Report NEP-ORE-2021-01-04

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020. "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202021, University of Kansas, Department of Economics, revised Dec 2020.
• Volha Audzei & Jan Bruha, 2020. "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers 2020/6, Czech National Bank.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
• Pitarakis, Jean-Yves, 2020. "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics 31555, Universidad Carlos III de Madrid. Departamento de Economía.
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2020. "Inference on Risk Premia in Continuous-Time Asset Pricing Models," NBER Working Papers 28140, National Bureau of Economic Research, Inc.
• Carlos Alós-Ferrer & Johannes Buckenmaier & Michele Garagnani, 2020. "Stochastic choice and preference reversals," ECON - Working Papers 370, Department of Economics - University of Zurich, revised Jul 2021.
• Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers 2035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
• Manfred J. Holler & Florian Rupp, 2019. "Shaping a Network Constituency: A PGI Analysis inspired by the City of Munich," Economics Working Paper from Condorcet Center for political Economy at CREM-CNRS 2019-07-ccr, Condorcet Center for political Economy.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
• Josef Bajzik, 2020. "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES 2020/45, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2020.
• Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
• Pierre Cayet & Arash Farnoosh, 2020. "Trajectory Based Distributionally Robust Optimization Applied to the Case of Electricity Facilities Investment with Significant Penetration of Renewables," EconomiX Working Papers 2020-34, University of Paris Nanterre, EconomiX.
• U.J. Wagner & D. Kassem & A. Gerster & J. Jaraite-Kazukauske & M. Klemetsen & M. Laukkanen & J. Leisner & R. Martin & J.R. Munch & M. Muûls & A.T. Nielsen & L. de Preux & K.E. Rosendahl & S. Schusser, 2020. "Carbon Footprints of European Manufacturing Jobs: Stylized Facts and Implications for Climate Policy," CRC TR 224 Discussion Paper Series crctr224_2020_250, University of Bonn and University of Mannheim, Germany.
• Amanda Y. Agan & Sonja B. Starr, 2020. "Employer Neighborhoods and Racial Discrimination," NBER Working Papers 28153, National Bureau of Economic Research, Inc.
• Sergio Salas, 2020. "Precautionary Money Demand in a Cash-in-Advance Model," Working Papers 2020-03, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso.
• Yasuyuki Miyahara & Hitoshi Sadakane, 2020. "Communication Enhancement through Information Acquisition by Uninformed Player," KIER Working Papers 1050, Kyoto University, Institute of Economic Research.
• David Carl & Christian Ewerhart, 2020. "Ethereum gas price statistics," ECON - Working Papers 373, Department of Economics - University of Zurich.
• Marc Hallin & Carlos Trucíos, 2020. "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES 2020-50, ULB -- Universite Libre de Bruxelles.
• Nicholas Economides & Ioannis Lianos, 2021. "Privacy and antitrust in digital platforms," Working Papers 21-01, NET Institute.
• Marie-Hélène Felt & Fumiko Hayashi & Joanna Stavins & Angelika Welte, 2020. "Distributional Effects of Payment Card Pricing and Merchant Cost Pass-through in the United States and Canada," Working Papers 20-13, Federal Reserve Bank of Boston.
• Jiti Gao & Fei Liu & Bin peng, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 44/20, Monash University, Department of Econometrics and Business Statistics.
• Markus Dertwinkel-Kalt & Christian Wey, 2020. "Third-Degree Price Discrimination in Oligopoly When Markets Are Covered," CESifo Working Paper Series 8785, CESifo.