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Report NEP-ORE-2022-01-24
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:
- Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
- Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-01, Jan.
- Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022, "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers, Örebro University, School of Business, number 2022:1, Jan.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202202, Nov.
- Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
- Ren'e Aid & Lamia Ben Ajmia & M'hamed Gaigi & Mohamed Mnif, 2021, "Nonzero-sum stochastic impulse games with an application in competitive retail energy markets," Papers, arXiv.org, number 2112.10213, Dec.
- Javier Haulde & Morten Ørregaard Nielsen, 2022, "Fractional integration and cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-02, Jan.
- Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202201, Jan.
- Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112960, Jul.
- Karel Musil & Stanislav Tvrz & Jan Vlcek, 2021, "News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2021/02, Dec.
- Yu-chin Chen & Ippei Fujiwara & Yasuo Hirose, 2021, "Exchange rate disconnect and the general equilibrium puzzle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-86, Oct.