Report NEP-ORE-2019-10-07

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:

• Andrea Bastianin, 2019. "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers 408, University of Milano-Bicocca, Department of Economics, revised 06 May 2019.
• Enrique G. Mendoza & Sergio Villalvazo, 2019. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers 26310, National Bureau of Economic Research, Inc.
• Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers 201972, University of Pretoria, Department of Economics.
• Karlsson, Sune & Österholm, Pär, 2019. "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers 2019:7, Örebro University, School of Business.
• Rubini, Loris & Moro, Alessio, 2019. "Stochastic Structural Change," MPRA Paper 96144, University Library of Munich, Germany.
• Laura Garcia-Jorcano & Alfonso Novales, 2019. "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE 2019-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Skinner, Chris J., 2018. "Analysis of categorical data for complex surveys," LSE Research Online Documents on Economics 89707, London School of Economics and Political Science, LSE Library.
• Majid M. Al-Sadoon & Piotr Zwiernik, 2019. "The Identification Problem for Linear Rational Expectations Models," Working Papers 1114, Barcelona School of Economics.
• Majid Al-Sadoon & Piotr Zwiernik, 2019. "The identification problem for linear rational expectations models," Economics Working Papers 1669, Department of Economics and Business, Universitat Pompeu Fabra.
• Jang, Jiwook & Dassios, Angelos & Zhao, Hongbiao, 2018. "Moments of renewal shot-noise processes and their applications," LSE Research Online Documents on Economics 87428, London School of Economics and Political Science, LSE Library.
• Sam Ganzfried & Conner Laughlin & Charles Morefield, 2019. "Parallel Algorithm for Approximating Nash Equilibrium in Multiplayer Stochastic Games with Application to Naval Strategic Planning," Papers 1910.00193, arXiv.org, revised Mar 2020.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
• Aleksandar Petreski, 2019. "Search in apartment swap market," ERES eres2019_290, European Real Estate Society (ERES).
• Annette Krauss & Donald J. Brown, 2019. "Social Exclusion, Ambiguity and (IR)rationality," Cowles Foundation Discussion Papers 2202R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2019.
• Mo Zheng & Han-Suck Song & Fredrik Armerin, 2019. "Backtesting Value-at-Risk and expected shortfall: an empirical comparison using non-parametric and parametric models," ERES eres2019_366, European Real Estate Society (ERES).
• Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," NBER Working Papers 26255, National Bureau of Economic Research, Inc.
• Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019. "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers 201970, University of Pretoria, Department of Economics.
• Congressional Budget Office, 2019. "CBO’s Medicare Beneficiary Cost-Sharing Model: A Technical Description: Working Paper 2019-08," Working Papers 55659, Congressional Budget Office.
• Zhou, W. & O’Neill, E. & Moncaster, A. & Reiner, D. & Guthrie, P., 2019. "Applying Bayesian Model Averaging to Characterise Urban Residential Stock Turnover Dynamics," Cambridge Working Papers in Economics 1986, Faculty of Economics, University of Cambridge.
• Jakob J. Kolb & Finn Muller-Hansen & Jurgen Kurths & Jobst Heitzig, 2019. "Macroscopic approximation methods for the analysis of adaptive networked agent-based models: The example of a two-sector investment model," Papers 1909.13758, arXiv.org, revised Aug 2020.
• Martin Huber & Mark Schelker & Anthony Strittmatter, 2019. "Direct and Indirect Effects Based on Changes-in-Changes," CESifo Working Paper Series 7855, CESifo.
• Raquel M. Gaspar & Paulo M. Silva, 2019. "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM 2019/92, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Sucarrat, Genaro, 2019. "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper 96148, University Library of Munich, Germany.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," NBER Working Papers 26307, National Bureau of Economic Research, Inc.
• Similan Rujiwattanapong, 2019. "Unemployment Dynamics and Unemployment Insurance Extensions under Rational Expectations," 2019 Meeting Papers 232, Society for Economic Dynamics.
• Akshay Bansal & Diganta Mukherjee, 2019. "Optimizing Execution Cost Using Stochastic Control," Papers 1909.10762, arXiv.org.
• Enriqueta Aragonès & Clara Ponsatí, 2019. "Preference Shocks that Destroy Party Systems," Working Papers 1118, Barcelona School of Economics.
• Levy, Gilat & Razin, Ronny, 2018. "Information diffusion in networks with the Bayesian Peer Influence heuristic," LSE Research Online Documents on Economics 86554, London School of Economics and Political Science, LSE Library.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019. "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute. 19/060, African Governance and Development Institute..
• Lucia Dalla Pellegrina & Giorgio, Di Maio & Paolo Landoni & Beatrice Rama, 2019. "Activating women cognitive abilities: Impact of a financial literacy pilot program in India," Working Papers 412, University of Milano-Bicocca, Department of Economics, revised May 2019.
• Mengxiao Liu & Daniel Trefler, 2019. "What's the Big Idea? Multi-Function Products, Firm Scope and Firm Boundaries," NBER Working Papers 26320, National Bureau of Economic Research, Inc.
• Mark Burke & Franz Fuerst, 2019. "Time Intensity of Affordable Housing Utilisation," ERES eres2019_343, European Real Estate Society (ERES).
• Julian Andres VILLAMIL & Luis Felipe QUINTERO & Gustavo Adolfo HERNANDEZ-DIAZ, 2019. "Generación de empleos y clústeres," Archivos de Economía 17506, Departamento Nacional de Planeación.
• Neil Dunse & Colin Jones, 2019. "The Revolution in Warehousing: Changing Nature of Demand for and Supply of Logistics Real Estate," ERES eres2019_336, European Real Estate Society (ERES).