Report NEP-ORE-2021-09-27

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:

• Alfred Duncan, 2021, "Reverse mode differentiation for DSGE models," Studies in Economics, School of Economics, University of Kent, number 2108, Jul.
• Vadim Kufenko & Klaus Prettner, 2021, "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp316, Sep.
• Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021, "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper, University Library of Munich, Germany, number 109770, Sep, revised 03 Sep 2021.
• Laura Liu & Mikkel Plagborg-M?ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2021-001 Classification- , Jan.
• Lina M Cortés & Juan F. Rend�n & Javier Perote, 2021, "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19593, Sep.
• Item repec:kan:wpaper:202118 is not listed on IDEAS anymore

• Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
• Alyssa Carlson, 2021, "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers, Department of Economics, University of Missouri, number 2113, Sep.
• Dirk Bergemann & Tibor Heumann & Stephen Morris & Constantine Sorokin & Eyal Winter, 2021, "Selling Impressions: Efficiency vs. Competition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2300, Aug.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/044, Jan.
• Georges Casamatta, 2021, "Optimal income taxation with tax avoidance," Post-Print, HAL, number hal-03089241, Jun, DOI: 10.1111/jpet.12495.
• Roc Armenter & Michèle Müller-Itten & Zachary Strangebye, 2021, "Geometric Methods for Finite Rational Inattention," Working Papers, Federal Reserve Bank of Philadelphia, number 21-30, Sep, DOI: 10.21799/frbp.wp.2021.30.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
• Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021, "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers, arXiv.org, number 2109.09043, Sep, revised Nov 2023.
• Mahmoud Fatouh & Ioana Neamțu & Sweder van Wijnbergen, 2021, "Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?," Bank of England working papers, Bank of England, number 938, Aug.
• Kufenko, Vadim & Prettner, Klaus, 2021, "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 316, Sep.
• Schelkle, Waltraud, 2021, "Fiscal integration in an experimental union: how path-breaking was the EU’s response to the COVID-19 pandemic?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111448, Sep.
• Laczó, Ferenc, 2021, "Measuring Inflation: Criticism and Solution," MPRA Paper, University Library of Munich, Germany, number 109810, Jun.
• Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020, "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper, Norges Bank, number 2020/17, Nov.
• Rohan Kekre & Moritz Lenel, 2021, "The Flight to Safety and International Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29238, Sep.
• Alessandro Gavazza & Alessandro Lizzeri, 2021, "Frictions in Product Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29259, Sep.
• Charles Beach, 2021, "A Useful Empirical Tool Box for Distributional Analysis," Working Paper, Economics Department, Queen's University, number 1466, Aug.
• Thorsten Drautzburg & Jonathan H. Wright, 2021, "Refining Set-Identification in VARs through Independence," Working Papers, Federal Reserve Bank of Philadelphia, number 21-31, Sep, DOI: 10.21799/frbp.wp.2021.31.
• Takaaki Abe & Satoshi Nakada, 2021, "Core Stability of the Shapley Value for Cooperative Games," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2112, Jun.
• Amit Gandhi & Aviv Nevo, 2021, "Empirical Models of Demand and Supply in Differentiated Products Industries," NBER Working Papers, National Bureau of Economic Research, Inc, number 29257, Sep.
• Masood, Amjad & Ahmed, Junaid & Martínez-Zarzoso, Inmaculada, 2021, "Gravity of Covid-19," MPRA Paper, University Library of Munich, Germany, number 109651, Sep.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021, "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 29242, Sep.
• Saglam, Ismail, 2021, "Pareto Improvement in Monopoly Regulation Using Pre-Donation," MPRA Paper, University Library of Munich, Germany, number 109741, Sep.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Joshua Bernstein & Rupal Kamdar, 2021, "Rationally Inattentive Monetary Policy," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2021-003 Classification-D, Sep.
• Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Papers, arXiv.org, number 2109.08351, Sep, revised Feb 2024.
• Takaaki Abe & Satoshi Nakada, 2021, "Potentials and Solutions of Cooperative Games," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2114, Jul.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
• Storcken, Ton, 2021, "Restricted domains with Pareto free pairs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 012, Sep, DOI: 10.26481/umagsb.2021012.
• Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021, "V for Vaccines and Variants," CESifo Working Paper Series, CESifo, number 9291.
• Dylan Brewer & Alyssa Carlson, 2021, "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers, Department of Economics, University of Missouri, number 2114, Sep.
• Robert Clark & Ignatius Horstmann & Jean-François Houde, 2021, "Hub and Spoke Cartels: Theory and Evidence from the Grocery Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 29253, Sep.
• Csóka, Péter & Herings, P. Jean-Jacques, 2021, "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 014, Sep, DOI: 10.26481/umagsb.2021014.
• Fan Yang & Colin Angus & Ana Duarte & Duncan Gillespie & Mark Sculpher & Simon Walker & Susan Griffin, 2021, "Comparing smoking cessation to screening and brief intervention for alcohol in distributional cost effectiveness analysis to explore the sensitivity of results to socioeconomic inequalities characterised in model inputs," Working Papers, Centre for Health Economics, University of York, number 184cherp, Sep.
• Escribano, Álvaro & Ortega, Álvaro, 2021, "A structural analysis of the merit-order effect in the Spanish day-ahead power market," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33298, Sep.
• Karst Guers, 2020, "Accessibility and Transport Appraisal: Approaches and Limitations," International Transport Forum Discussion Papers, OECD Publishing, number 2020/22, Nov, DOI: 10.1787/58a96ff1-en.
• Julien Combe & Vladyslav Nora & Olivier Tercieux, 2021, "Dynamic assignment without money: Optimality of spot mechanisms," Working Papers, Center for Research in Economics and Statistics, number 2021-11, Jul.
• Nicola Maaser & Thomas Stratmann, 2021, "Costly Voting in Weighted Committees: The case of moral costs," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-11, Sep.
• Jeremy I. Bulow & Paul D. Klemperer, 2021, "Misdiagnosing Bank Capital Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 29223, Sep.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulo, 2021, "House prices and rents: a reappraisal," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 6.
• Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020, "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper, University Library of Munich, Germany, number 109680, May.
• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
• Laura Leal & Haaris Mateen & Makoto Nirei & José A. Scheinkman, 2021, "Repricing Avalanches in the Billion-Prices Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29236, Sep.
• Bursztyn, Leonardo & Callen, Mike & Ferman, Bruno & Gulzar, Saad & Hasanain, Ali & Yuchtman, Noam, 2020, "Political identity: experimental evidence on anti-Americanism in Pakistan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101465, Oct.
• Christiane Baumeister, 2021, "Measuring Market Expectations," CESifo Working Paper Series, CESifo, number 9305.

Report NEP-ORE-2021-09-27

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: