Report NEP-ORE-2021-10-25

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:

• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021, "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/21.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021, "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 240, Oct.
• Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
• Wei Wang & Xiaodong Yan & Yanyan Ren & Zhijie Xiao, 2021, "Bi-integrative analysis of two-dimensional heterogeneous panel data model," Papers, arXiv.org, number 2110.10480, Oct.
• Tetsuya Shinkai & Ryoma Kitamura, 2021, "How Do the Relative Superiority of a High-quality Good and Cost Inefficiency between Firms Affect Product Lines in Multiproduct Firms?," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 230, Oct.
• Jingtang Ma & Wensheng Yang & Zhenyu Cui, 2021, "Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models," Papers, arXiv.org, number 2110.08320, Oct, revised Oct 2021.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
• Sarun Kamolthip, 2021, "Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 165, Oct.
• Alessandro Ferrari & Francisco Queirós, 2021, "Firm Heterogeneity, Market Power and Macroeconomic Fragility," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 627, Oct.
• Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2021, "Rethinking Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29347, Oct.
• Härdle, Wolfgang & Klochkov, Yegor & Petukhina, Alla & Zhivotovskiy, Nikita, 2021, "Robustifying Markowitz," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-018.
• Bomin Jiang & Daniel E. Rigobon & Roberto Rigobon, 2021, "From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29345, Oct.
• Virla, Leonardo Quero, 2021, "An empirical characterization of volatility dynamics in the DAX," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 167/2021.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, , "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 314928, DOI: 10.22004/ag.econ.314928.
• Tandon, Suranjali, 2021, "In search of a solution to tax digital economy," Working Papers, National Institute of Public Finance and Policy, number 21/354, Oct.
• Morgan, Mary S., 2019, "‘If p? Then What?’ Thinking Within, With, and From Cases," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 102972, Dec.
• Didier Laussel & Ngo Van Long & Joana Resende, 2021, "Dynamic Monopoly and Consumers Profiling Accuracy," CESifo Working Paper Series, CESifo, number 9346.
• Santiago Tobón Zapata & Nathalie Alvarado & Ervyn Norza & Santiago M. Perez-Vincent & Mart�n Vanegas-Arias, 2021, "The Evolution of Citizen Security in Colombia in Times of COVID-19," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19673, Oct.
• Matteo Coronese & Martina Occelli & Francesco Lamperti & Andrea Roventini, 2021, "AgriLOVE: agriculture, land-use and technical change in an evolutionary, agent-based model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/35, Oct.
• Merino Troncoso, Carlos, 2020, "Estimación Máximo Verosímil y Bayesiana de la Probabilidad de Detección
  [Maximum Likelihood and Bayesian Estimation of Detection Probabilities]," MPRA Paper, University Library of Munich, Germany, number 110264, Jan.
• Semyon Malamud & Andreas Schrimpf, 2021, "Persuasion by Dimension Reduction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-69, Oct.
• Caporina, Massimiliano & Costola, Michele, 2021, "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 324, DOI: 10.2139/ssrn.3941778.
• Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni, 2021, "Expectations and Aggregate Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-68, Oct.
• Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020, "The ECB’s Asset Purchase Programme: Theory, effects, and risks," wp.comunite, Department of Communication, University of Teramo, number 00147, Dec.
• Fatma Zaarour, 2021, "International Financial Integration and Stock Market in Developing Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber208, Sep, DOI: https://doi.org/10.35609/jber.2021..
• Pihnastyi, Oleh & Khodusov, Valery & Kozhevnikov, Georgii & Bondarenko, Tetiana, 2021, "Analysis of dynamic mechanic belt stresses of the magistral conveyor," MPRA Paper, University Library of Munich, Germany, number 110216, Feb, revised 05 Feb 2021.
• David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2021, "Inequality in Education: A Comparison of Australian Indigenous and Nonindigenous Populations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/21.
• Ball, Laurence, 2021, "Hysteresis in Unemployment: Evidence from OECD Estimates of the Natural Rate," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64577, Oct.
• Haoge Chang & Joel Middleton & P. M. Aronow, 2021, "Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials," Papers, arXiv.org, number 2110.08425, Oct, revised Oct 2021.
• Lujia Bai & Weichi Wu, 2021, "Detecting long-range dependence for time-varying linear models," Papers, arXiv.org, number 2110.08089, Oct, revised Mar 2023.
• Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021, "Multiway empirical likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 617, Oct.
• Cherbonnier, Frédéric & Salant, David & Van Der Straeten, Karine, 2021, "Getting auctions for transportation capacity to roll," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1254, Oct.
• Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021, "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers, Bank of Canada, number 21-48, Oct, DOI: 10.34989/swp-2021-48.
• Jean-Charles Bricongne & Samuel Delpeuch & Margarita Lopez Forero, 2021, "Regional Productivity Slowdown, Tax Havens and MNEs Intangibles: where is Measured Value Creation?," Working papers, Banque de France, number 835.

Report NEP-ORE-2021-10-25

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: