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Report NEP-ORE-2021-10-04
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:
- Ulrich Hounyo & Kajal Lahiri, 2021, "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-14, Sep.
- Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021, "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper, University Library of Munich, Germany, number 109922, Apr.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2021, "A dynamic theory of spatial externalities," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2021-04.
- Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021, "An extended exponential SEMIFAR model with application in R," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 145, Sep.
- Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Working Paper Series, Institute of Economic Research, Seoul National University, number no142, Sep.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Sep.
- Damián Pierri, 2021, "Useful Results for the Simulation of Non-Optimal Economies with Heterogeneous Agents," Working Papers, Universidad de San Andres, Departamento de Economia, number 156, Aug, revised Aug 2021.
- Enrico Saltari & Willi Semmler & Giovanni Di Bartolomeo, 2021, "A Nash Equilibrium for Differential Games with Moving-horizon Strategies," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 197, Sep.
- Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.
- Rui Pedro Brito & Pedro Alarcão Judice, 2021, "Efficient credit portfolios under IFRS 9," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-07, Jul.
- Jason Poulos & Andrea Albanese & Andrea Mercatanti & Fan Li, 2021, "Retrospective causal inference via matrix completion, with an evaluation of the effect of European integration on cross-border employment," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2021-07, Sep.
- Nizar Allouch & Maya Jalloul & Alfred Duncan, 2021, "Strategic Default in Financial Networks," Studies in Economics, School of Economics, University of Kent, number 2111, Aug.
- Nizar Allouch, 2021, "Aggregation in Networks," Studies in Economics, School of Economics, University of Kent, number 2109, Jul.
- Savi Virolainen, 2021, "Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock," Papers, arXiv.org, number 2109.13648, Sep, revised Jun 2024.
- Milian Bachem & Lerby Ergun & Casper de Vries, 2021, "Covariates Hiding in the Tails," Staff Working Papers, Bank of Canada, number 21-45, Sep, DOI: 10.34989/swp-2021-45.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021, "Dynamic Games in Empirical Industrial Organization," NBER Working Papers, National Bureau of Economic Research, Inc, number 29291, Sep.
- Cheolbeom Park & Seungyoo Shin, 2021, "Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures," Discussion Paper Series, Institute of Economic Research, Korea University, number 2102.
- Michael Keane & Timothy Neal, 2021, "A Practical Guide to Weak Instruments," Discussion Papers, School of Economics, The University of New South Wales, number 2021-05b, Aug.
- Todorova, Tamara, 2021, "Some Efficiency Aspects of Monopolistic Competition: Innovation, Variety and Transaction costs," MPRA Paper, University Library of Munich, Germany, number 109919.
- Florent Bordot & André Lorentz, 2021, "Automation and labor market polarization in an evolutionary model with heterogeneous workers," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-39.
- Item repec:rjr:wpiecf:210925 is not listed on IDEAS anymore
- Item repec:rim:rimwps:21-20 is not listed on IDEAS anymore
- Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2021, "Formal insurance and altruism networks," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2140, Sep.
- Khaidem, Luckyson & Saha, Snehanshu & Kar, Saibal & Mathur, Archana & Saha, Sriparna, 2020, "Expert Habitat: A Colonization Conjecture for Exoplanetary Habitability via penalized multi-objective optimization and Swarm Clustering based candidate validation," MPRA Paper, University Library of Munich, Germany, number 109939, Feb.
- Abootaleb Shirvani & Stefan Mittnik & W. Brent Lindquist & Svetlozar T. Rachev, 2021, "Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes," Papers, arXiv.org, number 2109.15051, Sep, revised Aug 2023.
- Yang, Yingrui, 2021, "Ordinary rationality and Higgs mechanism," MPRA Paper, University Library of Munich, Germany, number 109912, Sep, revised 25 Sep 2021.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021, "Unanimity under Ambiguity," Working Papers, Auckland University of Technology, Department of Economics, number 2021-07, Aug.
- Mohamed CHIKHI & Claude DIEBOLT, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-36.
- Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper, Norges Bank, number 2021/3, Jun.
- Loh, Wen Wei & Ren, Dongning, 2021, "Data-driven Covariate Selection for Confounding Adjustment by Focusing on the Stability of the Effect Estimator," OSF Preprints, Center for Open Science, number yve6u, Sep, DOI: 10.31219/osf.io/yve6u.