Report NEP-ORE-2020-03-30

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:

• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Barron, Kai, 2020. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309r2, WZB Berlin Social Science Center, revised 2020.
• Camponovo, Lorenzo & Matsushita, Yukitoshi & Otsu, Taisuke, 2019. "Empirical likelihood for high frequency data," LSE Research Online Documents on Economics 100320, London School of Economics and Political Science, LSE Library.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW Kiel).
• Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
• Sanyyam Khurana, 2020. "Asymmetric auctions with risk averse preferences," Working papers 304, Centre for Development Economics, Delhi School of Economics.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
• Dirk Bergemann & Benjamin Brooks & Stephen Morris, 2020. "Search, Information, and Prices," Cowles Foundation Discussion Papers 2224, Cowles Foundation for Research in Economics, Yale University.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2020. "Uniform Inference after Pretesting for Exogeneity," MPRA Paper 99243, University Library of Munich, Germany.
• Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers 20-01, The University of Western Australia, Department of Economics.
• Sproule, Robert A., 2020. "The delimitation of Giffenity for the Wold-Juréen (1953) utility function using relative prices: A note," Economics Discussion Papers 2020-4, Kiel Institute for the World Economy (IfW Kiel).
• Gerke, Rafael & Giesen, Sebastian & Scheer, F. Alexander, 2020. "The power of forward guidance in a quantitative TANK model," Discussion Papers 03/2020, Deutsche Bundesbank.
• Loertscher, Simon & Mezzetti, Claudio, 2020. "A Dominant Strategy, Double Clock Auction with Estimation-Based Tatonnement," The Warwick Economics Research Paper Series (TWERPS) 1249, University of Warwick, Department of Economics.
• Chulyoung Kim & Sang-Hyun Kim & Myunghwan Lee, 2020. "Power to Ignore: An Experimental Study," Working papers 2020rwp-169, Yonsei University, Yonsei Economics Research Institute.
• Michael Sockin & Wei Xiong, 2020. "A Model of Cryptocurrencies," NBER Working Papers 26816, National Bureau of Economic Research, Inc.
• Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2020. "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers 6-2020, Singapore Management University, School of Economics.
• Isaiah Andrews & Jesse M. Shapiro, 2020. "A Model of Scientific Communication," NBER Working Papers 26824, National Bureau of Economic Research, Inc.
• Jose Cruz & Daniel Sevcovic, 2020. "On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models," Papers 2003.03851, arXiv.org.
• P. Pramanik & A. M. Polansky, 2020. "Optimization of a Dynamic Profit Function using Euclidean Path Integral," Papers 2002.09394, arXiv.org.
• Peterman, Amber & Palermo, Tia M. & Ferrari, Giulia, 2018. "Still a leap of faith: microfinance initiatives for reduction of violence against women and children in low-income and middle-income countries," LSE Research Online Documents on Economics 103646, London School of Economics and Political Science, LSE Library.
• Karimi, Abdul-Hakim & Rahimi, Abdul-Tawab, 2020. "Factors Affecting Employee Turnover at Architecture Engineering Construction Operations and Management (AECOM) Afghanistan," MPRA Paper 99240, University Library of Munich, Germany.
• Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Firm-bank credit network, business cycle and macroprudential policy," Working Papers 2020/16, Economics Department, Universitat Jaume I, Castellón (Spain).
• Magnolfi, Lorenzo & Roncoroni, Camilla, 2020. "Estimation of Discrete Games with Weak Assumptions on Information," The Warwick Economics Research Paper Series (TWERPS) 1247, University of Warwick, Department of Economics.
• Alberti, Federica & Mantilla, César, 2020. "Provision of noxious facilities using a market-like mechanism: A simple implementation in the lab," Working papers 35, Red Investigadores de Economía.