Report NEP-ORE-2020-11-23

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:

• Hartwig, Benny, 2020. "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224528, Verein für Socialpolitik / German Economic Association.
• Zhang, Bo & Nguyen, Bao H., 2020. "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers 2020-12, University of Tasmania, Tasmanian School of Business and Economics.
• Alyssa Carlson, 2020. "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers 2008, Department of Economics, University of Missouri.
• Pihnastyi, Oleh & Khodusov, Valery & Subbotin, Sergey, 2020. "Linear Regression Model of the Conveyor Type Transport System," MPRA Paper 103881, University Library of Munich, Germany, revised 26 Sep 2020.
• Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
• Jianmin Shi, 2020. "Optimal control of multiple Markov switching stochastic system with application to portfolio decision," Papers 2010.16102, arXiv.org.
• Bernd Schwaab & Xin Zhang & Andre Lucas, 2020. "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers 20-076/III, Tinbergen Institute.
• Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020. "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences 11-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Otto, Sven & Breitung, Jörg, 2020. "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224533, Verein für Socialpolitik / German Economic Association.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series 8674, CESifo.
• Ferman, Bruno & Lima, Lycia & Riva, Flavio, 2020. "Experimental Evidence on Artificial Intelligence in the Classroom," MPRA Paper 103934, University Library of Munich, Germany.
• Diunugala, Hemantha Premakumara & Mombeuil, Claudel, 2020. "Modeling and predicting foreign tourist arrivals to Sri Lanka: A comparison of three different methods," MPRA Paper 103779, University Library of Munich, Germany.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
• Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series 8667, CESifo.
• Bastani, Spencer & Giebe, Thomas & Gürtler, Oliver, 2020. "A general framework for studying contests," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224601, Verein für Socialpolitik / German Economic Association.
• Martin F. Hellwig, 2020. "Incomplete-Information Games in Large Populations with Anonymity," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2020_20, Max Planck Institute for Research on Collective Goods, revised 09 Mar 2021.
• Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso, 2020. "A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets," Papers 2011.04256, arXiv.org.
• Huesmann, Katharina & Wambach, Achim, 2020. "Constraints on Matching Markets Based on Moral Concerns," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224636, Verein für Socialpolitik / German Economic Association.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper 103889, University Library of Munich, Germany, revised 31 Oct 2020.
• Martin Bruns & Helmut Luetkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2020-06, School of Economics, University of East Anglia, Norwich, UK..
• Ben Cheikh, Nidhaleddine & Ben Naceur, Sami & Kanaan, Oussama & Rault, Christophe, 2020. "Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets," IZA Discussion Papers 13853, Institute of Labor Economics (IZA).
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020. "The macroeconomics of hedging income shares," Temi di discussione (Economic working papers) 1283, Bank of Italy, Economic Research and International Relations Area.
• Werner, Katharina & Strulik, Holger, 2020. "Renewable Resource Use with Imperfect Self-Control," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224628, Verein für Socialpolitik / German Economic Association.
• Andre Veiga & Tommaso Valletti, 2020. "Attention, recall and purchase: Experimental evidence on online news and advertising," Working Papers 20-15, NET Institute.
• F.Javier Martínez de Albéniz & Carlos Rafels & Neus Ybern, 2019. "Assortative multisided assignment games. The extreme core points," UB School of Economics Working Papers 2019/395, University of Barcelona School of Economics.
• Lo, Yuen & Medda, Francesca, 2020. "Uniswap and the rise of the decentralized exchange," MPRA Paper 103925, University Library of Munich, Germany.
• Philippe Bergault & Olivier Guéant, 2020. "Size matters for OTC market makers: general results and dimensionality reduction techniques," Working Papers hal-02987894, HAL.
• Philippe Bergault & Olivier Guéant, 2020. "Size matters for OTC market makers: general results and dimensionality reduction techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02987894, HAL.
• Berman, Ron & Heller, Yuval, 2020. "Naive Analytics Equilibrium," MPRA Paper 103824, University Library of Munich, Germany.
• Bühl, Vitus & Schmidt, Robert C., 2020. "Coordinating to avoid the catastrophe," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224649, Verein für Socialpolitik / German Economic Association.
