Report NEP-ORE-2020-12-07

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.

Other reports in NEP-ORE

The following items were announced in this report:

• Na Guo & Bo Zhang & Jamie Cross, 2020. "Time-varying trend models for forecasting inflation in Australia," CAMA Working Papers 2020-99, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers 2020-13, Department of Economics and Business Economics, Aarhus University.
• Liu, Xiaobin & Shi, Shuping & Yu, Jun, 2020. "Persistent and Rough Volatility," Economics and Statistics Working Papers 23-2020, Singapore Management University, School of Economics.
• Ge, S., 2020. "A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model," Cambridge Working Papers in Economics 20114, Faculty of Economics, University of Cambridge.
• Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020. "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers 41/20, Monash University, Department of Econometrics and Business Statistics.
• Xu, Mengshan & Otsu, Taisuke, 2020. "Score estimation of monotone partially linear index model," LSE Research Online Documents on Economics 106698, London School of Economics and Political Science, LSE Library.
• Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
• Connor, G. & Li, S. & Linton, O., 2020. "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics 20103, Faculty of Economics, University of Cambridge.
• Sulagna Dasgupta & Debasis Mishra, 2020. "Ordinal Bayesian incentive compatibility in random assignment model," Discussion Papers 20-06, Indian Statistical Institute, Delhi.
• Ding, Y., 2020. "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics 20112, Faculty of Economics, University of Cambridge.
• Thomas Favory, 2020. "Multiproduct Firms and Discrete Choice Models of Demand: Existence and Uniqueness of the Bertrand-Nash Equilibrium," Economics Discussion / Working Papers 20-24, The University of Western Australia, Department of Economics.
• Paolo Bertoletti & Federico Etro, 2020. "Monopolistic Competition, As You Like It," Working Papers 454, University of Milano-Bicocca, Department of Economics.
• Richard S.J. Tol, 2020. "The Economic Impact of Weather and Climate," Video Library 2093, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "The Economic Impact of Weather and Climate," Video Library 2094, Department of Economics, University of Sussex Business School.
• Aleksey Oshchepkov & Anna Shirokanova, 2020. "Multilevel Modeling For Economists: Why, When And How," HSE Working papers WP BRP 233/EC/2020, National Research University Higher School of Economics.
• Jan Ditzen, 2019. "xthst: Testing for slope homogeneity in Stata," CEERP Working Paper Series 011, Centre for Energy Economics Research and Policy, Heriot-Watt University.
• Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2020. "Quantile Factor Models," IZA Discussion Papers 13870, Institute of Labor Economics (IZA).
• Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
• Nuno Goncalves & Domingos Seward, 2019. "Forecasting unemployment in Portugal: A labour market flows approach," CFP Working Papers 01/2019, Portuguese Public Finance Council.
• Fuest, Angela & Schmidt, Torsten, 2020. "Inflation expectation uncertainty in a New Keynesian framework," Ruhr Economic Papers 867, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers 20-26, The University of Western Australia, Department of Economics.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers 453, University of Milano-Bicocca, Department of Economics, revised Oct 2022.
• Shahe Emran, M. & Ferreira, Francisco H. G. & Jiang, Yajing & Sun, Yan, 2020. "Occupational dualism and intergenerational educational mobility in the rural economy: evidence from China and India," LSE Research Online Documents on Economics 107480, London School of Economics and Political Science, LSE Library.
• Qazi Haque & Leandro M. Magnusson, 2020. "Uncertainty shocks and inflation dynamics in the U.S," Economics Discussion / Working Papers 20-25, The University of Western Australia, Department of Economics.
• Amodio, Francesco & Martinez-Carrasco, Miguel A., 2020. "Workplace Incentives and Organizational Learning," IZA Discussion Papers 13898, Institute of Labor Economics (IZA).
• Schön, Matthias, 2020. "Demographic change and the rate of return in PAYG pension systems," Discussion Papers 57/2020, Deutsche Bundesbank.
• Jorge Gonz'alez C'azares & Aleksandar Mijatovi'c, 2020. "Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation," Papers 2011.06618, arXiv.org, revised Mar 2021.
• Vera A. Shumilina, 2020. "Abductive Theory Of Meaning," HSE Working papers WP BRP 192/HUM/2020, National Research University Higher School of Economics.
• Dolado, Juan J. & Felgueroso, Florentino & Jimeno, Juan F., 2020. "The Spanish Labour Market at the Crossroads: COVID-19 Meets the Megatrends," IZA Discussion Papers 13869, Institute of Labor Economics (IZA).
• John B. Davis, 2020. "The Sea Battle Tomorrow: The Identity of Reflexive Economic Agents," Working Papers and Research 2020-01, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Ruochen Wu & Melvyn Weeks, 2020. "A Semi-Parametric Bayesian Generalized Least Squares Estimator," Papers 2011.10252, arXiv.org, revised Jan 2023.
