Report NEP-ORE-2019-05-06

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:

• A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
• Vygintas Gontis & Aleksejus Kononovicius, 2019. "Bessel-like birth-death process," Papers 1904.13064, arXiv.org, revised Oct 2019.
• Bingyan Han & Hoi Ying Wong, 2019. "Mean-variance portfolio selection under Volterra Heston model," Papers 1904.12442, arXiv.org, revised Jan 2020.
• Fernando Rios-Avila, 2019. "Recentered Influence Functions in Stata: Methods for Analyzing the Determinants of Poverty and Inequality," Economics Working Paper Archive wp_927, Levy Economics Institute.
• Simon Freyaldenhoven, 2019. "A Generalized Factor Model with Local Factors," Working Papers 19-23, Federal Reserve Bank of Philadelphia.
• Bazhenov, Timofey & Fantazzini, Dean, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper 93544, University Library of Munich, Germany.
• Lars Peter Hansen & Thomas J. Sargent, 2019. "Macroeconomic Uncertainty Prices when Beliefs are Tenuous," NBER Working Papers 25781, National Bureau of Economic Research, Inc.
• Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019. "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1907, Koc University-TUSIAD Economic Research Forum.
• Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
• Jessica E. Pac & Ann P. Bartel & Christopher J. Ruhm & Jane Waldfogel, 2019. "Paid Family Leave and Breastfeeding: Evidence from California," NBER Working Papers 25784, National Bureau of Economic Research, Inc.
• Hebert, Benjamin & Woodford, Michael, 2018. "Information Costs and Sequential Information Sampling," Research Papers 3751, Stanford University, Graduate School of Business.
• Light, Bar & Weintraub, Gabriel, 2018. "Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics," Research Papers 3731, Stanford University, Graduate School of Business.
• Chen, Yongmin & Li, zhuozheng & Zhang, Tianle, 2019. "A Search Model of Experience Goods," MPRA Paper 93547, University Library of Munich, Germany.
• A Clements & M Doolan, 2018. "Combining Multivariate Volatility Forecasts using Weighted Losses," NCER Working Paper Series 119, National Centre for Econometric Research.
• Plamen Nikolov & Paolo Pasimeni, 2019. "Fiscal Stabilization in the United States: Lessons for Monetary Unions," Economics Working Paper Archive wp_926, Levy Economics Institute.
• Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
• Ellis, Andrew, 2017. "Foundations for optimal inattention," LSE Research Online Documents on Economics 85334, London School of Economics and Political Science, LSE Library.
• Natalia Salazar & Diego Gutíerrez & Fedesarrollo, 2018. "La financiación de las grandes ciudades: revisión de la literatura, comparación internacional y experiencias exitosas," Informes de Investigación 17253, Fedesarrollo.
• Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019. "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers 793, Bank of England.
• Papageorgiou, Ioulia & Moustaki, Irini, 2019. "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics 87592, London School of Economics and Political Science, LSE Library.
• Guglielmo Maria Caporale & Daria Teterkina, 2019. "Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods," CESifo Working Paper Series 7612, CESifo.
• Fei Sun & Xiaozhi Fan & Weitao Liu, 2019. "Set-valued risk statistics with the time value of money," Papers 1905.00486, arXiv.org, revised Aug 2021.
• Tamilina, Larysa & Tamilina, Natalya, 2018. "Path Break versus Path Drift: A Comparative Approach to Explain Variations in Institutional Effects on Economic Growth," MPRA Paper 93561, University Library of Munich, Germany.
• Guida Nogueira & António Portugal Duarte, 2019. "Vantagens Comparativas Reveladas e suas Determinantes: Uma Aplicação à Economia Portuguesa," GEE Papers 0119, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2019.
• Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
• Athey, Susan & Imbens, Guido W., 2018. "Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption," Research Papers 3712, Stanford University, Graduate School of Business.
• Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
• Kniesner, Thomas J., 2019. "Behavioral Economics and the Value of a Statistical Life," IZA Discussion Papers 12280, Institute of Labor Economics (IZA).
• Alexis Derumigny & Lucas Girard & Yannick Guyonvarch, 2019. "On the construction of confidence intervals for ratios of expectations," Working Papers 2019-07, Center for Research in Economics and Statistics.
• Larcker, David F. & Watts, Edward M., 2019. "Where's the Greenium?," Research Papers 3766, Stanford University, Graduate School of Business.