Report NEP-ORE-2017-10-15

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:

• Jin, Xin & Maheu, John M & Yang, Qiao, 2017. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper 81920, University Library of Munich, Germany.
• Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
• Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017. "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," Working Papers 1710, University of Otago, Department of Economics, revised Oct 2017.
• Rene (J.R.) van den Brink & Osman Palanci & S. Zeynep Alparslan Gok, 2017. "Interval Solutions for Tu-games," Tinbergen Institute Discussion Papers 17-094/II, Tinbergen Institute.
• Rendahl, Pontus, 2017. "Linear Time Iteration," Economics Series 330, Institute for Advanced Studies.
• Grosse Steffen, Christoph & Podstawski, Maximilian, 2017. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168101, Verein für Socialpolitik / German Economic Association.
• Guillem Roig, 2017. "Product Compatibility as an Strategy to Hinder Entry Deterrence," Documentos de Trabajo 15773, Universidad del Rosario.
• Guillem Roig, 2017. "Product Compatibility as an Strategy to Hinder Entry Deterrence," Documentos de Trabajo 15774, Universidad del Rosario.
• Raphael Boleslavsky & Christopher Hennessy & David L. Kelly, 2017. "Markets vs. Mechanisms," Working Papers 2017-11, University of Miami, Department of Economics.
• T. Chatzivasileiadis & F. Estrada & M. W. Hofkes & R. S. J. Tol, 2017. "Systematic sensitivity analysis of the full economic impacts of sea level rise," Working Paper Series 1617, Department of Economics, University of Sussex Business School.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
• Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168222, Verein für Socialpolitik / German Economic Association.
• Abhijit Banerjee & Sylvain Chassang & Sergio Montero & Erik Snowberg, 2017. "A Theory of Experimenters," NBER Working Papers 23867, National Bureau of Economic Research, Inc.
• Schasfoort, Joeri & Stockermans, Christopher, 2017. "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers 2017-63, Kiel Institute for the World Economy (IfW Kiel).
• Committee, Nobel Prize, 2017. "Richard H. Thaler: Integrating Economics with Psychology," Nobel Prize in Economics documents 2017-1, Nobel Prize Committee.
• Franziska K. Kruse & Wolfgang Maennig, 2017. "The future development of world records," Working Papers 061, Chair for Economic Policy, University of Hamburg.
• Ferdinando Monte & Stephen Redding & Esteban Rossi-Hansberg, 2017. "Commuting, Migration and Local Employment Elasticities," Working Papers 2017-073, Human Capital and Economic Opportunity Working Group.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.