• Van Rens, Thijs & Oswald, Andrew J., 2020. "Age-Based Policy in the Context of the Covid-19 Pandemic," The Warwick Economics Research Paper Series (TWERPS) 1315, University of Warwick, Department of Economics.
• Nicola Borri & Giorgio Di Giorgio, 2020. "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF 2005, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
• Martin, Ian & Ross, Steve, 2019. "Notes on the yield curve," LSE Research Online Documents on Economics 90208, London School of Economics and Political Science, LSE Library.
• Tao Chen & Jiyoun Myung, 2020. "Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty," Papers 2011.04804, arXiv.org, revised Mar 2022.
• L. Bauwens & E. Otranto, 2020. "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS 202007, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Ben Hambly & Renyuan Xu & Huining Yang, 2020. "Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon," Papers 2011.10300, arXiv.org, revised Jun 2021.
• Gabler, Janos & Raabe, Tobias & Röhrl, Klara, 2020. "People Meet People: A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," IZA Discussion Papers 13899, Institute of Labor Economics (IZA).
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2020. "Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence," CFR Working Papers 20-10, University of Cologne, Centre for Financial Research (CFR).
• Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020. "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics 20201116, Federal Reserve Bank of New York.
• Marielle MONTGINOUL & Sébastien LOUBIER & Frédéric MAUREL & Dominique ROJAT, 2020. "La gestion des ressources en eau souterraine : six situations du bassin méditerranéen analysées sous l'angle de l’économie néo-institutionnelle et de la théorie des contrats," Working Paper 059700a1-e1f8-4694-9d90-a, Agence française de développement.
• Antonio Diez de los Rios, 2020. "A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation," Staff Working Papers 20-50, Bank of Canada.
• Monisankar Bishnu & Cagri Kumru, 2020. "A Note on the Annuity Role of Estate Tax - ONLINE SUPPLEMENT," ANU Working Papers in Economics and Econometrics 2020-676, Australian National University, College of Business and Economics, School of Economics.
• Ekaterina A. Aleksandrova & Venera I. Bagranova & Christopher J. Gerry, 2020. "The Effect Of Health Shocks On Labour Market Outcomes In Russia," HSE Working papers WP BRP 237/EC/2020, National Research University Higher School of Economics.
• Buncic, Daniel, 2020. "Econometric issues with Laubach and Williams’ estimates of the natural rate of interest," Working Paper Series 397, Sveriges Riksbank (Central Bank of Sweden).
• Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.
• Simone Pellegrino, 2020. "Il coefficiente di Gini: le origini," Working papers 101, Società Italiana di Economia Pubblica.
• van Basshuysen, Philippe, 2019. "Book review: radical markets: uprooting capitalism and democracy for a just society," LSE Research Online Documents on Economics 101024, London School of Economics and Political Science, LSE Library.
• Yann Décarie & Pierre-Carl Michaud, 2020. "Counting the Dead: COVID-19 and Mortality in Québec and British Columbia," CIRANO Working Papers 2020s-58, CIRANO.
• Ryadh M. Alkhareif & William A. Barnett, 2020. "Nowcasting Real Gdp For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202018, University of Kansas, Department of Economics, revised Nov 2020.
• Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020. "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers 20-1164, Toulouse School of Economics (TSE).
• Köppl-Turyna, Monika & Kantorowicz, Jarosław, 2020. "The effect of quotas on female representation in local politics," Research Papers 15, EcoAustria – Institute for Economic Research.
• David Boto-Garcìa & Alessandro Bucciol & Luca Zarri, 2020. "Managerial Beliefs and Firm Performance: Field Evidence from Professional Elite Soccer," Working Papers 19/2020, University of Verona, Department of Economics.
• Spengel, Christoph & Fischer, Leonie & Stutzenberger, Kathrin, 2020. "Breaking borders? The European Court of Justice and internal market," ZEW Discussion Papers 20-059, ZEW - Leibniz Centre for European Economic Research.
• John B. Davis, 2019. "�Openness� as a Methodological Principle of Sraffa�s Economic Thinking," Working Papers and Research 2019-03, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Zheng, Yanqiao & Zhang, Xiaoqi & Zhu, Yu, 2020. "Overeducation, Major Mismatch, and Return to Higher Education Tiers: Evidence from Novel Data Source of a Major Online Recruitment Platform in China," IZA Discussion Papers 13868, Institute of Labor Economics (IZA).
• Aldén, Lina & Bastani, Spencer & Hammarstedt, Mats, 2020. "Ethnic Background and the Value of Self-Employment Experience: Evidence from a Randomized Field Experiment," Working Paper Series 1369, Research Institute of Industrial Economics.