Report NEP-ORE-2021-08-23

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:

• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
• M. Hashem Pesaran & Yimeng Xie, 2021. "A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors," CESifo Working Paper Series 9234, CESifo.
• Pawel Polak & Urban Ulrych, 2021. "Dynamic Currency Hedging with Ambiguity," Swiss Finance Institute Research Paper Series 21-60, Swiss Finance Institute.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021. "Systemic Discrimination Among Large U.S. Employers," NBER Working Papers 29053, National Bureau of Economic Research, Inc.
• Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021. "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers 202154, University of Pretoria, Department of Economics.
• Rui (Aruhan) Shi, 2021. "Learning from Zero: How to Make Consumption-Saving Decisions in a Stochastic Environment with an AI Algorithm," CESifo Working Paper Series 9255, CESifo.
• Sakae Oya & Teruo Nakatsuma, 2021. "Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution," Papers 2108.04019, arXiv.org.
• Xu, Yongsheng & Yoshihara, Naoki, 2021. "Bargaining theory over opportunity assignments and the egalitarian solution," Discussion Paper Series 725, Institute of Economic Research, Hitotsubashi University.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2021. "Normal but Skewed?," Working Papers wp2021_2104, CEMFI.
• Wheatcroft, Edward, 2021. "Forecasting football matches by predicting match statistics," LSE Research Online Documents on Economics 111495, London School of Economics and Political Science, LSE Library.
• Nicolas Debarsy & James Lesage, 2022. "Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices," Post-Print hal-03046651, HAL.
• Sacchetto, Camilla & Logan, Sarah, 2021. "Scaling energy investments in fragile states," LSE Research Online Documents on Economics 111557, London School of Economics and Political Science, LSE Library.
• Kenwin Maung, 2021. "Estimating high-dimensional Markov-switching VARs," Papers 2107.12552, arXiv.org.
• Petropoulou, Maria & Salanti, Georgia & Rücker, Gerta & Schwarzer, Guido & Moustaki, Irini & Mavridis, Dimitris, 2021. "A forward search algorithm for detecting extreme study effects in network meta-analysis," LSE Research Online Documents on Economics 110954, London School of Economics and Political Science, LSE Library.
• Robert Kollmann, 2021. "Household Consumption Heterogeneity and the Real Exchange Rate," Working Papers ECARES 2021-14, ULB -- Universite Libre de Bruxelles.
• Gapeev, Pavel V., 2020. "Optimal stopping problems for running minima with positive discounting rates," LSE Research Online Documents on Economics 105849, London School of Economics and Political Science, LSE Library.
• Bastian Schäfer & Yuanhua Feng, 2021. "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE 143, Paderborn University, CIE Center for International Economics.
• Keith M. Drake & Robert He & Thomas McGuire & Alice K. Ndikumana, 2021. "No Free Launch: At-Risk Entry by Generic Drug Firms," NBER Working Papers 29131, National Bureau of Economic Research, Inc.
• Sacchetto, Camilla & Stern, Nicholas & Taylor, Charlotte, 2020. "Priorities for renewable energy investment in fragile states," LSE Research Online Documents on Economics 111549, London School of Economics and Political Science, LSE Library.
• Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2021. "Multivariate decompositions and seasonal gender employment," CAMA Working Papers 2021-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021. "Culling the herd of moments with penalized empirical likelihood," Papers 2108.03382, arXiv.org, revised May 2022.
• Can Urgun & Leeat Yariv, 2021. "Retrospective Search: Exploration and Ambition on Uncharted Terrain," NBER Working Papers 29127, National Bureau of Economic Research, Inc.
• Xiaohong Chen & Timothy Christensen & Sid Kankanala, 2021. "Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities," Papers 2107.11869, arXiv.org, revised Jan 2024.
• Ben Boukai, 2021. "The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model," Papers 2108.07937, arXiv.org, revised Aug 2021.
• Giancarlo Corsetti & Anna Lipínska & Giovanni Lombardo, 2021. "Sharing asymmetric tail risk smoothing, asset pricing and terms of trade," BIS Working Papers 958, Bank for International Settlements.
• Ian Ball & Jose-Antonio Espin-Sanchez, 2021. "Experimental Persuasion," Cowles Foundation Discussion Papers 2298, Cowles Foundation for Research in Economics, Yale University.
• Ivan Jericevich & Patrick Chang & Tim Gebbie, 2021. "Simulation and estimation of an agent-based market-model with a matching engine," Papers 2108.07806, arXiv.org, revised Aug 2021.
• Azacis, Helmuts & Vida, Peter, 2021. "Fighting Collusion: An Implementation Theory Approach," Cardiff Economics Working Papers E2021/19, Cardiff University, Cardiff Business School, Economics Section.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Instrumental Variable Identification of Dynamic Variance Decompositions," NBER Working Papers 29044, National Bureau of Economic Research, Inc.
• Hanno Reuvers & Etienne Wijler, 2021. "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers 2108.02864, arXiv.org, revised Dec 2021.
