Report NEP-ORE-2020-10-05

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:

• Darvay, Zsolt & Illés, Tibor & Rigó, Petra Renáta, 2020. "Predictor-corrector interior-point algorithm for sufficient linear complementarity problems based on a new type of algebraic equivalent transformation technique," Corvinus Economics Working Papers (CEWP) 2020/03, Corvinus University of Budapest.
• Ivo Bakota, 2020. "Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation," CERGE-EI Working Papers wp669, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Hie Joo Ahn & Yun Liu & Yeonwoo Rho, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Finance and Economics Discussion Series 2020-082, Board of Governors of the Federal Reserve System (U.S.).
• Marc-Aurèle Divernois, 2020. "A Deep Learning Approach to Estimate Forward Default Intensities," Swiss Finance Institute Research Paper Series 20-79, Swiss Finance Institute.
• Kimberly A. Berg & Nelson C. Mark, 2020. "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers 27844, National Bureau of Economic Research, Inc.
• Marina Agranov & Ran Eilat & Konstantin Sonin, 2020. "A Political Model of Trust," Working Papers 2020-50, Becker Friedman Institute for Research In Economics.
• Alfelt, Gustav & Mazur, Stepan, 2020. "On the mean and variance of the estimated tangency portfolio weights for small samples," Working Papers 2020:8, Örebro University, School of Business.
• Anoek Castelein & Dennis Fok & Richard Paap, 2020. "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers 20-061/III, Tinbergen Institute.
• Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
• Treb Allen & Costas Arkolakis & Xiangliang Li, 2020. "On the Equilibrium Properties of Network Models with Heterogeneous Agents," NBER Working Papers 27837, National Bureau of Economic Research, Inc.
• Carolina Caetano & Gregorio Caetano & Eric R. Nielsen, 2020. "Correcting for Endogeneity in Models with Bunching," Finance and Economics Discussion Series 2020-080, Board of Governors of the Federal Reserve System (U.S.).
• Diego Zabaljauregui, 2020. "Optimal market making under partial information and numerical methods for impulse control games with applications," Papers 2009.06521, arXiv.org.
• Roman Horvath & Ali Elminejad & Tomas Havranek, 2020. "Publication and Identification Biases in Measuring the Intertemporal Substitution of Labor Supply," Working Papers IES 2020/32, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2020.
• Sergei Glebkin & Semyon Malamud & Alberto Teguia, 2020. "Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs," Swiss Finance Institute Research Paper Series 20-80, Swiss Finance Institute.
• Victoria Dobrynskaya, 2020. "Is Downside Risk Priced In Cryptocurrency Market?," HSE Working papers WP BRP 79/FE/2020, National Research University Higher School of Economics.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers 20-27, Federal Reserve Bank of Cleveland.
• Paul J.J. Welfens, 2020. "The Optimum Import Tariff in the Presence of Outward Foreign Direct Investment," EIIW Discussion paper disbei269, Universitätsbibliothek Wuppertal, University Library.
• Meinhardt, Holger Ingmar, 2020. "On the Replication of the Pre-Kernel and Related Solutions," MPRA Paper 102676, University Library of Munich, Germany.
• Alexander Klein & Guy Tchuente, 2020. "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers 2009.06570, arXiv.org.
• Vellore Arthi & John Parman, 2020. "Disease, Downturns, and Wellbeing: Economic History and the Long-Run Impacts of COVID-19," NBER Working Papers 27805, National Bureau of Economic Research, Inc.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and monetary policy during extreme events," CAMA Working Papers 2020-80, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ryan Chahrour & Kyle Jurado, 2020. "Optimal Foresight," Boston College Working Papers in Economics 1017, Boston College Department of Economics.
• David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020. "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series 20-82, Swiss Finance Institute, revised May 2023.
• Hanny John Mediodia & Viktoria Kahui & Ilan Noy, 2020. "Sea Surface Temperature and Tuna Catch in the Eastern Pacific Ocean under Climate Change," CESifo Working Paper Series 8533, CESifo.
• Jan Philipp Fritsche & Mathias Klein & Malte Rieth, 2020. "Government Spending Multipliers in (Un)certain Times," Discussion Papers of DIW Berlin 1901, DIW Berlin, German Institute for Economic Research.
• Harsh Desai & Erik Forsberg, 2020. "Multidimensional fragility in 2020," OECD Development Co-operation Working Papers 79, OECD Publishing.
• Cosmin L. Ilut & Rosen Valchev, 2020. "Economic Agents as Imperfect Problem Solvers," NBER Working Papers 27820, National Bureau of Economic Research, Inc.
• Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020. "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers 50/2020, Deutsche Bundesbank.
• Alessandro Ispano & Péter Vida, 2020. "Custodial Interrogations," THEMA Working Papers 2020-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Majid M. Al-Sadoon, 2020. "Regularized Solutions to Linear Rational Expectations Models," Papers 2009.05875, arXiv.org, revised Oct 2020.
• YiLi Chien & In-Koo Cho & B. Ravikumar, 2020. "Convergence to Rational Expectations in Learning Models: A Note of Caution," Working Papers 2020-027, Federal Reserve Bank of St. Louis, revised 19 Sep 2020.
• del Barrio Castro, Tomás & Rachinger, Heiko, 2020. "Aggregation of Seasonal Long-Memory Processes," MPRA Paper 102890, University Library of Munich, Germany.
• Paul J.J. Welfens, 2019. "BREXIT-Wirtschaftsperspektiven für Deutschland und NRW: Mittel- und langfristige Effekte & Politikoptionen," EIIW Discussion paper disbei260, Universitätsbibliothek Wuppertal, University Library.
• Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
• Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020. "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper 102797, University Library of Munich, Germany.
• Yaya, OlaOluwa S & Olalude, Gbenga A & Olayinka, Hameed A & Jimoh, Toheeb A & Adebiyi, Aliu A, 2020. "Household Expenditure In Africa: Evidence Of Mean Reversion," MPRA Paper 102876, University Library of Munich, Germany.