Report NEP-ORE-2022-04-04

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:

• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-022/III, Feb.
• Congressional Budget Office, 2022, "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers, Congressional Budget Office, number 57582, Mar.
• Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2206, Feb.
• Matsushita, Yukitoshi & Otsu, Taisuke & Takahata, Keisuke, 2023, "Estimating density ratio of marginals to joint: applications to causal inference," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113313, Apr.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.
• Christian Gourieroux & Joann Jasiak, 2022, "Long Run Risk in Stationary Structural Vector Autoregressive Models," Papers, arXiv.org, number 2202.09473, Feb.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202207, Jan.
• Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022, "On the evolutionary stability of the sentiment investor," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/09, Mar.
• Daniel Levy & Hashem Dezhbakhsh, 2022, "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers, Bar-Ilan University, Department of Economics, number 2022-02, Mar.
• Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2021, "Hybrid elicitation and indirect Bayesian inference with quantile-parametrized likelihood," OSF Preprints, Center for Open Science, number paby6, Sep, DOI: 10.31219/osf.io/paby6.
• Item repec:upd:utmpwp:039 is not listed on IDEAS anymore

• Tsuyoshi Adachi & Yuki Ishibashi, 2022, "Stability and strategy-proofness for matching with interval constraints," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2124, Mar.
• Alexander Lipton & Artur Sepp, 2022, "Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility," Papers, arXiv.org, number 2202.07849, Feb.
• Maria Montero & Alex Possajennikov, 2022, ""Greedy" Demand Adjustment in Cooperative Games," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2022-05, May.
• Abhimanyu Gupta & Javier Hidalgo, 2022, "Nonparametric prediction with spatial data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 621, Jan.
• Christian Ewerhart, 2022, "A game-theoretic implication of the Riemann hypothesis," ECON - Working Papers, Department of Economics - University of Zurich, number 410, Mar, revised May 2023.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers, Federal Reserve Bank of Cleveland, number 22-06, Mar, DOI: 10.26509/frbc-wp-202206.
• Damir Filipović & Markus Pelger & Ye Ye, 2022, "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-24, Mar.
• Mitsunobu MIYAKE, 2022, "An evolutionary explanation for why the prior beliefs can be assumed to coincide with the correct ones in the simple Bayesian hypothesis testings," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 462, Feb.
• David T. Frazier & Gael M. Martin & Ruben Loaiza-Maya, 2022, "Variational Bayes in State Space Models: Inferential and Predictive Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/22.
• Pyddoke, Roger, 2022, "Samhällsekonomisk analys av investeringar i digital infrastruktur : fallet nya biljettsystem för kollektivtrafik," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2022:1, Mar.
• Yu-Ting Chiang, 2022, "Attention and a Paradox of Uncertainty," Working Papers, Federal Reserve Bank of St. Louis, number 2022-004, Mar, revised 08 Oct 2024, DOI: 10.20955/wp.2022.004.
• Taras Bodnar & Nestor Parolya & Erik Thors'en, 2022, "Two is better than one: Regularized shrinkage of large minimum variance portfolio," Papers, arXiv.org, number 2202.06666, Feb.
• Pierre Cayet & Arash Farnoosh, 2022, "A robust structural electric system model with significant share of intermittent renewables under auto-correlated residual demand," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-6.
• John Duffy & Seung Han Yoo, 2022, "On the Origin of Polarization," Discussion Paper Series, Institute of Economic Research, Korea University, number 2202.
• Minkah, Richard & de Wet, Tertius & Ghosh, Abhik, 2022, "Robust Extreme Quantile Estimation for Pareto-Type tails through an Exponential Regression Model," AfricArxiv, Center for Open Science, number hf7vk, Mar, DOI: 10.31219/osf.io/hf7vk.
• Radek Šauer, 2022, "ifo DSGE Model 2.0," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 366.
• Morita, Hiroshi, 2022, "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-118, Mar.
• De Castro, Angelo, 2022, "The Ebb of Fiat and the Flow of Cryptocurrency," OSF Preprints, Center for Open Science, number trpwc, Feb, DOI: 10.31219/osf.io/trpwc.
• Livdan, Dmitry & Nezlobin, Alexander, 2022, "Incentivizing irreversible investment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110531, Mar.
• Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022, "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers, Bank for International Settlements, number 1007, Mar.
• Shi, Chengchun & Wang, Xiaoyu & Luo, Shikai & Zhu, Hongtu & Ye, Jieping & Song, Rui, 2022, "Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113310, Jan.
