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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, University of Pretoria, Department of Economics, number 202203, Jan.
- B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021, "Causal Inference from Hypothetical Evaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29616, Dec.
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021, "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers, Deutsche Bundesbank, number 48/2021.
- 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, University of Kansas, Department of Economics, number 202203, Jan.
- Chou, Jenyu & Cao, Yifei & Minford, Patrick, 2022, "Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/2, Jan.
- George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2022, "Expectations, Stagnation and Fiscal Policy: a Nonlinear Analysis," Discussion Papers, Department of Economics, University of Birmingham, number 22-01, Jan.
- 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, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, 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, University of São Paulo (FEA-USP), number 2022_01, Jan, 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, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021018, Jan.
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022, "Black-box Bayesian inference for economic agent-based models," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-05, Feb.
- Senay Sokullu & Irene Botosaru & Chris Muris, 2022, "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 22/756, Jan.
- Habis, Helga & Perge, Laura, 2022, "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2022/01, Jan.
- Egger, Hartmut & Jahn, Elke J. & Kornitzky, Stefan, 2021, "How Does the Position in Business Group Hierarchies Affect Workers' Wages?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14956, Dec.
- Catanzaro, Daniele & Frohn, Martin & Pesenti, Raffaele, 2021, "On Numerical Stability and Statistical Consistency of the Balanced Minimum Evolution Problem," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021026, Jan.
- Catanzaro, Daniele & Frohn, Martin & Pesenti, Raffaele, 2021, "A Massively Parallel Exact Solution Algorithm for the Balanced Minimum Evolution Problem," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021023, Jan.
- de Callatay, Pierre & Mauleon, Ana & Vannetelbosch, Vincent, 2021, "Minimally Farsighted Unstable Networks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021012, Sep.
- Alessia Paccagnini & Fabio Parla, 2021, "Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 97, Dec.
- Dianetti, Jodi & Ferrari, Giorgio & Fischer, Markus & Nendel, Max, 2022, "A Unifying Framework for Submodular Mean Field Games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 661, Jan.
- 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, CESifo, number 9475.
- Yuanrong Wang & Tomaso Aste, 2021, "Dynamic Portfolio Optimization with Inverse Covariance Clustering," Papers, arXiv.org, number 2112.15499, Dec, revised Jan 2022.
- Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021, "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n27, Dec.
- Paolo Bertoletti, 2022, "A Preference-Based Model of Platform Competition," Working Papers, University of Milano-Bicocca, Department of Economics, number 486, Jan.
- Fernando Rios-Avila, 2021, "drdid and csdid: Doubly robust DID with multiple time periods," Economics Virtual Symposium 2021, Stata Users Group, number 7, Nov.
- Andrzej Torój, 2022, "Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-069, Jan.
- 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, FEDEA, number 2022-04, Feb.
- Catanzaro, Daniele & Pesenti, Raffaele & Ronco, Roberto, 2021, "A New Fast and Accurate Heuristic for the Automatic Scene Detection Problem," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2021022, Jan.
- Itay Kedmi, 2021, "Does a Change in an Accounting Standard Affect the Risk-Pricing of a Firm?," Bank of Israel Working Papers, Bank of Israel, number 2021.13, Aug.
- Sebastian Kripfganz & Vasilis Sarafidis, 2021, "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021, Stata Users Group, number 3, Nov.
- Jeffrey M. Wooldridge, 2021, "Nonlinear difference in differences with panel data," Economics Virtual Symposium 2021, Stata Users Group, number 4, Nov.
- 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n09, Jun.
- 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, National Bureau of Economic Research, Inc, number 29633, Jan.
- 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, International Monetary Fund, number 2022/006, Jan.
- Khalil, Makram & Strobel, Felix, 2021, "US trade policy and the US dollar," Discussion Papers, Deutsche Bundesbank, number 49/2021.