• Dirk Bergemann & Edmund Yeh & Jinkun Zhang, 2021. "Nonlinear Pricing with Finite Information," Cowles Foundation Discussion Papers 2297, Cowles Foundation for Research in Economics, Yale University.
• Yuanhua Feng & Bastian Schäfer, 2021. "Boundary modification in local polynomial regression," Working Papers CIE 144, Paderborn University, CIE Center for International Economics.
• Philip C. Solimine & R. Mark Isaac, 2021. "Reputation and Market Structure in Experimental Platforms," Working Papers wp2021_08_01, Department of Economics, Florida State University.
• Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," Cowles Foundation Discussion Papers 2295, Cowles Foundation for Research in Economics, Yale University.
• Logan, Sarah & Isaac, Chris, 2021. "AgDevCo in Malawi: a case study of the higher costs and impact of investing in challenging contexts," LSE Research Online Documents on Economics 111561, London School of Economics and Political Science, LSE Library.
• Imane El Ouadghiri & Remzi Uctum, 2020. "Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data," Post-Print hal-03319091, HAL.
• Ulrike Malmendier, 2021. "Experience Effects in Finance: Foundations, Applications, and Future Directions," NBER Working Papers 29074, National Bureau of Economic Research, Inc.
• Jan Matas & Jan Posp'iv{s}il, 2021. "Robustness and sensitivity analyses for rough Volterra stochastic volatility models," Papers 2107.12462, arXiv.org, revised Jun 2023.
• Lukas Menkhoff & Carsten Schröder, 2021. "Risky Asset Holdings during Covid-19 and Their Distributional Impact: Evidence from Germany," Discussion Papers of DIW Berlin 1962, DIW Berlin, German Institute for Economic Research.
• Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021. "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers 29085, National Bureau of Economic Research, Inc.
• Charles I. Jones, 2021. "The Past and Future of Economic Growth: A Semi-Endogenous Perspective," NBER Working Papers 29126, National Bureau of Economic Research, Inc.
• Thomas Bouquet & Mehdi Hmyene & Franc{c}ois Porcher & Lorenzo Pugliese & Jad Zeroual, 2021. "Approximating Optimal Asset Allocations using Simulated Bifurcation," Papers 2108.03092, arXiv.org, revised Dec 2021.
• Muhammed Taher Al-Mudafer & Benjamin Avanzi & Greg Taylor & Bernard Wong, 2021. "Stochastic loss reserving with mixture density neural networks," Papers 2108.07924, arXiv.org.
• Ji, Yueting & Huang, Qianyao & Liu, Haiyang & Phillips, Caleb, 2021. "Weight bias 2.0: the effect of perceived weight change on performance evaluation and the moderating role of anti-fat bias," LSE Research Online Documents on Economics 111589, London School of Economics and Political Science, LSE Library.
• Gauti B. Eggertsson & Cosimo Petracchi, 2021. "Mr. Keynes and the “Classics”; A Suggested Reinterpretation," NBER Working Papers 29158, National Bureau of Economic Research, Inc.
• Link, Albert & Gicheva, Dora, 2021. "Public Sector Entrepreneurship, Politics, and Innovation," UNCG Economics Working Papers 21-6, University of North Carolina at Greensboro, Department of Economics.
• Lee G. Branstetter & Jong-Rong Chen & Britta Glennon & Nikolas Zolas, 2021. "Does Offshoring Production Reduce Innovation: Firm-Level Evidence from Taiwan," NBER Working Papers 29117, National Bureau of Economic Research, Inc.
• Philipp F. M. Baumann & Dr. Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.
• Ryosuke Sakai & Shigehiro Serizawa, 2021. "A Characterization of Minimum Price Walrasian Rule in Object Allocation Problem for an Arbitrary Number of Objects," ISER Discussion Paper 1134, Institute of Social and Economic Research, Osaka University.
• Bloem, Jeffrey R. & Oswald, Andrew J., 2021. "The Analysis of Human Feelings: A Practical Suggestion for a Robustness Test," IZA Discussion Papers 14632, Institute of Labor Economics (IZA).
• Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021. "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers 29065, National Bureau of Economic Research, Inc.
• Miqdad Asaria & Joan Costa-i-Font & Frank Cowell, 2021. "How Does Exposure to Covid-19 Influence Health and Income Inequality Aversion?," CESifo Working Paper Series 9250, CESifo.
• Michael Keane & Timothy Neal, 2021. "A New Perspective on Weak Instruments," Discussion Papers 2021-05a, School of Economics, The University of New South Wales.
• Stefania Bortolotti & Felix Kölle & Lukas Wenner, 2021. "On the Persistence of Dishonesty," ECONtribute Discussion Papers Series 111, University of Bonn and University of Cologne, Germany.
• Khaski, Ignacio, 2020. "La utilización de los indicadores de gestión en el sector público: el caso de la agencia de recaudación municipal," Nülan. Deposited Documents 3543, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
• Serena Ng, 2021. "Modeling Macroeconomic Variations after Covid-19," NBER Working Papers 29060, National Bureau of Economic Research, Inc.