Report NEP-ORE-2018-10-29

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:

• Gary S. Anderson, 2018. "Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas," Finance and Economics Discussion Series 2018-070, Board of Governors of the Federal Reserve System (U.S.).
• Daniel J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
• Andor, Mark A. & Parmeter, Christopher & Sommer, Stephan, 2018. "Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes," Ruhr Economic Papers 770, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
• Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz 2018-07, Department of Economics, University of Konstanz.
• Martin, Chris & Wang, Bingsong, 2018. "Unemployment Volatility in a Behavioural Search Model," The Warwick Economics Research Paper Series (TWERPS) 1179, University of Warwick, Department of Economics.
• Mark Armstrong & John Vickers, 2018. "Discriminating Against Captive Customers," Economics Series Working Papers 858, University of Oxford, Department of Economics.
• Marcello Pericoli & Marco Taboga, 2018. "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers) 1189, Bank of Italy, Economic Research and International Relations Area.
• Richard L. Carson, 2018. "Product Differentiation and Demand Elasticity," Carleton Economic Papers 18-12, Carleton University, Department of Economics.