• Lilian Muchimba & Alexis Stenfors, 2020. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance 2020-13, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
• Birg, Laura & Voßwinkel, Jan, 2020. "Green Consumers, Emission Taxes, and Firm Relocation," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224639, Verein für Socialpolitik / German Economic Association.
• Francesca Carta & Francesco D'Amuri & Till von Wachter, 2020. "workforce aging, pension reforms, and firm outcomes," Temi di discussione (Economic working papers) 1297, Bank of Italy, Economic Research and International Relations Area.
• Garibaldi, Pietro & Moen, Espen R. & Pissarides, Christopher A., 2020. "Static and Dynamic Inefficiencies in an Optimizing Model of Epidemics," IZA Discussion Papers 13844, Institute of Labor Economics (IZA).
• Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
• Christoph Engel & Eric Helland, 2020. "Does the Fundamental Transformation Deter Trade? An Experiment," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2020_23, Max Planck Institute for Research on Collective Goods.
• Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020. "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Jesse F. Buchsbaum & Catherine Hausman & Johanna L. Mathieu & Jing Peng, 2020. "Spillovers from Ancillary Services to Wholesale Energy Markets," NBER Working Papers 28027, National Bureau of Economic Research, Inc.
• Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
• Momsen, Katharina & Ohndorf, Markus, 2020. "Information Avoidance, Selective Exposure, and Fake(?) News - A Market Experiment," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224637, Verein für Socialpolitik / German Economic Association.
• Brünner, Tobias & Levinsky, Rene, 2020. "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224618, Verein für Socialpolitik / German Economic Association.
• Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020. "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working and Discussion Papers WP 5/2020, Research Department, National Bank of Slovakia.
• Sylvain Chassang & Lucia Del Carpio & Samuel Kapon, 2020. "Using Divide and Conquer to Improve Tax Collection: Theory and Laboratory Evidence," NBER Working Papers 28042, National Bureau of Economic Research, Inc.
• Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Nov 2024.
• Cueva, Selena, 2020. "Entendiendo la paradoja de la maternidad adolescente en Lima Metropolitana: un análisis de los efectos de vecindario en el 2013," Avances de Investigación 0040, Grupo de Análisis para el Desarrollo (GRADE).
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020. "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers) 1284, Bank of Italy, Economic Research and International Relations Area.
• Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2020. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," LEM Papers Series 2020/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• José María Alsonso-Maijide & Mikel Álvarez-Mozos & María Gloria Fiestras-Janeiro & Andrés Jiménez-Losada, 2019. "On Convexity in Games with Externalities," UB School of Economics Working Papers 2019/398, University of Barcelona School of Economics.
• Becker, Johannes & Hopp, Daniel & Süß, Karolin, 2020. "How altruistic is indirect reciprocity? - Evidence from gift-exchange games in the lab," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224592, Verein für Socialpolitik / German Economic Association.
• Baschieri, Davide & Magni, Carlo Alberto & Marchioni, Andrea, 2020. "Comprehensive Financial Modeling of Solar PV Systems," MPRA Paper 103886, University Library of Munich, Germany.
• Allen, David & Sandakchiev, Danail & Hooper, Vincent & Ivanov, Ivan, 2020. "The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature," MPRA Paper 103862, University Library of Munich, Germany.
• Andrej Cupák & Ján Klacso & Martin Suster, 2020. "Surveying the Impact of the Covid-19 Recession on the Financial Situation of Indebted Households," Working and Discussion Papers WP 6/2020, Research Department, National Bank of Slovakia.
• Rozo, Sandra V. & Urbina, Maria José, 2020. "Who Does Not like Migrants? Individual Demographics and Attitudes Towards Migration," IZA Discussion Papers 13842, Institute of Labor Economics (IZA).
• Jérôme Lelong & Zineb El Filali Ech-Chafiq & Adil Reghai, 2020. "Automatic Control Variates for Option Pricing using Neural Networks," Working Papers hal-02891798, HAL.
• Mitkova, Mariya, 2020. "Social Optimum in a Model with Hierarchical Firms and Endogenous Promotion Time," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224589, Verein für Socialpolitik / German Economic Association.
• Janas, Moritz & Oljemark, Emilia, 2020. "Trust and Reputation under Asymmetric Information," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224518, Verein für Socialpolitik / German Economic Association.