43 documents matched the search for the 2021-10-18 issue of the NEP report on Operations Research (nep-ore), currently edited by Walter Frisch.
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111213141
Nonparametric Tests of Conditional Independence for Time Series,
Xiaojun Song and Haoyu Wei,
from arXiv.org
(2021)
Identifying the Impact of Emergency Disaster Relief Fund in Agri-Food Industry during the COVID-19 Pandemic in Korea: A Synthetic Control and Stochastic Equilibrium Displacement Method Approach,
Kihwan Yu and Sanghyo Kim,
from Agricultural and Applied Economics Association
(2021)
Keywords: Agricultural and Food Policy, Agribusiness, Marketing
Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators,
Jiafeng Chen, Xiaohong Chen and Elie Tamer,
from arXiv.org
(2022)
General Compound Hawkes Processes for Mid-Price Prediction,
Myles Sjogren and Timothy DeLise,
from arXiv.org
(2021)
Many Proxy Controls,
Ben Deaner,
from arXiv.org
(2021)
Data-Flow Analysis of BPMN-based Process-Driven Applications: Detecting anomalies across model and code,
Konrad Schneid, Sascha Di Bernardo, Herbert Kuchen and Sebastian Thöne,
from University of Münster, European Research Center for Information Systems (ERCIS)
(2021)
Keywords: Process-Driven Application, Data-Flow Anomalies, Control-Flow Graph Analysis, BPMN
The problem of stabilizing the productivity of the technological equipment of the production line,
Oleh Pihnastyi and Olha Ivanovska,
from University Library of Munich, Germany
(2021)
Keywords: production line; production control system; PDE-model; flow production
Central bank digital currency in Nigeria: opportunities and risks,
Peterson K Ozili,
from University Library of Munich, Germany
(2021)
Keywords: central bank digital currency, eNaira, blockchain, cryptocurrency, central bank, CBDC, bitcoin, payment system, fiat digital currency, distributed ledger, Nigeria.
Illustrative Options for National Defense Under a Smaller Defense Budget,
Congressional Budget Office,
from Congressional Budget Office
(2021)
Black Scholes Model,
Dominique Trual Molintas,
from University Library of Munich, Germany
(2021)
Keywords: Black-Scholes model, strike price, volatility , risk-free rate, stock price volatility
Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic,
Yukitoshi Matsushita and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2020)
Artificial intelligence and systemic risk,
Jon Danielsson, Robert Macrae and Andreas Uthemann,
from London School of Economics and Political Science, LSE Library
(2022)
Keywords: UKRI fund
The Productivity Puzzle and the Decline of Unions,
Aruni Mitra,
from University Library of Munich, Germany
(2021)
Keywords: productivity, unions, hiring cost, factor utilization, DSGE
Activism and takeovers,
Mike Burkart and Samuel Lee,
from London School of Economics and Political Science, LSE Library
(2022)
Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1,
Shakeeb Khan, Xiaoying Lan, Elie Tamer and Qingsong Yao,
from arXiv.org
(2023)
Do inflation expectations improve model-based inflation forecasts?,
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz,
from European Central Bank
(2021)
Keywords: Bayesian VAR, Forecasting, inflation, inflation expectations, Phillips curve
Un Modelo Principal-Agente Dinámico de Reducción de Perdidas de Energía Electrica en Tiempo Continuo,
Juan Zambrano, José Gabriel Astaíza-Gómez and Juan David García,
from University Library of Munich, Germany
(2021)
Keywords: Natural Monopoly, Electric Power Losses, Remuneration, Asymmetric Information, Moral Hazard.
Tests for random coefficient variation in vector autoregressive models,
Dante Amengual, Gabriele Fiorentini and Enrique Sentana,
from Rimini Centre for Economic Analysis
(2021)
Keywords: GDP, GDI, Hessian matrix, Information matrix test, Outer product of the score
Fiscal Reform in the Republic of Moldova. Stochastic Dynamic General Equilibrium (SDGE) simulation,
Denis Vîntu,
from University Library of Munich, Germany
(2021)
Keywords: fiscal reform, monetary policy, cross-country convergence, prediction and forecasting methods, dynamic general equilibrium model, Pareto optimal balance, ARIMA modeling, time series analysis, Box – Jenkins method.
