Report NEP-ORE-2016-01-29

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:

• Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016. "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Discussion Paper 2016-002, Tilburg University, Center for Economic Research.
• Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
• Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers 201603, University of Pretoria, Department of Economics.
• Farley Grubb, 2016. "Colonial Virginia's Paper Money Regime, 1755-1774: Value Decomposition and Performance," Working Papers 16-01, University of Delaware, Department of Economics.
• Wei Li & Yulei Luo & Jun Nie, 2015. "Elastic attention, risk sharing, and international comovements," Research Working Paper RWP 15-16, Federal Reserve Bank of Kansas City.
• Kokonas, Nikos & Polemarchakis, Herakles, 2015. "Suboptimality with land," The Warwick Economics Research Paper Series (TWERPS) 1103, University of Warwick, Department of Economics.
• Rafael Aigner, 2016. "The Fehmarn Belt Duopoly - Can the Ferry Compete with a Tunnel?," Discussion Papers of DIW Berlin 1539, DIW Berlin, German Institute for Economic Research.
• Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015. "Models, Inattention and Expectation Updates," Discussion Papers 1602, Centre for Macroeconomics (CFM).
• Wieladek, Tomasz, 2016. "The varying coefficient Bayesian panel VAR model," Bank of England working papers 578, Bank of England.
• Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.