• Luca Henkel, 2022, "Experimental Evidence on the Relationship between Perceived Ambiguity and Likelihood Insensitivity," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 151, Mar.
• Peskes, Markus & Gutsche, Paul, 2022, "Strategisches Controlling 4.0: Erfolgsfaktoren für eine digitale Transformation von Controllinginstrumenten und -steuerungssystemen," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 251116.
• Javier Hidalgo & Heejun Lee & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2021, "Minimax Risk in Estimating Kink Threshold and Testing," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 622, Sep.
• Köppl-Turyna, Monika & Kantorowicz, Jarosław, 2022, "Electoral systems and female representation in politics: Evidence from a regression discontinuity," Research Papers, EcoAustria – Institute for Economic Research, number 18.
• Menyhert, Balint, 2021, "Absolute poverty measurement with minimum food needs: A new inverse method for advanced economies," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-04, Dec.
• Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
• Flavio M. Menezes & John Quiggin, 2022, "Market power amplifies the price effects of demand shocks," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 653, Oct.
• Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci, 2022, "A multivariate extension of the Misspecification-Resistant Information Criterion," Papers, arXiv.org, number 2202.09225, Feb.
• 本田, 敏雄 & Honda, Toshio, 2022, "高次元Cox回帰モデルの統計的推測について, Statistical inferences on high-dimensional Cox regression models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-01, Mar.
• Whelsy BOUNGOU & Alhonita YATIE, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-06.
• Aras, Atilla, 2020, "Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model," OSF Preprints, Center for Open Science, number b9afj, Oct, DOI: 10.31219/osf.io/b9afj.
• Hagen, Tobias & Hamann, Jonas & Saki, Siavash, 2022, "Discretization of urban areas using POI-based tesselation," Working Paper Series, Frankfurt University of Applied Sciences, Faculty of Business and Law, number 23, DOI: 10.48718/7jjr-1c66.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2022, "The impact of climate transition risks on financial stability. A systemic risk approach," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-01, Jan.
• Knobloch, Ralf, 2022, "Ein Portfolio von inhomogenen Markov-Ketten mit Abhängigkeitsstruktur," Forschung am ivwKöln, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies, number 2/2022.
• Soumendu Sarkar, 2022, "Strategyproof and Budget Balanced Mechanisms for Assembly," Working papers, Centre for Development Economics, Delhi School of Economics, number 320, Feb.
• Liu, Diyi & Guin, Angshuman, 2022, "Evaluating the Sustainability Impacts of Intelligent Carpooling Systems for SOV Commuters in the Atlanta Region," Institute of Transportation Studies, Working Paper Series, Institute of Transportation Studies, UC Davis, number qt9c749361, Mar.
• Rasmus Noss, Bang & Trellevik, Lars-Kristian Lunde, 2022, "Transition to Marine Mining?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2022/9, Mar.
• Ryan Thompson & Catherine S. Forbes & Steven N. MacEachern & Mario Peruggia, 2022, "Familial Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/22.
• Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022, "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2022-02, Feb.
• Csoka, Peter & Herings, P.J.J., 2022, "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2022-008.
• Asegaf, M Maulana & Arfianti, Unix Izyah & Hamdani, Andra Rikhza, 2022, "Implementasi Metode K-Means Clustering Dalam Pengelompokan Penyebaran Covid-19 Di Surabaya," OSF Preprints, Center for Open Science, number 2gwrb, Feb, DOI: 10.31219/osf.io/2gwrb.
• Xiaoliang Li, 2022, "Cournot duopoly games with isoelastic demands and diseconomies of scale," Papers, arXiv.org, number 2203.09972, Mar.
• Yasuo Hirose & Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-535, Mar.
• Hager, Anselm & Valasek, Justin, 2022, "The Impact of Exposure to Refugees on Prosocial Behavior," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 4/2022, Mar.
• Dammann, Felix & Ferrari, Giorgio, 2022, "Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 663, Mar.
• Kai Hao Yang & Alexander K. Zentefis, 2022, "Gerrymandering and the Limits of Representative Democracy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2328, Mar.
• Massimo Baldini & Andrea Barigazzi & Giovanni Gallo, 2022, "Il Reddito di Cittadinanza nei comuni della Città metropolitana di Bologna," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0178, Mar.
• Bartol, Blanka & Červek, Jernej & Fanjeau, Benoît & Šolar, Lenča Humerca & Job, Hubert & Klee, Andreas & Laner, Peter & Lintzmeyer, Florian & Meyer, Constantin & Novljan, Živa & Omizzolo, Andre & Pedr, 2022, "Safeguarding open spaces in the Alpine region," Positionspapier aus der ARL, ARL – Akademie für Raumentwicklung in der Leibniz-Gemeinschaft, number 133.

Report NEP-ORE-2022-04-04

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: