Report NEP-ORE-2022-01-03

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:

• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021, "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021028, Nov.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2021, "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/21.
• Higgins, Ayden & Jochmans, Koen, 2021, "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1272, Nov, revised Jan 2023.
• Blanka Horvath & Josef Teichmann & Zan Zuric, 2021, "Deep Hedging under Rough Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-88, Feb.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/21.
• Lutz Kilian, 2021, "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers, Federal Reserve Bank of Dallas, number 2117, Dec, DOI: 10.24149/wp2117.
• Subhasish M. Chowdhury & Sang-Hyun Kim, 2021, "The Central Influencer Theorem: Spatial Voting Contests with Endogenous Coalition Formation," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-193, Dec.
• Christophe HURLIN & Christophe PERIGNON & Sébastien SAURIN, 2021, "The Fairness of Credit Scoring Models," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2912.
• Ferdinand M. Vieider, 2021, "Noisy coding of time and reward discounting," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1036, Dec.
• Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
• Farmer, J. Doyne & Kolic, Blas & Sabuco, Juan, 2021, "Estimating initial conditions for dynamical systems with incomplete information," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2021-20, Sep.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/21.
• Pierpaolo Battigalli & Nicolò Generoso, 2021, "Information Flows and Memory in Games," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 678.
• Filip Abraham & Yannick Bormans & Jozef Konings & Werner Roeger, 2021, "Price-cost Margins and Fixed Costs," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 685401, Dec.
• Robert Clark & Ig Horstmann & Jean-Francois Houde, 2021, "Hub-and-spoke cartels: Theory and evidence from the grocery industry," Working Paper, Economics Department, Queen's University, number 1473, Sep.
• Item repec:rim:rimwps:21-25 is not listed on IDEAS anymore

• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021, "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2021-02, Dec.
• Bin Wei, 2021, "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-21, Sep, DOI: 10.29338/wp2021-21.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Pierri, Damian Rene, 2021, "Accuracy in recursive minimal state space methods," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 33753, Dec.
• Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
• Hartmut Egger & Elke Jahn & Stefan Kornitzky, 2021, "How Does the Position in Business Group Hierarchies Affect Workers’ Wages?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 213, Dec.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021, "Employment Reconciliation and Nowcasting," Working Papers, The George Washington University, The Center for Economic Research, number 2021-007, Dec.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021, "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia, Banco de la Republica de Colombia, number 1184, Dec, DOI: 10.32468/be.1184.
• Jochmans, Koen & Weidner, Martin, 2021, "Inference On A Distribution From Noisy Draws," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1275, Dec.
• Michail Anthropelos & Paul Schneider, 2021, "Optimal Investment and Equilibrium Pricing under Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-78, Nov.
• Suah, Jing Lian, 2021, "Cash, and "Drops": Boosting vaccine registrations," MPRA Paper, University Library of Munich, Germany, number 110912, Jun.
• Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021, "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-05, Aug, DOI: 10.18651/RWP2021-05.
• Indrajit Mitra & Taeuk Seo & Yu Xu, 2021, "High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-22, Sep, DOI: 10.29338/wp2021-22.
• Christophe Dutang & Quentin Guibert, 2021, "An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests," Post-Print, HAL, number hal-03448250, Nov, DOI: 10.1007/s11222-021-10059-x.
• Margarita Rubio, 2021, "Macroprudential policies and Brexit: A welfare analysis," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2021/04.
• Boulfani, Fériel & Gendre, Xavier & Ruiz-Gazen, Anne & Salvignol, Martina, 2021, "A statistical approach for sizing an aircraft electrical generator using extreme value theory," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1274, Dec.
• Maximilien Germain & Huyên Pham & Xavier Warin, 2021, "Neural networks-based algorithms for stochastic control and PDEs in finance ," Post-Print, HAL, number hal-03115503, DOI: 10.1017/9781009028943.023.
• Pangallo, Marco & Heinrich, Torsten & Jang, Yoojin & Scott, Alex & Tarbush, Bassel & Wiese, Samuel & Mungo, Luca, 2021, "Best-Response Dynamics, Playing Sequences, And Convergence To Equilibrium In Random Games," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2021-23, Nov.
• Zongmin Liu, 2021, "Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making," Papers, arXiv.org, number 2111.15255, Nov.
• Domenico Ferraro & Giuseppe Fiori, 2021, "Non-Linear Employment Effects of Tax Policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1333, Dec, DOI: 10.17016/IFDP.2021.1333.
• Shigeto Kitano & Yang Zhou, 2021, "Effects of China's Capital Controls on Individual Asset Categories," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-25, Dec, revised May 2022.
• Georgios Piliouras & Ryann Sim & Stratis Skoulakis, 2021, "Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update," Papers, arXiv.org, number 2111.14737, Nov, revised Jun 2022.
• Christina Bohk-Ewald & Enrique Acosta & Timothy Riffe & Christian Dudel & Mikko Myrskylä, 2021, "Magnitude, global variation, and temporal development of the COVID-19 infection fatality burden," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2021-024, DOI: 10.4054/MPIDR-WP-2021-024.
• Daniel Aparicio-Pérez & Maria Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2021, "Politics against Economics: The Case of Spanish Regional Financing," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/15.
• Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021, "Option Pricing with State-dependent Pricing Kernel," Papers, arXiv.org, number 2112.05308, Dec, revised Apr 2022.
• Jeanne, Olivier, 2021, "Currency Wars, Trade Wars and Global Demand," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 66667, Dec.
• Jonathan J Adams, 2020, "Moderating Macroeconomic Bubbles Under Dispersed Information," Working Papers, University of Florida, Department of Economics, number 001005, Sep.
• Samuel Brien, 2021, "Wealth Inequality, Uninsurable Entrepreneurial Risk and Firms Markup," Working Paper, Economics Department, Queen's University, number 1476, Nov.
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021, "Investor demand in syndicated bond issuances: stylised facts," Working Papers, European Stability Mechanism, number 50, Dec, revised 23 Dec 2021.
• Bastien Baldacci & Philippe Bergault, 2021, "Optimal incentives in a limit order book: a SPDE control approach," Papers, arXiv.org, number 2112.00375, Dec, revised Oct 2022.
• Jochmans, Koen & Verardi, Vincenzo, 2021, "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1271, Nov.

Report NEP-ORE-2022-01-03

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: