Report NEP-ORE-2019-04-22

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:

• , 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.
• Alexander Chudik & Georgios Georgiadis, 2019. "Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables," Globalization Institute Working Papers 356, Federal Reserve Bank of Dallas.
• Daniel Bird & Alexander Frug, 2019. "Monotone contracts," Economics Working Papers 1647, Department of Economics and Business, Universitat Pompeu Fabra.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
• Patra, Sudip, 2019. "A quantum framework for economic science: New directions," Economics Discussion Papers 2019-20, Kiel Institute for the World Economy (IfW Kiel).
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," Economics Discussion Papers 2019-23, Kiel Institute for the World Economy (IfW Kiel).
• Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
• Marañón-Ledesma, Hector & Tomasgard, Asgeir, 2019. "Long-Term Electricity Investments Accounting for Demand and Supply Side Flexibility," MPRA Paper 93341, University Library of Munich, Germany.
• Gollier, Christian, 2019. "A general theory of risk apportionment," TSE Working Papers 19-1003, Toulouse School of Economics (TSE).
• Schlicht, Ekkehart, 2019. "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers 2019-22, Kiel Institute for the World Economy (IfW Kiel).
• Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Brighton, Henry, 2019. "Beyond quantified ignorance: Rebuilding rationality without the bias bias," Economics Discussion Papers 2019-25, Kiel Institute for the World Economy (IfW Kiel).
• Isaksson, Anders & Shang, Chenjun & Sickles, Robin C., 2018. "Non-structural Analysis of Productivity Growth for the Industrialized Countries: A Jackknife Model Averaging Approach," Working Papers 18-012, Rice University, Department of Economics.
• Paul, Saumik, 2019. "A Decline in Labor's Share with Capital Accumulation and Complementary Factor Inputs: An Application of the Morishima Elasticity of Substitution," IZA Discussion Papers 12219, Institute of Labor Economics (IZA).
• Pierre Henry-Labordere, 2019. "From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models," Working Papers hal-02090807, HAL.
• Morrison, William G. & Oxoby, Robert J., 2019. "Asset Integration, Risk Taking and Loss Aversion in the Laboratory," IZA Discussion Papers 12268, Institute of Labor Economics (IZA).
• Michael Gelman & Shachar Kariv & Matthew D. Shapiro & Dan Silverman, 2019. "Rational Illiquidity and Consumption: Theory and Evidence from Income Tax Withholding and Refunds," NBER Working Papers 25757, National Bureau of Economic Research, Inc.
• Li, Yi & Wang, Chen, 2018. "Delegation Uncertainty," Working Paper Series 2018-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Jay A. Soled & Richard L. Schmalbeck & James Alm, 2019. "Re-assessing the Costs of the Stepped-up Tax Basis Rule," Working Papers 1904, Tulane University, Department of Economics.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019. "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 19-025/III, Tinbergen Institute.
• António Sousa Mendes & Pedro Godinho, 2019. "NIESIM: A Simulation-based Application for Estimating the Value of Information in Mobile Network Management," CeBER Working Papers 2019-03, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Johan Hombert & Jérôme Pouyet & Nicolas Schutz, 2019. "Anticompetitive Vertical Merger Waves," CRC TR 224 Discussion Paper Series crctr224_2019_084, University of Bonn and University of Mannheim, Germany.
• Quast, Josefine & Wolters, Maik H., 2019. "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series 133, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Balistreri, Edward J. & Bohringer, Christoph & Rutherford, Thomas F., 2018. "Quantifying Disruptive Trade Policies," Staff Paper Series 592, University of Wisconsin, Agricultural and Applied Economics.