Report NEP-ORE-2022-02-07

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
• B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021. "Causal Inference from Hypothetical Evaluations," NBER Working Papers 29616, National Bureau of Economic Research, Inc.
• Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
• William A. Barnett & Unal Eryilmaz, 2022. "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202203, University of Kansas, Department of Economics.
• Chou, Jenyu & Cao, Yifei & Minford, Patrick, 2022. "Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework," Cardiff Economics Working Papers E2022/2, Cardiff University, Cardiff Business School, Economics Section.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2022. "Expectations, Stagnation and Fiscal Policy: a Nonlinear Analysis," Discussion Papers 22-01, Department of Economics, University of Birmingham.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022. "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES 2022/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2022.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
• Catanzaro, Daniele & Coniglio, Stefano & Furini, Fabio, 2021. "On the exact separation of cover inequalities of maximum-depth," LIDAM Discussion Papers CORE 2021018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022. "Black-box Bayesian inference for economic agent-based models," INET Oxford Working Papers 2022-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
• Habis, Helga & Perge, Laura, 2022. "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP) 2022/01, Corvinus University of Budapest.
• Egger, Hartmut & Jahn, Elke J. & Kornitzky, Stefan, 2021. "How Does the Position in Business Group Hierarchies Affect Workers' Wages?," IZA Discussion Papers 14956, Institute of Labor Economics (IZA).
• Catanzaro, Daniele & Frohn, Martin & Pesenti, Raffaele, 2021. "On Numerical Stability and Statistical Consistency of the Balanced Minimum Evolution Problem," LIDAM Discussion Papers CORE 2021026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Catanzaro, Daniele & Frohn, Martin & Pesenti, Raffaele, 2021. "A Massively Parallel Exact Solution Algorithm for the Balanced Minimum Evolution Problem," LIDAM Discussion Papers CORE 2021023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• de Callatay, Pierre & Mauleon, Ana & Vannetelbosch, Vincent, 2021. "Minimally Farsighted Unstable Networks," LIDAM Discussion Papers CORE 2021012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Alessia Paccagnini & Fabio Parla, 2021. "Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs," Bank of Lithuania Working Paper Series 97, Bank of Lithuania.
• Dianetti, Jodi & Ferrari, Giorgio & Fischer, Markus & Nendel, Max, 2022. "A Unifying Framework for Submodular Mean Field Games," Center for Mathematical Economics Working Papers 661, Center for Mathematical Economics, Bielefeld University.
• Max Schroeder & Spyridon Lazarakis & Rebecca Mancy & Konstantinos Angelopoulos, 2021. "How Do Pandemics End? Two Decades of Recurrent Outbreak Risk Following the Main Waves," CESifo Working Paper Series 9475, CESifo.
• Yuanrong Wang & Tomaso Aste, 2021. "Dynamic Portfolio Optimization with Inverse Covariance Clustering," Papers 2112.15499, arXiv.org, revised Jan 2022.
• Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021. "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series wp2021n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Paolo Bertoletti, 2022. "A Preference-Based Model of Platform Competition," Working Papers 486, University of Milano-Bicocca, Department of Economics.
• Fernando Rios-Avila, 2021. "drdid and csdid: Doubly robust DID with multiple time periods," Economics Virtual Symposium 2021 7, Stata Users Group.
• Andrzej Torój, 2022. "Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach," KAE Working Papers 2022-069, Warsaw School of Economics, Collegium of Economic Analysis.
• Clara Eugenia Núñez, 2022. "Comentarios al Anteproyecto de ley por la que se modifica la Ley 14/2011, de 1 de junio, de la Ciencia, la Tecnología y la Innovación," Fedea Economy Notes 2022-04, FEDEA.
• Catanzaro, Daniele & Pesenti, Raffaele & Ronco, Roberto, 2021. "A New Fast and Accurate Heuristic for the Automatic Scene Detection Problem," LIDAM Discussion Papers CORE 2021022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Itay Kedmi, 2021. "Does a Change in an Accounting Standard Affect the Risk-Pricing of a Firm?," Bank of Israel Working Papers 2021.13, Bank of Israel.
• Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021 3, Stata Users Group.
• Jeffrey M. Wooldridge, 2021. "Nonlinear difference in differences with panel data," Economics Virtual Symposium 2021 4, Stata Users Group.
• Richard V. Burkhauser & Nicolas Hérault & Stephen P. Jenkins & Roger Wilkins, 2020. "What accounts for the rising share of women in the top 1%?," Melbourne Institute Working Paper Series wp2020n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Xuepeng Liu & Heiwai Tang & Zhi Wang & Shang-Jin Wei, 2022. "Currency Carry Trade by Trucks: The Curious Case of China's Massive Imports from Itself," NBER Working Papers 29633, National Bureau of Economic Research, Inc.
• Vizhdan Boranova & Raju Huidrom & Ezgi O. Ozturk & Ara Stepanyan & Petia Topalova & Shihangyin (Frank) Zhang, 2022. "Cars in Europe: Supply Chains and Spillovers during COVID-19 Times," IMF Working Papers 2022/006, International Monetary Fund.
• Khalil, Makram & Strobel, Felix, 2021. "US trade policy and the US dollar," Discussion Papers 49/2021, Deutsche Bundesbank.