Report NEP-ORE-2019-08-26

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:

• Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
• Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
• Bucci, Andrea, 2019. "Realized Volatility Forecasting with Neural Networks," MPRA Paper 95443, University Library of Munich, Germany.
• Edwin Alexander Veloza Moreno, "undated". "Aplicación del modelo estocástico de difusion -salto de merton para la simulación del valor del índice colcap," Vniversitas Económica 17377, Universidad Javeriana - Bogotá.
• Chudik, Alexander & Georgiadis, Georgios, 2019. "Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables," Working Paper Series 2307, European Central Bank.
• James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
• Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020. "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper 1420, Economics Department, Queen's University.
• Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2019. "Serving the (Un)Deserving? The Allocation of Credit in Markets with Asymmetrically Informed Lenders," CSEF Working Papers 539, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Hans Carlsson & Philipp Christoph Wichardt, 2019. "Strict Incentives and Strategic Uncertainty," CESifo Working Paper Series 7715, CESifo.
• Xuehai Zhang, 2019. "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE 126, Paderborn University, CIE Center for International Economics.
• Rodrigues, David & Seruca, Manuel, 2019. "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper 95392, University Library of Munich, Germany.
• Shehu Usman Rano, Aliyu, 2019. "Do presidential elections affect stock market returns in Nigeria?," MPRA Paper 95466, University Library of Munich, Germany, revised 07 Aug 2019.
• Dirk Bergemann & Philipp Strack, 2019. "Progressive Participation," Cowles Foundation Discussion Papers 2189, Cowles Foundation for Research in Economics, Yale University.
• Mahdavi, Sadegh & Bayat, Alireza & Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Economic Operation of Self-Sustained Microgrid Optimal Operation by Multiobjective Evolutionary Algorithm Based on Decomposition," MPRA Paper 95393, University Library of Munich, Germany.
• Khalid, Asma & Beg, Ismat, 2018. "Influence model of evasive decision makers," MPRA Paper 95493, University Library of Munich, Germany, revised 15 Jun 2019.
• Tamás Krisztin & Philipp Piribauer, 2019. "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers 586, WIFO.
• Ricco, Giovanni & ,, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
• John P. Conley, 2019. "Encryption, Hashing, PPK, and Blockchain: A Simple Introduction," Vanderbilt University Department of Economics Working Papers 19-00013, Vanderbilt University Department of Economics.
• Jin, Ding & Hedtrich, Johannes & Henning, Christian H. C. A., 2018. "Applying meta-modeling for extended CGE-modeling: Sampling techniques and potential application," Working Papers of Agricultural Policy WP2018-03, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
• Angelika Endres & Joachim Heinzel, 2019. "The Impact of Product Qualities on Downstream Bundling in a Distribution Channel," Working Papers CIE 124, Paderborn University, CIE Center for International Economics.
• Ngo Van Long, 2019. "A Dynamic Game with Interaction between Kantian Players and Nashian Players," CESifo Working Paper Series 7729, CESifo.
• Costas Meghir & Ahmed Mushfiq Mobarak & Corina D. Mommaerts & Melanie Morten, 2019. "Migration and Informal Insurance: Evidence from a Randomized Controlled Trial and a Structural Model," NBER Working Papers 26082, National Bureau of Economic Research, Inc.
• Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2019. "Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?," MPRA Paper 95407, University Library of Munich, Germany.
• Seruca, Manuel & Mota, Andrade & Rodrigues, David, 2019. "Solving the Economic Scheduling of Grid-Connected Microgrid Based on the Strength Pareto Approach," MPRA Paper 95391, University Library of Munich, Germany.
• Loermann, Julius & Maas, Benedikt, 2019. "Nowcasting US GDP with artificial neural networks," MPRA Paper 95459, University Library of Munich, Germany.
• Fatima Zahra Azayite & Said Achchab, 2019. "A hybrid neural network model based on improved PSO and SA for bankruptcy prediction," Papers 1907.12179, arXiv.org.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2018. "Análisis de complementariedad del Programa de Desarrollo de Zonas Prioritarias y del Programa de Zonas de Atención Prioritaria en el Programa Cruzada Nacional contra el Hambre en municipios indígenas ," MPRA Paper 88803, University Library of Munich, Germany.
• Belke, Ansgar & Göcke, Matthias, 2019. "Interest Rate Hysteresis in Macroeconomic Investment under Uncertainty," GLO Discussion Paper Series 377, Global Labor Organization (GLO).
• Bettina Klaus & Alexandru Nichifor, 2019. "Serial Dictatorship Mechanisms with Reservation Prices," Cahiers de Recherches Economiques du Département d'économie 19.04, Université de Lausanne, Faculté des HEC, Département d’économie.
• Kyungsub Lee & Byoung Ki Seo, 2019. "Performance of tail hedged portfolio with third moment variation swap," Papers 1908.05105, arXiv.org.
• Carey Caginalp & Gunduz Caginalp, 2019. "Derivation of non-classical stochastic price dynamics equations," Papers 1908.01103, arXiv.org, revised Aug 2020.
• Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers 13834, C.E.P.R. Discussion Papers.
• Mao, Haiou & Görg, Holger, 2019. "Friends like this: The impact of the US-China trade war on global value chains," KCG Working Papers 17, Kiel Centre for Globalization (KCG).