The Effect of Covid-19 Outbreak on Turkish Diesel Consumption Volatility Dynamics,
Hasan Ertugrul, B. Oray Güngör and Ugur Soytas,
from University Library of Munich, Germany
(2020)
Keywords: Diesel Consumption, ARIMA Models, ARCH Family Models, Covid-19 pandemic
Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit,
Miroslav Plašil,
from Czech National Bank
(2021)
Keywords: Gaussian process regression, macroprudential policy, satellite models, stress testing
The time-varying evolution of inflation risks,
Dimitris Korobilis, Bettina Landau, Alberto Musso and Anthoulla Phella,
from European Central Bank
(2021)
Keywords: Bayesian shrinkage, euro area, Horseshoe, inflation tail risks, MCMC, quantile regression, time-varying parameters
Decomposing the Disposition Effect,
Johannes Maier and Dominik S. Fischer,
from CESifo
(2021)
Keywords: disposition effect, rational benchmark, investor behaviour, behavioural biases, market segments, financial attention, information level
Why Does Risk Matter More in Recessions than in Expansions?,
Martin M. Andreasen, Giovanni Caggiano, Efrem Castelnuovo and Giovanni Pellegrino,
from CESifo
(2021)
Keywords: New Keynesian model, nonlinear SVAR, non-recursive identification, state-dependent uncertainty shock, risky steady state
Volatility indices and implied uncertainty measures of European government bond futures,
Jaroslav Baran and Jan Voříšek,
from European Stability Mechanism
(2020)
Keywords: bond futures, market expectations, options, probability density function, SABR, VIX, volatility index
Sovereign bond market spillovers from crisis-time developments in Greece,
Daragh Clancy, Carmine Gabriele and Diana Zigraiova,
from European Stability Mechanism
(2020)
Keywords: crisis, events, narrative, sovereign bonds, spillovers, tail risks
Fiscal policy shocks and stock prices in the United States,
Haroon Mumtaz and Konstantinos Theodoridis,
from European Stability Mechanism
(2021)
Keywords: Fiscal policy shocks, Stock prices, VAR, FAVAR, DSGE
A time-varying skewness model for Growth-at-Risk,
Martin Iseringhausen,
from European Stability Mechanism
(2021)
Keywords: Bayesian analysis, downside risk, macro-financial linkages, time variation
Sample Selection in Linear Panel Data Models with Heterogeneous Coefficients,
Alyssa Carlson and Riju Joshi,
from Department of Economics, University of Missouri
(2021)
Keywords: panel data, sample selection, heterogeneous coefficients, control function, conditional linear projections
How to Tax Different Incomes?,
Laurence Jacquet and Etienne Lehmann,
from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
(2021)
Keywords: nonlinear income taxation, several income sources, cross-base responses, endogenous prices, dual income tax, comprehensive income tax
Generalized Cumulative Offer Processes,
Inacio Bo, Jörgen Kratz and Makoto Shimoji,
from Department of Economics, University of York
(2021)
Keywords: Matching with contracts, cumulative offer mechanism, asynchrony, order independence.
DYNAMIC SCREENING,
David Lagziel and Ehud Lehrer,
from Ben-Gurion University of the Negev, Department of Economics
(2021)
Keywords: dynamic screening; prefect screening; threshold strategies
Effort Allocations in Elimination Tournaments,
Aner Sela,
from Ben-Gurion University of the Negev, Department of Economics
(2021)
Keywords: Game theory, elimination tournaments, knockout tournaments
Subsidy and Taxation in All-Pay Auctions under Incomplete,
Yizhaq Minchuk and Aner Sela,
from Ben-Gurion University of the Negev, Department of Economics
(2021)
Keywords: All-pay auctions, subsidy, taxation
Equilibrium Existence in Two-player Contests Without Absolute Continuity of Information,
Ori Haimanko,
from Ben-Gurion University of the Negev, Department of Economics
(2021)
Keywords: Tullock contests, Bayesian Nash Equilibrium, equilibrium existence, zero-sum games, absolute continuity of information, continuum of types, joint density.
Can more police induce more crime?,
Casilda Lasso de la Vega, Oscar Volij and Federico Weinschelbaum,
from Ben-Gurion University of the Negev, Department of Economics
(2021)
Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry,
Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov,
from Bank of Russia
(2021)
Keywords: retail payments, banking, market structure, asymmetric information, customer data
Preventive monetary and macroprudential policy response to anticipated shocks to financial stability,
Konstantin Styrin and Alexander Tishin,
from Bank of Russia
(2021)
Keywords: Macroprudential policy, monetary policy, pecuniary externalities, nominal rigidities, financial frictions, capital accumulation.
Tests for random coefficient variation in vector autoregressive models,
Dante Amengual, Gabriele Fiorentini and Enrique Sentana,
from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
(2021)
Keywords: GDP, GDI, Hessian matrix, Information matrix test, Outer product of the score
Profitability and conservation goals reconciled through biodiversity offsets,
Céline Huber, Luc Doyen and Sylvie Ferrari,
from Bordeaux School of Economics (BSE)
(2021)
Keywords: Biodiversity Offset, Bio-economics, No net loss, Sustainability, Minimal time, control, Mangroves
A Unified Framework to Estimate Macroeconomic Stars,
Saeed Zaman,
from Federal Reserve Bank of Cleveland
(2024)
Keywords: state-space models; Bayesian analysis; time-varying parameters; natural rates; survey expectations; COVID-19 pandemic
Cost Uncertainty in an Oligopoly with Endogenous Entry,
Laszlo Goerke and Marco de Pinto,
from Institute of Labour Law and Industrial Relations in the European Union (IAAEU)
(2021)
Keywords: Oligopoly, Excessive Entry, Uncertainty, Welfare
Shocks and Stability of Risk Preferences,
Stein Holden and Mesfin Tilahun,
from Norwegian University of Life Sciences, Centre for Land Tenure Studies
(2021)
Keywords: Covariate shocks; Idiosyncratic shocks; Stability of risk preference parameters; Field experiment; Ethiopia
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