Report NEP-ORE-2021-03-01

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:

• Ding, Y., 2021. "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics 2112, Faculty of Economics, University of Cambridge.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
• Isaac M. Sonin & Konstantin Sonin, 2020. "A Continuous-Time Model of Financial Clearing," Working Papers 2020-101, Becker Friedman Institute for Research In Economics.
• Zacharias Psaradakis & Marian Vavra, 2020. "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers WP 7/2020, Research Department, National Bank of Slovakia.
• Mykola Babiak & Roman Kozhan, 2021. "Growth Uncertainty, Rational Learning, and Option Prices," CERGE-EI Working Papers wp682, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Talat Genc & Pietro De Giovanni, 2021. "Dynamic pricing and green investments under conscious, emotional, and rational consumers," Working Papers 2101, University of Guelph, Department of Economics and Finance.
• Richard S.J. Tol, 2021. "The economic impact of weather and climate," Video Library 2108, Department of Economics, University of Sussex Business School.
• Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020. "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series wps65, Bank of Russia.
• Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
• Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
• N'Golo Kone, 2021. "Efficient mean-variance portfolio selection by double regularization," Working Paper 1453, Economics Department, Queen's University.
• Huang, W. & Linton, O. & Zhang, Z., 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics 2113, Faculty of Economics, University of Cambridge.
• Prem, M & Colonnelli, E & Lagaras, S & Ponticelli, J & Tsoutsoura, M, 2021. "Revealing Corruption: Firm and Worker Level Evidence from Brazil," Documentos de Trabajo 18673, Universidad del Rosario.
• Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
• Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020. "An Adversarial Approach to Structural Estimation," Working Papers 2020-144, Becker Friedman Institute for Research In Economics.
• Christopher Adams & Evan Herrnstadt, 2021. "CBO’s Model of Drug Price Negotiations Under the Elijah E. Cummings Lower Drug Costs Now Act: Working Paper 2021-01," Working Papers 56905, Congressional Budget Office.
• Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
• Enrico D’Elia & Francesca Faedda & Giacomo Giannone, 2020. "Un modello statistico per il monitoraggio delle entrate tributarie (MoME)," Working Papers wp2020-5, Ministry of Economy and Finance, Department of Finance.
• Franz Dietrich & Christian List, 2021. "Dynamically rational judgment aggregation," Documents de travail du Centre d'Economie de la Sorbonne 21002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pawel Dziewulski & John K.-H. Quah, 2021. "Comparative statics with linear objectives: normal demand, monotone marginal costs, and ranking multi-prior beliefs," Working Paper Series 0121, Department of Economics, University of Sussex Business School.
• Desjardins, Denise & Dionne, Georges & Lu, Yang, 2021. "Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet," Working Papers 21-2, HEC Montreal, Canada Research Chair in Risk Management.
• Daniyal Khan, 2021. "The Twin Endogeneities Hypothesis: A Theory of Central Bank Evolution," Working Papers 2102, New School for Social Research, Department of Economics.
• Javier Ojea-Ferreiro, 2021. "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Pablo S. Castro & Ajit Desai & Han Du & Rodney Garratt & Francisco Rivadeneyra, 2021. "Estimating Policy Functions in Payments Systems Using Reinforcement Learning," Staff Working Papers 21-7, Bank of Canada.
• Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021. "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES 2021004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Carina Neisser, 2021. "The Elasticity of Taxable Income: A Meta-Regression Analysis," ECONtribute Discussion Papers Series 067, University of Bonn and University of Cologne, Germany.
• Komal Malik & Kolagani Paramahamsa, 2021. "Selling two complementary goods," Discussion Papers 21-01, Indian Statistical Institute, Delhi.
• Yoonseok Lee & Donggyu Sul, 2021. "Trimmed Mean Group Estimation," Center for Policy Research Working Papers 237, Center for Policy Research, Maxwell School, Syracuse University.
• Johannes Buckenmaier & Eugen Dimant & Ann-Christin Posten & Ulrich Schmidt, 2021. "Efficient Institutions and Effective Deterrence: On Timing and Uncertainty of Formal Sanctions," ECONtribute Discussion Papers Series 065, University of Bonn and University of Cologne, Germany.
• Nancy Stokey, 2020. "Technology Diffusion," Working Papers 2020-94, Becker Friedman Institute for Research In Economics.