Index to Capture Recent Changes in Consumption Patterns," Bank of Japan Research Papers, Bank of Japan, number 21-07-07, Jul.
• Szekeres, Szabolcs, 2021, "Should CBA use descriptive or prescriptive discount rates? It should use both!," MPRA Paper, University Library of Munich, Germany, number 108397, Feb.
• Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021, "Container Trade and the U.S. Recovery," Working Papers, Federal Reserve Bank of Dallas, number 2108, Jun, DOI: 10.24149/wp2108.
• X. Henry Wang & Jingang Zhao, 2021, "Horizontal Mergers under Bertrand Competition," Working Papers, Department of Economics, University of Missouri, number 2108.
• Richard A. Brecher & Zhihao Yu, 2021, "Trade-Induced Reduction In Unemployment Of A High-Wage Economy: A Minimum-Wage Model With Country-Specific Technology," Carleton Economic Papers, Carleton University, Department of Economics, number 21-04, May.
• Qing Xu, 2021, "East Asia and East Africa: Different Ways to Digitalize Payments," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-26, Jun.
• Ondrej Schneider, 2021, "Labor Migration in the European Union: The case of Central and Eastern Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/23, Jul, revised Jul 2021.
• Nizar Allouch & A. Meca & K. Polotskaya, 2021, "The Bonacich Shapley centrality," Studies in Economics, School of Economics, University of Kent, number 2106, Jun.
• Luigi Siciliani & James Gaughan & Nils Gutacker & Hugh Gravelle & Martin Chalkley, 2021, "Paying for health gains," Working Papers, Centre for Health Economics, University of York, number 183cherp, Jul.
• Sergio Almeida & Mauro Rodrigues, 2021, "Of two minds: An experiment on how time scarcity shapes risk-taking behavior," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2021_18, Jul.
• Francesco Carbonero & Jeremy Davies & Ekkehard Ernst & Sayantan Ghosal & Leaza McSorley, 2021, "Anxiety, Expectations Stabilization and Intertemporal Markets: Theory, Evidence and Policy," Working Papers, Business School - Economics, University of Glasgow, number 2021_12, Jun.
• Ulrich Berger & Hannelore De Silva, 2021, "Evolution of deterrence with costly reputation information," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp313, Jun.
• Vasily V. Gusev, 2021, "Set-weighted games and their application to the cover problem," HSE Working papers, National Research University Higher School of Economics, number WP BRP 247/EC/2021.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Mark Aguiar & Manuel Amador & Cristina Arellano, 2021, "Micro Risks and Pareto Improving Policies with Low Interest Rates," Staff Report, Federal Reserve Bank of Minneapolis, number 625, Jun, DOI: 10.21034/sr.625.
• Larbi Alaoui & Antonio Penta, 2021, "Cost-benefit analysis in reasoning: The value-of-information case with forward-looking agent," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1785, Jul.
• Sandy Dall’erba & André Chagas & William Ridley & Yilan Xu & Lilin Yuan, 2021, "Instrumental Variable Network Difference-in-Differences (IV-NDID) Estimator: Model and Application," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 5-2021, Jul.
• James Albrecht & Xiaoming Cai & Pieter A. Gautier & Susan Vroman, 2021, "On the Foundations of Competitive Search Equilibrium with and without Market Makers," CESifo Working Paper Series, CESifo, number 9167.
• Kazutoshi Kan & Masashi Une, 2021, "Recent Trends on Research and Development of Quantum Computers and Standardization of Post-Quantum Cryptography," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-05, Jun.
• Mauleon, Ana & Sempere-Monerris, Jose J. & Vannetelbosch, Vincent, 2021, "Limited Farsightedness in R&D Network Formation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021006, Jun.
• Dilger, Alexander, 2021, "Die Up-or-out-Regel," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 6/2021.
• Karamfil Todorov, 2021, "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers, Bank for International Settlements, number 952, Jul.
• Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2021, Jun.

Report NEP-ORE-2021-07-12

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: