Report NEP-ORE-2020-11-16

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:

• Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon, 2020. "Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series," Hannover Economic Papers (HEP) dp-676, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
• Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2020. "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Working Papers tecipa-679, University of Toronto, Department of Economics.
• Eduard Gracia Rodríguez, 2020. "The Cycle of Rents: a Model of Rational Bull-and-Bear Cycles in an Efficient Market," UB School of Economics Working Papers 2020/400, University of Barcelona School of Economics.
• Richard S.J. Tol, 2020. "The Schelling Conjecture," Video Library 2079, Department of Economics, University of Sussex Business School.
• Lukasz Balbus & Kevin Reffett & Lukasz Wozny, 2020. "Time consistent equilibria in dynamic models with recursivepayoffs and behavioral discounting," KAE Working Papers 2020-055, Warsaw School of Economics, Collegium of Economic Analysis.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
• Bergsma, Wicher, 2020. "Regression with I-priors," LSE Research Online Documents on Economics 102136, London School of Economics and Political Science, LSE Library.
• de Oliveira Souza, Thiago, 2020. "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics 11/2020, University of Southern Denmark, Department of Economics.
• Mengheng Li & Ivan Mendieta-Muñoz, 2019. "Are long-run output growth rates falling?," Working Papers 2019.07, International Network for Economic Research - INFER.
• Richard S.J. Tol, 2020. "Estimates of the economic impact of climate change," Video Library 2075, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "Impacts of climate change," Video Library 2069, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "Ramsey rule," Video Library 2085, Department of Economics, University of Sussex Business School.
• Berardi, Michele, 2020. "Uncertainty and sentiments in asset prices," MPRA Paper 103798, University Library of Munich, Germany.
• Richard S.J. Tol, 2020. "Ethics and climate policy," Video Library 2092, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "Secondary benefits," Video Library 2084, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "How to adapt to climate change," Video Library 2071, Department of Economics, University of Sussex Business School.
• Richard S.J. Tol, 2020. "Optimal climate policy," Video Library 2083, Department of Economics, University of Sussex Business School.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020. "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper 103813, University Library of Munich, Germany.
• Hang Bai & Lu Zhang, 2020. "Searching for the Equity Premium," NBER Working Papers 28001, National Bureau of Economic Research, Inc.
• Nazif Durmaz & Henry Thompson, 2020. "Relative Prices and Empirical Trade Patterns," Auburn Economics Working Paper Series auwp2020-06, Department of Economics, Auburn University.
• Richard S.J. Tol, 2020. "Certainty equivalents," Video Library 2089, Department of Economics, University of Sussex Business School.
• Perone, G., 2020. "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers 20/18, HEDG, c/o Department of Economics, University of York.
• Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
• Richard S.J. Tol, 2020. "The Dismal Theorem," Video Library 2090, Department of Economics, University of Sussex Business School.
• Pennerstorfer, Dieter & Schindler, Nora & Weiss, Christoph R. & Yontcheva, Biliana, 2020. "Income inequality and product variety: Empirical evidence," DICE Discussion Papers 353, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
• Souza, Thiago de Oliveira, 2020. "Dollar carry timing," Discussion Papers on Economics 10/2020, University of Southern Denmark, Department of Economics.
• Birru, Justin & Young, Trevor, 2020. "Sentiment and Uncertainty," Working Paper Series 2020-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Strulik, Holger & Werner, Katharina, 2020. "Renewable resource use with imperfect self-control," University of Göttingen Working Papers in Economics 408, University of Goettingen, Department of Economics.
• Paolo E. Giordani & Francesco Rullani, 2020. "The Digital Revolution and COVID-19," Working Papers 06, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Ia Vardishvili, 2020. "Entry Decision, the Option to Delay Entry, and Business Cycles," Auburn Economics Working Paper Series auwp2020-07, Department of Economics, Auburn University.
• Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers 202024, University of California at Riverside, Department of Economics.
• Schuster, Gabriele & Fox, Caterina & Kalteis, Marion & Kumbartzki, Jürgen & Lucas, Christian & Scheunert, Uta & Wießner, Sabine, 2020. "Campusübergreifende Lehrforschung im Bachelor- und Master-Modul "Marktforschung und -analyse" zum Thema E-Mobilität: Darstellung der unterschiedlichen didaktischen Vorgehensweisen und der Er," IU Discussion Papers - Marketing & Communication 2/2020, IU International University of Applied Sciences.
• Amjadi, Golnaz, 2020. "Is Industrial Energy Inefficiency Transient or Persistent? Evidence from Swedish Manufacturing," CERE Working Papers 2020:15, CERE - the Center for Environmental and Resource Economics.